EMGF Options History — October 2021 In October 2021, EMGF traded between $50.84 and $53.18. ATM implied volatility averaged 31.8%. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 14.1% (HV 20d: 17.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2021-10-13 : Largest IV drop — 62.4% change2021-10-01 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $51.99 $50.84 $53.18 $51.62 $51.32 ATM IV 31.8% 21.0% 59.4% 42.6% 26.7% Expected Move 7.1% 6.0% 12.2% 12.2% 7.7% HV 20d 17.7% 15.0% 21.6% 21.6% 15.4% Term Structure -4.4% -14.2% -1.5% -14.2% -6.1% Skew 25d 2.5% 1.5% 4.4% 2.2% 1.6% Skew 10d 3.0% 1.5% 5.3% 3.2% 2.1% Call IV 25d 26.9% 22.9% 51.3% 51.3% 30.4% Put IV 25d 29.4% 25.8% 53.5% 53.5% 32.1% Bid-Ask Spread % 148.29 136.96 171.89 171.89 147.41 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-10-01 $51.62 $0.00 42.6% 12.2% 0.0% 0.0% 0.0% 2.2% -14.2% 0 0 0 0.00 171.89 N/A N/A 0 0 0 0 2021-10-04 $50.89 $0.00 49.6% 8.5% 0.0% 0.0% 0.0% 4.4% -4.0% 0 0 0 0.00 154.71 N/A N/A 0 0 0 0 2021-10-05 $51.49 $0.00 36.8% 6.6% 0.0% 0.0% 0.0% 3.3% -2.7% 0 0 0 0.00 145.51 N/A N/A 0 0 0 0 2021-10-06 $50.84 $0.00 37.6% 6.7% 0.0% 0.0% 0.0% 3.4% -3.4% 0 0 0 0.00 145.14 N/A N/A 0 0 0 0 2021-10-07 $51.83 $0.00 38.7% 6.3% 21.6% 0.0% 0.0% 3.4% -3.3% 0 0 0 0.00 145.56 N/A N/A 0 0 0 0 2021-10-08 $51.58 $0.00 40.0% 6.2% 20.9% 0.0% 0.0% 2.7% -2.8% 0 0 0 0.00 146.29 N/A N/A 0 0 0 0 2021-10-11 $51.18 $0.00 52.6% 6.6% 20.4% 0.0% 0.0% 2.9% -3.2% 0 0 0 0.00 148.04 N/A N/A 0 0 0 0 2021-10-12 $51.19 $0.00 59.4% 6.8% 19.8% 0.0% 0.0% 2.8% -4.7% 0 0 0 0.00 147.60 N/A N/A 0 0 0 0 2021-10-13 $51.91 $0.00 22.3% 6.4% 20.1% 0.0% 0.0% 2.7% -3.2% 0 0 0 0.00 147.02 N/A N/A 0 0 0 0 2021-10-14 $51.99 $0.00 22.1% 6.3% 19.6% 0.0% 0.0% 2.3% -3.3% 0 0 0 0.00 147.71 N/A N/A 0 0 0 0 2021-10-15 $52.57 $0.00 21.0% 6.0% 20.0% 0.0% 0.0% 2.0% -2.4% 0 0 0 0.00 148.20 N/A N/A 0 0 0 0 2021-10-18 $52.47 $0.00 23.0% 6.6% 16.9% 0.0% 0.0% 1.9% -3.9% 0 0 0 0.00 149.90 N/A N/A 0 0 0 0 2021-10-19 $53.18 $0.00 22.0% 6.3% 16.9% 0.0% 0.0% 2.5% -3.1% 0 0 0 0.00 147.42 N/A N/A 0 0 0 0 2021-10-20 $53.09 $0.00 28.0% 8.0% 16.2% 0.0% 0.0% 3.4% -1.5% 0 0 0 0.00 136.96 N/A N/A 0 0 0 0 2021-10-21 $52.70 $0.00 23.1% 6.6% 16.4% 0.0% 0.0% 2.2% -4.4% 0 0 0 0.00 147.69 N/A N/A 0 0 0 0 2021-10-22 $52.54 $0.00 23.1% 6.6% 15.7% 0.0% 0.0% 1.5% -4.7% 0 0 0 0.00 147.93 N/A N/A 0 0 0 0 2021-10-25 $52.86 $0.00 23.7% 6.8% 15.8% 0.0% 0.0% 1.8% -4.5% 0 0 0 0.00 147.33 N/A N/A 0 0 0 0 2021-10-26 $52.56 $0.00 24.9% 7.1% 15.0% 0.0% 0.0% 1.5% -6.9% 0 0 0 0.00 147.51 N/A N/A 0 0 0 0 2021-10-27 $52.15 $0.00 25.1% 7.2% 15.2% 0.0% 0.0% 1.7% -5.7% 0 0 0 0.00 147.51 N/A N/A 0 0 0 0 2021-10-28 $51.84 $0.00 25.3% 7.2% 15.0% 0.0% 0.0% 1.8% -5.4% 0 0 0 0.00 146.86 N/A N/A 0 0 0 0 2021-10-29 $51.32 $0.00 26.7% 7.7% 15.4% 0.0% 0.0% 1.6% -6.1% 0 0 0 0.00 147.41 N/A N/A 0 0 0 0
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