EMGF Options History — April 2023 In April 2023, EMGF traded between $39.99 and $41.70. ATM implied volatility averaged 41.6%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 29.5% (HV 20d: 12.1%). Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-14 : Highest Volume — 1 contracts2023-04-12 : Largest IV drop — 41.0% change2023-04-10 : Highest IV Rank — 34.7%2023-04-05 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $41.16 $39.99 $41.70 $41.63 $40.99 ATM IV 41.6% 33.0% 60.4% 43.2% 41.5% Expected Move 10.9% 8.9% 14.0% 12.4% 11.9% HV 20d 12.1% 10.7% 15.2% 15.2% 12.5% HV 60d 14.2% 13.9% 14.6% 14.6% 14.3% IV Rank 17.4% 9.4% 34.7% 18.9% 17.3% IV Percentile 50.9% 14.3% 92.5% 64.7% 58.3% Term Structure 0.1% -5.0% 4.8% -5.0% 0.1% Skew 25d 47.3% 22.2% 63.0% 59.0% 55.5% Skew 10d 54.2% 27.2% 71.3% 67.3% 63.3% Call IV 25d 26.9% 20.8% 44.1% 30.8% 28.7% Put IV 25d 74.2% 58.7% 95.2% 89.8% 84.1% Bid-Ask Spread % 138.41 135.81 155.32 138.63 136.91 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 89 -16 215 182 63 Net DEX -263 -1.9K 1.7K -1.8K 1.2K Net VEX -11 -17 -6 -7 -15 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 0.105 0 1 0 0 Total OI 1.526 1 2 1 2
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 2023-04-03 $41.63 $0.00 43.2% 12.4% 15.2% 18.9% 0.0% 59.0% -5.0% 182 -1.8K -7 0.00 138.63 N/A N/A 0 0 1 0 2023-04-04 $41.55 $0.00 43.8% 12.6% 14.0% 19.4% 0.0% 60.7% -4.2% 186 -1.7K -7 0.00 137.26 N/A N/A 0 0 1 0 2023-04-05 $41.29 $0.00 48.8% 14.0% 14.1% 24.0% 0.0% 63.0% -5.0% 184 -1.6K -7 0.00 138.16 N/A N/A 0 0 1 0 2023-04-06 $41.45 $0.00 51.0% 9.3% 12.0% 26.0% 0.0% 37.9% 4.3% 186 -1.7K -7 0.00 135.81 N/A N/A 0 0 1 0 2023-04-10 $41.47 $0.00 60.4% 9.9% 11.7% 34.7% 0.0% 37.5% 0.6% 141 -1.8K -7 0.00 139.13 N/A N/A 0 0 1 0 2023-04-11 $41.70 $0.00 56.6% 8.9% 11.8% 31.2% 0.0% 39.9% 4.0% 215 -1.8K -7 0.00 135.88 N/A N/A 0 0 1 0 2023-04-12 $41.13 $0.00 33.4% 9.6% 12.8% 9.8% 0.0% 41.1% 4.8% 187 -1.5K -6 0.00 138.51 N/A N/A 0 0 1 0 2023-04-13 $41.66 $0.00 40.6% 11.7% 11.7% 16.5% 0.0% 22.2% -2.1% 120 -1.9K -7 0.00 155.32 N/A N/A 0 0 1 0 2023-04-14 $41.46 $0.00 34.6% 9.9% 11.1% 10.9% 0.0% 42.1% 1.5% 148 -1.8K -7 0.00 136.63 N/A N/A 0 1 1 0 2023-04-17 $41.55 $0.00 33.0% 9.5% 10.7% 9.4% 0.0% 44.2% 0.5% 4 460 -17 0.00 136.90 N/A N/A 0 0 1 1 2023-04-18 $41.52 $0.00 33.0% 9.5% 10.8% 9.4% 0.0% 45.0% 1.0% 1 486 -17 0.00 136.89 N/A N/A 0 0 1 1 2023-04-19 $41.13 $0.00 36.3% 10.4% 11.2% 12.5% 0.0% 46.3% 0.9% -8 760 -16 0.00 135.94 N/A N/A 0 0 1 1 2023-04-20 $41.07 $0.00 36.7% 10.5% 10.9% 12.8% 0.0% 47.1% 0.8% -4 802 -16 0.00 136.28 N/A N/A 0 0 1 1 2023-04-21 $40.74 $0.00 36.0% 10.3% 11.1% 12.3% 0.0% 48.3% 0.4% -16 1.1K -15 0.00 136.21 N/A N/A 0 0 1 1 2023-04-24 $40.69 $0.00 37.3% 10.7% 11.1% 13.4% 0.0% 51.1% 1.1% -6 1.1K -15 0.00 137.85 N/A N/A 0 0 1 1 2023-04-25 $39.99 $0.00 42.0% 12.0% 12.6% 17.8% 0.0% 49.7% -1.1% 1 1.4K -14 0.00 142.01 N/A N/A 1 0 1 1 2023-04-26 $40.22 $0.00 42.4% 12.2% 12.1% 18.1% 0.0% 54.0% -0.5% 52 1.7K -13 0.00 138.79 N/A N/A 0 0 1 1 2023-04-27 $40.77 $0.00 40.0% 11.5% 13.0% 16.0% 0.0% 54.4% -0.3% 59 1.4K -14 0.00 136.66 N/A N/A 0 0 1 1 2023-04-28 $40.99 $0.00 41.5% 11.9% 12.5% 17.3% 0.0% 55.5% 0.1% 63 1.2K -15 0.00 136.91 N/A N/A 0 0 1 1
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