EMGF Options History — April 2024 In April 2024, EMGF traded between $43.45 and $45.28. ATM implied volatility averaged 19.4%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 8.8% (HV 20d: 10.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 15 of 22 days.
Notable Days 2024-04-10 : Largest IV drop — 37.9% change2024-04-01 : Highest IV Rank — 13.4%2024-04-01 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $44.46 $43.45 $45.28 $44.62 $44.80 ATM IV 19.4% 15.5% 27.0% 27.0% 19.3% Expected Move 5.2% 4.2% 7.7% 7.7% 5.5% HV 20d 10.6% 7.6% 13.3% 9.7% 13.3% HV 60d 12.3% 11.8% 12.6% 12.6% 12.4% IV Rank 4.9% 0.5% 13.4% 13.4% 4.8% IV Percentile 12.6% 0.8% 28.6% 27.4% 15.9% Term Structure 1.1% -4.9% 6.0% -4.3% 0.5% Skew 25d 0.3% -6.5% 2.0% 0.1% 1.0% Skew 10d -0.8% -9.4% 2.2% 0.5% 1.4% Call IV 25d 18.6% 15.5% 22.0% 22.0% 22.0% Put IV 25d 18.9% 12.2% 23.0% 22.1% 23.0% Bid-Ask Spread % 150.12 136.08 160.88 137.04 160.88 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2024-04-01 $44.62 $0.00 27.0% 7.7% 9.7% 13.4% 0.0% 0.1% -4.3% 0 0 0 0.00 137.04 N/A N/A 0 0 0 0 2024-04-02 $44.83 $0.00 19.0% 5.5% 9.8% 4.4% 0.0% 1.0% -4.9% 0 0 0 0.00 136.08 N/A N/A 0 0 0 0 2024-04-03 $44.93 $0.00 19.6% 5.6% 9.0% 5.1% 0.0% 1.2% -4.3% 0 0 0 0.00 137.22 N/A N/A 0 0 0 0 2024-04-04 $44.78 $0.00 20.3% 4.2% 7.9% 5.8% 0.0% 0.5% -0.2% 0 0 0 0.00 149.63 N/A N/A 0 0 0 0 2024-04-05 $44.89 $0.00 20.2% 4.3% 7.6% 5.8% 0.0% 1.5% 0.1% 0 0 0 0.00 152.41 N/A N/A 0 0 0 0 2024-04-08 $45.15 $0.00 26.3% 5.6% 7.8% 12.6% 0.0% 1.0% 2.6% 0 0 0 0.00 155.24 N/A N/A 0 0 0 0 2024-04-09 $45.28 $0.00 25.0% 4.6% 7.8% 11.1% 0.0% 0.5% 2.8% 0 0 0 0.00 150.96 N/A N/A 0 0 0 0 2024-04-10 $44.73 $0.00 15.5% 4.4% 8.7% 0.5% 0.0% 1.6% -0.5% 0 0 0 0.00 150.51 N/A N/A 0 0 0 0 2024-04-11 $45.09 $0.00 15.9% 4.5% 9.0% 0.9% 0.0% -1.0% 5.0% 0 0 0 0.00 151.92 N/A N/A 0 0 0 0 2024-04-12 $44.15 $0.00 16.4% 4.7% 11.8% 1.5% 0.0% 0.9% 6.0% 0 0 0 0.00 151.29 N/A N/A 0 0 0 0 2024-04-15 $43.90 $0.00 17.5% 5.0% 11.7% 2.7% 0.0% 1.8% 4.3% 0 0 0 0.00 150.17 N/A N/A 0 0 0 0 2024-04-16 $43.50 $0.00 18.7% 5.4% 12.1% 4.0% 0.0% 0.7% 1.6% 0 0 0 0.00 150.23 N/A N/A 0 0 0 0 2024-04-17 $43.47 $0.00 19.0% 5.4% 12.0% 4.4% 0.0% 1.1% 1.4% 0 0 0 0.00 151.05 N/A N/A 0 0 0 0 2024-04-18 $43.67 $0.00 17.4% 5.0% 11.2% 2.6% 0.0% 1.5% -0.6% 0 0 0 0.00 151.92 N/A N/A 0 0 0 0 2024-04-19 $43.45 $0.00 19.4% 5.6% 11.1% 4.9% 0.0% 1.0% 1.6% 0 0 0 0.00 151.64 N/A N/A 0 0 0 0 2024-04-22 $43.85 $0.00 17.9% 5.1% 11.5% 3.2% 0.0% -2.5% -1.8% 0 0 0 0.00 151.72 N/A N/A 0 0 0 0 2024-04-23 $44.14 $0.00 17.6% 5.1% 11.8% 2.9% 0.0% 2.0% 2.5% 0 0 0 0.00 152.75 N/A N/A 0 0 0 0 2024-04-24 $44.25 $0.00 18.0% 5.2% 11.8% 3.2% 0.0% 1.1% 3.3% 0 0 0 0.00 152.13 N/A N/A 0 0 0 0 2024-04-25 $44.38 $0.00 19.2% 5.5% 11.9% 4.6% 0.0% -6.5% 1.6% 0 0 0 0.00 150.91 N/A N/A 0 0 0 0 2024-04-26 $44.92 $0.00 17.7% 5.1% 12.6% 2.9% 0.0% -3.4% 1.5% 0 0 0 0.00 153.59 N/A N/A 0 0 0 0 2024-04-29 $45.27 $0.00 20.2% 5.8% 12.8% 5.7% 0.0% 1.8% 4.9% 0 0 0 0.00 153.44 N/A N/A 0 0 0 0 2024-04-30 $44.80 $0.00 19.3% 5.5% 13.3% 4.8% 0.0% 1.0% 0.5% 0 0 0 0.00 160.88 N/A N/A 0 0 0 0
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