EMGF Options History — October 2023 In October 2023, EMGF traded between $39.47 and $41.41. ATM implied volatility averaged 42.4%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 28.8% (HV 20d: 13.6%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2023-10-18 : Highest Volume — 1 contracts2023-10-30 : Largest IV spike — 195.7% change2023-10-10 : Highest IV Rank — 37.0%2023-10-03 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $40.39 $39.47 $41.41 $40.78 $39.63 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 42.4% 15.7% 61.7% 44.6% 46.3% Expected Move 11.0% 4.5% 14.4% 12.8% 13.3% HV 20d 13.6% 11.4% 15.2% 11.4% 14.8% HV 60d 13.7% 12.8% 14.3% 14.1% 13.1% IV Rank 20.1% 0.0% 37.0% 21.6% 26.5% IV Percentile 53.0% 0.0% 92.9% 66.3% 68.7% Term Structure -4.1% -17.5% 3.2% -4.6% -4.5% VWIV 20.0% 20.0% 20.0% 20.0% 20.0% Skew 25d 19.2% -8.8% 64.8% 60.1% 19.2% Skew 10d 47.3% -0.1% 73.5% 68.9% 63.8% Call IV 25d 23.3% 19.8% 33.1% 31.4% 23.6% Put IV 25d 42.5% 13.3% 97.9% 91.6% 42.7% Bid-Ask Spread % 138.60 132.68 141.78 140.56 140.06 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -177 -864 0 0 -351 Net DEX 478 0 1.5K 0 1.2K Net VEX -1 -4 0 0 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.045 0 1 0 0 Total OI 0.409 0 1 0 1
Daily Data (22 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 2023-10-02 $40.78 $0.00 44.6% 12.8% 11.4% 21.6% 0.0% 60.1% -4.6% 0 0 0 0.00 140.56 N/A N/A 0 0 0 0 2023-10-03 $40.27 $0.00 50.3% 14.4% 12.0% 26.8% 0.0% 62.7% -7.9% 0 0 0 0.00 141.11 N/A N/A 0 0 0 0 2023-10-04 $40.22 $0.00 49.7% 14.3% 11.9% 26.2% 0.0% 64.8% -4.2% 0 0 0 0.00 140.36 N/A N/A 0 0 0 0 2023-10-05 $40.32 $0.00 53.2% 9.4% 11.7% 29.3% 0.0% 38.9% -1.6% 0 0 0 0.00 138.55 N/A N/A 0 0 0 0 2023-10-06 $40.90 $0.00 49.7% 8.9% 12.8% 26.2% 0.0% 3.5% -1.8% 0 0 0 0.00 137.59 N/A N/A 0 0 0 0 2023-10-09 $40.64 $0.00 55.3% 9.2% 12.1% 31.3% 0.0% -8.0% -2.6% 0 0 0 0.00 138.07 N/A N/A 0 0 0 0 2023-10-10 $41.30 $0.00 61.7% 9.6% 13.6% 37.0% 0.0% 25.9% -2.3% 0 0 0 0.00 140.47 N/A N/A 0 0 0 0 2023-10-11 $41.41 $0.00 34.6% 9.9% 13.7% 12.5% 0.0% 33.7% -2.2% 0 0 0 0.00 139.58 N/A N/A 0 0 0 0 2023-10-12 $40.98 $0.00 33.4% 9.6% 13.7% 11.5% 0.0% 14.3% -2.3% 0 0 0 0.00 141.14 N/A N/A 0 0 0 0 2023-10-13 $40.80 $0.00 33.7% 9.7% 13.6% 11.7% 0.0% 1.1% -2.2% 0 0 0 0.00 139.27 N/A N/A 0 0 0 0 2023-10-16 $41.20 $0.00 36.1% 10.3% 14.2% 13.9% 0.0% 22.7% -3.4% 0 0 0 0.00 139.16 N/A N/A 0 0 0 0 2023-10-17 $41.02 $0.00 35.7% 10.2% 14.2% 13.5% 0.0% 18.6% -2.5% 0 0 0 0.00 141.78 N/A N/A 0 0 0 0 2023-10-18 $40.41 $0.00 39.2% 11.2% 15.1% 16.7% 20.0% 2.9% -2.8% 0 0 0 0.00 137.96 N/A N/A 0 1 0 0 2023-10-19 $40.23 $39.00 38.6% 11.1% 14.1% 16.1% 0.0% 0.5% -3.6% -244 969 -3 0.00 138.57 N/A N/A 0 0 0 1 2023-10-20 $39.78 $39.00 38.4% 11.0% 13.8% 15.9% 0.0% 3.5% -6.6% -493 1.2K -4 0.00 137.46 N/A N/A 0 0 0 1 2023-10-23 $39.75 $39.00 39.7% 11.4% 13.8% 17.1% 0.0% 10.3% -6.1% -565 1.2K -3 0.00 137.53 N/A N/A 0 0 0 1 2023-10-24 $40.25 $39.00 48.8% 14.0% 14.0% 25.4% 0.0% 3.3% -17.5% -247 935 -3 0.00 139.93 N/A N/A 0 0 0 1 2023-10-25 $39.71 $39.00 41.0% 11.7% 14.7% 18.3% 0.0% -8.8% -6.9% -864 911 -2 0.00 132.68 N/A N/A 0 0 0 1 2023-10-26 $39.51 $39.00 41.4% 11.9% 14.6% 18.7% 0.0% 31.4% -3.8% -313 1.4K -4 0.00 137.47 N/A N/A 0 0 0 1 2023-10-27 $39.47 $39.00 15.7% 4.5% 14.6% 0.0% 0.0% 15.5% 3.2% -526 1.5K -3 0.00 134.51 N/A N/A 0 0 0 1 2023-10-30 $39.90 $39.00 46.3% 13.3% 15.2% 26.5% 0.0% 6.7% -4.4% -300 1.1K -3 0.00 135.38 N/A N/A 0 0 0 1 2023-10-31 $39.63 $39.00 46.3% 13.3% 14.8% 26.5% 0.0% 19.2% -4.5% -351 1.2K -3 0.00 140.06 N/A N/A 0 0 0 1
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