ESGV Options History — June 2025

In June 2025, ESGV traded between $104.65 and $109.61. ATM implied volatility averaged 16.6%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 3.3% (HV 20d: 13.3%). Max pain ranged from $97.00 to $97.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-06-05: Highest Volume — 2 contracts
  • 2025-06-11: Largest IV drop — 28.3% change
  • 2025-06-10: Highest IV Rank — 20.6%
  • 2025-06-03: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$106.45$104.65$109.61$104.65$109.61
Max Pain$97.00$97.00$97.00$97.00$97.00
ATM IV16.6%14.1%20.3%17.5%16.4%
Expected Move4.5%4.0%5.5%5.0%4.7%
HV 20d13.3%10.7%16.1%16.1%12.3%
HV 60d34.3%33.5%35.5%35.5%33.5%
IV Rank12.4%6.6%20.6%14.3%11.9%
IV Percentile44.8%15.7%72.9%57.5%49.5%
Term Structure0.5%-2.0%2.7%-1.2%-2.0%
Skew 25d3.3%1.2%7.2%3.3%3.6%
Skew 10d5.8%2.0%10.3%3.5%4.0%
Call IV 25d13.5%10.1%15.8%15.7%13.7%
Put IV 25d16.8%14.6%19.6%19.0%17.3%
Bid-Ask Spread %141.92130.47150.03130.47148.14
Gamma HHI0.690.630.800.690.65
Net GEX16.7K13.6K19.4K13.6K18.7K
Net DEX-196.5K-263.0K-162.8K-162.8K-263.0K
Net VEX-559-665-405-665-405
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.350200
Total OI59.858626061

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-06-02$104.65$97.0017.5%5.0%16.1%14.3%0.0%3.3%-1.2%13.6K-162.8K-6650.00130.47003228
2025-06-03$105.48$97.0019.3%5.5%16.0%18.3%0.0%5.3%-1.9%15.6K-178.6K-6350.00132.70003228
2025-06-04$105.73$97.0015.8%4.5%15.6%10.6%0.0%3.5%1.3%14.3K-188.9K-6490.00133.22003228
2025-06-05$105.12$0.0020.2%4.5%15.9%20.5%0.0%3.3%1.0%14.8K-183.7K-6390.00140.19203228
2025-06-06$106.22$0.0019.6%4.5%16.0%19.1%0.0%3.9%-0.7%14.9K-180.3K-5830.00131.85003028
2025-06-09$106.36$0.0018.7%4.3%15.7%17.0%0.0%1.9%0.5%15.5K-185.9K-5580.00146.78103028
2025-06-10$106.69$0.0020.3%4.3%11.5%20.6%0.0%1.4%-0.7%17.7K-200.5K-5420.00141.23003128
2025-06-11$106.34$0.0014.6%4.2%10.8%7.8%0.0%1.3%0.1%16.8K-204.8K-5400.00145.44003128
2025-06-12$106.64$0.0015.2%4.4%10.7%9.2%0.0%1.4%1.6%14.9K-186.4K-5890.00140.87003128
2025-06-13$105.13$0.0017.0%4.9%12.1%13.2%0.0%3.5%1.1%14.7K-174.7K-6020.00141.50003128
2025-06-16$106.54$0.0015.4%4.4%12.7%9.7%0.0%1.2%-0.3%17.7K-191.6K-5290.00144.04203128
2025-06-17$105.69$0.0014.5%4.2%13.0%7.7%0.0%3.6%2.6%16.6K-188.8K-5800.00144.12003228
2025-06-18$105.82$0.0016.0%4.6%12.9%11.0%0.0%2.3%1.0%17.6K-186.9K-5510.00142.00013228
2025-06-20$104.92$0.0014.8%4.3%12.3%8.4%0.0%4.0%0.9%18.3K-167.5K-6030.00141.69003129
2025-06-23$105.92$0.0016.2%4.7%12.7%11.5%0.0%3.7%0.5%16.8K-163.9K-5590.00141.55003029
2025-06-24$107.61$0.0016.1%4.6%13.1%11.1%0.0%7.2%0.3%19.1K-214.9K-5480.00150.03103329
2025-06-25$107.50$0.0016.4%4.7%11.9%11.9%0.0%3.0%1.0%18.9K-216.3K-5130.00148.07003229
2025-06-26$108.41$0.0014.1%4.0%12.1%6.6%0.0%4.7%2.7%18.7K-239.8K-4640.00149.88003229
2025-06-27$108.70$0.0014.5%4.2%12.1%7.6%0.0%3.0%1.5%19.4K-251.2K-4290.00144.58003229
2025-06-30$109.61$0.0016.4%4.7%12.3%11.9%0.0%3.6%-2.0%18.7K-263.0K-4050.00148.14003229