EMGF Options History — August 2022 In August 2022, EMGF traded between $42.72 and $44.14. ATM implied volatility averaged 34.8%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 22.0% (HV 20d: 12.9%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 6 of 23 days.
Notable Days 2022-08-10 : Largest IV drop — 50.5% change2022-08-09 : Highest IV Rank — 33.3%2022-08-02 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $43.35 $42.72 $44.14 $42.82 $43.09 ATM IV 34.8% 23.4% 48.0% 39.1% 40.3% Expected Move 9.2% 6.7% 11.6% 11.2% 11.6% HV 20d 12.9% 9.4% 16.5% 16.5% 12.2% HV 60d 18.7% 17.8% 20.8% 20.8% 17.8% IV Rank 17.0% 2.9% 33.3% 22.3% 23.8% IV Percentile 48.8% 6.1% 85.3% 70.8% 73.0% Term Structure -5.1% -12.2% 6.5% -9.8% -12.2% Skew 25d 1.4% 0.3% 2.4% 1.7% 0.9% Skew 10d 2.8% 2.4% 3.4% 3.2% 2.6% Call IV 25d 38.6% 31.2% 49.3% 46.5% 49.3% Put IV 25d 40.1% 31.9% 50.9% 48.1% 50.2% Bid-Ask Spread % 143.25 136.85 151.05 151.05 142.65 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-08-01 $42.82 $0.00 39.1% 11.2% 16.5% 22.3% 0.0% 1.7% -9.8% 0 0 0 0.00 151.05 N/A N/A 0 0 0 0 2022-08-02 $42.72 $0.00 40.6% 11.6% 15.4% 24.2% 0.0% 2.4% -10.6% 0 0 0 0.00 150.93 N/A N/A 0 0 0 0 2022-08-03 $42.80 $0.00 40.5% 11.6% 15.4% 24.0% 0.0% 1.8% -12.1% 0 0 0 0.00 150.73 N/A N/A 0 0 0 0 2022-08-04 $42.93 $0.00 41.4% 8.3% 14.4% 25.1% 0.0% 2.3% -5.7% 0 0 0 0.00 142.75 N/A N/A 0 0 0 0 2022-08-05 $42.99 $0.00 42.1% 8.1% 14.4% 26.0% 0.0% 2.3% -5.5% 0 0 0 0.00 142.54 N/A N/A 0 0 0 0 2022-08-08 $43.24 $0.00 45.6% 8.5% 12.4% 30.3% 0.0% 1.8% -6.6% 0 0 0 0.00 142.36 N/A N/A 0 0 0 0 2022-08-09 $42.99 $0.00 48.0% 8.4% 12.6% 33.3% 0.0% 1.3% -6.6% 0 0 0 0.00 142.00 N/A N/A 0 0 0 0 2022-08-10 $43.59 $0.00 23.8% 6.8% 13.3% 3.4% 0.0% 1.5% 4.0% 0 0 0 0.00 142.44 N/A N/A 0 0 0 0 2022-08-11 $43.60 $0.00 23.7% 6.8% 13.1% 3.3% 0.0% 1.5% 3.9% 0 0 0 0.00 142.94 N/A N/A 0 0 0 0 2022-08-12 $44.14 $0.00 23.4% 6.7% 13.6% 2.9% 0.0% 1.5% 5.3% 0 0 0 0.00 142.90 N/A N/A 0 0 0 0 2022-08-15 $43.87 $0.00 24.6% 7.0% 13.8% 4.4% 0.0% 1.5% 3.7% 0 0 0 0.00 142.97 N/A N/A 0 0 0 0 2022-08-16 $44.00 $0.00 31.3% 9.0% 12.4% 12.7% 0.0% 1.1% -9.0% 0 0 0 0.00 142.99 N/A N/A 0 0 0 0 2022-08-17 $43.85 $0.00 30.4% 8.7% 12.4% 11.5% 0.0% 1.3% -8.3% 0 0 0 0.00 142.87 N/A N/A 0 0 0 0 2022-08-18 $43.65 $0.00 30.9% 8.9% 12.4% 12.2% 0.0% 1.1% 5.1% 0 0 0 0.00 142.53 N/A N/A 0 0 0 0 2022-08-19 $43.29 $0.00 27.2% 7.8% 11.7% 7.6% 0.0% 0.7% 6.5% 0 0 0 0.00 136.87 N/A N/A 0 0 0 0 2022-08-22 $43.09 $0.00 34.2% 9.8% 11.8% 16.3% 0.0% 1.0% -7.7% 0 0 0 0.00 142.19 N/A N/A 0 0 0 0 2022-08-23 $43.31 $0.00 34.8% 10.0% 11.2% 17.0% 0.0% 1.3% -0.8% 0 0 0 0.00 142.61 N/A N/A 0 0 0 0 2022-08-24 $43.31 $0.00 29.7% 8.5% 9.4% 10.7% 0.0% 1.9% -7.4% 0 0 0 0.00 136.85 N/A N/A 0 0 0 0 2022-08-25 $44.01 $0.00 34.5% 9.9% 11.0% 16.7% 0.0% 1.4% -9.3% 0 0 0 0.00 143.78 N/A N/A 0 0 0 0 2022-08-26 $43.42 $0.00 36.5% 10.5% 12.1% 19.1% 0.0% 0.3% -9.6% 0 0 0 0.00 142.87 N/A N/A 0 0 0 0 2022-08-29 $43.36 $0.00 38.8% 11.1% 11.9% 22.0% 0.0% 1.6% -12.2% 0 0 0 0.00 142.40 N/A N/A 0 0 0 0 2022-08-30 $43.00 $0.00 39.9% 11.4% 12.2% 23.3% 0.0% 1.0% -11.6% 0 0 0 0.00 142.53 N/A N/A 0 0 0 0 2022-08-31 $43.09 $0.00 40.3% 11.6% 12.2% 23.8% 0.0% 0.9% -12.2% 0 0 0 0.00 142.65 N/A N/A 0 0 0 0
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