EMGF Options History — July 2022 In July 2022, EMGF traded between $41.60 and $43.12. ATM implied volatility averaged 45.8%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 26.4% (HV 20d: 19.4%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2022-07-13 : Largest IV drop — 72.2% change2022-07-12 : Highest IV Rank — 100.0%2022-07-18 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $42.43 $41.60 $43.12 $42.73 $43.10 Max Pain $46.00 $46.00 $46.00 $46.00 $46.00 ATM IV 45.8% 28.4% 102.1% 44.8% 36.7% Expected Move 10.1% 8.2% 13.8% 12.8% 10.5% HV 20d 19.4% 15.4% 24.3% 23.7% 16.3% HV 60d 21.0% 20.6% 21.3% 20.6% 20.9% IV Rank 30.9% 9.1% 100.0% 30.0% 19.4% IV Percentile 66.0% 20.4% 100.0% 83.9% 61.5% Term Structure -6.6% -14.2% -3.2% -14.2% -9.8% Skew 25d 3.7% 1.1% 27.6% 27.6% 1.5% Skew 10d 3.8% 2.7% 5.2% 3.3% 2.9% Call IV 25d 38.2% 26.0% 55.4% 26.0% 43.2% Put IV 25d 41.9% 32.6% 57.6% 53.6% 44.7% Bid-Ask Spread % 149.70 141.21 153.40 144.55 150.78 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -54 -142 0 -139 0 Net DEX 1.8K 0 4.2K 3.3K 0 Net VEX -1 -3 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.5 0 1 1 0
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 2022-07-01 $42.73 $46.00 44.8% 12.8% 23.7% 30.0% 0.0% 27.6% -14.2% -139 3.3K -3 0.00 144.55 N/A N/A 0 0 0 1 2022-07-05 $42.07 $0.00 51.3% 9.0% 23.6% 38.3% 0.0% 3.9% -3.4% -119 3.4K -2 0.00 148.58 N/A N/A 0 0 0 1 2022-07-06 $42.03 $0.00 53.7% 9.0% 23.4% 41.3% 0.0% 3.5% -4.1% -118 3.4K -2 0.00 148.82 N/A N/A 0 0 0 1 2022-07-07 $42.70 $0.00 54.7% 8.8% 24.3% 42.6% 0.0% 2.4% -3.7% -140 3.3K -2 0.00 149.68 N/A N/A 0 0 0 1 2022-07-08 $42.75 $0.00 57.4% 8.8% 24.3% 46.0% 0.0% 2.8% -3.6% -142 3.3K -2 0.00 149.32 N/A N/A 0 0 0 1 2022-07-11 $41.91 $0.00 89.9% 10.5% 23.4% 87.0% 0.0% 3.3% -4.7% -113 3.3K -1 0.00 150.32 N/A N/A 0 0 0 1 2022-07-12 $41.86 $0.00 102.1% 10.6% 23.1% 100.0% 0.0% 3.2% -5.7% -112 3.4K -1 0.00 150.22 N/A N/A 0 0 0 1 2022-07-13 $41.81 $0.00 28.4% 8.2% 20.4% 9.1% 0.0% 2.4% -3.2% -102 3.7K -1 0.00 141.21 N/A N/A 0 0 0 1 2022-07-14 $41.60 $0.00 33.4% 9.6% 19.8% 15.3% 0.0% 3.5% -5.6% -104 3.6K 0 0.00 148.44 N/A N/A 0 0 0 1 2022-07-15 $41.77 $0.00 37.3% 10.7% 19.4% 20.0% 0.0% 3.7% -6.6% 0 4.2K 0 0.00 151.56 N/A N/A 0 0 0 1 2022-07-18 $42.03 $0.00 48.0% 13.8% 16.0% 33.3% 0.0% 2.2% -11.7% 0 0 0 0.00 153.40 N/A N/A 0 0 0 0 2022-07-19 $42.83 $0.00 33.6% 9.6% 17.4% 15.5% 0.0% 2.1% -4.8% 0 0 0 0.00 150.92 N/A N/A 0 0 0 0 2022-07-20 $42.72 $0.00 33.7% 9.7% 16.8% 15.6% 0.0% 2.3% -5.8% 0 0 0 0.00 150.91 N/A N/A 0 0 0 0 2022-07-21 $43.04 $0.00 33.6% 9.6% 15.4% 15.6% 0.0% 2.3% -5.9% 0 0 0 0.00 151.61 N/A N/A 0 0 0 0 2022-07-22 $42.48 $0.00 34.2% 9.8% 16.1% 16.3% 0.0% 1.4% -6.6% 0 0 0 0.00 150.76 N/A N/A 0 0 0 0 2022-07-25 $42.69 $0.00 34.4% 9.8% 15.4% 16.4% 0.0% 1.7% -7.6% 0 0 0 0.00 150.05 N/A N/A 0 0 0 0 2022-07-26 $42.27 $0.00 36.8% 10.6% 15.4% 19.5% 0.0% 1.1% -8.4% 0 0 0 0.00 150.61 N/A N/A 0 0 0 0 2022-07-27 $43.02 $0.00 36.0% 10.3% 16.7% 18.5% 0.0% 1.2% -8.1% 0 0 0 0.00 150.72 N/A N/A 0 0 0 0 2022-07-28 $43.12 $0.00 35.6% 10.2% 16.4% 18.0% 0.0% 1.8% -8.4% 0 0 0 0.00 151.51 N/A N/A 0 0 0 0 2022-07-29 $43.10 $0.00 36.7% 10.5% 16.3% 19.4% 0.0% 1.5% -9.8% 0 0 0 0.00 150.78 N/A N/A 0 0 0 0
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