ESGV Options History — March 2026

In March 2026, ESGV traded between $108.42 and $119.24. ATM implied volatility averaged 22.4%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 6.0% (HV 20d: 16.3%). Max pain ranged from $121.00 to $121.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2026-03-18: Highest Volume — 12 contracts
  • 2026-03-10: Largest IV spike — 19.8% change
  • 2026-03-27: Highest IV Rank — 36.3%
  • 2026-03-27: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$114.90$108.42$119.24$119.08$112.22
Max Pain$121.00$121.00$121.00$121.00$121.00
ATM IV22.4%20.0%26.8%20.3%24.6%
Expected Move6.2%5.3%7.7%5.8%7.1%
HV 20d16.3%13.6%23.4%16.2%23.4%
HV 60d14.1%12.6%17.6%12.6%17.6%
IV Rank26.6%21.4%36.3%22.2%31.5%
IV Percentile82.7%72.2%92.9%77.0%90.1%
Term Structure-1.0%-4.9%2.3%-4.9%-3.1%
Skew 25d7.0%1.4%12.8%5.4%9.3%
Skew 10d7.6%1.7%14.9%1.7%5.0%
Call IV 25d15.1%10.9%18.1%14.3%14.4%
Put IV 25d22.1%17.8%28.1%19.7%23.8%
Bid-Ask Spread %104.8575.00141.71135.1979.48
Gamma HHI0.280.230.330.290.25
Net GEX3.2K6747.1K4.7K1.1K
Net DEX-18.0K-69.2K44.8K-17.6K-69.2K
Net VEX-183-265-97-265-173
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.76201200
Total OI20.42911322312

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-03-02$119.08$121.0020.3%5.8%16.2%22.2%0.0%5.4%-4.9%4.7K-17.6K-2650.00135.1900158
2026-03-03$118.11$121.0020.8%6.0%16.1%23.3%0.0%6.1%-1.5%3.8K2.7K-2390.00139.1300158
2026-03-04$119.24$121.0020.0%5.7%15.9%21.4%0.0%6.5%-2.8%5.0K-17.4K-2400.00141.7100158
2026-03-05$118.09$0.0021.4%5.7%16.2%24.6%0.0%9.3%-1.2%4.8K-9.5K-2350.00123.3800158
2026-03-06$116.69$0.0025.3%6.1%15.5%33.0%0.0%9.0%-0.7%3.4K7.7K-2220.00126.8300158
2026-03-09$117.72$0.0020.7%5.3%13.9%22.8%0.0%12.8%1.0%3.6K163-2130.00119.2200158
2026-03-10$117.65$0.0024.8%5.4%13.6%31.9%0.0%8.2%1.8%4.2K241-1950.00124.6730158
2026-03-11$117.34$0.0020.4%5.9%13.6%22.4%0.0%4.8%0.2%7.1K-17.4K-2140.00128.5600188
2026-03-12$115.47$0.0020.3%0.0%14.5%22.1%0.0%6.1%-0.8%5.5K5.5K-1870.00102.4700188
2026-03-13$114.41$0.0022.4%0.0%13.6%26.6%0.0%1.4%-2.7%4.1K21.3K-1640.0090.3200188
2026-03-16$115.72$0.0020.5%5.8%14.4%22.5%0.0%5.6%-0.6%4.7K25.4K-1340.00103.3900188
2026-03-17$116.27$0.0020.3%5.7%14.4%22.0%0.0%5.6%-0.4%5.1K23.9K-1260.0096.1000188
2026-03-18$114.56$0.0020.0%5.6%15.0%21.4%0.0%5.8%1.2%3.0K44.8K-970.0096.77120188
2026-03-20$111.76$0.0023.3%6.6%17.0%28.6%0.0%10.2%-2.0%1.3K7.1K-1810.0086.3100248
2026-03-23$113.94$0.0021.1%5.8%18.3%23.8%0.0%4.0%0.6%750-68.0K-1480.0092.390092
2026-03-24$112.85$0.0023.1%6.6%18.0%28.2%0.0%6.1%0.2%744-66.2K-1440.0096.220092
2026-03-25$113.30$0.0022.5%6.3%17.7%26.9%0.0%7.5%-0.6%674-68.4K-1300.0082.270092
2026-03-26$111.30$0.0024.2%6.9%17.8%30.6%0.0%6.7%2.3%751-60.2K-1660.0083.351092
2026-03-27$108.85$0.0026.8%7.7%19.0%36.3%0.0%10.3%-3.7%1.2K-64.7K-1790.0075.0000102
2026-03-30$108.42$0.0026.5%7.6%18.9%35.7%0.0%6.0%-3.7%1.3K-58.4K-1920.0079.1800102
2026-03-31$112.22$0.0024.6%7.1%23.4%31.5%0.0%9.3%-3.1%1.1K-69.2K-1730.0079.4800102