EMGF Options History — March 2022

Name: EMGF Options Analytics - March 2022
Creator: Options Analysis Suite

In March 2022, EMGF traded between $45.31 and $49.37. ATM implied volatility averaged 38.6%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 14.1% (HV 20d: 24.6%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.

Notable Days

2022-03-08: Largest IV drop — 43.5% change
2022-03-17: Highest IV Rank — 32.1%
2022-03-11: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.98	$45.31	$49.37	$49.04	$48.61
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	38.6%	29.4%	61.6%	38.0%	33.0%
Expected Move	10.3%	6.4%	17.9%	10.9%	6.4%
HV 20d	24.6%	16.5%	31.2%	16.5%	30.2%
HV 60d	19.6%	16.5%	22.2%	16.5%	22.2%
IV Rank	18.0%	10.6%	32.1%	32.1%	15.2%
IV Percentile	54.9%	33.9%	86.5%	86.5%	44.9%
Term Structure	-9.2%	-23.9%	-3.7%	-9.9%	-11.2%
Skew 25d	7.6%	1.9%	31.6%	4.7%	2.3%
Skew 10d	5.5%	2.3%	17.7%	8.3%	11.5%
Call IV 25d	34.9%	23.9%	42.6%	37.4%	38.1%
Put IV 25d	42.5%	29.8%	62.9%	42.1%	40.4%
Bid-Ask Spread %	142.83	119.84	153.90	141.88	144.23
Gamma HHI	0.53	0.52	0.55	0.53	0.52
Net GEX	-1.7K	-3.7K	-989	-1.4K	-1.3K
Net DEX	13.9K	6.4K	28.0K	10.1K	9.7K
Net VEX	-117	-172	-58	-103	-89
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 (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put OI
2022-03-01	$49.04	$0.00	38.0%	10.9%	16.5%	0.0%	0.0%	4.7%	-9.9%	-1.4K	10.1K	-103	141.88	N/A	N/A	30
2022-03-02	$49.37	$0.00	36.2%	10.4%	16.7%	0.0%	0.0%	3.6%	-3.7%	-1.2K	7.3K	-80	143.85	N/A	N/A	30
2022-03-03	$49.05	$0.00	37.0%	10.6%	16.7%	0.0%	0.0%	3.5%	-4.0%	-1.3K	9.2K	-96	143.27	N/A	N/A	30
2022-03-04	$48.14	$0.00	52.7%	15.1%	17.6%	0.0%	0.0%	4.2%	-5.9%	-1.7K	19.3K	-163	145.77	N/A	N/A	30
2022-03-07	$47.06	$0.00	61.6%	17.7%	18.8%	0.0%	0.0%	4.7%	-16.2%	-1.7K	18.9K	-157	151.01	N/A	N/A	30
2022-03-08	$47.07	$0.00	34.8%	15.7%	18.7%	0.0%	0.0%	4.8%	-9.1%	-1.8K	18.6K	-158	148.94	N/A	N/A	30
2022-03-09	$47.84	$0.00	32.5%	15.1%	19.5%	0.0%	0.0%	4.9%	-8.0%	-1.6K	15.7K	-145	149.13	N/A	N/A	30
2022-03-10	$47.12	$0.00	30.1%	13.8%	18.4%	0.0%	0.0%	4.1%	-4.3%	-1.9K	14.7K	-126	141.57	N/A	N/A	30
2022-03-11	$46.20	$0.00	35.2%	17.9%	19.1%	0.0%	0.0%	3.3%	-10.4%	-2.0K	20.4K	-162	146.38	N/A	N/A	30
2022-03-14	$45.39	$40.00	43.8%	8.4%	19.3%	0.0%	0.0%	16.8%	-8.4%	-3.7K	19.3K	-128	119.84	N/A	N/A	30
2022-03-15	$45.31	$40.00	52.3%	8.0%	19.4%	0.0%	0.0%	21.1%	-23.9%	-2.9K	28.0K	-172	122.82	N/A	N/A	30
2022-03-16	$48.08	$40.00	46.2%	7.4%	29.7%	0.0%	0.0%	23.3%	-19.5%	-1.6K	22.3K	-170	123.20	N/A	N/A	30
2022-03-17	$47.91	$0.00	46.4%	12.3%	29.4%	32.1%	0.0%	31.6%	-3.8%	-3.2K	8.8K	-58	131.01	N/A	N/A	30
2022-03-18	$48.73	$0.00	29.4%	6.8%	30.2%	10.6%	0.0%	3.5%	-5.5%	-1.4K	7.2K	-71	140.84	N/A	N/A	30
2022-03-21	$47.91	$0.00	35.7%	8.0%	30.6%	18.5%	0.0%	3.7%	-7.2%	-1.6K	15.8K	-137	150.45	N/A	N/A	30
2022-03-22	$48.61	$0.00	29.9%	6.6%	31.2%	11.2%	0.0%	2.8%	-6.6%	-1.4K	7.8K	-75	142.88	N/A	N/A	30
2022-03-23	$48.33	$0.00	41.3%	8.6%	31.0%	25.6%	0.0%	12.3%	-11.5%	-1.4K	12.8K	-112	153.08	N/A	N/A	30
2022-03-24	$48.76	$0.00	35.3%	7.4%	30.7%	18.0%	0.0%	10.1%	-9.0%	-1.4K	12.3K	-106	151.75	N/A	N/A	30
2022-03-25	$48.30	$0.00	36.1%	9.5%	30.2%	19.1%	0.0%	2.8%	-3.9%	-1.4K	12.3K	-105	153.90	N/A	N/A	30
2022-03-28	$48.52	$0.00	36.5%	7.4%	30.2%	19.6%	0.0%	2.8%	-10.2%	-1.4K	11.7K	-104	151.81	N/A	N/A	30
2022-03-29	$49.23	$0.00	31.9%	6.5%	30.3%	13.8%	0.0%	2.4%	-9.9%	-989	6.4K	-60	143.35	N/A	N/A	30
2022-03-30	$48.93	$0.00	32.2%	6.6%	30.2%	14.1%	0.0%	1.9%	-9.2%	-1.3K	11.2K	-103	144.22	N/A	N/A	30
2022-03-31	$48.61	$0.00	33.0%	6.4%	30.2%	15.2%	0.0%	2.3%	-11.2%	-1.3K	9.7K	-89	144.23	N/A	N/A	30