EMGF Options History — June 2023 In June 2023, EMGF traded between $40.92 and $42.84. ATM implied volatility averaged 48.0%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 32.7% (HV 20d: 15.3%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 68.1% change2023-06-13 : Highest IV Rank — 75.0%2023-06-01 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $41.73 $40.92 $42.84 $40.92 $41.59 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 48.0% 31.0% 104.2% 46.1% 39.4% Expected Move 10.0% 7.7% 13.2% 13.2% 11.3% HV 20d 15.3% 14.5% 16.2% 14.5% 14.7% HV 60d 13.5% 13.0% 14.0% 13.6% 13.9% IV Rank 22.9% 7.0% 75.0% 21.5% 14.9% IV Percentile 53.2% 4.8% 98.8% 70.6% 43.3% Term Structure -1.7% -7.9% 5.1% -7.9% -4.0% Skew 25d 44.9% 33.0% 57.8% 57.4% 54.5% Skew 10d 49.9% 33.6% 62.0% 56.0% 62.0% Call IV 25d 24.0% 19.7% 33.9% 33.9% 27.9% Put IV 25d 68.9% 53.0% 91.3% 91.3% 82.4% Bid-Ask Spread % 137.94 135.89 139.45 138.07 138.91 Gamma HHI 0.88 0.60 1.00 0.92 1.00 Net GEX -30 -225 214 168 -225 Net DEX -945 -7.0K 2.2K -1.2K 2.0K Net VEX -10 -14 -8 -14 -8 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2.143 1 3 3 1
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 2023-06-01 $40.92 $40.00 46.1% 13.2% 14.5% 21.5% 0.0% 57.4% -7.9% 168 -1.2K -14 0.00 138.07 N/A N/A 0 0 2 1 2023-06-02 $41.59 $40.00 43.9% 12.6% 15.3% 19.5% 0.0% 57.8% -5.3% 210 -2.2K -14 0.00 135.89 N/A N/A 0 0 2 1 2023-06-05 $41.58 $0.00 48.9% 7.7% 14.8% 24.2% 0.0% 33.0% 0.1% 197 -2.1K -14 0.00 139.00 N/A N/A 0 0 2 1 2023-06-06 $41.94 $0.00 51.5% 8.0% 15.1% 26.6% 0.0% 33.3% 0.2% 214 -2.7K -13 0.00 136.82 N/A N/A 0 0 2 1 2023-06-07 $41.33 $0.00 63.0% 8.9% 15.9% 37.2% 0.0% 37.6% -2.1% 101 -2.6K -14 0.00 138.41 N/A N/A 0 0 2 1 2023-06-08 $41.59 $0.00 61.2% 8.3% 16.0% 35.5% 0.0% 37.9% 1.5% 90 -2.8K -13 0.00 137.56 N/A N/A 0 0 2 1 2023-06-09 $41.77 $0.00 66.0% 8.4% 15.9% 39.9% 0.0% 38.3% 1.8% 83 -3.0K -13 0.00 137.60 N/A N/A 0 0 2 1 2023-06-12 $41.87 $0.00 87.9% 8.7% 15.3% 59.8% 0.0% 39.7% 1.4% 88 -3.1K -12 0.00 137.47 N/A N/A 0 0 2 1 2023-06-13 $42.23 $0.00 104.2% 9.1% 14.6% 75.0% 0.0% 39.9% 5.1% 125 -3.3K -11 0.00 137.90 N/A N/A 0 0 2 1 2023-06-14 $42.50 $0.00 33.3% 9.5% 14.5% 9.1% 0.0% 40.2% 0.1% 100 -3.9K -10 0.00 137.08 N/A N/A 0 0 2 1 2023-06-15 $42.84 $0.00 31.0% 8.9% 14.7% 7.0% 0.0% 40.3% -1.6% 90 -4.3K -9 0.00 136.12 N/A N/A 0 0 2 1 2023-06-16 $42.67 $0.00 31.2% 9.0% 14.7% 7.3% 0.0% 40.9% -2.1% -190 -7.0K -8 0.00 137.33 N/A N/A 0 0 2 1 2023-06-20 $41.94 $0.00 34.4% 9.9% 16.2% 10.2% 0.0% 44.5% -2.3% -198 1.8K -8 0.00 138.42 N/A N/A 0 0 0 1 2023-06-21 $41.77 $0.00 34.5% 9.9% 16.2% 10.3% 0.0% 45.4% -2.4% -205 1.9K -8 0.00 138.01 N/A N/A 0 0 0 1 2023-06-22 $41.66 $0.00 34.6% 9.9% 15.3% 10.4% 0.0% 46.3% -2.4% -209 1.9K -8 0.00 138.43 N/A N/A 0 0 0 1 2023-06-23 $41.05 $0.00 36.8% 10.5% 16.1% 12.4% 0.0% 48.0% -2.2% -205 2.2K -8 0.00 138.19 N/A N/A 0 0 0 1 2023-06-26 $41.23 $0.00 39.4% 11.3% 16.1% 14.8% 0.0% 50.5% -3.2% -215 2.1K -8 0.00 138.97 N/A N/A 0 0 0 1 2023-06-27 $41.66 $0.00 37.5% 10.7% 15.4% 13.0% 0.0% 50.9% -3.1% -216 2.0K -8 0.00 138.14 N/A N/A 0 0 0 1 2023-06-28 $41.37 $0.00 41.2% 11.8% 15.3% 16.5% 0.0% 52.4% -3.6% -217 2.1K -8 0.00 139.01 N/A N/A 0 0 0 1 2023-06-29 $41.17 $0.00 41.7% 12.0% 15.2% 17.0% 0.0% 53.9% -3.9% -215 2.2K -8 0.00 139.45 N/A N/A 0 0 0 1 2023-06-30 $41.59 $0.00 39.4% 11.3% 14.7% 14.9% 0.0% 54.5% -4.0% -225 2.0K -8 0.00 138.91 N/A N/A 0 0 0 1
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