EMGF Options History — December 2022 In December 2022, EMGF traded between $40.61 and $43.05. ATM implied volatility averaged 59.6%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 40.7% (HV 20d: 18.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2022-12-14 : Largest IV drop — 68.5% change2022-12-12 : Highest IV Rank — 100.0%2022-12-30 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $41.54 $40.61 $43.05 $43.00 $41.12 ATM IV 59.6% 40.5% 131.2% 47.2% 52.3% Expected Move 12.2% 10.0% 15.0% 13.5% 15.0% HV 20d 18.9% 16.0% 23.8% 23.7% 16.3% HV 60d 22.5% 21.2% 23.6% 23.6% 21.4% IV Rank 40.3% 16.7% 100.0% 31.2% 27.6% IV Percentile 82.2% 63.1% 100.0% 80.2% 87.3% Term Structure -5.8% -12.1% 3.9% 3.9% -9.2% Skew 25d 28.0% 18.9% 42.4% 41.0% 36.7% Skew 10d 30.5% 19.0% 46.6% 44.9% 44.5% Call IV 25d 41.7% 30.2% 56.9% 54.7% 49.6% Put IV 25d 69.7% 57.7% 99.3% 95.7% 86.3% Bid-Ask Spread % 148.63 139.54 151.58 140.86 150.98 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 2022-12-01 $43.00 $0.00 47.2% 13.5% 23.7% 31.2% 0.0% 41.0% 3.9% 0 0 0 0.00 140.86 N/A N/A 0 0 0 0 2022-12-02 $43.05 $0.00 48.8% 14.0% 23.8% 33.2% 0.0% 42.4% 3.4% 0 0 0 0.00 139.54 N/A N/A 0 0 0 0 2022-12-05 $42.38 $0.00 70.4% 10.5% 21.4% 60.3% 0.0% 23.4% -6.1% 0 0 0 0.00 150.64 N/A N/A 0 0 0 0 2022-12-06 $42.31 $0.00 71.6% 10.5% 21.4% 61.8% 0.0% 23.8% -6.2% 0 0 0 0.00 149.73 N/A N/A 0 0 0 0 2022-12-07 $42.09 $0.00 70.9% 10.0% 21.5% 60.9% 0.0% 28.5% -5.3% 0 0 0 0.00 145.99 N/A N/A 0 0 0 0 2022-12-08 $42.28 $0.00 80.6% 10.6% 20.8% 73.0% 0.0% 24.7% -5.3% 0 0 0 0.00 149.24 N/A N/A 0 0 0 0 2022-12-09 $42.09 $0.00 84.1% 10.8% 17.6% 77.5% 0.0% 24.8% -7.0% 0 0 0 0.00 149.72 N/A N/A 0 0 0 0 2022-12-12 $42.09 $0.00 109.0% 10.9% 16.9% 100.0% 0.0% 25.4% -5.9% 0 0 0 0.00 149.42 N/A N/A 0 0 0 0 2022-12-13 $41.20 $0.00 131.2% 11.6% 18.5% 100.0% 0.0% 22.0% -8.4% 0 0 0 0.00 151.58 N/A N/A 0 0 0 0 2022-12-14 $41.31 $0.00 41.3% 11.8% 17.8% 17.5% 0.0% 22.5% -8.3% 0 0 0 0.00 150.19 N/A N/A 0 0 0 0 2022-12-15 $40.67 $0.00 40.5% 11.6% 17.5% 16.7% 0.0% 23.2% 3.0% 0 0 0 0.00 149.23 N/A N/A 0 0 0 0 2022-12-16 $40.88 $0.00 42.6% 12.2% 17.7% 18.6% 0.0% 18.9% -5.4% 0 0 0 0.00 150.99 N/A N/A 0 0 0 0 2022-12-19 $40.73 $0.00 42.4% 12.1% 17.7% 18.4% 0.0% 24.7% -7.0% 0 0 0 0.00 150.55 N/A N/A 0 0 0 0 2022-12-20 $40.72 $0.00 43.0% 12.3% 17.3% 19.1% 0.0% 25.2% -7.4% 0 0 0 0.00 150.01 N/A N/A 0 0 0 0 2022-12-21 $41.07 $0.00 43.7% 12.5% 17.5% 19.7% 0.0% 25.6% -6.5% 0 0 0 0.00 149.10 N/A N/A 0 0 0 0 2022-12-22 $40.70 $0.00 41.1% 11.8% 17.4% 17.3% 0.0% 30.6% -6.3% 0 0 0 0.00 146.28 N/A N/A 0 0 0 0 2022-12-23 $40.61 $0.00 41.2% 11.8% 17.4% 17.4% 0.0% 31.3% -5.7% 0 0 0 0.00 147.50 N/A N/A 0 0 0 0 2022-12-27 $41.48 $0.00 50.5% 14.5% 19.1% 25.9% 0.0% 28.1% -10.5% 0 0 0 0.00 148.79 N/A N/A 0 0 0 0 2022-12-28 $41.03 $0.00 50.5% 14.5% 18.6% 25.9% 0.0% 28.5% -12.1% 0 0 0 0.00 151.30 N/A N/A 0 0 0 0 2022-12-29 $41.58 $0.00 48.0% 13.8% 16.0% 23.6% 0.0% 36.1% -8.5% 0 0 0 0.00 149.56 N/A N/A 0 0 0 0 2022-12-30 $41.12 $0.00 52.3% 15.0% 16.3% 27.6% 0.0% 36.7% -9.2% 0 0 0 0.00 150.98 N/A N/A 0 0 0 0
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