EMGF Options History — October 2022 In October 2022, EMGF traded between $38.16 and $40.22. ATM implied volatility averaged 42.0%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 18.8% (HV 20d: 23.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-10-12 : Largest IV drop — 37.3% change2022-10-11 : Highest IV Rank — 48.0%2022-10-31 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $38.95 $38.16 $40.22 $39.03 $38.16 ATM IV 42.0% 35.8% 60.0% 44.9% 45.9% Expected Move 11.1% 9.4% 13.2% 12.9% 13.2% HV 20d 23.1% 21.1% 24.9% 21.4% 23.3% HV 60d 18.1% 16.6% 19.5% 16.6% 19.5% IV Rank 25.3% 16.9% 48.0% 29.5% 29.6% IV Percentile 71.2% 50.0% 95.6% 81.7% 82.5% Term Structure -6.4% -12.5% -3.0% -12.5% -10.9% Skew 25d 2.5% 1.4% 4.0% 2.6% 2.8% Skew 10d 3.9% 3.2% 4.7% 3.7% 4.0% Call IV 25d 42.7% 35.0% 52.7% 51.4% 52.7% Put IV 25d 45.2% 37.8% 55.5% 54.0% 55.5% Bid-Ask Spread % 146.55 140.88 149.18 149.18 146.82 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 2022-10-03 $39.03 $0.00 44.9% 12.9% 21.4% 29.5% 0.0% 2.6% -12.5% 0 0 0 0.00 149.18 N/A N/A 0 0 0 0 2022-10-04 $40.09 $0.00 38.1% 10.9% 24.1% 21.0% 0.0% 2.7% -9.8% 0 0 0 0.00 145.46 N/A N/A 0 0 0 0 2022-10-05 $40.22 $0.00 38.0% 10.9% 23.8% 21.0% 0.0% 2.3% -10.3% 0 0 0 0.00 143.04 N/A N/A 0 0 0 0 2022-10-06 $39.98 $0.00 46.0% 9.4% 23.8% 30.9% 0.0% 2.7% -3.2% 0 0 0 0.00 147.69 N/A N/A 0 0 0 0 2022-10-07 $39.10 $0.00 49.6% 9.9% 23.9% 35.3% 0.0% 2.5% -3.5% 0 0 0 0.00 147.22 N/A N/A 0 0 0 0 2022-10-10 $38.72 $0.00 54.3% 10.2% 23.3% 41.1% 0.0% 2.5% -4.2% 0 0 0 0.00 146.84 N/A N/A 0 0 0 0 2022-10-11 $38.34 $0.00 60.0% 10.6% 21.7% 48.0% 0.0% 2.6% -5.2% 0 0 0 0.00 146.19 N/A N/A 0 0 0 0 2022-10-12 $38.39 $0.00 37.6% 10.8% 21.1% 20.4% 0.0% 2.4% -3.8% 0 0 0 0.00 146.55 N/A N/A 0 0 0 0 2022-10-13 $38.77 $0.00 37.0% 10.6% 21.6% 19.7% 0.0% 4.0% -4.6% 0 0 0 0.00 147.23 N/A N/A 0 0 0 0 2022-10-14 $38.38 $0.00 37.1% 10.6% 21.6% 19.8% 0.0% 2.6% -3.0% 0 0 0 0.00 146.26 N/A N/A 0 0 0 0 2022-10-17 $39.11 $0.00 36.9% 10.6% 23.1% 19.6% 0.0% 3.3% -4.5% 0 0 0 0.00 146.99 N/A N/A 0 0 0 0 2022-10-18 $39.10 $0.00 38.0% 10.9% 23.1% 20.0% 0.0% 2.2% -5.6% 0 0 0 0.00 147.36 N/A N/A 0 0 0 0 2022-10-19 $38.59 $0.00 38.3% 11.0% 23.0% 20.3% 0.0% 1.4% -4.3% 0 0 0 0.00 146.69 N/A N/A 0 0 0 0 2022-10-20 $39.06 $0.00 38.8% 11.1% 23.6% 20.7% 0.0% 2.1% -6.4% 0 0 0 0.00 147.36 N/A N/A 0 0 0 0 2022-10-21 $39.51 $0.00 37.5% 10.8% 22.2% 19.1% 0.0% 2.3% -5.6% 0 0 0 0.00 147.47 N/A N/A 0 0 0 0 2022-10-24 $38.18 $0.00 42.8% 12.3% 24.4% 25.7% 0.0% 2.5% -8.3% 0 0 0 0.00 146.49 N/A N/A 0 0 0 0 2022-10-25 $38.69 $0.00 41.5% 11.9% 24.9% 24.1% 0.0% 2.8% -6.4% 0 0 0 0.00 146.69 N/A N/A 0 0 0 0 2022-10-26 $39.07 $0.00 35.8% 10.3% 24.8% 16.9% 0.0% 1.8% -5.5% 0 0 0 0.00 140.88 N/A N/A 0 0 0 0 2022-10-27 $38.92 $0.00 41.3% 11.8% 23.6% 23.8% 0.0% 2.0% -8.3% 0 0 0 0.00 147.90 N/A N/A 0 0 0 0 2022-10-28 $38.60 $0.00 42.0% 12.0% 23.7% 24.7% 0.0% 1.4% -9.0% 0 0 0 0.00 147.23 N/A N/A 0 0 0 0 2022-10-31 $38.16 $0.00 45.9% 13.2% 23.3% 29.6% 0.0% 2.8% -10.9% 0 0 0 0.00 146.82 N/A N/A 0 0 0 0
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