EMGF Options History — November 2023 In November 2023, EMGF traded between $40.03 and $43.00. ATM implied volatility averaged 41.5%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 25.6% (HV 20d: 15.9%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2023-11-20 : Highest Volume — 1 contracts2023-11-08 : Largest IV drop — 38.3% change2023-11-07 : Highest IV Rank — 35.0%2023-11-01 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $42.05 $40.03 $43.00 $40.03 $42.81 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 41.5% 33.0% 56.2% 49.1% 46.2% Expected Move 10.7% 8.7% 14.1% 14.1% 13.2% HV 20d 15.9% 14.7% 17.7% 15.3% 14.7% HV 60d 14.2% 13.2% 14.8% 13.2% 14.2% IV Rank 22.4% 15.0% 35.0% 28.9% 26.4% IV Percentile 49.4% 11.9% 86.9% 77.4% 69.8% Term Structure -2.9% -7.4% 16.0% -5.5% -7.4% Skew 25d 42.5% -9.4% 62.9% 62.9% 62.6% Skew 10d 47.3% -16.2% 71.3% -16.2% 71.3% Call IV 25d 28.2% 20.6% 64.7% 28.5% 32.3% Put IV 25d 70.7% 12.5% 94.9% 91.4% 94.9% Bid-Ask Spread % 140.61 133.21 143.57 133.21 141.20 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -148 -233 0 -174 -233 Net DEX 1.0K 0 1.5K 1.4K 1.3K Net VEX -4 -8 0 -3 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.048 0 1 0 0 Total OI 0.952 0 1 1 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 2023-11-01 $40.03 $39.00 49.1% 14.1% 15.3% 28.9% 0.0% 62.9% -5.5% -174 1.4K -3 0.00 133.21 N/A N/A 0 0 0 1 2023-11-02 $40.72 $0.00 47.7% 8.7% 16.5% 27.7% 0.0% 38.4% -0.6% -145 1.2K -3 0.00 140.66 N/A N/A 0 0 0 1 2023-11-03 $41.45 $0.00 53.1% 9.4% 16.9% 32.4% 0.0% 38.6% -2.4% -132 1.0K -3 0.00 140.66 N/A N/A 0 0 0 1 2023-11-06 $41.68 $0.00 54.4% 9.0% 16.8% 33.5% 0.0% 39.4% -0.8% -137 828 -2 0.00 140.79 N/A N/A 0 0 0 1 2023-11-07 $41.65 $0.00 56.2% 8.9% 15.8% 35.0% 0.0% 40.4% 5.0% -125 1.0K -2 0.00 139.95 N/A N/A 0 0 0 1 2023-11-08 $41.39 $0.00 34.6% 9.9% 16.0% 16.4% 0.0% 1.3% -3.8% -140 992 -2 0.00 141.61 N/A N/A 0 0 0 1 2023-11-09 $41.05 $0.00 33.7% 9.6% 15.8% 15.6% 0.0% 41.7% -1.8% -166 954 -2 0.00 142.77 N/A N/A 0 0 0 1 2023-11-10 $41.44 $0.00 35.6% 10.2% 16.0% 17.2% 0.0% 18.6% -4.7% -118 1.2K -2 0.00 141.47 N/A N/A 0 0 0 1 2023-11-13 $41.50 $0.00 37.2% 10.7% 15.7% 18.6% 0.0% 44.1% -6.2% -135 1.0K -1 0.00 141.42 N/A N/A 0 0 0 1 2023-11-14 $42.52 $0.00 33.0% 9.5% 17.7% 15.0% 0.0% -9.4% -2.7% -110 793 -1 0.00 135.58 N/A N/A 0 0 0 1 2023-11-15 $42.70 $0.00 34.0% 9.7% 16.6% 15.8% 0.0% 44.2% -2.9% -107 767 -1 0.00 143.57 N/A N/A 0 0 0 1 2023-11-16 $42.36 $0.00 37.2% 10.7% 16.8% 18.6% 0.0% 45.2% 16.0% -114 833 -1 0.00 142.15 N/A N/A 0 0 0 1 2023-11-17 $42.44 $0.00 38.0% 10.9% 16.0% 19.3% 0.0% 46.3% -4.0% 0 0 0 0.00 140.77 N/A N/A 0 0 0 1 2023-11-20 $43.00 $0.00 37.1% 10.6% 16.3% 18.6% 0.0% 48.4% -3.9% 0 0 0 0.00 139.62 N/A N/A 0 1 0 0 2023-11-21 $42.70 $0.00 37.4% 10.7% 16.4% 18.8% 0.0% 49.6% -4.8% -200 1.4K -8 0.00 141.22 N/A N/A 0 0 0 1 2023-11-22 $42.64 $0.00 38.0% 10.9% 15.3% 19.3% 0.0% 50.8% -5.1% -198 1.4K -8 0.00 140.88 N/A N/A 0 0 0 1 2023-11-24 $42.68 $0.00 39.6% 11.3% 15.0% 20.7% 0.0% 52.9% -5.9% -202 1.4K -8 0.00 141.10 N/A N/A 0 0 0 1 2023-11-27 $42.62 $0.00 42.2% 12.1% 15.1% 23.0% 0.0% 57.4% -6.5% -200 1.5K -8 0.00 141.56 N/A N/A 0 0 0 1 2023-11-28 $42.97 $0.00 44.0% 12.6% 14.9% 24.5% 0.0% 58.7% -6.4% -233 1.2K -7 0.00 140.78 N/A N/A 0 0 0 1 2023-11-29 $42.72 $0.00 44.4% 12.7% 14.8% 24.9% 0.0% 60.7% -6.0% -229 1.4K -8 0.00 141.77 N/A N/A 0 0 0 1 2023-11-30 $42.81 $0.00 46.2% 13.2% 14.7% 26.4% 0.0% 62.6% -7.4% -233 1.3K -7 0.00 141.20 N/A N/A 0 0 0 1
« Oct 2023 | All History | Dec 2023 » Home EMGF History November 2023