EMGF Options History — November 2022 In November 2022, EMGF traded between $38.52 and $43.27. ATM implied volatility averaged 44.5%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 19.9% (HV 20d: 24.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2022-11-09 : Largest IV drop — 35.5% change2022-11-28 : Highest IV Rank — 44.4%2022-11-28 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $41.15 $38.52 $43.27 $38.83 $43.27 ATM IV 44.5% 27.3% 57.8% 47.0% 45.6% Expected Move 11.8% 7.8% 16.6% 13.5% 13.1% HV 20d 24.6% 22.0% 27.1% 22.0% 23.9% HV 60d 22.1% 19.7% 23.7% 19.9% 23.7% IV Rank 27.9% 6.3% 44.4% 31.0% 29.2% IV Percentile 69.4% 9.1% 95.2% 83.7% 77.0% Term Structure -9.6% -16.5% 5.1% -12.0% 5.1% Skew 25d 17.0% 0.9% 39.5% 2.1% 39.5% Skew 10d 19.1% 0.9% 43.8% 3.9% 43.5% Call IV 25d 42.4% 30.1% 55.7% 53.5% 52.8% Put IV 25d 59.4% 33.0% 92.7% 55.6% 92.3% Bid-Ask Spread % 139.96 133.33 148.11 148.11 140.09 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 2022-11-01 $38.83 $0.00 47.0% 13.5% 22.0% 31.0% 0.0% 2.1% -12.0% 0 0 0 0.00 148.11 N/A N/A 0 0 0 0 2022-11-02 $38.52 $0.00 46.6% 13.4% 22.0% 30.5% 0.0% 1.4% -12.0% 0 0 0 0.00 147.77 N/A N/A 0 0 0 0 2022-11-03 $38.76 $0.00 47.6% 9.7% 22.2% 31.8% 0.0% 4.5% -9.9% 0 0 0 0.00 138.03 N/A N/A 0 0 0 0 2022-11-04 $40.28 $0.00 49.7% 10.1% 25.0% 34.4% 0.0% 3.1% -11.0% 0 0 0 0.00 138.29 N/A N/A 0 0 0 0 2022-11-07 $40.48 $0.00 54.1% 10.2% 24.6% 39.9% 0.0% 1.7% -10.6% 0 0 0 0.00 138.37 N/A N/A 0 0 0 0 2022-11-08 $40.74 $0.00 55.1% 9.8% 24.2% 41.1% 0.0% 1.9% -11.2% 0 0 0 0.00 138.49 N/A N/A 0 0 0 0 2022-11-09 $40.21 $0.00 35.5% 10.2% 24.9% 16.6% 0.0% 10.3% -12.1% 0 0 0 0.00 138.65 N/A N/A 0 0 0 0 2022-11-10 $41.55 $0.00 34.5% 9.9% 27.1% 15.3% 0.0% 4.0% -10.7% 0 0 0 0.00 140.95 N/A N/A 0 0 0 0 2022-11-11 $42.13 $0.00 29.9% 8.6% 26.8% 9.6% 0.0% 2.5% -8.2% 0 0 0 0.00 133.33 N/A N/A 0 0 0 0 2022-11-14 $42.04 $0.00 34.4% 9.9% 26.4% 15.2% 0.0% 1.4% -11.6% 0 0 0 0.00 139.11 N/A N/A 0 0 0 0 2022-11-15 $42.60 $0.00 27.3% 7.8% 26.5% 6.3% 0.0% 1.8% 4.4% 0 0 0 0.00 138.68 N/A N/A 0 0 0 0 2022-11-16 $41.85 $0.00 35.6% 10.2% 27.0% 16.6% 0.0% 0.9% -11.5% 0 0 0 0.00 139.05 N/A N/A 0 0 0 0 2022-11-17 $41.76 $0.00 43.2% 12.4% 26.9% 26.2% 0.0% 30.4% -8.5% 0 0 0 0.00 138.96 N/A N/A 0 0 0 0 2022-11-18 $41.57 $0.00 43.1% 12.4% 26.9% 26.1% 0.0% 30.7% -8.4% 0 0 0 0.00 139.65 N/A N/A 0 0 0 0 2022-11-21 $41.15 $0.00 48.6% 13.9% 23.7% 33.0% 0.0% 33.0% -10.7% 0 0 0 0.00 139.67 N/A N/A 0 0 0 0 2022-11-22 $41.41 $0.00 47.4% 13.6% 23.4% 31.4% 0.0% 39.0% -9.6% 0 0 0 0.00 141.30 N/A N/A 0 0 0 0 2022-11-23 $41.77 $0.00 47.2% 13.5% 23.4% 31.3% 0.0% 34.2% -10.7% 0 0 0 0.00 139.70 N/A N/A 0 0 0 0 2022-11-25 $41.64 $0.00 49.0% 14.0% 23.3% 33.5% 0.0% 35.6% -12.4% 0 0 0 0.00 140.42 N/A N/A 0 0 0 0 2022-11-28 $41.45 $0.00 57.8% 16.6% 23.1% 44.4% 0.0% 39.1% -16.5% 0 0 0 0.00 140.51 N/A N/A 0 0 0 0 2022-11-29 $42.05 $0.00 55.5% 15.9% 22.7% 41.6% 0.0% 39.5% -14.4% 0 0 0 0.00 140.08 N/A N/A 0 0 0 0 2022-11-30 $43.27 $0.00 45.6% 13.1% 23.9% 29.2% 0.0% 39.5% 5.1% 0 0 0 0.00 140.09 N/A N/A 0 0 0 0
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