EMGF Options History — November 2021 In November 2021, EMGF traded between $49.95 and $52.53. ATM implied volatility averaged 29.1%. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 16.2% (HV 20d: 12.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2021-11-22 : Largest IV spike — 40.3% change2021-11-24 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $51.58 $49.95 $52.53 $51.70 $50.53 ATM IV 29.1% 22.4% 36.2% 27.4% 32.8% Expected Move 7.9% 6.2% 10.4% 7.9% 9.4% HV 20d 12.9% 11.7% 14.7% 14.7% 14.1% HV 60d 15.7% 15.3% 16.0% 15.9% 15.9% Term Structure -6.6% -11.5% -3.6% -7.4% -8.7% Skew 25d 3.5% 1.1% 18.6% 2.1% 3.4% Skew 10d 2.8% 0.9% 3.9% 2.5% 3.7% Call IV 25d 28.5% 13.6% 41.8% 31.9% 35.0% Put IV 25d 32.1% 25.0% 43.4% 34.0% 38.4% Bid-Ask Spread % 144.92 131.76 153.60 146.93 145.89 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 2021-11-01 $51.70 $0.00 27.4% 7.9% 14.7% 0.0% 0.0% 2.1% -7.4% 0 0 0 0.00 146.93 N/A N/A 0 0 0 0 2021-11-02 $51.23 $0.00 28.6% 8.2% 14.5% 0.0% 0.0% 1.1% -8.6% 0 0 0 0.00 147.30 N/A N/A 0 0 0 0 2021-11-03 $51.70 $0.00 28.5% 8.2% 14.1% 0.0% 0.0% 1.7% -8.4% 0 0 0 0.00 147.16 N/A N/A 0 0 0 0 2021-11-04 $51.43 $0.00 30.3% 6.2% 12.5% 0.0% 0.0% 2.2% -4.0% 0 0 0 0.00 144.70 N/A N/A 0 0 0 0 2021-11-05 $51.62 $0.00 29.2% 6.2% 12.4% 0.0% 0.0% 2.6% -3.7% 0 0 0 0.00 144.65 N/A N/A 0 0 0 0 2021-11-08 $52.17 $0.00 36.2% 7.9% 12.6% 0.0% 0.0% 7.5% -3.6% 0 0 0 0.00 131.76 N/A N/A 0 0 0 0 2021-11-09 $51.88 $0.00 33.5% 6.2% 12.8% 0.0% 0.0% 2.8% -4.6% 0 0 0 0.00 145.20 N/A N/A 0 0 0 0 2021-11-10 $51.51 $0.00 22.4% 6.4% 12.1% 0.0% 0.0% 2.7% -3.9% 0 0 0 0.00 144.79 N/A N/A 0 0 0 0 2021-11-11 $52.28 $0.00 22.4% 6.4% 13.2% 0.0% 0.0% 3.0% -4.2% 0 0 0 0.00 145.04 N/A N/A 0 0 0 0 2021-11-12 $52.53 $0.00 22.4% 6.4% 12.7% 0.0% 0.0% 2.7% -4.4% 0 0 0 0.00 145.24 N/A N/A 0 0 0 0 2021-11-15 $52.44 $0.00 24.1% 6.9% 12.7% 0.0% 0.0% 2.4% -5.7% 0 0 0 0.00 146.00 N/A N/A 0 0 0 0 2021-11-16 $52.42 $0.00 29.9% 8.6% 11.7% 0.0% 0.0% 4.3% -11.5% 0 0 0 0.00 133.22 N/A N/A 0 0 0 0 2021-11-17 $52.30 $0.00 23.9% 6.8% 11.7% 0.0% 0.0% 2.2% -5.2% 0 0 0 0.00 151.27 N/A N/A 0 0 0 0 2021-11-18 $51.61 $0.00 24.4% 7.0% 12.3% 0.0% 0.0% 2.2% -5.2% 0 0 0 0.00 145.97 N/A N/A 0 0 0 0 2021-11-19 $51.68 $0.00 24.6% 7.1% 12.3% 0.0% 0.0% 2.3% -5.5% 0 0 0 0.00 145.76 N/A N/A 0 0 0 0 2021-11-22 $51.49 $0.00 34.5% 9.9% 12.1% 0.0% 0.0% 1.7% -8.7% 0 0 0 0.00 149.18 N/A N/A 0 0 0 0 2021-11-23 $51.28 $0.00 33.5% 9.6% 12.0% 0.0% 0.0% 18.6% -5.9% 0 0 0 0.00 133.74 N/A N/A 0 0 0 0 2021-11-24 $51.19 $0.00 36.2% 10.4% 11.7% 0.0% 0.0% 1.7% -9.6% 0 0 0 0.00 153.60 N/A N/A 0 0 0 0 2021-11-26 $49.95 $0.00 35.5% 10.2% 14.4% 0.0% 0.0% 4.2% -9.4% 0 0 0 0.00 151.61 N/A N/A 0 0 0 0 2021-11-29 $50.20 $0.00 31.8% 9.1% 14.2% 0.0% 0.0% 3.2% -9.4% 0 0 0 0.00 144.30 N/A N/A 0 0 0 0 2021-11-30 $50.53 $0.00 32.8% 9.4% 14.1% 0.0% 0.0% 3.4% -8.7% 0 0 0 0.00 145.89 N/A N/A 0 0 0 0
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