EMGF Options History — February 2022 In February 2022, EMGF traded between $49.28 and $52.23. ATM implied volatility averaged 31.6%. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 13.5% (HV 20d: 18.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2022-02-11 : Largest IV spike — 72.0% change2022-02-14 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $50.95 $49.28 $52.23 $50.92 $49.78 ATM IV 31.6% 22.3% 43.2% 35.0% 34.8% Expected Move 8.4% 6.4% 11.7% 10.0% 10.0% HV 20d 18.1% 16.4% 18.8% 18.4% 18.4% HV 60d 15.9% 15.3% 16.4% 15.7% 16.4% Term Structure -7.3% -18.0% -3.6% -8.6% -8.9% Skew 25d 5.4% 1.6% 16.5% 10.1% 3.8% Skew 10d 6.9% 2.6% 20.1% 3.9% 4.5% Call IV 25d 27.4% 15.2% 44.5% 31.0% 35.6% Put IV 25d 32.9% 23.6% 46.0% 41.1% 39.4% Bid-Ask Spread % 147.17 142.74 154.49 149.72 148.18 Gamma HHI 0.53 0.50 0.65 0.53 0.53 Net GEX -890 -1.4K -150 -828 -1.2K Net DEX 4.6K 37 11.8K 5.9K 7.4K Net VEX -55 -130 0 -74 -82 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 30 30 30 30 30
Daily Data (19 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 2022-02-01 $50.92 $0.00 35.0% 10.0% 18.4% 0.0% 0.0% 10.1% -8.6% -828 5.9K -74 0.00 149.72 N/A N/A 0 0 0 30 2022-02-02 $50.96 $0.00 35.8% 10.3% 18.3% 0.0% 0.0% 10.1% -11.7% -956 7.9K -97 0.00 149.67 N/A N/A 0 0 0 30 2022-02-03 $50.53 $0.00 43.2% 8.7% 18.3% 0.0% 0.0% 3.7% -7.7% -1.3K 11.8K -130 0.00 154.49 N/A N/A 0 0 0 30 2022-02-04 $50.74 $0.00 32.0% 6.6% 18.4% 0.0% 0.0% 2.8% -4.0% -1.1K 6.2K -75 0.00 148.64 N/A N/A 0 0 0 30 2022-02-07 $50.90 $0.00 34.3% 6.5% 18.2% 0.0% 0.0% 2.9% -3.8% -956 2.2K -26 0.00 146.49 N/A N/A 0 0 0 30 2022-02-08 $51.37 $0.00 35.4% 6.6% 18.5% 0.0% 0.0% 2.7% -4.8% -150 37 0 0.00 145.39 N/A N/A 0 0 0 30 2022-02-09 $52.23 $0.00 22.3% 6.4% 18.3% 0.0% 0.0% 8.4% -5.1% -514 556 -5 0.00 144.56 N/A N/A 0 0 0 30 2022-02-10 $52.07 $0.00 23.0% 6.6% 18.0% 0.0% 0.0% 7.0% -5.2% -387 316 -3 0.00 145.17 N/A N/A 0 0 0 30 2022-02-11 $51.34 $0.00 39.6% 11.4% 18.6% 0.0% 0.0% 1.6% -18.0% -903 7.5K -92 0.00 153.56 N/A N/A 0 0 0 30 2022-02-14 $50.94 $0.00 40.8% 11.7% 18.8% 0.0% 0.0% 4.4% -16.3% -1.3K 4.7K -51 0.00 152.39 N/A N/A 0 0 0 30 2022-02-15 $51.57 $0.00 25.1% 7.2% 18.2% 0.0% 0.0% 4.0% -5.3% -677 2.0K -28 0.00 144.83 N/A N/A 0 0 0 30 2022-02-16 $51.94 $0.00 24.0% 6.9% 18.0% 0.0% 0.0% 6.6% -5.0% -228 66 0 0.00 144.85 N/A N/A 0 0 0 30 2022-02-17 $51.34 $0.00 26.1% 7.5% 18.5% 0.0% 0.0% 3.0% -3.6% -974 5.5K -68 0.00 145.73 N/A N/A 0 0 0 30 2022-02-18 $51.11 $0.00 27.1% 7.8% 18.1% 0.0% 0.0% 2.3% -4.9% -805 4.4K -58 0.00 147.37 N/A N/A 0 0 0 30 2022-02-22 $50.72 $0.00 28.8% 8.3% 16.4% 0.0% 0.0% 16.5% -5.9% -908 5.6K -71 0.00 143.93 N/A N/A 0 0 0 30 2022-02-23 $50.14 $0.00 29.9% 8.6% 16.9% 0.0% 0.0% 5.7% -6.4% -1.1K 6.3K -74 0.00 143.99 N/A N/A 0 0 0 30 2022-02-24 $49.28 $0.00 32.5% 9.3% 17.4% 0.0% 0.0% 3.9% -7.2% -1.4K 7.3K -78 0.00 142.74 N/A N/A 0 0 0 30 2022-02-25 $50.08 $0.00 30.6% 8.8% 18.2% 0.0% 0.0% 4.0% -6.7% -1.3K 2.6K -25 0.00 144.63 N/A N/A 0 0 0 30 2022-02-28 $49.78 $0.00 34.8% 10.0% 18.4% 0.0% 0.0% 3.8% -8.9% -1.2K 7.4K -82 0.00 148.18 N/A N/A 0 0 0 30
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