EMGF Options History — May 2022 In May 2022, EMGF traded between $43.75 and $46.89. ATM implied volatility averaged 38.2%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 17.7% (HV 20d: 20.5%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-05-31 : Highest Volume — 21 contracts2022-05-11 : Largest IV drop — 46.1% change2022-05-09 : Highest IV Rank — 65.6%2022-05-04 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $45.24 $43.75 $46.89 $45.96 $46.72 Max Pain $47.00 $47.00 $47.00 $47.00 $47.00 ATM IV 38.2% 26.4% 72.9% 35.3% 38.1% Expected Move 9.6% 7.6% 13.0% 10.1% 10.9% HV 20d 20.5% 15.8% 23.0% 16.6% 22.0% HV 60d 23.0% 22.0% 23.6% 22.0% 23.2% IV Rank 21.7% 6.8% 65.6% 18.0% 21.5% IV Percentile 55.8% 18.8% 97.5% 56.1% 67.2% Term Structure -8.0% -14.1% -4.6% -9.5% -10.5% VWIV 38.0% 32.1% 49.4% 36.8% 49.4% Skew 25d 3.7% 2.3% 5.4% 2.7% 2.5% Skew 10d -0.2% -15.1% 34.4% 3.6% 34.4% Call IV 25d 37.5% 28.9% 53.9% 38.4% 44.5% Put IV 25d 41.2% 32.9% 56.1% 41.2% 47.0% Bid-Ask Spread % 140.71 133.67 155.11 146.11 137.82 Gamma HHI 0.45 0.41 0.48 0.46 0.41 Net GEX -2.2K -2.9K -1.6K -2.1K -1.6K Net DEX 15.5K 9.2K 22.9K 18.5K 9.2K Net VEX -72 -104 -35 -104 -35 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.952 1 21 1 21 Total OI 31 31 31 31 31
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 2022-05-02 $45.96 $0.00 35.3% 10.1% 16.6% 18.0% 0.0% 2.7% -9.5% -2.1K 18.5K -104 0.00 146.11 N/A N/A 0 1 0 31 2022-05-03 $46.44 $0.00 35.4% 10.2% 15.8% 18.2% 0.0% 2.4% -10.8% -1.9K 15.7K -86 0.00 147.01 N/A N/A 0 1 0 31 2022-05-04 $46.89 $0.00 45.3% 13.0% 16.0% 30.7% 0.0% 2.3% -14.1% -1.8K 13.7K -82 0.00 155.11 N/A N/A 0 1 0 31 2022-05-05 $45.39 $47.00 51.3% 9.9% 19.2% 38.2% 36.8% 4.1% -5.6% -2.3K 17.8K -93 0.00 139.12 N/A N/A 0 1 0 31 2022-05-06 $45.22 $47.00 51.8% 10.1% 19.2% 38.9% 37.3% 5.4% -7.1% -2.3K 18.3K -91 0.00 140.06 N/A N/A 0 1 0 31 2022-05-09 $44.21 $47.00 72.9% 9.2% 20.1% 65.6% 44.6% 4.8% -11.9% -2.6K 21.9K -100 0.00 137.34 N/A N/A 0 1 0 31 2022-05-10 $44.33 $47.00 53.9% 7.9% 20.1% 41.6% 35.1% 4.4% -6.6% -2.7K 21.3K -95 0.00 138.49 N/A N/A 0 1 0 31 2022-05-11 $44.08 $47.00 29.1% 8.3% 20.1% 10.2% 42.1% 4.9% -7.1% -2.7K 20.7K -97 0.00 138.16 N/A N/A 0 1 0 31 2022-05-12 $43.75 $47.00 26.4% 7.6% 19.1% 6.8% 39.0% 4.6% -4.7% -2.9K 22.9K -100 0.00 135.43 N/A N/A 0 1 0 31 2022-05-13 $44.72 $47.00 28.6% 8.2% 21.4% 9.6% 32.2% 4.0% -4.6% -2.5K 16.5K -77 0.00 136.85 N/A N/A 0 1 0 31 2022-05-16 $44.58 $47.00 33.5% 9.6% 21.4% 15.8% 37.7% 4.2% -9.7% -2.5K 16.9K -78 0.00 142.97 N/A N/A 0 1 0 31 2022-05-17 $45.36 $47.00 32.4% 9.3% 22.6% 14.3% 34.6% 3.2% -8.6% -2.1K 13.8K -65 0.00 145.74 N/A N/A 0 1 0 31 2022-05-18 $44.70 $47.00 35.1% 10.1% 23.0% 17.8% 38.6% 3.3% -11.2% -2.3K 14.1K -63 0.00 144.22 N/A N/A 0 1 0 31 2022-05-19 $45.09 $47.00 33.6% 9.6% 22.7% 15.9% 38.3% 3.6% -5.0% -2.1K 11.9K -55 0.00 144.50 N/A N/A 0 1 0 31 2022-05-20 $45.29 $47.00 29.3% 8.4% 22.8% 10.4% 33.0% 3.5% -4.6% -2.0K 11.4K -49 0.00 139.35 N/A N/A 0 1 0 31 2022-05-23 $45.54 $47.00 29.7% 8.5% 22.4% 11.0% 32.1% 4.0% -6.1% -1.7K 9.3K -38 0.00 136.60 N/A N/A 0 1 0 31 2022-05-24 $44.93 $47.00 31.3% 9.0% 22.0% 12.9% 35.6% 4.2% -6.1% -2.3K 14.9K -61 0.00 133.67 N/A N/A 0 1 0 31 2022-05-25 $45.08 $47.00 36.6% 10.5% 21.5% 19.7% 39.6% 3.7% -8.6% -2.2K 13.8K -53 0.00 138.96 N/A N/A 0 1 0 31 2022-05-26 $45.66 $47.00 36.2% 10.4% 21.3% 19.1% 39.4% 3.0% -7.9% -1.9K 11.1K -45 0.00 137.23 N/A N/A 0 1 0 31 2022-05-27 $46.00 $47.00 35.8% 10.3% 21.4% 18.7% 38.9% 2.3% -7.0% -1.9K 12.8K -51 0.00 140.22 N/A N/A 0 1 0 31 2022-05-31 $46.72 $47.00 38.1% 10.9% 22.0% 21.5% 49.4% 2.5% -10.5% -1.6K 9.2K -35 0.00 137.82 N/A N/A 0 21 0 31
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