EMGF Options History — September 2024 In September 2024, EMGF traded between $45.53 and $50.59. ATM implied volatility averaged 21.9%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 5.6% (HV 20d: 16.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days.
Notable Days 2024-09-06 : Largest IV spike — 61.4% change2024-09-06 : Highest IV Rank — 29.4%2024-09-18 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $47.41 $45.53 $50.59 $46.27 $49.80 ATM IV 21.9% 15.1% 34.9% 24.4% 27.3% Expected Move 5.8% 4.3% 8.9% 7.0% 7.8% HV 20d 16.3% 13.3% 22.2% 15.8% 22.2% HV 60d 16.7% 15.9% 19.3% 16.1% 19.3% IV Rank 15.0% 7.3% 29.4% 17.8% 21.0% IV Percentile 41.0% 6.0% 73.0% 56.0% 66.3% Term Structure -2.0% -8.0% 3.6% -4.7% -0.6% Skew 25d 1.4% 0.2% 3.0% 0.4% 0.8% Skew 10d 5.4% 1.0% 24.8% 1.0% 1.2% Call IV 25d 18.9% 15.8% 28.7% 23.3% 21.7% Put IV 25d 20.3% 17.1% 29.8% 23.7% 22.5% Bid-Ask Spread % 152.86 135.85 179.32 143.23 142.84 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 (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 2024-09-03 $46.27 $0.00 24.4% 7.0% 15.8% 17.8% 0.0% 0.4% -4.7% 0 0 0 0.00 143.23 N/A N/A 0 0 0 0 2024-09-04 $46.33 $0.00 21.6% 6.2% 15.7% 14.6% 0.0% 0.8% -5.1% 0 0 0 0.00 135.85 N/A N/A 0 0 0 0 2024-09-05 $46.34 $0.00 21.6% 4.5% 15.6% 14.6% 0.0% 1.3% 0.9% 0 0 0 0.00 150.01 N/A N/A 0 0 0 0 2024-09-06 $45.53 $0.00 34.9% 5.9% 15.7% 29.4% 0.0% 3.0% -3.3% 0 0 0 0.00 158.10 N/A N/A 0 0 0 0 2024-09-09 $45.84 $0.00 23.9% 4.6% 15.8% 17.2% 0.0% 1.5% 1.2% 0 0 0 0.00 150.25 N/A N/A 0 0 0 0 2024-09-10 $45.85 $0.00 25.1% 4.6% 15.7% 18.5% 0.0% 2.3% 0.7% 0 0 0 0.00 149.78 N/A N/A 0 0 0 0 2024-09-11 $46.01 $0.00 16.7% 4.8% 15.3% 9.1% 0.0% 1.4% 0.4% 0 0 0 0.00 152.47 N/A N/A 0 0 0 0 2024-09-12 $46.44 $0.00 17.3% 5.0% 15.5% 9.8% 0.0% 1.6% -1.8% 0 0 0 0.00 154.81 N/A N/A 0 0 0 0 2024-09-13 $46.71 $0.00 15.1% 4.3% 15.1% 7.3% 0.0% 1.4% 0.4% 0 0 0 0.00 154.47 N/A N/A 0 0 0 0 2024-09-16 $46.85 $0.00 21.6% 6.2% 14.8% 14.6% 0.0% 1.8% -8.0% 0 0 0 0.00 156.89 N/A N/A 0 0 0 0 2024-09-17 $46.90 $0.00 21.5% 6.2% 14.0% 14.5% 0.0% 1.1% -8.0% 0 0 0 0.00 157.44 N/A N/A 0 0 0 0 2024-09-18 $46.81 $0.00 31.0% 8.9% 13.8% 25.1% 0.0% 1.1% -4.3% 0 0 0 0.00 179.32 N/A N/A 0 0 0 0 2024-09-19 $47.66 $0.00 16.0% 4.6% 15.2% 8.4% 0.0% 1.7% 1.3% 0 0 0 0.00 160.09 N/A N/A 0 0 0 0 2024-09-20 $47.58 $0.00 15.6% 4.5% 14.4% 7.9% 0.0% 1.0% -2.1% 0 0 0 0.00 155.22 N/A N/A 0 0 0 0 2024-09-23 $47.90 $0.00 15.9% 4.6% 13.3% 8.3% 0.0% 1.3% -1.9% 0 0 0 0.00 151.21 N/A N/A 0 0 0 0 2024-09-24 $49.46 $0.00 18.9% 5.4% 17.2% 11.6% 0.0% 1.6% 3.6% 0 0 0 0.00 148.44 N/A N/A 0 0 0 0 2024-09-25 $48.85 $0.00 18.1% 5.2% 18.0% 10.7% 0.0% 0.3% -3.0% 0 0 0 0.00 151.56 N/A N/A 0 0 0 0 2024-09-26 $50.59 $0.00 24.1% 6.9% 21.3% 17.3% 0.0% 2.4% -5.1% 0 0 0 0.00 155.85 N/A N/A 0 0 0 0 2024-09-27 $50.50 $0.00 28.2% 8.1% 21.3% 22.0% 0.0% 0.2% -0.9% 0 0 0 0.00 149.28 N/A N/A 0 0 0 0 2024-09-30 $49.80 $0.00 27.3% 7.8% 22.2% 21.0% 0.0% 0.8% -0.6% 0 0 0 0.00 142.84 N/A N/A 0 0 0 0
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