EMGF Options History — April 2022 In April 2022, EMGF traded between $45.15 and $49.97. ATM implied volatility averaged 42.2%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 21.0% (HV 20d: 21.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2022-04-26 : Highest Volume — 1 contracts2022-04-26 : Largest IV spike — 78.3% change2022-04-12 : Highest IV Rank — 84.7%2022-04-26 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $47.67 $45.15 $49.97 $49.19 $46.20 ATM IV 42.2% 25.6% 88.1% 33.8% 38.5% Expected Move 8.8% 6.7% 15.6% 6.7% 11.0% HV 20d 21.2% 14.6% 29.7% 29.7% 17.4% HV 60d 22.2% 21.7% 22.7% 22.3% 22.0% IV Rank 26.8% 5.7% 84.7% 16.1% 22.1% IV Percentile 61.7% 18.8% 99.3% 49.6% 68.6% Term Structure -6.2% -17.2% -3.1% -10.2% -9.5% Skew 25d 2.7% 1.1% 3.6% 1.8% 2.0% Skew 10d 17.3% 2.2% 71.1% 2.2% 3.5% Call IV 25d 34.7% 24.6% 76.1% 38.6% 42.7% Put IV 25d 37.5% 27.7% 77.2% 40.4% 44.7% Bid-Ask Spread % 150.62 144.20 154.99 144.20 153.78 Gamma HHI 0.51 0.44 0.53 0.52 0.45 Net GEX -1.5K -2.2K -723 -1.2K -2.0K Net DEX 10.5K 4.0K 17.9K 9.2K 16.5K Net VEX -79 -106 -41 -81 -96 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.15 0 1 0 1 Total OI 30.15 30 31 30 31
Daily Data (20 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 2022-04-01 $49.19 $0.00 33.8% 6.7% 29.7% 16.1% 0.0% 1.8% -10.2% -1.2K 9.2K -81 0.00 144.20 N/A N/A 0 0 0 30 2022-04-04 $49.97 $0.00 42.0% 7.3% 28.8% 26.5% 0.0% 3.0% -3.1% -723 4.0K -41 0.00 151.32 N/A N/A 0 0 0 30 2022-04-05 $49.28 $0.00 54.4% 7.7% 29.4% 42.1% 0.0% 2.8% -3.5% -1.1K 8.9K -79 0.00 153.48 N/A N/A 0 0 0 30 2022-04-06 $48.97 $0.00 49.3% 7.9% 29.0% 35.7% 0.0% 3.4% -3.6% -1.3K 11.0K -90 0.00 152.17 N/A N/A 0 0 0 30 2022-04-07 $48.61 $0.00 51.3% 7.8% 28.6% 38.3% 0.0% 3.6% -3.6% -1.3K 10.0K -85 0.00 152.18 N/A N/A 0 0 0 30 2022-04-08 $48.77 $0.00 44.9% 6.8% 27.5% 30.1% 0.0% 3.1% -3.1% -1.2K 9.6K -84 0.00 145.10 N/A N/A 0 0 0 30 2022-04-11 $48.18 $0.00 76.7% 8.5% 27.0% 70.4% 0.0% 2.9% -5.9% -1.4K 11.6K -94 0.00 153.03 N/A N/A 0 0 0 30 2022-04-12 $47.80 $0.00 88.1% 8.1% 27.2% 84.7% 0.0% 3.1% -4.3% -1.3K 9.0K -75 0.00 152.92 N/A N/A 0 0 0 30 2022-04-13 $48.40 $0.00 29.4% 8.4% 17.7% 10.6% 0.0% 3.1% -5.3% -1.2K 8.0K -69 0.00 153.06 N/A N/A 0 0 0 30 2022-04-14 $48.18 $0.00 29.0% 8.3% 17.7% 10.1% 0.0% 2.5% -4.7% -1.3K 8.9K -73 0.00 153.02 N/A N/A 0 0 0 30 2022-04-18 $47.95 $0.00 30.9% 8.9% 16.7% 12.5% 0.0% 2.9% -5.7% -1.3K 9.0K -71 0.00 152.79 N/A N/A 0 0 0 30 2022-04-19 $47.75 $0.00 26.5% 7.6% 15.6% 6.9% 0.0% 2.7% -4.5% -1.3K 8.6K -70 0.00 146.43 N/A N/A 0 0 0 30 2022-04-20 $47.58 $0.00 25.6% 7.3% 14.6% 5.7% 0.0% 2.6% -3.8% -1.3K 8.1K -65 0.00 146.42 N/A N/A 0 0 0 30 2022-04-21 $46.73 $0.00 27.7% 7.9% 15.8% 8.5% 0.0% 2.2% -4.0% -1.5K 8.4K -68 0.00 146.84 N/A N/A 0 0 0 30 2022-04-22 $46.64 $0.00 38.2% 10.9% 15.3% 21.7% 0.0% 3.1% -7.5% -1.7K 11.8K -85 0.00 150.45 N/A N/A 0 0 0 30 2022-04-25 $45.95 $0.00 30.5% 8.7% 15.7% 12.0% 0.0% 3.1% -6.4% -1.6K 8.5K -65 0.00 147.75 N/A N/A 0 0 0 30 2022-04-26 $45.15 $0.00 54.4% 15.6% 16.4% 42.1% 0.0% 1.1% -17.2% -2.2K 17.9K -106 0.00 154.99 N/A N/A 0 1 0 30 2022-04-27 $45.75 $0.00 36.4% 10.4% 16.2% 19.5% 0.0% 2.9% -8.2% -2.2K 17.8K -101 0.00 154.11 N/A N/A 0 0 0 31 2022-04-28 $46.44 $0.00 37.0% 10.6% 17.4% 20.1% 0.0% 2.9% -9.6% -1.9K 14.2K -87 0.00 148.45 N/A N/A 0 1 0 31 2022-04-29 $46.20 $0.00 38.5% 11.0% 17.4% 22.1% 0.0% 2.0% -9.5% -2.0K 16.5K -96 0.00 153.78 N/A N/A 0 1 0 31
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