EMGF Options History — January 2023 In January 2023, EMGF traded between $41.46 and $44.91. ATM implied volatility averaged 42.3%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 26.9% (HV 20d: 15.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2023-01-11 : Largest IV drop — 43.9% change2023-01-10 : Highest IV Rank — 34.1%2023-01-03 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $43.53 $41.46 $44.91 $41.46 $43.45 ATM IV 42.3% 31.2% 59.4% 59.2% 46.7% Expected Move 10.9% 8.8% 17.0% 17.0% 13.4% HV 20d 15.4% 12.5% 18.1% 16.7% 13.4% HV 60d 20.0% 18.6% 21.4% 21.4% 18.7% IV Rank 18.3% 8.2% 34.1% 33.9% 22.4% IV Percentile 56.2% 18.3% 93.7% 93.7% 76.2% Term Structure -3.3% -13.5% 1.5% -12.4% -6.0% Skew 25d 42.9% 33.2% 58.1% 41.2% 58.1% Skew 10d 50.2% 38.2% 65.7% 49.3% 65.7% Call IV 25d 28.0% 18.9% 55.2% 54.1% 30.0% Put IV 25d 70.9% 52.0% 97.0% 95.3% 88.1% Bid-Ask Spread % 138.31 133.07 150.49 150.49 136.62 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 (20 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 2023-01-03 $41.46 $0.00 59.2% 17.0% 16.7% 33.9% 0.0% 41.2% -12.4% 0 0 0 0.00 150.49 N/A N/A 0 0 0 0 2023-01-04 $42.04 $0.00 57.9% 16.6% 16.7% 32.6% 0.0% 41.8% -13.5% 0 0 0 0.00 149.13 N/A N/A 0 0 0 0 2023-01-05 $41.95 $0.00 49.1% 9.1% 16.7% 24.6% 0.0% 33.2% 1.3% 0 0 0 0.00 135.25 N/A N/A 0 0 0 0 2023-01-06 $42.80 $0.00 48.2% 8.8% 18.1% 23.8% 0.0% 37.1% 1.5% 0 0 0 0.00 133.07 N/A N/A 0 0 0 0 2023-01-09 $43.02 $0.00 57.2% 9.5% 18.1% 32.1% 0.0% 35.4% -1.6% 0 0 0 0.00 138.76 N/A N/A 0 0 0 0 2023-01-10 $43.13 $0.00 59.4% 9.5% 18.0% 34.1% 0.0% 35.8% -1.8% 0 0 0 0.00 138.76 N/A N/A 0 0 0 0 2023-01-11 $43.27 $0.00 33.3% 9.6% 18.0% 10.2% 0.0% 39.1% -1.1% 0 0 0 0.00 134.18 N/A N/A 0 0 0 0 2023-01-12 $43.52 $0.00 32.2% 9.2% 15.9% 9.1% 0.0% 36.6% -2.4% 0 0 0 0.00 139.29 N/A N/A 0 0 0 0 2023-01-13 $43.75 $0.00 31.2% 8.9% 16.0% 8.2% 0.0% 39.6% -0.2% 0 0 0 0.00 136.50 N/A N/A 0 0 0 0 2023-01-17 $43.74 $0.00 34.1% 9.8% 14.5% 10.9% 0.0% 39.9% -2.3% 0 0 0 0.00 139.48 N/A N/A 0 0 0 0 2023-01-18 $43.53 $0.00 34.5% 9.9% 14.8% 11.2% 0.0% 40.6% -3.0% 0 0 0 0.00 140.27 N/A N/A 0 0 0 0 2023-01-19 $43.95 $0.00 35.7% 10.2% 14.7% 12.3% 0.0% 41.0% -3.1% 0 0 0 0.00 138.30 N/A N/A 0 0 0 0 2023-01-20 $44.32 $0.00 36.9% 10.6% 14.7% 13.4% 0.0% 41.5% -2.8% 0 0 0 0.00 139.12 N/A N/A 0 0 0 0 2023-01-23 $44.60 $0.00 36.4% 10.4% 14.6% 12.9% 0.0% 43.6% -3.7% 0 0 0 0.00 139.14 N/A N/A 0 0 0 0 2023-01-24 $44.59 $0.00 35.8% 10.3% 13.9% 12.4% 0.0% 47.5% -1.6% 0 0 0 0.00 135.19 N/A N/A 0 0 0 0 2023-01-25 $44.51 $0.00 36.3% 10.4% 13.9% 12.8% 0.0% 48.7% -3.3% 0 0 0 0.00 134.01 N/A N/A 0 0 0 0 2023-01-26 $44.91 $0.00 37.8% 10.8% 12.5% 14.3% 0.0% 49.3% -3.1% 0 0 0 0.00 135.60 N/A N/A 0 0 0 0 2023-01-27 $44.44 $0.00 41.0% 11.8% 12.5% 17.2% 0.0% 51.0% -3.5% 0 0 0 0.00 136.29 N/A N/A 0 0 0 0 2023-01-30 $43.69 $0.00 42.2% 12.1% 14.0% 18.3% 0.0% 56.0% -3.9% 0 0 0 0.00 136.84 N/A N/A 0 0 0 0 2023-01-31 $43.45 $0.00 46.7% 13.4% 13.4% 22.4% 0.0% 58.1% -6.0% 0 0 0 0.00 136.62 N/A N/A 0 0 0 0
« Dec 2022 | All History | Feb 2023 » Home EMGF History January 2023