EMGF Options History — March 2024 In March 2024, EMGF traded between $43.69 and $44.82. ATM implied volatility averaged 21.8%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 9.5% (HV 20d: 12.3%). 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 6 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 60.6% change2024-03-12 : Highest IV Rank — 23.2%2024-03-27 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $44.39 $43.69 $44.82 $44.13 $44.57 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 21.8% 15.1% 38.3% 20.6% 16.4% Expected Move 4.8% 4.1% 6.9% 5.9% 4.7% HV 20d 12.3% 10.5% 14.5% 13.9% 10.5% HV 60d 16.6% 12.6% 19.1% 18.8% 12.6% IV Rank 6.8% 0.0% 23.2% 5.1% 1.5% IV Percentile 14.4% 0.0% 56.0% 9.5% 3.6% Term Structure -1.8% -15.3% 6.0% -6.3% -3.1% Skew 25d 0.8% -0.2% 1.3% -0.2% 1.2% Skew 10d 0.4% -13.2% 1.5% -13.2% 0.9% Call IV 25d 17.4% 15.4% 25.0% 25.0% 18.7% Put IV 25d 18.2% 16.2% 24.8% 24.8% 19.8% Bid-Ask Spread % 136.41 133.00 146.41 137.90 135.71 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -52 -146 0 -121 0 Net DEX 131 0 416 368 0 Net VEX -0 -1 0 -1 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.55 0 1 1 0
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 2024-03-01 $44.13 $41.00 20.6% 5.9% 13.9% 5.1% 0.0% -0.2% -6.3% -121 368 -1 0.00 137.90 N/A N/A 0 0 0 1 2024-03-04 $44.12 $0.00 23.3% 4.2% 13.9% 7.8% 0.0% 0.8% 0.2% -116 317 -1 0.00 134.86 N/A N/A 0 0 0 1 2024-03-05 $43.69 $0.00 24.1% 4.3% 14.5% 8.7% 0.0% 0.6% 0.1% -146 416 -1 0.00 133.75 N/A N/A 0 0 0 1 2024-03-06 $44.28 $0.00 26.6% 4.5% 13.8% 11.2% 0.0% 1.0% 5.5% -106 282 -1 0.00 134.30 N/A N/A 0 0 0 1 2024-03-07 $44.60 $0.00 27.3% 4.1% 14.0% 11.9% 0.0% 1.1% 0.2% -82 199 -1 0.00 133.00 N/A N/A 0 0 0 1 2024-03-08 $44.52 $0.00 28.6% 4.4% 13.8% 13.3% 0.0% 1.0% -0.2% -83 192 -1 0.00 138.42 N/A N/A 0 0 0 1 2024-03-11 $44.51 $0.00 37.0% 4.3% 13.8% 21.9% 0.0% 0.9% -0.1% -82 186 0 0.00 135.09 N/A N/A 0 0 0 1 2024-03-12 $44.82 $0.00 38.3% 4.3% 13.9% 23.2% 0.0% 1.1% 4.9% -49 89 0 0.00 134.45 N/A N/A 0 0 0 1 2024-03-13 $44.59 $0.00 15.1% 4.3% 11.8% 0.0% 0.0% 0.7% -1.0% -68 139 0 0.00 134.79 N/A N/A 0 0 0 1 2024-03-14 $44.50 $0.00 16.2% 4.6% 10.6% 1.1% 0.0% 0.6% -2.2% -95 248 0 0.00 137.85 N/A N/A 0 0 0 1 2024-03-15 $44.22 $0.00 15.5% 4.4% 11.0% 0.4% 0.0% 0.8% -0.8% -89 184 0 0.00 135.83 N/A N/A 0 0 0 1 2024-03-18 $44.30 $0.00 17.1% 4.9% 10.9% 2.3% 0.0% 0.6% -3.0% 0 0 0 0.00 135.51 N/A N/A 0 0 0 0 2024-03-19 $44.04 $0.00 22.2% 6.4% 11.1% 8.0% 0.0% 1.2% -8.4% 0 0 0 0.00 137.49 N/A N/A 0 0 0 0 2024-03-20 $44.58 $0.00 15.8% 4.5% 11.9% 0.8% 0.0% 1.3% 6.0% 0 0 0 0.00 146.41 N/A N/A 0 0 0 0 2024-03-21 $44.72 $0.00 15.8% 4.5% 11.2% 0.8% 0.0% 1.1% -2.3% 0 0 0 0.00 138.28 N/A N/A 0 0 0 0 2024-03-22 $44.40 $0.00 17.0% 4.9% 11.6% 2.1% 0.0% 0.3% -2.9% 0 0 0 0.00 135.59 N/A N/A 0 0 0 0 2024-03-25 $44.47 $0.00 17.6% 5.1% 11.4% 2.8% 0.0% 1.0% -3.2% 0 0 0 0.00 136.17 N/A N/A 0 0 0 0 2024-03-26 $44.38 $0.00 17.8% 5.1% 11.5% 3.0% 0.0% 0.2% -3.8% 0 0 0 0.00 135.96 N/A N/A 0 0 0 0 2024-03-27 $44.43 $0.00 24.1% 6.9% 10.6% 10.1% 0.0% 0.7% -15.3% 0 0 0 0.00 136.84 N/A N/A 0 0 0 0 2024-03-28 $44.57 $0.00 16.4% 4.7% 10.5% 1.5% 0.0% 1.2% -3.1% 0 0 0 0.00 135.71 N/A N/A 0 0 0 0
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