EMGF Options History — May 2024 In May 2024, EMGF traded between $44.97 and $47.78. ATM implied volatility averaged 21.4%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 9.7% (HV 20d: 11.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days.
Notable Days 2024-05-31 : Highest Volume — 20 contracts2024-05-28 : Largest IV spike — 75.3% change2024-05-13 : Highest IV Rank — 23.7%2024-05-30 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $46.67 $44.97 $47.78 $44.97 $45.88 ATM IV 21.4% 12.6% 36.2% 23.6% 13.8% Expected Move 5.0% 3.6% 7.2% 6.8% 4.0% HV 20d 11.7% 9.5% 15.0% 13.4% 9.5% HV 60d 11.6% 10.9% 12.5% 12.4% 11.0% IV Rank 8.3% 0.0% 23.7% 9.5% 1.3% IV Percentile 23.3% 0.0% 57.9% 30.2% 1.2% Term Structure -3.8% -9.3% 17.4% 0.7% 4.9% Skew 25d -4.2% -14.5% 16.4% 1.3% -10.0% Skew 10d 6.6% -13.8% 32.6% 1.0% 3.5% Call IV 25d 21.1% 19.1% 25.4% 22.5% 19.3% Put IV 25d 17.0% 8.4% 37.6% 23.8% 9.4% Bid-Ask Spread % 139.37 133.25 161.94 161.94 134.35 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 0.909 0 20 0 20 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 2024-05-01 $44.97 $0.00 23.6% 6.8% 13.4% 9.5% 0.0% 1.3% 0.7% 0 0 0 0.00 161.94 N/A N/A 0 0 0 0 2024-05-02 $45.82 $0.00 19.8% 5.7% 14.9% 5.3% 0.0% 0.7% 0.3% 0 0 0 0.00 155.07 N/A N/A 0 0 0 0 2024-05-03 $46.18 $0.00 20.0% 5.7% 15.0% 5.5% 0.0% 2.2% 0.0% 0 0 0 0.00 154.85 N/A N/A 0 0 0 0 2024-05-06 $46.22 $0.00 23.4% 4.0% 15.0% 9.3% 0.0% -11.2% -6.9% 0 0 0 0.00 135.31 N/A N/A 0 0 0 0 2024-05-07 $46.06 $0.00 22.1% 4.0% 15.0% 7.9% 0.0% -10.9% -6.4% 0 0 0 0.00 139.65 N/A N/A 0 0 0 0 2024-05-08 $46.12 $0.00 24.2% 4.0% 14.2% 10.2% 0.0% -10.5% -7.3% 0 0 0 0.00 136.50 N/A N/A 0 0 0 0 2024-05-09 $46.22 $0.00 26.0% 5.4% 14.0% 12.3% 0.0% -9.1% -5.4% 0 0 0 0.00 140.83 N/A N/A 0 0 0 0 2024-05-10 $46.31 $0.00 26.8% 4.3% 11.3% 13.1% 0.0% -11.6% -3.0% 0 0 0 0.00 136.43 N/A N/A 0 0 0 0 2024-05-13 $46.70 $0.00 36.2% 5.0% 11.0% 23.7% 0.0% -4.6% -5.4% 0 0 0 0.00 144.01 N/A N/A 0 0 0 0 2024-05-14 $46.93 $0.00 36.0% 3.9% 10.0% 23.4% 0.0% -12.0% -7.5% 0 0 0 0.00 135.10 N/A N/A 0 0 0 0 2024-05-15 $47.45 $0.00 15.2% 4.3% 10.2% 0.1% 0.0% 7.6% -9.3% 0 0 0 0.00 133.61 N/A N/A 0 0 0 0 2024-05-16 $47.61 $0.00 13.6% 3.9% 10.2% 0.0% 0.0% 2.8% 17.4% 0 0 0 0.00 133.53 N/A N/A 0 0 0 0 2024-05-17 $47.78 $0.00 20.4% 5.9% 9.6% 7.5% 0.0% -3.2% -3.5% 0 0 0 0.00 133.25 N/A N/A 0 0 0 0 2024-05-20 $47.68 $0.00 12.6% 3.6% 9.7% 0.0% 0.0% -9.9% -4.4% 0 0 0 0.00 136.11 N/A N/A 0 0 0 0 2024-05-21 $47.47 $0.00 19.8% 5.7% 10.2% 7.9% 0.0% -11.8% -9.2% 0 0 0 0.00 139.62 N/A N/A 0 0 0 0 2024-05-22 $47.28 $0.00 15.3% 4.4% 10.5% 2.9% 0.0% 13.1% -6.5% 0 0 0 0.00 135.02 N/A N/A 0 0 0 0 2024-05-23 $47.00 $0.00 22.6% 6.5% 11.0% 10.9% 0.0% -12.9% -5.4% 0 0 0 0.00 134.78 N/A N/A 0 0 0 0 2024-05-24 $47.16 $0.00 13.4% 3.8% 10.5% 0.9% 0.0% 16.4% -3.8% 0 0 0 0.00 134.89 N/A N/A 0 0 0 0 2024-05-28 $47.05 $0.00 23.5% 6.7% 10.4% 11.9% 0.0% -14.5% -5.6% 0 0 0 0.00 134.21 N/A N/A 0 0 0 0 2024-05-29 $46.46 $0.00 17.7% 5.1% 10.8% 5.6% 0.0% 5.7% -9.2% 0 0 0 0.00 134.99 N/A N/A 0 0 0 0 2024-05-30 $46.33 $0.00 25.1% 7.2% 10.9% 13.7% 0.0% -9.8% -7.4% 0 0 0 0.00 142.17 N/A N/A 0 0 0 0 2024-05-31 $45.88 $0.00 13.8% 4.0% 9.5% 1.3% 0.0% -10.0% 4.9% 0 0 0 0.00 134.35 N/A N/A 0 20 0 0
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