ESGV Options History — August 2025

In August 2025, ESGV traded between $109.91 and $115.40. ATM implied volatility averaged 16.6%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 4.9% (HV 20d: 11.7%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-08-13: Highest Volume — 28 contracts
  • 2025-08-08: Largest IV spike — 69.4% change
  • 2025-08-12: Highest IV Rank — 32.8%
  • 2025-08-01: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$113.42$109.91$115.40$109.91$114.50
Max Pain$90.00$90.00$90.00$90.00$90.00
ATM IV16.6%12.0%25.7%22.6%16.0%
Expected Move4.1%3.4%6.5%6.5%4.6%
HV 20d11.7%9.8%13.5%9.8%11.3%
HV 60d11.6%10.6%13.2%12.9%11.2%
IV Rank12.3%2.0%32.8%25.7%11.0%
IV Percentile39.0%1.2%92.6%83.0%46.4%
Term Structure0.5%-6.3%4.2%-6.3%-0.2%
Skew 25d2.1%-0.4%3.6%-0.4%2.1%
Skew 10d2.7%0.9%5.7%5.7%2.1%
Call IV 25d12.4%10.8%21.2%21.2%13.0%
Put IV 25d14.5%12.2%20.8%20.8%15.1%
Bid-Ask Spread %130.83126.59136.85127.33132.35
Gamma HHI0.570.310.750.380.74
Net GEX14.3K10.2K29.1K29.1K11.9K
Net DEX-321.5K-540.8K-151.9K-408.4K-181.7K
Net VEX-893-1.0K-832-1.0K-832
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.42902800
Total OI58.28629898729

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-08-01$109.91$90.0022.6%6.5%9.8%25.7%0.0%-0.4%-6.3%29.1K-408.4K-1.0K0.00127.33005829
2025-08-04$111.63$0.0017.4%3.6%10.6%14.1%0.0%1.7%4.2%22.1K-466.1K-9410.00128.18005829
2025-08-05$111.31$0.0020.2%4.0%10.7%20.4%0.0%3.6%2.8%23.2K-462.8K-9300.00130.52015829
2025-08-06$112.10$0.0019.9%4.0%10.8%19.7%0.0%2.6%1.6%18.9K-478.6K-9360.00129.94005830
2025-08-07$111.89$0.0012.6%3.5%10.8%3.4%0.0%0.9%2.7%16.9K-490.6K-9070.00127.03005830
2025-08-08$112.83$0.0021.4%4.0%10.9%23.1%0.0%2.3%2.3%16.2K-497.8K-9180.00132.17005830
2025-08-11$112.72$0.0025.1%4.3%10.9%31.4%0.0%2.8%1.0%17.0K-498.2K-8960.00130.25005830
2025-08-12$114.00$0.0025.7%3.6%11.5%32.8%0.0%2.0%1.4%13.0K-518.1K-8830.00130.09105830
2025-08-13$114.49$0.0012.0%3.4%11.5%2.0%0.0%1.5%3.7%12.3K-540.8K-8930.00126.592805930
2025-08-14$114.61$0.0013.2%3.8%11.4%4.8%0.0%1.9%-0.7%12.2K-342.7K-8960.00129.16004230
2025-08-15$114.46$0.0013.8%4.0%11.4%6.0%0.0%2.9%1.2%12.5K-344.7K-8870.00128.28004230
2025-08-18$114.44$0.0014.6%4.2%11.4%7.9%0.0%2.7%-0.4%10.2K-171.8K-8840.00136.8500272
2025-08-19$113.48$0.0014.5%4.2%11.9%7.7%0.0%1.8%1.2%10.3K-165.1K-8810.00131.4300272
2025-08-20$113.18$0.0014.5%4.1%11.9%7.6%0.0%2.9%-2.3%10.4K-153.4K-8830.00132.1100272
2025-08-21$112.57$0.0015.0%4.3%12.0%8.7%0.0%3.1%-0.8%10.7K-151.9K-8750.00136.1200272
2025-08-22$114.57$0.0012.2%3.5%13.5%2.4%0.0%1.5%0.3%10.8K-175.7K-8670.00127.6200272
2025-08-25$114.33$0.0013.6%3.9%13.5%5.7%0.0%1.7%1.0%10.8K-177.0K-8540.00130.1500272
2025-08-26$114.38$0.0014.3%4.1%13.4%7.1%0.0%0.9%1.1%10.7K-168.4K-8640.00131.7300272
2025-08-27$114.95$0.0014.3%4.1%13.4%7.3%0.0%2.9%-0.6%11.2K-176.7K-8540.00135.4700272
2025-08-28$115.40$0.0015.1%4.3%13.4%8.9%0.0%2.9%-2.6%10.9K-180.5K-8470.00134.1700272
2025-08-29$114.50$0.0016.0%4.6%11.3%11.0%0.0%2.1%-0.2%11.9K-181.7K-8320.00132.3500272