EMGF Options History — September 2022 In September 2022, EMGF traded between $38.41 and $43.50. ATM implied volatility averaged 44.5%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 28.3% (HV 20d: 16.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-09-14 : Largest IV drop — 62.7% change2022-09-13 : Highest IV Rank — 79.1%2022-09-02 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $41.36 $38.41 $43.50 $42.81 $38.41 ATM IV 44.5% 30.1% 85.1% 42.1% 43.7% Expected Move 10.1% 8.1% 12.8% 12.1% 12.5% HV 20d 16.2% 12.0% 20.1% 12.4% 20.1% HV 60d 15.9% 14.7% 17.9% 17.8% 16.2% IV Rank 28.9% 11.2% 79.1% 26.0% 28.0% IV Percentile 66.6% 24.6% 98.0% 78.5% 79.8% Term Structure -7.5% -15.7% -3.8% -13.6% -10.5% Skew 25d 2.1% 1.1% 3.6% 1.1% 1.6% Skew 10d 3.4% 1.0% 10.3% 2.5% 1.0% Call IV 25d 39.4% 32.0% 53.0% 50.5% 49.0% Put IV 25d 41.5% 33.9% 54.1% 51.7% 50.6% Bid-Ask Spread % 148.72 142.00 151.18 142.13 147.25 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 (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 2022-09-01 $42.81 $0.00 42.1% 12.1% 12.4% 26.0% 0.0% 1.1% -13.6% 0 0 0 0.00 142.13 N/A N/A 0 0 0 0 2022-09-02 $42.43 $0.00 44.6% 12.8% 12.8% 29.1% 0.0% 1.2% -15.7% 0 0 0 0.00 142.00 N/A N/A 0 0 0 0 2022-09-06 $42.47 $0.00 52.8% 8.6% 12.6% 39.1% 0.0% 1.9% -4.5% 0 0 0 0.00 150.14 N/A N/A 0 0 0 0 2022-09-07 $42.82 $0.00 52.0% 8.6% 12.8% 38.3% 0.0% 2.5% -6.5% 0 0 0 0.00 150.56 N/A N/A 0 0 0 0 2022-09-08 $42.49 $0.00 56.4% 8.5% 12.0% 43.7% 0.0% 2.1% -4.6% 0 0 0 0.00 150.69 N/A N/A 0 0 0 0 2022-09-09 $43.05 $0.00 54.7% 8.1% 13.0% 41.5% 0.0% 1.8% -5.7% 0 0 0 0.00 151.18 N/A N/A 0 0 0 0 2022-09-12 $43.50 $0.00 74.5% 8.5% 12.8% 65.9% 0.0% 2.2% -7.4% 0 0 0 0.00 151.16 N/A N/A 0 0 0 0 2022-09-13 $42.25 $0.00 85.1% 9.3% 16.2% 79.1% 0.0% 1.9% -6.3% 0 0 0 0.00 150.69 N/A N/A 0 0 0 0 2022-09-14 $42.66 $0.00 31.7% 9.1% 16.6% 13.2% 0.0% 2.0% -6.8% 0 0 0 0.00 151.03 N/A N/A 0 0 0 0 2022-09-15 $42.14 $0.00 31.8% 9.1% 17.1% 13.3% 0.0% 2.0% -3.8% 0 0 0 0.00 150.59 N/A N/A 0 0 0 0 2022-09-16 $41.79 $0.00 31.4% 9.0% 17.2% 12.8% 0.0% 1.9% -4.7% 0 0 0 0.00 150.45 N/A N/A 0 0 0 0 2022-09-19 $41.77 $0.00 32.9% 9.4% 17.0% 14.6% 0.0% 2.0% -5.5% 0 0 0 0.00 150.79 N/A N/A 0 0 0 0 2022-09-20 $41.72 $0.00 33.4% 9.6% 17.0% 15.3% 0.0% 1.8% -5.6% 0 0 0 0.00 150.71 N/A N/A 0 0 0 0 2022-09-21 $41.06 $0.00 34.1% 9.8% 17.5% 16.2% 0.0% 3.6% -4.6% 0 0 0 0.00 150.41 N/A N/A 0 0 0 0 2022-09-22 $41.02 $0.00 30.1% 8.6% 17.5% 11.2% 0.0% 2.5% -5.0% 0 0 0 0.00 142.88 N/A N/A 0 0 0 0 2022-09-23 $39.94 $0.00 36.9% 10.6% 18.0% 19.5% 0.0% 2.5% -7.0% 0 0 0 0.00 149.22 N/A N/A 0 0 0 0 2022-09-26 $39.15 $0.00 39.9% 11.4% 18.6% 23.2% 0.0% 2.1% -8.5% 0 0 0 0.00 147.98 N/A N/A 0 0 0 0 2022-09-27 $39.04 $0.00 41.4% 11.9% 18.5% 25.1% 0.0% 1.7% -9.7% 0 0 0 0.00 148.57 N/A N/A 0 0 0 0 2022-09-28 $39.48 $0.00 41.3% 11.8% 19.4% 25.0% 0.0% 1.8% -9.7% 0 0 0 0.00 148.08 N/A N/A 0 0 0 0 2022-09-29 $38.66 $0.00 42.7% 12.3% 20.1% 26.8% 0.0% 2.8% -11.3% 0 0 0 0.00 146.67 N/A N/A 0 0 0 0 2022-09-30 $38.41 $0.00 43.7% 12.5% 20.1% 28.0% 0.0% 1.6% -10.5% 0 0 0 0.00 147.25 N/A N/A 0 0 0 0
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