EMGF Options History — February 2024 In February 2024, EMGF traded between $42.13 and $43.97. ATM implied volatility averaged 19.6%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 5.6% (HV 20d: 14.0%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 35.0% change2024-02-06 : Highest IV Rank — 9.2%2024-02-13 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $43.15 $42.13 $43.97 $42.14 $43.61 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 19.6% 16.0% 24.6% 21.2% 20.4% Expected Move 5.2% 4.4% 6.4% 4.5% 5.8% HV 20d 14.0% 13.1% 15.5% 14.1% 13.6% HV 60d 18.7% 18.1% 18.9% 18.6% 18.8% IV Rank 4.1% 0.3% 9.2% 5.7% 4.8% IV Percentile 6.1% 0.8% 13.1% 6.3% 9.1% Term Structure -1.4% -9.1% 16.3% -0.9% -6.6% Skew 25d 0.3% -4.9% 2.4% 1.1% 1.0% Skew 10d -4.6% -16.4% 1.8% 1.6% -16.4% Call IV 25d 18.7% 16.0% 23.2% 16.5% 22.8% Put IV 25d 19.0% 13.0% 24.1% 17.7% 23.8% Bid-Ask Spread % 135.31 131.82 141.03 131.82 133.93 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -178 -257 -125 -247 -151 Net DEX 655 365 1.2K 1.2K 436 Net VEX -3 -5 -1 -5 -1 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 2024-02-01 $42.14 $41.00 21.2% 4.5% 14.1% 5.7% 0.0% 1.1% -0.9% -247 1.2K -5 0.00 131.82 N/A N/A 0 0 0 1 2024-02-02 $42.13 $41.00 22.0% 4.6% 14.1% 6.5% 0.0% 0.2% -0.4% -257 1.2K -5 0.00 132.78 N/A N/A 0 0 0 1 2024-02-05 $42.19 $41.00 23.9% 4.4% 14.1% 8.4% 0.0% 2.4% 2.6% -203 916 -4 0.00 133.03 N/A N/A 0 0 0 1 2024-02-06 $42.98 $41.00 24.6% 4.6% 15.5% 9.2% 0.0% 0.2% 0.3% -191 667 -3 0.00 133.35 N/A N/A 0 0 0 1 2024-02-07 $43.05 $41.00 16.0% 4.6% 14.6% 0.3% 0.0% 0.4% 1.9% -193 679 -3 0.00 134.25 N/A N/A 0 0 0 1 2024-02-08 $42.84 $41.00 16.2% 4.7% 14.8% 0.6% 0.0% -0.6% -0.9% -208 705 -3 0.00 133.63 N/A N/A 0 0 0 1 2024-02-09 $42.98 $41.00 21.6% 6.2% 14.7% 6.1% 0.0% -4.9% -9.1% -183 910 -4 0.00 141.03 N/A N/A 0 0 0 1 2024-02-12 $43.17 $41.00 16.9% 4.8% 14.7% 1.2% 0.0% -0.5% -0.5% -181 654 -3 0.00 135.17 N/A N/A 0 0 0 1 2024-02-13 $42.34 $41.00 22.5% 6.4% 14.3% 7.0% 0.0% 1.9% -6.5% -205 744 -3 0.00 140.71 N/A N/A 0 0 0 1 2024-02-14 $43.05 $41.00 17.0% 4.9% 14.2% 1.3% 0.0% -1.8% -1.8% -190 705 -3 0.00 136.41 N/A N/A 0 0 0 1 2024-02-15 $43.21 $41.00 17.2% 4.9% 14.0% 1.5% 0.0% -0.1% 16.3% -179 634 -3 0.00 136.21 N/A N/A 0 0 0 1 2024-02-16 $43.43 $41.00 18.1% 5.2% 13.7% 2.5% 0.0% 0.4% 12.9% -163 546 -2 0.00 135.93 N/A N/A 0 0 0 1 2024-02-20 $43.46 $41.00 19.3% 5.5% 13.4% 3.7% 0.0% 1.0% -4.9% -162 524 -2 0.00 140.46 N/A N/A 0 0 0 1 2024-02-21 $43.45 $41.00 19.4% 5.6% 13.3% 3.9% 0.0% 0.9% -4.6% -163 530 -2 0.00 135.06 N/A N/A 0 0 0 1 2024-02-22 $43.97 $41.00 18.0% 5.2% 13.1% 2.4% 0.0% 1.1% -4.4% -125 367 -2 0.00 134.33 N/A N/A 0 0 0 1 2024-02-23 $43.94 $41.00 17.8% 5.1% 13.1% 2.2% 0.0% 0.6% -4.1% -126 365 -2 0.00 133.92 N/A N/A 0 0 0 1 2024-02-26 $43.76 $41.00 19.3% 5.5% 13.3% 3.7% 0.0% 0.8% -4.9% -140 417 -2 0.00 135.06 N/A N/A 0 0 0 1 2024-02-27 $43.88 $41.00 19.5% 5.6% 13.3% 3.9% 0.0% 1.2% -5.3% -130 368 -1 0.00 134.51 N/A N/A 0 0 0 1 2024-02-28 $43.39 $41.00 21.7% 6.2% 13.7% 6.2% 0.0% 0.9% -7.0% -170 538 -2 0.00 134.67 N/A N/A 0 0 0 1 2024-02-29 $43.61 $41.00 20.4% 5.8% 13.6% 4.8% 0.0% 1.0% -6.6% -151 436 -1 0.00 133.93 N/A N/A 0 0 0 1
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