EMGF Options History — September 2021

In September 2021, EMGF traded between $51.20 and $52.85. ATM implied volatility averaged 33.3%. The 30-day expected move averaged 9.6%. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 1 of 11 days.

Notable Days

  • 2021-09-21: Largest IV spike — 52.5% change
  • 2021-09-21: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.09$51.20$52.85$52.82$51.69
ATM IV33.3%23.7%44.3%23.9%42.3%
Expected Move9.6%6.8%12.7%6.9%12.1%
Term Structure-8.5%-14.5%1.0%1.0%-13.9%
Skew 25d3.0%2.3%4.2%4.0%3.1%
Skew 10d3.8%2.3%6.7%6.7%3.4%
Call IV 25d37.1%25.6%51.3%25.6%48.5%
Put IV 25d40.2%29.1%54.0%29.5%51.6%
Bid-Ask Spread %171.03146.18200.00146.56200.00
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (11 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-16$52.82$0.0023.9%6.9%0.0%0.0%0.0%4.0%1.0%0000.00146.56N/AN/A0000
2021-09-17$52.72$0.0023.7%6.8%0.0%0.0%0.0%2.9%-3.8%0000.00147.06N/AN/A0000
2021-09-20$51.22$0.0029.0%8.3%0.0%0.0%0.0%3.9%-6.3%0000.00146.18N/AN/A0000
2021-09-21$51.92$0.0044.3%12.7%0.0%0.0%0.0%2.7%-12.4%0000.00200.00N/AN/A0000
2021-09-22$52.69$0.0026.4%7.6%0.0%0.0%0.0%2.7%-5.9%0000.00147.43N/AN/A0000
2021-09-23$52.85$0.0026.3%7.5%0.0%0.0%0.0%2.6%-6.0%0000.00146.52N/AN/A0000
2021-09-24$52.16$0.0027.1%7.8%0.0%0.0%0.0%2.4%-5.6%0000.00147.56N/AN/A0000
2021-09-27$52.21$0.0038.4%11.0%0.0%0.0%0.0%2.3%-12.4%0000.00200.00N/AN/A0000
2021-09-28$51.47$0.0041.9%12.0%0.0%0.0%0.0%4.2%-13.2%0000.00200.00N/AN/A0000
2021-09-29$51.20$0.0043.3%12.4%0.0%0.0%0.0%2.5%-14.5%0000.00200.00N/AN/A0000
2021-09-30$51.69$0.0042.3%12.1%0.0%0.0%0.0%3.1%-13.9%0000.00200.00N/AN/A0000