EMGF Options History — November 2024 In November 2024, EMGF traded between $46.08 and $50.63. ATM implied volatility averaged 36.4%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 11.1% (HV 20d: 25.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 41.2% change2024-11-12 : Highest IV Rank — 59.0%2024-11-25 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $47.88 $46.08 $50.63 $48.25 $47.84 ATM IV 36.4% 28.8% 61.5% 31.4% 34.3% Expected Move 9.1% 6.9% 10.9% 9.0% 9.8% HV 20d 25.3% 12.5% 31.0% 16.2% 30.9% HV 60d 22.2% 18.3% 24.1% 18.3% 24.0% IV Rank 31.1% 22.6% 59.0% 25.6% 28.7% IV Percentile 83.8% 75.0% 98.0% 77.8% 82.5% Term Structure -5.9% -13.4% -2.1% -9.6% -4.2% Skew 25d 34.6% 0.3% 45.0% 0.3% 45.0% Skew 10d 39.6% 2.3% 50.0% 2.3% 49.1% Call IV 25d 22.4% 18.0% 28.8% 28.8% 26.6% Put IV 25d 57.0% 29.0% 71.5% 29.0% 71.5% Bid-Ask Spread % 159.61 157.89 164.71 164.71 159.98 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 2024-11-01 $48.25 $0.00 31.4% 9.0% 16.2% 25.6% 0.0% 0.3% -9.6% 0 0 0 0.00 164.71 N/A N/A 0 0 0 0 2024-11-04 $48.42 $0.00 43.3% 8.3% 15.6% 38.8% 0.0% 29.5% -5.6% 0 0 0 0.00 159.44 N/A N/A 0 0 0 0 2024-11-05 $49.00 $0.00 37.1% 7.9% 12.5% 31.9% 0.0% 29.4% -5.0% 0 0 0 0.00 158.16 N/A N/A 0 0 0 0 2024-11-06 $48.23 $0.00 32.7% 8.9% 13.5% 26.9% 0.0% 30.9% -9.0% 0 0 0 0.00 158.91 N/A N/A 0 0 0 0 2024-11-07 $50.63 $0.00 36.5% 6.9% 22.4% 31.2% 0.0% 30.3% -3.3% 0 0 0 0.00 158.14 N/A N/A 0 0 0 0 2024-11-08 $49.29 $0.00 39.5% 8.7% 24.3% 34.5% 0.0% 31.5% -6.4% 0 0 0 0.00 160.09 N/A N/A 0 0 0 0 2024-11-11 $48.66 $0.00 45.1% 7.6% 24.7% 40.8% 0.0% 33.0% -3.7% 0 0 0 0.00 157.96 N/A N/A 0 0 0 0 2024-11-12 $47.20 $0.00 61.5% 8.7% 25.9% 59.0% 0.0% 34.4% -5.5% 0 0 0 0.00 158.18 N/A N/A 0 0 0 0 2024-11-13 $46.08 $0.00 36.1% 10.4% 26.7% 30.8% 0.0% 35.0% -10.0% 0 0 0 0.00 158.05 N/A N/A 0 0 0 0 2024-11-14 $46.72 $0.00 29.7% 8.5% 27.4% 23.6% 0.0% 35.5% -3.4% 0 0 0 0.00 162.62 N/A N/A 0 0 0 0 2024-11-15 $46.89 $0.00 34.7% 9.9% 27.0% 29.2% 0.0% 36.1% -7.3% 0 0 0 0.00 162.45 N/A N/A 0 0 0 0 2024-11-18 $48.11 $0.00 28.8% 8.2% 28.7% 22.6% 0.0% 36.5% -2.1% 0 0 0 0.00 159.28 N/A N/A 0 0 0 0 2024-11-19 $47.35 $0.00 32.5% 9.3% 29.2% 26.8% 0.0% 37.9% -3.9% 0 0 0 0.00 159.27 N/A N/A 0 0 0 0 2024-11-20 $46.93 $0.00 37.4% 10.7% 29.2% 32.2% 0.0% 38.4% -13.4% 0 0 0 0.00 158.25 N/A N/A 0 0 0 0 2024-11-21 $47.09 $0.00 33.2% 9.5% 29.3% 27.6% 0.0% 39.1% -4.3% 0 0 0 0.00 161.13 N/A N/A 0 0 0 0 2024-11-22 $47.92 $0.00 30.3% 8.7% 30.1% 24.3% 0.0% 42.0% -3.3% 0 0 0 0.00 159.69 N/A N/A 0 0 0 0 2024-11-25 $47.16 $0.00 38.1% 10.9% 30.5% 32.9% 0.0% 42.1% -10.1% 0 0 0 0.00 157.89 N/A N/A 0 0 0 0 2024-11-26 $47.84 $0.00 32.5% 9.3% 31.0% 26.7% 0.0% 42.3% -4.0% 0 0 0 0.00 159.48 N/A N/A 0 0 0 0 2024-11-27 $48.05 $0.00 33.4% 9.6% 31.0% 27.7% 0.0% 42.9% -4.1% 0 0 0 0.00 158.54 N/A N/A 0 0 0 0 2024-11-29 $47.84 $0.00 34.3% 9.8% 30.9% 28.7% 0.0% 45.0% -4.2% 0 0 0 0.00 159.98 N/A N/A 0 0 0 0
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