ESGV Options History — September 2025

In September 2025, ESGV traded between $113.53 and $119.11. ATM implied volatility averaged 14.8%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 5.1% (HV 20d: 9.7%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-09-25: Highest Volume — 2 contracts
  • 2025-09-11: Largest IV drop — 21.2% change
  • 2025-09-08: Highest IV Rank — 16.9%
  • 2025-09-03: Largest Expected Move — 4.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$116.94$113.53$119.11$113.53$118.25
ATM IV14.8%11.2%18.7%16.0%16.4%
Expected Move4.0%3.2%4.9%4.6%4.7%
HV 20d9.7%7.6%11.0%10.7%7.6%
HV 60d10.5%9.6%11.3%11.3%9.6%
IV Rank8.4%0.3%16.9%11.0%11.9%
IV Percentile32.3%0.4%68.3%47.2%52.8%
Term Structure-0.3%-3.9%2.7%0.4%-1.9%
Skew 25d4.3%2.0%7.7%4.2%7.7%
Skew 10d6.2%2.4%9.5%2.9%9.5%
Call IV 25d10.9%7.2%15.0%13.6%8.7%
Put IV 25d15.2%13.1%18.2%17.7%16.5%
Bid-Ask Spread %146.91130.89157.87130.89144.80
Gamma HHI0.650.510.750.750.51
Net GEX10.9K10.1K12.6K11.2K12.6K
Net DEX-200.3K-222.0K-159.8K-159.8K-220.2K
Net VEX-806-849-756-847-822
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.190201
Total OI30.33329332933

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-09-02$113.53$0.0016.0%4.6%10.7%11.0%0.0%4.2%0.4%11.2K-159.8K-8470.00130.8900272
2025-09-03$114.18$0.0017.2%4.9%10.7%13.7%0.0%3.3%-1.6%11.3K-170.6K-8400.00134.3100272
2025-09-04$115.28$0.0016.0%3.9%11.0%10.9%0.0%4.2%-0.1%11.2K-178.6K-8280.00137.2300272
2025-09-05$115.23$0.0016.6%3.7%10.9%12.3%0.0%5.7%1.1%10.9K-183.4K-8260.00147.4000272
2025-09-08$115.72$0.0018.7%3.8%10.7%16.9%0.0%6.1%1.8%11.0K-188.4K-8090.00154.7800272
2025-09-09$115.91$0.0018.3%3.8%10.6%16.1%0.0%7.3%2.4%10.8K-186.8K-8120.00157.8700272
2025-09-10$116.07$0.0014.7%4.2%10.0%8.0%0.0%2.0%-1.8%10.7K-188.4K-8300.00147.1400273
2025-09-11$117.27$0.0011.6%3.3%10.4%1.1%0.0%5.2%2.1%10.5K-196.5K-8190.00153.2400273
2025-09-12$117.22$0.0013.4%3.8%10.5%5.2%0.0%2.7%-0.8%10.3K-203.1K-7970.00149.2200273
2025-09-15$117.71$0.0011.3%3.2%10.5%0.5%0.0%2.9%2.0%10.7K-206.7K-7740.00151.4700273
2025-09-16$117.71$0.0011.2%3.2%10.5%0.3%0.0%2.9%2.7%10.5K-206.3K-7720.00145.2000273
2025-09-17$117.53$0.0012.8%3.7%9.9%3.8%0.0%3.9%-1.9%10.2K-203.5K-7890.00140.9600273
2025-09-18$118.28$0.0014.6%4.2%9.9%7.8%0.0%3.0%-3.5%10.8K-215.1K-7560.00151.2800273
2025-09-19$118.50$0.0012.7%3.6%9.5%3.6%0.0%4.9%1.6%10.1K-214.1K-7650.00145.1710273
2025-09-22$119.11$0.0014.4%4.1%7.7%7.5%0.0%6.5%0.1%10.3K-222.0K-7910.00147.1700283
2025-09-23$118.22$0.0014.7%4.2%8.3%8.0%0.0%2.1%-0.5%10.5K-218.4K-7740.00144.1200283
2025-09-24$117.65$0.0014.8%4.2%8.6%8.3%0.0%2.6%-2.4%10.7K-209.3K-8000.00149.1800283
2025-09-25$116.86$0.0015.2%4.4%8.9%9.3%0.0%3.6%1.0%11.2K-199.5K-8030.00150.7720283
2025-09-26$117.56$0.0014.8%4.2%9.1%8.3%0.0%4.4%-2.9%11.8K-215.2K-8490.00149.6000303
2025-09-29$118.03$0.0016.2%4.7%8.5%11.5%0.0%4.2%-3.9%12.3K-220.9K-8140.00153.2600303
2025-09-30$118.25$0.0016.4%4.7%7.6%11.9%0.0%7.7%-1.9%12.6K-220.2K-8220.00144.8010303