EMGF Options History — December 2024 In December 2024, EMGF traded between $45.24 and $48.69. ATM implied volatility averaged 31.9%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 5.7% (HV 20d: 26.3%). Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-26 : Highest Volume — 3 contracts2024-12-11 : Largest IV drop — 55.3% change2024-12-10 : Highest IV Rank — 61.0%2024-12-04 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $46.76 $45.24 $48.69 $46.34 $45.24 ATM IV 31.9% 15.1% 63.3% 52.1% 23.7% Expected Move 7.9% 4.3% 16.4% 15.0% 6.8% HV 20d 26.3% 20.4% 33.9% 32.8% 20.4% HV 60d 25.0% 23.8% 26.2% 24.6% 23.8% IV Rank 30.8% 12.1% 61.0% 48.6% 27.8% IV Percentile 60.9% 7.5% 98.8% 96.4% 65.5% Term Structure -7.4% -20.5% -1.3% -15.6% -8.0% Skew 25d 17.3% -7.6% 54.1% 54.1% 0.4% Skew 10d 22.3% -8.0% 65.6% 65.6% 1.3% Call IV 25d 22.9% 18.9% 43.8% 29.2% 23.0% Put IV 25d 40.2% 13.3% 84.0% 83.3% 23.3% Bid-Ask Spread % 172.45 159.49 182.19 159.53 170.54 Gamma HHI 0.63 0.50 1.00 1.00 0.50 Net GEX 97 0 635 0 635 Net DEX -961 -6.6K 0 0 -6.6K Net VEX -7 -45 0 0 -45 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 0.19 0 3 0 0 Total OI 0.619 0 4 0 4
Daily Data (21 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 2024-12-02 $46.34 $0.00 52.1% 15.0% 32.8% 48.6% 0.0% 54.1% -15.6% 0 0 0 0.00 159.53 N/A N/A 0 0 0 0 2024-12-03 $47.43 $0.00 52.4% 15.0% 33.9% 49.0% 0.0% 38.5% -19.0% 0 0 0 0.00 159.49 N/A N/A 0 0 0 0 2024-12-04 $47.34 $0.00 57.3% 16.4% 33.6% 54.4% 0.0% 52.3% -20.5% 0 0 0 0.00 159.92 N/A N/A 0 0 0 0 2024-12-05 $47.75 $0.00 41.6% 7.5% 33.4% 36.9% 0.0% 31.9% -2.3% 0 0 0 0.00 179.44 N/A N/A 0 0 0 0 2024-12-06 $47.89 $0.00 43.1% 7.4% 27.9% 38.5% 0.0% 32.1% -2.2% 0 0 0 0.00 182.19 N/A N/A 0 0 0 0 2024-12-09 $48.27 $0.00 58.2% 9.0% 26.7% 55.4% 0.0% 32.9% -7.1% 0 0 0 0.00 177.93 N/A N/A 0 0 0 0 2024-12-10 $47.94 $0.00 63.3% 9.3% 26.4% 61.0% 0.0% 33.4% -5.5% 0 0 0 0.00 182.19 N/A N/A 0 0 0 0 2024-12-11 $48.69 $0.00 28.3% 8.1% 24.5% 22.1% 0.0% 33.9% -6.3% 0 0 0 0.00 181.88 N/A N/A 0 0 0 0 2024-12-12 $47.44 $0.00 32.7% 9.4% 24.8% 27.0% 0.0% 34.7% -7.3% 0 0 0 0.00 180.05 N/A N/A 0 0 0 0 2024-12-13 $47.83 $0.00 28.2% 8.1% 24.5% 36.0% 0.0% 34.9% -2.6% 0 0 0 0.00 179.59 N/A N/A 0 0 0 0 2024-12-16 $47.64 $0.00 28.6% 8.2% 24.6% 36.7% 0.0% 36.5% -2.2% 0 0 0 0.00 178.57 N/A N/A 0 0 0 0 2024-12-17 $46.37 $0.00 18.0% 5.2% 24.6% 17.3% 0.0% -6.4% -9.2% 0 0 0 0.00 169.90 N/A N/A 0 0 0 0 2024-12-18 $45.33 $0.00 19.9% 5.7% 25.2% 20.9% 0.0% -6.8% -11.0% 0 0 0 0.00 167.98 N/A N/A 0 0 0 0 2024-12-19 $45.69 $0.00 15.6% 4.5% 25.3% 13.0% 0.0% -6.7% -5.2% 0 0 0 0.00 168.08 N/A N/A 0 0 0 0 2024-12-20 $45.83 $0.00 15.7% 4.5% 25.3% 13.2% 0.0% -6.9% -6.5% 0 0 0 0.00 169.97 N/A N/A 0 0 0 0 2024-12-23 $45.84 $0.00 16.3% 4.7% 24.3% 14.3% 0.0% -7.4% -8.2% 0 0 0 0.00 171.31 N/A N/A 0 0 0 0 2024-12-24 $46.00 $0.00 15.1% 4.3% 23.9% 12.1% 0.0% -5.6% -1.3% 0 0 0 0.00 169.94 N/A N/A 1 0 0 0 2024-12-26 $45.95 $0.00 15.4% 4.4% 23.1% 12.7% 0.0% -6.7% -1.7% 176 -1.7K -11 0.00 173.20 N/A N/A 3 0 1 0 2024-12-27 $45.68 $0.00 20.8% 6.0% 23.1% 22.4% 0.0% -7.6% -4.6% 632 -5.5K -42 0.00 170.34 N/A N/A 0 0 4 0 2024-12-30 $45.40 $0.00 23.9% 6.8% 23.1% 28.1% 0.0% 1.8% -8.7% 587 -6.3K -45 0.00 169.41 N/A N/A 0 0 4 0 2024-12-31 $45.24 $0.00 23.7% 6.8% 20.4% 27.8% 0.0% 0.4% -8.0% 635 -6.6K -45 0.00 170.54 N/A N/A 0 0 4 0
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