EMGF Options History — October 2024 In October 2024, EMGF traded between $48.07 and $51.50. ATM implied volatility averaged 25.7%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 3.2% (HV 20d: 22.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 6 of 23 days.
Notable Days 2024-10-07 : Largest IV spike — 63.1% change2024-10-07 : Highest IV Rank — 31.5%2024-10-30 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $49.63 $48.07 $51.50 $50.10 $48.07 ATM IV 25.7% 17.4% 36.8% 34.8% 25.6% Expected Move 6.8% 5.0% 10.3% 10.0% 7.3% HV 20d 22.5% 16.5% 26.3% 20.6% 16.5% HV 60d 20.2% 18.5% 21.0% 19.3% 18.7% IV Rank 19.1% 9.9% 31.5% 29.3% 19.0% IV Percentile 57.7% 21.8% 81.7% 75.4% 67.5% Term Structure -2.8% -14.6% 6.6% -2.7% -7.0% Skew 25d 1.4% -5.6% 5.4% 1.4% 1.4% Skew 10d 2.3% 0.8% 8.1% 2.2% 2.2% Call IV 25d 21.8% 17.7% 38.1% 23.0% 25.5% Put IV 25d 23.1% 18.8% 40.5% 24.4% 27.0% Bid-Ask Spread % 153.74 132.39 168.70 147.56 165.74 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 (23 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 2024-10-01 $50.10 $0.00 34.8% 10.0% 20.6% 29.3% 0.0% 1.4% -2.7% 0 0 0 0.00 147.56 N/A N/A 0 0 0 0 2024-10-02 $51.18 $0.00 22.5% 6.4% 21.5% 15.6% 0.0% 1.0% 6.6% 0 0 0 0.00 146.93 N/A N/A 0 0 0 0 2024-10-03 $50.53 $0.00 36.5% 5.8% 22.3% 31.2% 0.0% 1.2% 3.0% 0 0 0 0.00 151.22 N/A N/A 0 0 0 0 2024-10-04 $50.94 $0.00 22.6% 6.0% 20.8% 15.7% 0.0% 1.1% -1.8% 0 0 0 0.00 132.39 N/A N/A 0 0 0 0 2024-10-07 $51.50 $0.00 36.8% 7.9% 20.9% 31.5% 0.0% 1.3% -5.7% 0 0 0 0.00 143.55 N/A N/A 0 0 0 0 2024-10-08 $49.91 $0.00 36.0% 6.1% 24.7% 30.6% 0.0% 0.6% 0.3% 0 0 0 0.00 145.47 N/A N/A 0 0 0 0 2024-10-09 $49.95 $0.00 19.9% 5.7% 24.7% 12.7% 0.0% 2.8% 0.1% 0 0 0 0.00 137.43 N/A N/A 0 0 0 0 2024-10-10 $49.88 $0.00 21.8% 6.2% 24.7% 14.8% 0.0% 4.4% 3.0% 0 0 0 0.00 151.79 N/A N/A 0 0 0 0 2024-10-11 $50.19 $0.00 22.4% 6.4% 24.7% 15.6% 0.0% 5.4% -0.1% 0 0 0 0.00 149.16 N/A N/A 0 0 0 0 2024-10-14 $50.08 $0.00 33.9% 9.7% 24.8% 28.3% 0.0% 2.4% -5.6% 0 0 0 0.00 168.70 N/A N/A 0 0 0 0 2024-10-15 $49.03 $0.00 21.9% 6.3% 26.3% 14.9% 0.0% 0.9% -3.7% 0 0 0 0.00 149.54 N/A N/A 0 0 0 0 2024-10-16 $49.47 $0.00 19.1% 5.5% 26.3% 11.9% 0.0% 0.5% -2.6% 0 0 0 0.00 149.36 N/A N/A 0 0 0 0 2024-10-17 $49.23 $0.00 23.4% 6.7% 25.8% 16.7% 0.0% 0.8% 0.9% 0 0 0 0.00 143.13 N/A N/A 0 0 0 0 2024-10-18 $49.77 $0.00 17.4% 5.0% 26.0% 9.9% 0.0% -5.6% -0.0% 0 0 0 0.00 152.71 N/A N/A 0 0 0 0 2024-10-21 $49.33 $0.00 18.6% 5.3% 26.2% 11.3% 0.0% 0.9% -2.3% 0 0 0 0.00 162.00 N/A N/A 0 0 0 0 2024-10-22 $49.30 $0.00 23.3% 6.7% 23.6% 16.4% 0.0% 1.7% -2.9% 0 0 0 0.00 164.63 N/A N/A 0 0 0 0 2024-10-23 $48.95 $0.00 19.8% 5.7% 23.3% 12.6% 0.0% 0.9% -2.7% 0 0 0 0.00 166.59 N/A N/A 0 0 0 0 2024-10-24 $48.89 $0.00 20.0% 5.7% 19.3% 12.8% 0.0% 1.0% -3.2% 0 0 0 0.00 158.24 N/A N/A 0 0 0 0 2024-10-25 $48.84 $0.00 20.8% 6.0% 19.3% 13.7% 0.0% 1.5% -4.5% 0 0 0 0.00 160.53 N/A N/A 0 0 0 0 2024-10-28 $49.04 $0.00 28.7% 8.2% 18.8% 22.6% 0.0% 2.0% -4.9% 0 0 0 0.00 160.15 N/A N/A 0 0 0 0 2024-10-29 $48.89 $0.00 28.7% 8.2% 18.7% 22.5% 0.0% 1.4% -14.6% 0 0 0 0.00 165.40 N/A N/A 0 0 0 0 2024-10-30 $48.47 $0.00 35.8% 10.3% 16.8% 30.4% 0.0% 2.3% -12.9% 0 0 0 0.00 163.88 N/A N/A 0 0 0 0 2024-10-31 $48.07 $0.00 25.6% 7.3% 16.5% 19.0% 0.0% 1.4% -7.0% 0 0 0 0.00 165.74 N/A N/A 0 0 0 0
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