EMGF Options History — January 2024 In January 2024, EMGF traded between $40.55 and $42.24. ATM implied volatility averaged 22.1%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 0.0% (HV 20d: 22.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2024-01-16 : Largest IV spike — 54.7% change2024-01-02 : Highest IV Rank — 31.4%2024-01-02 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $41.69 $40.55 $42.24 $42.24 $41.76 ATM IV 22.1% 15.9% 46.2% 46.2% 21.7% Expected Move 6.0% 4.5% 13.3% 13.3% 6.2% HV 20d 22.1% 13.7% 27.4% 26.5% 13.7% HV 60d 19.2% 18.9% 19.5% 19.5% 18.9% IV Rank 6.6% 0.3% 31.4% 31.4% 6.2% IV Percentile 6.7% 0.4% 71.8% 71.8% 7.5% Term Structure -4.1% -20.0% 3.3% -4.6% -1.5% Skew 25d 3.9% 0.4% 59.8% 59.8% 0.9% Skew 10d 4.4% -5.7% 67.6% 67.6% 1.4% Call IV 25d 20.5% 16.5% 30.6% 30.6% 24.3% Put IV 25d 24.4% 17.8% 90.3% 90.3% 25.2% Bid-Ask Spread % 136.49 133.28 142.96 142.96 137.29 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -274 -440 -193 -193 -330 Net DEX 1.6K 1.1K 2.4K 1.3K 1.6K 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 (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 2024-01-02 $42.24 $0.00 46.2% 13.3% 26.5% 31.4% 0.0% 59.8% -4.6% -193 1.3K -7 0.00 142.96 N/A N/A 0 0 0 1 2024-01-03 $42.09 $0.00 21.3% 6.1% 26.3% 5.8% 0.0% 0.6% -5.4% -208 1.3K -7 0.00 136.06 N/A N/A 0 0 0 1 2024-01-04 $42.00 $0.00 20.9% 4.5% 26.3% 5.4% 0.0% 1.3% 3.3% -231 1.6K -7 0.00 134.14 N/A N/A 0 0 0 1 2024-01-05 $42.03 $0.00 21.7% 4.5% 26.3% 6.1% 0.0% 1.0% -0.9% -206 1.3K -7 0.00 134.68 N/A N/A 0 0 0 1 2024-01-08 $42.13 $0.00 23.1% 4.6% 26.3% 7.6% 0.0% 1.5% -1.2% -212 1.3K -6 0.00 133.94 N/A N/A 0 0 0 1 2024-01-09 $41.59 $0.00 25.7% 4.6% 26.7% 10.2% 0.0% 1.6% 0.5% -233 1.7K -7 0.00 134.53 N/A N/A 0 0 0 1 2024-01-10 $41.52 $0.00 15.9% 4.6% 26.5% 0.3% 0.0% 1.1% 0.6% -319 1.8K -7 0.00 135.01 N/A N/A 0 0 0 1 2024-01-11 $41.68 $0.00 22.9% 6.6% 26.6% 7.4% 0.0% 1.4% -12.5% -241 1.6K -7 0.00 139.54 N/A N/A 0 0 0 1 2024-01-12 $41.96 $0.00 16.6% 4.8% 26.4% 0.9% 0.0% 0.8% 1.4% -251 1.5K -6 0.00 136.61 N/A N/A 0 0 0 1 2024-01-16 $41.08 $0.00 25.7% 7.4% 26.7% 10.2% 0.0% 1.1% -5.0% -312 2.1K -6 0.00 138.49 N/A N/A 0 0 0 1 2024-01-17 $40.55 $0.00 18.7% 5.4% 26.9% 3.1% 0.0% 1.5% -4.9% -291 2.4K -6 0.00 133.28 N/A N/A 0 0 0 1 2024-01-18 $40.92 $0.00 18.7% 5.4% 27.3% 3.1% 0.0% 0.9% -3.5% -265 2.0K -6 0.00 136.91 N/A N/A 0 0 0 1 2024-01-19 $41.36 $0.00 19.6% 5.6% 27.4% 4.0% 0.0% 1.7% -7.6% -367 1.9K -6 0.00 136.03 N/A N/A 0 0 0 1 2024-01-22 $41.11 $0.00 20.1% 5.7% 15.6% 4.5% 0.0% 1.6% -6.4% -330 2.0K -6 0.00 134.71 N/A N/A 0 0 0 1 2024-01-23 $41.37 $0.00 20.0% 5.7% 14.3% 4.4% 0.0% 1.4% -8.1% -357 1.9K -6 0.00 135.64 N/A N/A 0 0 0 1 2024-01-24 $41.96 $0.00 18.7% 5.4% 15.2% 3.1% 0.0% 0.7% -2.6% -237 1.4K -6 0.00 136.27 N/A N/A 0 0 0 1 2024-01-25 $41.97 $0.00 27.4% 7.8% 14.7% 12.0% 0.0% 0.4% -20.0% -243 1.3K -6 0.00 142.89 N/A N/A 0 0 0 1 2024-01-26 $42.06 $0.00 18.6% 5.3% 14.6% 3.0% 0.0% 1.1% -3.0% -243 1.2K -5 0.00 135.67 N/A N/A 0 0 0 1 2024-01-29 $42.19 $0.00 20.7% 5.9% 14.4% 5.1% 0.0% 0.9% -4.6% -239 1.1K -5 0.00 135.79 N/A N/A 0 0 0 1 2024-01-30 $41.85 $0.00 20.4% 5.8% 14.6% 4.8% 0.0% 1.2% -1.4% -440 1.4K -5 0.00 135.91 N/A N/A 0 0 0 1 2024-01-31 $41.76 $0.00 21.7% 6.2% 13.7% 6.2% 0.0% 0.9% -1.5% -330 1.6K -5 0.00 137.29 N/A N/A 0 0 0 1
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