EMGF Options History — December 2021 In December 2021, EMGF traded between $49.43 and $51.78. ATM implied volatility averaged 47.7%. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 32.5% (HV 20d: 15.3%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2021-12-15 : Highest Volume — 10 contracts2021-12-15 : Largest IV drop — 67.4% change2021-12-01 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $50.83 $49.43 $51.78 $50.71 $51.29 Max Pain $46.00 $46.00 $46.00 $46.00 $46.00 ATM IV 47.7% 32.6% 100.2% 50.1% 39.1% Expected Move 10.2% 7.8% 14.4% 14.4% 11.2% HV 20d 15.3% 12.8% 17.9% 13.9% 14.8% HV 60d 15.1% 14.1% 16.2% 15.7% 14.1% Term Structure -5.5% -16.6% -2.4% -16.6% -4.5% VWIV 31.3% 31.3% 31.3% 31.3% 31.3% Skew 25d 28.8% 20.3% 42.2% 30.7% 34.2% Skew 10d 20.4% -22.4% 49.2% 28.9% 23.9% Call IV 25d 28.7% 15.0% 42.4% 42.1% 33.7% Put IV 25d 57.6% 47.2% 84.6% 72.8% 67.9% Bid-Ask Spread % 148.74 134.16 155.90 143.20 152.72 Gamma HHI 0.43 0.37 0.56 0.53 0.37 Net GEX -1.7K -4.4K 0 0 -2.3K Net DEX 7.6K 0 30.0K 0 10.1K Net VEX -59 -207 0 0 -74 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.455 0 10 0 0 Total OI 21.364 0 40 0 40
Daily Data (22 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 2021-12-01 $50.71 $0.00 50.1% 14.4% 13.9% 0.0% 0.0% 30.7% -16.6% 0 0 0 0.00 143.20 N/A N/A 0 0 0 0 2021-12-02 $51.29 $0.00 47.2% 13.5% 14.1% 0.0% 0.0% 40.4% -9.9% 0 0 0 0.00 155.90 N/A N/A 0 0 0 0 2021-12-03 $50.91 $0.00 48.1% 13.8% 14.3% 0.0% 0.0% 42.2% -10.7% 0 0 0 0.00 154.26 N/A N/A 0 0 0 0 2021-12-06 $51.06 $0.00 53.1% 8.1% 14.2% 0.0% 0.0% 32.5% -3.0% 0 0 0 0.00 148.70 N/A N/A 0 0 0 0 2021-12-07 $51.48 $0.00 56.1% 8.4% 14.0% 0.0% 0.0% 28.0% -3.6% 0 0 0 0.00 149.50 N/A N/A 0 0 0 0 2021-12-08 $51.78 $0.00 53.8% 8.9% 14.1% 0.0% 0.0% 33.1% -4.2% 0 0 0 0.00 134.16 N/A N/A 0 0 0 0 2021-12-09 $51.55 $0.00 57.1% 7.8% 13.9% 0.0% 0.0% 28.1% -2.4% 0 0 0 0.00 149.19 N/A N/A 0 0 0 0 2021-12-10 $51.52 $0.00 60.7% 7.8% 12.8% 0.0% 0.0% 28.9% -3.2% 0 0 0 0.00 149.30 N/A N/A 0 0 0 0 2021-12-13 $50.11 $0.00 87.9% 8.8% 15.8% 0.0% 0.0% 29.6% -3.2% 0 0 0 0.00 149.08 N/A N/A 0 0 0 0 2021-12-14 $50.04 $0.00 100.2% 8.9% 15.8% 0.0% 0.0% 28.5% -4.0% 0 0 0 0.00 150.62 N/A N/A 0 0 0 0 2021-12-15 $50.24 $0.00 32.6% 9.4% 15.9% 0.0% 31.3% 25.9% -5.2% -1.9K 5.2K -62 0.00 149.70 N/A N/A 0 10 0 30 2021-12-16 $50.38 $46.00 33.0% 9.5% 16.0% 0.0% 0.0% 24.4% -4.9% -2.8K 17.8K -174 0.00 150.45 N/A N/A 0 0 0 40 2021-12-17 $50.22 $46.00 33.0% 9.5% 15.5% 0.0% 0.0% 20.3% -4.1% -3.8K 14.7K -128 0.00 148.43 N/A N/A 0 0 0 40 2021-12-20 $49.43 $46.00 35.6% 10.2% 16.2% 0.0% 0.0% 20.9% -4.9% -4.4K 21.8K -182 0.00 149.06 N/A N/A 0 0 0 40 2021-12-21 $50.18 $46.00 33.8% 9.7% 17.3% 0.0% 0.0% 24.2% -3.7% -3.8K 14.3K -93 0.00 151.09 N/A N/A 0 0 0 40 2021-12-22 $50.50 $46.00 35.2% 10.1% 17.5% 0.0% 0.0% 24.7% -4.7% -3.5K 13.0K -93 0.00 150.82 N/A N/A 0 0 0 40 2021-12-23 $50.97 $46.00 33.4% 9.6% 17.9% 0.0% 0.0% 25.1% -3.9% -2.9K 5.6K -20 0.00 152.43 N/A N/A 0 0 0 40 2021-12-27 $51.26 $46.00 38.8% 11.1% 15.5% 0.0% 0.0% 23.1% -6.5% -3.3K 7.9K -59 0.00 152.38 N/A N/A 0 0 0 40 2021-12-28 $51.15 $46.00 41.4% 11.9% 15.4% 0.0% 0.0% 29.0% -4.8% -2.0K 10.2K -42 0.00 136.93 N/A N/A 0 0 0 40 2021-12-29 $51.02 $46.00 41.3% 11.8% 15.3% 0.0% 0.0% 26.3% -7.4% -4.3K 30.0K -207 0.00 143.50 N/A N/A 0 0 0 40 2021-12-30 $51.25 $46.00 38.7% 11.1% 15.4% 0.0% 0.0% 33.9% -5.8% -2.1K 16.8K -155 0.00 150.94 N/A N/A 0 0 0 40 2021-12-31 $51.29 $46.00 39.1% 11.2% 14.8% 0.0% 0.0% 34.2% -4.5% -2.3K 10.1K -74 0.00 152.72 N/A N/A 0 0 0 40
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