EMGF Options History — February 2025 In February 2025, EMGF traded between $45.50 and $47.84. ATM implied volatility averaged 22.2%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 8.6% (HV 20d: 13.5%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2025-02-26 : Highest Volume — 2 contracts2025-02-28 : Largest IV spike — 198.3% change2025-02-28 : Highest IV Rank — 86.7%2025-02-28 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $46.83 $45.50 $47.84 $45.50 $46.66 ATM IV 22.2% 15.2% 56.0% 28.8% 56.0% Expected Move 5.9% 4.2% 16.0% 8.3% 16.0% HV 20d 13.5% 12.2% 15.5% 14.5% 13.2% HV 60d 19.1% 17.0% 23.6% 23.4% 17.2% IV Rank 25.0% 12.3% 86.7% 37.2% 86.7% IV Percentile 43.8% 8.3% 97.6% 79.0% 97.6% Term Structure -3.0% -19.9% 4.2% -8.8% -19.9% Skew 25d 1.1% 0.1% 2.0% 0.8% 0.9% Skew 10d 1.0% -2.7% 1.8% 1.1% -2.7% Call IV 25d 21.5% 15.6% 77.9% 23.3% 77.9% Put IV 25d 22.6% 16.7% 78.8% 24.1% 78.8% Bid-Ask Spread % 163.74 151.20 177.18 175.08 177.18 Gamma HHI 0.48 0.33 0.50 0.50 0.34 Net GEX 830 663 1.3K 728 663 Net DEX -9.4K -12.6K -6.9K -6.9K -12.6K Net VEX -43 -53 -41 -42 -53 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 0.105 0 2 0 0 Total OI 4.211 4 6 4 6
Daily Data (19 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 2025-02-03 $45.50 $0.00 28.8% 8.3% 14.5% 37.2% 0.0% 0.8% -8.8% 728 -6.9K -42 0.00 175.08 N/A N/A 0 0 4 0 2025-02-04 $46.28 $0.00 20.3% 5.8% 15.5% 21.6% 0.0% 1.8% -4.9% 807 -8.3K -43 0.00 174.77 N/A N/A 0 0 4 0 2025-02-05 $46.14 $0.00 20.4% 5.8% 15.3% 21.7% 0.0% 1.4% -5.2% 831 -7.9K -43 0.00 170.42 N/A N/A 0 0 4 0 2025-02-06 $46.22 $0.00 20.0% 4.2% 14.8% 21.0% 0.0% 1.4% -1.5% 680 -8.4K -43 0.00 168.84 N/A N/A 0 0 4 0 2025-02-07 $46.17 $0.00 20.7% 4.3% 14.8% 22.4% 0.0% 0.5% 0.6% 737 -8.0K -42 0.00 166.16 N/A N/A 0 0 4 0 2025-02-10 $46.67 $0.00 22.3% 4.3% 13.5% 25.2% 0.0% 1.7% -0.2% 856 -8.9K -43 0.00 166.75 N/A N/A 0 0 4 0 2025-02-11 $46.54 $0.00 34.3% 5.6% 13.3% 47.1% 0.0% 1.5% 4.2% 675 -8.8K -43 0.00 171.54 N/A N/A 0 0 4 0 2025-02-12 $46.78 $0.00 20.3% 5.8% 13.0% 21.7% 0.0% 0.8% -0.4% 718 -8.6K -43 0.00 168.78 N/A N/A 0 0 4 0 2025-02-13 $47.03 $0.00 15.2% 4.4% 12.6% 12.3% 0.0% 1.5% -1.0% 906 -9.6K -43 0.00 175.17 N/A N/A 0 0 4 0 2025-02-14 $47.27 $0.00 18.2% 5.2% 12.7% 17.7% 0.0% 0.8% -4.6% 920 -9.9K -43 0.00 168.25 N/A N/A 0 0 4 0 2025-02-18 $47.57 $0.00 15.9% 4.6% 12.7% 13.6% 0.0% 0.5% -2.6% 903 -10.5K -42 0.00 151.23 N/A N/A 0 0 4 0 2025-02-19 $47.38 $0.00 17.2% 4.9% 12.5% 16.0% 0.0% 0.9% -1.6% 848 -9.6K -42 0.00 157.09 N/A N/A 0 0 4 0 2025-02-20 $47.84 $0.00 21.8% 6.2% 12.8% 24.3% 0.0% 1.8% -1.9% 795 -10.4K -42 0.00 154.93 N/A N/A 0 0 4 0 2025-02-21 $47.71 $0.00 16.8% 4.8% 12.9% 15.1% 0.0% 2.0% 1.2% 807 -10.9K -41 0.00 154.99 N/A N/A 0 0 4 0 2025-02-24 $47.00 $0.00 17.3% 5.0% 14.2% 16.1% 0.0% 1.1% -3.5% 818 -9.0K -41 0.00 151.20 N/A N/A 0 0 4 0 2025-02-25 $46.98 $0.00 17.7% 5.1% 12.2% 16.8% 0.0% 1.1% -2.8% 880 -9.3K -41 0.00 151.76 N/A N/A 0 0 4 0 2025-02-26 $47.38 $0.00 19.2% 5.5% 12.4% 19.5% 0.0% 0.8% -4.1% 897 -10.0K -41 0.00 153.55 N/A N/A 2 0 4 0 2025-02-27 $46.64 $0.00 18.8% 5.4% 13.9% 18.8% 0.0% 0.1% -0.5% 1.3K -10.7K -50 0.00 153.38 N/A N/A 0 0 6 0 2025-02-28 $46.66 $0.00 56.0% 16.0% 13.2% 86.7% 0.0% 0.9% -19.9% 663 -12.6K -53 0.00 177.18 N/A N/A 0 0 6 0
« Jan 2025 | All History | Mar 2025 » Home EMGF History February 2025