EMGF Options History — June 2022 In June 2022, EMGF traded between $42.33 and $46.86. ATM implied volatility averaged 36.4%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 14.0% (HV 20d: 22.4%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2022-06-06 : Highest Volume — 11 contracts2022-06-08 : Largest IV drop — 43.7% change2022-06-06 : Highest IV Rank — 29.8%2022-06-30 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $44.19 $42.33 $46.86 $46.43 $42.89 Max Pain $46.08 $46.00 $47.00 $47.00 $46.00 ATM IV 36.4% 22.7% 44.6% 33.9% 43.2% Expected Move 9.5% 6.5% 12.4% 9.7% 12.4% HV 20d 22.4% 17.1% 25.5% 21.8% 24.2% HV 60d 21.4% 19.3% 22.9% 22.8% 20.7% IV Rank 19.5% 2.2% 29.8% 16.3% 28.0% IV Percentile 58.1% 4.4% 82.3% 48.3% 80.8% Term Structure -5.9% -13.9% 30.8% -8.3% -13.9% VWIV 27.8% 18.5% 37.1% 37.1% 18.5% Skew 25d 9.3% 0.7% 28.4% 1.5% 28.4% Skew 10d 3.5% 2.3% 4.7% 2.4% 3.3% Call IV 25d 30.4% 19.9% 43.2% 43.2% 23.1% Put IV 25d 39.7% 29.8% 51.5% 44.6% 51.5% Bid-Ask Spread % 147.63 137.24 154.74 137.24 144.69 Gamma HHI 0.85 0.50 1.00 0.64 1.00 Net GEX -263 -680 -125 -680 -144 Net DEX 4.1K 2.5K 7.4K 5.8K 3.2K Net VEX -5 -18 -1 -18 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.143 0 11 1 0 Total OI 3.095 1 11 11 1
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 2022-06-01 $46.43 $47.00 33.9% 9.7% 21.8% 16.3% 37.1% 1.5% -8.3% -680 5.8K -18 0.00 137.24 N/A N/A 0 1 0 11 2022-06-02 $46.86 $0.00 39.9% 8.0% 21.8% 23.8% 0.0% 3.5% -4.7% -501 3.3K -9 0.00 151.79 N/A N/A 0 1 0 11 2022-06-03 $46.08 $0.00 41.4% 6.6% 19.3% 25.7% 0.0% 3.2% -4.5% -663 5.0K -13 0.00 152.01 N/A N/A 0 1 0 11 2022-06-06 $46.22 $0.00 44.6% 7.0% 19.2% 29.8% 0.0% 3.3% -6.3% -580 4.0K -9 0.00 151.88 N/A N/A 0 11 0 11 2022-06-07 $46.49 $0.00 40.4% 6.5% 17.1% 24.5% 0.0% 3.5% -3.7% -240 2.5K -3 0.00 144.68 N/A N/A 0 1 0 1 2022-06-08 $46.46 $0.00 22.7% 6.5% 17.1% 2.2% 0.0% 3.6% -3.7% -243 2.5K -3 0.00 144.29 N/A N/A 0 1 0 1 2022-06-09 $45.18 $0.00 31.0% 8.9% 20.1% 12.6% 0.0% 2.0% -8.0% -185 2.9K -2 0.00 152.33 N/A N/A 0 1 0 1 2022-06-10 $44.54 $0.00 35.7% 10.2% 20.6% 18.5% 0.0% 0.7% -8.4% -154 3.0K -2 0.00 151.20 N/A N/A 0 1 0 1 2022-06-13 $43.13 $0.00 31.0% 8.9% 22.2% 12.6% 18.5% 14.5% -7.3% -126 3.7K -1 0.00 141.56 N/A N/A 0 2 0 1 2022-06-14 $43.66 $46.00 34.8% 10.0% 22.7% 17.4% 0.0% 2.8% -9.9% -296 6.3K -6 0.00 150.56 N/A N/A 0 1 0 2 2022-06-15 $44.10 $46.00 38.8% 11.1% 22.1% 22.4% 0.0% 2.6% -10.8% -297 5.9K -6 0.00 151.28 N/A N/A 0 1 0 2 2022-06-16 $42.67 $46.00 40.5% 11.6% 24.4% 24.6% 0.0% 5.3% 30.8% -232 6.5K -5 0.00 154.74 N/A N/A 0 1 0 2 2022-06-17 $42.67 $46.00 35.4% 10.1% 24.0% 18.1% 0.0% 16.2% 0.8% -131 7.4K -4 0.00 149.59 N/A N/A 0 1 0 2 2022-06-21 $43.23 $46.00 36.8% 10.6% 24.6% 20.0% 0.0% 9.3% -9.3% -147 3.1K -4 0.00 150.04 N/A N/A 0 0 0 1 2022-06-22 $42.38 $46.00 33.7% 9.7% 25.1% 16.0% 0.0% 7.2% -8.5% -130 3.4K -3 0.00 143.35 N/A N/A 0 0 0 1 2022-06-23 $42.33 $46.00 38.1% 10.9% 24.9% 21.6% 0.0% 16.8% -9.3% -125 3.3K -3 0.00 149.93 N/A N/A 0 0 0 1 2022-06-24 $42.93 $46.00 37.7% 10.8% 25.5% 21.1% 0.0% 20.9% -9.8% -142 3.2K -3 0.00 149.63 N/A N/A 0 0 0 1 2022-06-27 $43.27 $46.00 34.3% 9.8% 25.2% 16.8% 0.0% 17.4% -9.4% -166 3.3K -3 0.00 143.22 N/A N/A 0 0 0 1 2022-06-28 $43.47 $46.00 35.8% 10.3% 25.1% 18.7% 0.0% 17.3% -10.1% -174 3.2K -3 0.00 143.25 N/A N/A 0 0 0 1 2022-06-29 $43.07 $46.00 35.5% 10.2% 24.2% 18.2% 0.0% 15.2% -10.5% -159 3.4K -3 0.00 143.09 N/A N/A 0 0 0 1 2022-06-30 $42.89 $46.00 43.2% 12.4% 24.2% 28.0% 0.0% 28.4% -13.9% -144 3.2K -3 0.00 144.69 N/A N/A 0 0 0 1
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