EMGF Options History — July 2023 In July 2023, EMGF traded between $40.91 and $44.05. ATM implied volatility averaged 41.2%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 25.0% (HV 20d: 16.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 46.3% change2023-07-10 : Highest IV Rank — 43.3%2023-07-05 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $42.64 $40.91 $44.05 $42.02 $44.05 ATM IV 41.2% 30.6% 70.1% 43.6% 42.7% Expected Move 10.4% 8.8% 13.0% 12.5% 12.2% HV 20d 16.2% 14.0% 17.5% 14.0% 17.1% HV 60d 14.8% 14.0% 15.3% 14.0% 15.3% IV Rank 16.5% 6.7% 43.3% 18.8% 17.9% IV Percentile 43.2% 4.4% 93.3% 61.1% 59.1% Term Structure -2.4% -10.1% 1.4% -4.6% -2.7% Skew 25d 46.1% 38.3% 62.2% 58.1% 55.7% Skew 10d 52.9% 44.2% 70.7% 66.0% 63.2% Call IV 25d 24.4% 20.6% 31.8% 29.8% 28.8% Put IV 25d 70.6% 59.0% 94.0% 87.9% 84.5% Bid-Ask Spread % 137.81 135.98 140.08 138.16 136.82 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -221 -245 -198 -229 -203 Net DEX 1.6K 981 2.3K 1.8K 1.1K Net VEX -6 -7 -5 -7 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
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 2023-07-03 $42.02 $0.00 43.6% 12.5% 14.0% 18.8% 0.0% 58.1% -4.6% -229 1.8K -7 0.00 138.16 N/A N/A 0 0 0 1 2023-07-05 $41.70 $0.00 45.5% 13.0% 14.3% 20.5% 0.0% 62.2% -5.5% -231 1.9K -7 0.00 139.16 N/A N/A 0 0 0 1 2023-07-06 $40.91 $0.00 48.4% 8.8% 15.5% 23.2% 0.0% 38.3% -1.7% -209 2.3K -7 0.00 138.57 N/A N/A 0 0 0 1 2023-07-07 $41.45 $0.00 52.0% 9.2% 15.4% 26.5% 0.0% 38.5% -1.9% -219 2.1K -7 0.00 138.70 N/A N/A 0 0 0 1 2023-07-10 $41.41 $0.00 70.1% 10.7% 15.3% 43.3% 0.0% 40.2% -10.1% -221 2.1K -7 0.00 140.08 N/A N/A 0 0 0 1 2023-07-11 $41.83 $0.00 57.0% 9.0% 15.6% 31.2% 0.0% 39.8% 1.4% -226 1.9K -7 0.00 138.89 N/A N/A 0 0 0 1 2023-07-12 $42.67 $0.00 30.6% 8.8% 17.1% 6.7% 0.0% 39.9% -1.2% -223 1.5K -7 0.00 137.30 N/A N/A 0 0 0 1 2023-07-13 $43.24 $0.00 32.6% 9.4% 17.5% 8.6% 0.0% 39.8% -1.5% -205 1.4K -7 0.00 135.98 N/A N/A 0 0 0 1 2023-07-14 $43.09 $0.00 32.7% 9.4% 17.5% 8.7% 0.0% 40.3% 0.2% -216 1.5K -6 0.00 136.82 N/A N/A 0 0 0 1 2023-07-17 $43.12 $0.00 33.7% 9.7% 17.2% 9.6% 0.0% 42.2% -0.1% -227 1.4K -6 0.00 136.73 N/A N/A 0 0 0 1 2023-07-18 $42.84 $0.00 33.6% 9.6% 17.4% 9.5% 0.0% 43.0% -1.9% -215 1.4K -6 0.00 137.26 N/A N/A 0 0 0 1 2023-07-19 $42.77 $0.00 34.5% 9.9% 16.1% 10.3% 0.0% 43.7% -3.5% -215 1.5K -6 0.00 138.16 N/A N/A 0 0 0 1 2023-07-20 $42.42 $0.00 36.9% 10.6% 16.4% 12.5% 0.0% 45.1% -0.7% -235 1.6K -6 0.00 138.48 N/A N/A 0 0 0 1 2023-07-21 $42.41 $0.00 37.5% 10.8% 16.3% 13.1% 0.0% 45.9% -1.1% -234 1.6K -6 0.00 138.70 N/A N/A 0 0 0 1 2023-07-24 $43.00 $0.00 37.7% 10.8% 15.8% 13.2% 0.0% 48.4% -2.7% -239 1.4K -6 0.00 136.94 N/A N/A 0 0 0 1 2023-07-25 $43.33 $0.00 39.4% 11.3% 15.9% 14.8% 0.0% 49.0% -3.0% -223 1.3K -6 0.00 138.06 N/A N/A 0 0 0 1 2023-07-26 $43.55 $0.00 36.5% 10.5% 15.7% 12.2% 0.0% 49.8% -2.6% -211 1.1K -5 0.00 137.41 N/A N/A 0 0 0 1 2023-07-27 $43.04 $0.00 39.9% 11.4% 16.1% 15.3% 0.0% 51.5% -3.2% -245 1.3K -6 0.00 137.35 N/A N/A 0 0 0 1 2023-07-28 $43.97 $0.00 39.3% 11.3% 17.3% 14.7% 0.0% 51.6% -2.3% -198 981 -5 0.00 136.63 N/A N/A 0 0 0 1 2023-07-31 $44.05 $0.00 42.7% 12.2% 17.1% 17.9% 0.0% 55.7% -2.7% -203 1.1K -5 0.00 136.82 N/A N/A 0 0 0 1
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