ESGV Options History — July 2025

In July 2025, ESGV traded between $109.57 and $112.96. ATM implied volatility averaged 15.2%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 5.0% (HV 20d: 10.2%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-07-11: Highest Volume — 25 contracts
  • 2025-07-09: Largest IV drop — 25.0% change
  • 2025-07-08: Highest IV Rank — 14.0%
  • 2025-07-02: Largest Expected Move — 4.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$111.22$109.57$112.96$109.57$112.17
Max Pain$90.00$90.00$90.00$90.00$90.00
ATM IV15.2%12.7%17.3%17.0%16.2%
Expected Move4.3%3.6%4.9%4.9%4.6%
HV 20d10.2%7.1%13.0%12.3%7.2%
HV 60d17.5%12.2%31.6%31.6%12.2%
IV Rank9.3%3.6%14.0%13.3%11.4%
IV Percentile33.9%4.1%59.0%55.4%48.3%
Term Structure-0.6%-6.2%6.2%-2.9%-6.1%
Skew 25d1.9%-0.9%6.2%3.2%-0.9%
Skew 10d2.0%-0.8%4.0%3.8%0.4%
Call IV 25d13.1%10.0%17.5%14.2%15.5%
Put IV 25d15.0%12.9%17.4%17.4%14.6%
Bid-Ask Spread %127.20120.90150.02150.02126.62
Gamma HHI0.450.320.650.650.33
Net GEX20.6K14.4K29.1K18.5K21.9K
Net DEX-398.5K-492.9K-266.0K-266.0K-476.7K
Net VEX-757-1.1K-235-395-977
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.18202500
Total OI77.04561876187

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-07-01$109.57$0.0017.0%4.9%12.3%13.3%0.0%3.2%-2.9%18.5K-266.0K-3950.00150.02003229
2025-07-02$109.94$0.0017.1%4.9%12.1%13.5%0.0%3.3%-2.3%17.8K-272.3K-3690.00149.13003229
2025-07-03$111.06$90.0017.2%3.6%12.5%13.6%0.0%1.7%3.2%16.0K-287.1K-3260.00124.59003229
2025-07-07$109.93$90.0015.2%4.7%13.0%9.3%0.0%1.0%1.0%17.0K-271.8K-3660.00120.90003229
2025-07-08$109.99$90.0017.3%4.1%12.6%14.0%0.0%-0.3%2.1%18.5K-272.5K-3290.00122.35003229
2025-07-09$110.65$90.0013.0%3.7%12.7%4.3%0.0%-0.7%4.0%19.6K-295.9K-2650.00123.75003229
2025-07-10$111.04$90.0012.7%3.6%12.7%3.6%0.0%1.8%6.2%14.4K-310.0K-2350.00122.42003229
2025-07-11$110.49$90.0014.8%4.2%12.8%8.2%0.0%2.0%2.1%16.2K-301.3K-2540.00124.142503229
2025-07-14$110.58$90.0013.5%3.9%12.8%5.4%0.0%5.7%1.9%24.6K-433.9K-1.1K0.00124.55005729
2025-07-15$110.42$90.0015.5%4.4%11.4%9.9%0.0%1.0%-0.3%26.3K-425.1K-1.1K0.00124.91005729
2025-07-16$110.62$90.0013.1%3.7%10.7%4.4%0.0%6.2%2.8%24.9K-431.3K-1.1K0.00122.50005729
2025-07-17$111.29$90.0014.0%4.0%10.1%6.5%0.0%3.0%1.3%29.1K-462.5K-9640.00124.20005729
2025-07-18$111.12$90.0015.7%4.5%10.2%10.3%0.0%2.8%-1.8%24.3K-440.3K-1.1K0.00126.74005729
2025-07-21$111.45$90.0016.2%4.6%9.3%11.4%0.0%1.9%-2.1%23.4K-451.5K-1.1K0.00126.61005729
2025-07-22$111.64$90.0014.6%4.2%9.0%7.9%0.0%2.1%-2.9%25.8K-454.2K-1.0K0.00125.62005729
2025-07-23$112.18$90.0015.3%4.4%7.6%9.4%0.0%3.4%-2.9%20.1K-472.9K-9810.00127.98005729
2025-07-24$112.49$90.0015.6%4.5%7.5%10.1%0.0%1.9%-3.4%18.8K-483.7K-9620.00126.89005729
2025-07-25$112.96$90.0015.2%4.4%7.2%9.3%0.0%1.6%-2.2%17.8K-491.3K-9530.00128.43005729
2025-07-28$112.76$90.0014.3%4.1%7.3%7.3%0.0%1.0%-2.4%17.5K-492.9K-9340.00125.01105729
2025-07-29$112.43$90.0016.2%4.6%7.1%11.5%0.0%0.8%-2.1%19.9K-489.8K-9540.00125.88005829
2025-07-30$112.01$90.0015.6%4.5%7.3%10.1%0.0%-0.6%-6.2%19.9K-484.3K-9520.00125.11005829
2025-07-31$112.17$90.0016.2%4.6%7.2%11.4%0.0%-0.9%-6.1%21.9K-476.7K-9770.00126.62005829