EMGF Options History — February 2023 In February 2023, EMGF traded between $40.45 and $43.64. ATM implied volatility averaged 41.5%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 28.2% (HV 20d: 13.3%). Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-15 : Highest Volume — 5 contracts2023-02-08 : Largest IV drop — 43.3% change2023-02-07 : Highest IV Rank — 33.4%2023-02-28 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $41.92 $40.45 $43.64 $43.64 $40.45 ATM IV 41.5% 33.2% 58.6% 43.8% 49.5% Expected Move 10.6% 8.6% 14.2% 12.5% 14.2% HV 20d 13.3% 12.4% 14.6% 13.3% 13.2% HV 60d 16.3% 14.8% 18.7% 18.7% 14.8% IV Rank 17.5% 10.0% 33.4% 19.7% 24.7% IV Percentile 55.2% 21.0% 92.9% 70.2% 81.0% Term Structure 2.4% -6.4% 16.7% -4.8% -6.4% Skew 25d 47.1% 34.3% 62.6% 59.6% 62.6% Skew 10d 54.2% 38.7% 71.2% 67.8% 71.2% Call IV 25d 24.9% 17.2% 32.3% 31.2% 32.3% Put IV 25d 71.9% 51.4% 94.9% 90.7% 94.9% Bid-Ask Spread % 135.83 133.96 138.05 135.77 136.22 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.1K 0 19.2K 0 0 Net DEX -796 -11.3K 0 0 0 Net VEX -0 -4 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.263 0 5 0 0 Total OI 0.526 0 5 0 0
Daily Data (19 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 2023-02-01 $43.64 $0.00 43.8% 12.5% 13.3% 19.7% 0.0% 59.6% -4.8% 0 0 0 0.00 135.77 N/A N/A 0 0 0 0 2023-02-02 $43.19 $0.00 48.1% 8.7% 13.3% 23.7% 0.0% 36.1% 5.4% 0 0 0 0.00 134.69 N/A N/A 0 0 0 0 2023-02-03 $42.52 $0.00 47.5% 8.6% 14.6% 23.1% 0.0% 34.3% 3.5% 0 0 0 0.00 136.25 N/A N/A 0 0 0 0 2023-02-06 $41.98 $0.00 56.0% 9.2% 13.4% 31.0% 0.0% 39.5% 4.9% 0 0 0 0.00 135.27 N/A N/A 0 0 0 0 2023-02-07 $42.11 $0.00 58.6% 9.3% 13.3% 33.4% 0.0% 40.1% 6.8% 0 0 0 0.00 134.28 N/A N/A 0 0 0 0 2023-02-08 $42.18 $0.00 33.3% 9.5% 13.3% 10.1% 0.0% 40.5% 4.2% 0 0 0 0.00 135.50 N/A N/A 0 0 0 0 2023-02-09 $42.09 $0.00 33.6% 9.6% 13.2% 10.3% 0.0% 41.1% 3.4% 0 0 0 0.00 135.88 N/A N/A 0 0 0 0 2023-02-10 $41.83 $0.00 33.2% 9.5% 13.0% 10.0% 0.0% 41.8% 4.1% 0 0 0 0.00 135.72 N/A N/A 0 0 0 0 2023-02-13 $42.35 $0.00 35.7% 10.2% 13.8% 11.9% 0.0% 43.5% 4.3% 0 0 0 0.00 133.96 N/A N/A 0 0 0 0 2023-02-14 $42.23 $0.00 35.5% 10.2% 13.8% 11.8% 0.0% 44.2% 5.0% 0 0 0 0.00 134.66 N/A N/A 0 0 0 0 2023-02-15 $42.00 $0.00 35.5% 10.2% 13.8% 11.8% 0.0% 44.9% 3.7% 0 0 0 0.00 135.23 N/A N/A 5 0 0 0 2023-02-16 $42.15 $0.00 36.5% 10.5% 13.3% 12.7% 0.0% 46.1% 15.6% 803 -11.3K -4 0.00 135.02 N/A N/A 0 0 5 0 2023-02-17 $41.89 $0.00 36.5% 10.5% 12.8% 12.7% 0.0% 46.9% 16.7% 19.2K -3.9K -1 0.00 136.30 N/A N/A 0 0 5 0 2023-02-21 $41.58 $0.00 38.4% 11.0% 12.4% 14.4% 0.0% 50.7% -3.1% 0 0 0 0.00 136.79 N/A N/A 0 0 0 0 2023-02-22 $41.23 $0.00 41.7% 12.0% 12.4% 17.5% 0.0% 52.7% -4.1% 0 0 0 0.00 138.05 N/A N/A 0 0 0 0 2023-02-23 $41.55 $0.00 39.2% 11.2% 13.1% 15.1% 0.0% 53.4% -3.7% 0 0 0 0.00 137.15 N/A N/A 0 0 0 0 2023-02-24 $40.66 $0.00 41.7% 12.0% 13.7% 17.5% 0.0% 55.9% -3.9% 0 0 0 0.00 137.18 N/A N/A 0 0 0 0 2023-02-27 $40.82 $0.00 45.0% 12.9% 13.9% 20.5% 0.0% 60.1% -5.2% 0 0 0 0.00 136.94 N/A N/A 0 0 0 0 2023-02-28 $40.45 $0.00 49.5% 14.2% 13.2% 24.7% 0.0% 62.6% -6.4% 0 0 0 0.00 136.22 N/A N/A 0 0 0 0
« Jan 2023 | All History | Mar 2023 » Home EMGF History February 2023