EMGF Options History — August 2023 In August 2023, EMGF traded between $40.82 and $43.55. ATM implied volatility averaged 35.7%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 19.9% (HV 20d: 15.8%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2023-08-24 : Largest IV spike — 83.1% change2023-08-08 : Highest IV Rank — 33.8%2023-08-02 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $41.88 $40.82 $43.55 $43.55 $41.75 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 35.7% 20.8% 59.8% 42.1% 23.2% Expected Move 9.1% 6.0% 13.0% 12.1% 6.7% HV 20d 15.8% 12.0% 19.4% 17.6% 12.4% HV 60d 15.8% 15.3% 16.2% 15.5% 15.4% IV Rank 13.1% 0.0% 33.8% 17.4% 2.2% IV Percentile 34.7% 0.0% 91.3% 56.7% 0.8% Term Structure -4.1% -9.6% 16.3% -3.0% -8.6% Skew 25d 46.6% 32.4% 61.2% 57.8% 61.2% Skew 10d 51.6% 39.2% 69.2% 65.5% 65.5% Call IV 25d 21.4% 17.6% 31.3% 29.7% 23.8% Put IV 25d 68.0% 50.6% 92.3% 87.5% 85.0% Bid-Ask Spread % 135.64 131.47 139.69 138.69 139.25 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -255 -353 -205 -205 -353 Net DEX 2.1K 1.3K 2.6K 1.3K 2.2K Net VEX -5 -6 -3 -5 -3 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 (23 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 2023-08-01 $43.55 $0.00 42.1% 12.1% 17.6% 17.4% 0.0% 57.8% -3.0% -205 1.3K -5 0.00 138.69 N/A N/A 0 0 0 1 2023-08-02 $42.56 $0.00 45.5% 13.0% 19.4% 20.5% 0.0% 61.0% -5.6% -212 1.7K -6 0.00 139.69 N/A N/A 0 0 0 1 2023-08-03 $42.75 $42.00 46.2% 8.7% 17.9% 21.2% 0.0% 34.6% -2.3% -217 1.6K -6 0.00 132.10 N/A N/A 0 0 0 1 2023-08-04 $42.76 $42.00 47.8% 8.7% 17.5% 22.7% 0.0% 34.8% -1.6% -222 1.6K -5 0.00 133.54 N/A N/A 0 0 0 1 2023-08-07 $42.74 $42.00 53.5% 8.8% 17.5% 27.9% 0.0% 32.4% -1.5% -239 1.5K -5 0.00 134.37 N/A N/A 0 0 0 1 2023-08-08 $42.27 $42.00 59.8% 6.1% 17.7% 33.8% 0.0% 36.9% -5.6% -240 1.8K -5 0.00 131.47 N/A N/A 0 0 0 1 2023-08-09 $42.40 $42.00 20.8% 6.0% 16.2% 0.0% 0.0% 37.4% -7.2% -248 1.7K -5 0.00 133.31 N/A N/A 0 0 0 1 2023-08-10 $42.36 $42.00 20.8% 6.0% 15.4% 0.1% 0.0% 37.5% -4.2% -251 1.7K -5 0.00 134.08 N/A N/A 0 0 0 1 2023-08-11 $41.84 $42.00 25.1% 7.2% 15.9% 4.0% 0.0% 39.9% -7.6% -214 2.1K -5 0.00 133.18 N/A N/A 0 0 0 1 2023-08-14 $41.71 $42.00 24.8% 7.1% 15.9% 3.7% 0.0% 40.9% -8.9% -230 2.3K -5 0.00 132.87 N/A N/A 0 0 0 1 2023-08-15 $41.25 $42.00 36.9% 10.6% 16.2% 14.6% 0.0% 42.9% -2.6% -217 2.3K -5 0.00 134.70 N/A N/A 0 0 0 1 2023-08-16 $40.95 $42.00 36.6% 10.5% 16.3% 14.4% 0.0% 43.1% -3.3% -244 2.5K -5 0.00 133.77 N/A N/A 0 0 0 1 2023-08-17 $41.07 $42.00 37.2% 10.7% 16.2% 14.9% 0.0% 44.3% 16.3% -256 2.5K -4 0.00 133.57 N/A N/A 0 0 0 1 2023-08-18 $40.82 $42.00 37.4% 10.7% 16.3% 15.1% 0.0% 45.2% -3.5% -238 2.6K -4 0.00 135.68 N/A N/A 0 0 0 1 2023-08-21 $40.94 $42.00 39.0% 11.2% 15.3% 16.5% 0.0% 48.3% -3.3% -245 2.5K -4 0.00 135.85 N/A N/A 0 0 0 1 2023-08-22 $40.91 $42.00 39.8% 11.4% 14.9% 17.2% 0.0% 48.5% 2.5% -255 2.6K -4 0.00 139.52 N/A N/A 0 0 0 1 2023-08-23 $41.55 $42.00 24.0% 6.9% 16.0% 3.0% 0.0% 50.0% -9.5% -272 2.3K -4 0.00 136.80 N/A N/A 0 0 0 1 2023-08-24 $41.38 $42.00 44.0% 12.6% 15.6% 21.0% 0.0% 50.6% -5.6% -272 2.3K -4 0.00 138.21 N/A N/A 0 0 0 1 2023-08-25 $41.39 $42.00 44.7% 12.8% 13.0% 21.7% 0.0% 52.0% -5.3% -291 2.4K -4 0.00 136.98 N/A N/A 0 0 0 1 2023-08-28 $41.80 $42.00 24.8% 7.1% 13.7% 3.6% 0.0% 56.1% -9.6% -303 2.2K -4 0.00 137.12 N/A N/A 0 0 0 1 2023-08-29 $42.36 $42.00 23.4% 6.7% 14.4% 2.4% 0.0% 57.6% -6.4% -314 1.8K -4 0.00 136.87 N/A N/A 0 0 0 1 2023-08-30 $42.18 $42.00 23.9% 6.9% 12.0% 2.9% 0.0% 59.3% -8.4% -334 1.9K -4 0.00 138.14 N/A N/A 0 0 0 1 2023-08-31 $41.75 $42.00 23.2% 6.7% 12.4% 2.2% 0.0% 61.2% -8.6% -353 2.2K -3 0.00 139.25 N/A N/A 0 0 0 1
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