EMGF Options History — June 2024 In June 2024, EMGF traded between $45.62 and $46.86. ATM implied volatility averaged 18.8%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 4.8% (HV 20d: 14.0%). Max pain ranged from $46.00 to $49.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-07 : Highest Volume — 13 contracts2024-06-10 : Largest IV spike — 275.4% change2024-06-10 : Highest IV Rank — 24.4%2024-06-03 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $46.39 $45.62 $46.86 $46.47 $46.69 Max Pain $47.65 $46.00 $49.00 $46.00 $49.00 ATM IV 18.8% 8.5% 31.8% 31.8% 16.4% Expected Move 5.3% 3.9% 9.1% 9.1% 4.7% HV 20d 14.0% 10.2% 15.0% 10.2% 14.0% HV 60d 12.4% 11.2% 12.8% 11.2% 12.6% IV Rank 10.4% 0.0% 24.4% 21.0% 8.8% IV Percentile 18.2% 0.0% 51.2% 49.6% 9.9% Term Structure -4.4% -14.6% 6.1% -11.5% -3.1% VWIV 19.4% 18.4% 20.4% 18.4% 20.4% Skew 25d 0.4% -16.4% 44.3% 44.3% 0.5% Skew 10d 2.4% -18.3% 50.4% 50.4% 1.0% Call IV 25d 19.0% 14.6% 35.6% 35.6% 19.1% Put IV 25d 19.4% 9.6% 79.9% 79.9% 19.6% Bid-Ask Spread % 150.48 132.49 163.41 134.87 154.63 Gamma HHI 0.78 0.43 1.00 1.00 1.00 Net GEX -4.8K -25.9K 766 -25.9K 766 Net DEX 5.8K -31.4K 67.4K 35.6K -2.5K Net VEX -60 -151 0 -45 -8 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.737 0 13 0 0 Total OI 24.316 3 43 20 3
Daily Data (19 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 2024-06-03 $46.47 $46.00 31.8% 9.1% 10.2% 21.0% 0.0% 44.3% -11.5% -25.9K 35.6K -45 0.00 134.87 N/A N/A 0 0 0 20 2024-06-04 $45.62 $46.00 13.7% 3.9% 12.1% 1.2% 0.0% 0.9% 6.1% -11.6K 67.4K -51 0.00 134.15 N/A N/A 0 0 0 20 2024-06-05 $46.24 $46.00 31.0% 8.9% 13.1% 20.1% 0.0% -16.2% -10.9% -10.2K 49.9K -62 0.00 132.49 N/A N/A 0 0 0 20 2024-06-06 $46.62 $0.00 14.6% 5.2% 13.4% 2.2% 0.0% -16.4% -14.6% 0 0 0 0.00 152.03 N/A N/A 0 0 0 20 2024-06-07 $46.11 $0.00 8.5% 5.2% 14.0% 0.0% 18.4% -7.8% -10.9% 0 0 0 0.00 163.41 N/A N/A 13 0 0 20 2024-06-10 $46.34 $47.00 31.8% 4.0% 14.1% 24.4% 0.0% -9.3% 5.5% -20.5K 27.5K -94 0.00 162.16 N/A N/A 0 0 13 20 2024-06-11 $45.69 $47.00 13.7% 4.2% 14.6% 5.4% 0.0% 1.7% -1.0% -8.9K 29.2K -119 0.00 147.91 N/A N/A 10 0 13 20 2024-06-12 $46.19 $47.00 14.6% 4.2% 15.0% 6.4% 0.0% 0.8% -1.9% -3.1K -16.4K -151 0.00 145.26 N/A N/A 0 0 23 20 2024-06-13 $46.13 $47.00 14.8% 4.3% 14.4% 6.6% 0.0% 1.0% -2.4% -4.6K -7.8K -143 0.00 145.02 N/A N/A 0 0 23 20 2024-06-14 $46.19 $47.00 15.5% 4.4% 14.3% 7.8% 0.0% 1.4% -3.4% -2.2K -8.2K -137 0.00 143.13 N/A N/A 0 0 23 20 2024-06-17 $46.53 $47.00 13.7% 3.9% 14.5% 5.8% 0.0% -0.4% -1.7% 684 -12.4K -114 0.00 142.99 N/A N/A 0 0 23 20 2024-06-18 $46.86 $47.00 17.6% 5.1% 14.8% 10.2% 20.4% 1.7% -8.2% -225 -31.4K -113 0.00 152.89 N/A N/A 10 0 23 20 2024-06-20 $46.84 $49.00 22.2% 6.4% 14.8% 15.3% 0.0% 1.4% -8.7% -3.5K -6.3K -39 0.00 161.54 N/A N/A 0 0 13 20 2024-06-21 $46.66 $49.00 21.5% 6.2% 14.8% 14.5% 0.0% 0.8% -1.5% -4.3K -3.7K -18 0.00 158.00 N/A N/A 0 0 13 20 2024-06-24 $46.70 $49.00 18.9% 5.4% 14.6% 11.5% 0.0% 0.9% -7.6% 752 -3.0K -11 0.00 159.62 N/A N/A 0 0 3 0 2024-06-25 $46.51 $49.00 22.7% 6.5% 14.6% 15.8% 0.0% 0.5% -2.1% 704 -2.7K -10 0.00 154.08 N/A N/A 0 0 3 0 2024-06-26 $46.41 $49.00 17.6% 5.1% 14.6% 10.2% 0.0% 0.9% -3.1% 679 -2.2K -9 0.00 153.33 N/A N/A 0 0 3 0 2024-06-27 $46.56 $49.00 17.1% 4.9% 14.0% 9.6% 0.0% 0.4% -3.2% 719 -2.6K -10 0.00 161.69 N/A N/A 0 0 3 0 2024-06-28 $46.69 $49.00 16.4% 4.7% 14.0% 8.8% 0.0% 0.5% -3.1% 766 -2.5K -8 0.00 154.63 N/A N/A 0 0 3 0
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