EMGF Options History — August 2024 In August 2024, EMGF traded between $43.95 and $47.65. ATM implied volatility averaged 27.3%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 6.7% (HV 20d: 20.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 71.9% change2024-08-06 : Highest IV Rank — 57.4%2024-08-05 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $46.39 $43.95 $47.65 $46.08 $47.18 ATM IV 27.3% 15.1% 60.0% 20.8% 17.6% Expected Move 5.7% 4.3% 8.2% 5.9% 5.1% HV 20d 20.6% 16.1% 22.4% 16.1% 18.6% HV 60d 15.7% 13.3% 16.7% 13.3% 15.7% IV Rank 20.9% 7.3% 57.4% 13.7% 10.2% IV Percentile 48.6% 6.0% 96.8% 38.1% 21.8% Term Structure -2.2% -12.4% 17.4% -5.6% -3.8% Skew 25d 2.1% 0.6% 8.6% 0.9% 1.3% Skew 10d 2.2% 0.7% 4.3% 0.7% 1.3% Call IV 25d 18.8% 15.8% 27.0% 22.8% 19.2% Put IV 25d 20.8% 17.4% 31.9% 23.7% 20.6% Bid-Ask Spread % 141.06 132.27 163.47 156.79 136.56 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 2024-08-01 $46.08 $0.00 20.8% 5.9% 16.1% 13.7% 0.0% 0.9% -5.6% 0 0 0 0.00 156.79 N/A N/A 0 0 0 0 2024-08-02 $45.39 $0.00 25.3% 7.3% 16.6% 18.8% 0.0% 2.6% -10.0% 0 0 0 0.00 163.47 N/A N/A 0 0 0 0 2024-08-05 $43.95 $0.00 43.5% 8.2% 19.6% 39.0% 0.0% 8.6% -1.6% 0 0 0 0.00 148.50 N/A N/A 0 0 0 0 2024-08-06 $44.30 $0.00 60.0% 7.4% 20.0% 57.4% 0.0% 2.6% -5.0% 0 0 0 0.00 153.13 N/A N/A 0 0 0 0 2024-08-07 $44.58 $0.00 38.6% 4.8% 20.1% 33.6% 0.0% 1.6% 0.2% 0 0 0 0.00 134.42 N/A N/A 0 0 0 0 2024-08-08 $45.45 $0.00 50.4% 6.3% 21.4% 46.6% 0.0% 2.2% -4.1% 0 0 0 0.00 141.25 N/A N/A 0 0 0 0 2024-08-09 $45.66 $0.00 27.0% 4.5% 21.4% 20.6% 0.0% 1.5% 0.8% 0 0 0 0.00 132.27 N/A N/A 0 0 0 0 2024-08-12 $45.84 $0.00 42.3% 4.8% 21.3% 37.6% 0.0% 1.6% 2.6% 0 0 0 0.00 142.87 N/A N/A 0 0 0 0 2024-08-13 $46.34 $0.00 42.4% 5.0% 21.7% 37.7% 0.0% 5.6% 1.7% 0 0 0 0.00 139.96 N/A N/A 0 0 0 0 2024-08-14 $46.11 $0.00 25.6% 7.3% 21.2% 19.1% 0.0% 1.3% -9.0% 0 0 0 0.00 139.52 N/A N/A 0 0 0 0 2024-08-15 $46.64 $0.00 15.1% 4.3% 21.4% 7.3% 0.0% 1.7% 17.4% 0 0 0 0.00 139.08 N/A N/A 0 0 0 0 2024-08-16 $47.07 $0.00 21.0% 6.0% 21.4% 14.0% 0.0% 4.0% -1.9% 0 0 0 0.00 137.01 N/A N/A 0 0 0 0 2024-08-19 $47.65 $0.00 20.1% 5.8% 21.7% 12.9% 0.0% 1.2% -1.5% 0 0 0 0.00 138.32 N/A N/A 0 0 0 0 2024-08-20 $47.27 $0.00 16.3% 4.7% 21.6% 8.7% 0.0% 0.6% -2.6% 0 0 0 0.00 137.42 N/A N/A 0 0 0 0 2024-08-21 $47.47 $0.00 20.2% 5.8% 21.1% 13.0% 0.0% 1.4% -0.8% 0 0 0 0.00 143.66 N/A N/A 0 0 0 0 2024-08-22 $46.84 $0.00 16.1% 4.6% 21.7% 8.4% 0.0% 0.9% -2.1% 0 0 0 0.00 132.63 N/A N/A 0 0 0 0 2024-08-23 $47.63 $0.00 21.5% 6.2% 22.3% 14.5% 0.0% 1.3% -2.4% 0 0 0 0.00 138.35 N/A N/A 0 0 0 0 2024-08-26 $47.36 $0.00 18.1% 5.2% 22.4% 10.7% 0.0% 0.9% -0.6% 0 0 0 0.00 137.32 N/A N/A 0 0 0 0 2024-08-27 $47.48 $0.00 22.3% 6.4% 22.2% 15.4% 0.0% 1.5% -12.4% 0 0 0 0.00 136.03 N/A N/A 0 0 0 0 2024-08-28 $47.18 $0.00 18.2% 5.2% 20.9% 10.8% 0.0% 1.2% -4.2% 0 0 0 0.00 135.80 N/A N/A 0 0 0 0 2024-08-29 $47.16 $0.00 18.1% 5.2% 19.5% 10.7% 0.0% 0.8% -4.3% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0 2024-08-30 $47.18 $0.00 17.6% 5.1% 18.6% 10.2% 0.0% 1.3% -3.8% 0 0 0 0.00 136.56 N/A N/A 0 0 0 0
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