EMGF Options History — March 2025 In March 2025, EMGF traded between $45.02 and $48.33. ATM implied volatility averaged 20.8%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 1.6% (HV 20d: 22.4%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2025-03-28 : Largest IV spike — 46.1% change2025-03-10 : Highest IV Rank — 34.8%2025-03-13 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $47.29 $45.02 $48.33 $45.02 $47.69 Max Pain $47.00 $47.00 $47.00 $47.00 $47.00 ATM IV 20.8% 17.2% 27.5% 26.4% 22.7% Expected Move 6.1% 4.1% 11.4% 7.6% 4.6% HV 20d 22.4% 18.4% 25.1% 18.4% 20.5% HV 60d 17.6% 16.7% 18.2% 17.5% 17.7% IV Rank 22.5% 15.8% 34.8% 32.6% 26.0% IV Percentile 45.7% 20.2% 74.2% 71.8% 61.1% Term Structure -1.7% -6.9% 0.6% -6.9% -2.8% Skew 25d 1.8% -1.6% 12.8% -0.7% 7.8% Skew 10d 1.0% -5.0% 7.7% -4.1% 2.6% Call IV 25d 18.9% 16.8% 24.3% 24.3% 17.7% Put IV 25d 20.7% 17.9% 30.5% 23.6% 25.6% Bid-Ask Spread % 150.11 133.29 162.49 151.87 151.63 Gamma HHI 0.34 0.33 0.36 0.34 0.33 Net GEX 1.4K 1.0K 1.9K 1.0K 1.9K Net DEX -12.5K -15.9K -7.8K -7.8K -12.3K Net VEX -46 -50 -41 -43 -41 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 6 6 6 6
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 2025-03-03 $45.02 $0.00 26.4% 7.6% 18.4% 32.6% 0.0% -0.7% -6.9% 1.0K -7.8K -43 0.00 151.87 N/A N/A 0 0 6 0 2025-03-04 $46.24 $0.00 21.0% 6.0% 20.6% 22.9% 0.0% 2.1% -4.4% 1.2K -9.8K -48 0.00 154.88 N/A N/A 0 0 6 0 2025-03-05 $46.75 $0.00 25.2% 7.2% 20.0% 30.5% 0.0% -0.1% -4.0% 1.2K -11.8K -50 0.00 162.49 N/A N/A 0 0 6 0 2025-03-06 $46.79 $0.00 22.7% 6.5% 20.0% 26.0% 0.0% -0.1% -2.1% 1.2K -12.0K -50 0.00 151.53 N/A N/A 0 0 6 0 2025-03-07 $47.48 $0.00 21.8% 6.3% 20.6% 24.3% 0.0% 1.2% -0.0% 1.4K -12.6K -50 0.00 155.66 N/A N/A 0 0 6 0 2025-03-10 $47.05 $0.00 27.5% 7.9% 20.9% 34.8% 0.0% 1.7% 0.3% 1.3K -10.2K -47 0.00 155.63 N/A N/A 0 0 6 0 2025-03-11 $47.50 $0.00 17.8% 7.6% 20.9% 17.0% 0.0% 1.0% -0.8% 1.4K -11.5K -48 0.00 154.66 N/A N/A 0 0 6 0 2025-03-12 $46.75 $0.00 17.2% 7.4% 21.7% 15.8% 0.0% 2.0% 0.4% 1.3K -11.5K -48 0.00 154.16 N/A N/A 0 0 6 0 2025-03-13 $46.66 $0.00 22.7% 11.4% 21.6% 26.0% 0.0% -0.2% -4.3% 1.2K -10.9K -46 0.00 159.43 N/A N/A 0 0 6 0 2025-03-14 $47.05 $0.00 18.9% 8.7% 21.7% 18.9% 0.0% 0.1% -3.8% 1.3K -12.7K -47 0.00 157.32 N/A N/A 0 0 6 0 2025-03-17 $48.33 $47.00 18.0% 5.2% 23.7% 17.3% 0.0% 2.3% 0.6% 1.5K -15.9K -48 0.00 133.29 N/A N/A 0 0 6 0 2025-03-18 $47.89 $47.00 23.2% 6.0% 23.9% 26.9% 0.0% 0.7% 0.3% 1.3K -14.3K -48 0.00 143.25 N/A N/A 0 0 6 0 2025-03-19 $48.14 $47.00 17.5% 4.9% 23.9% 16.5% 0.0% 0.9% -0.2% 1.5K -15.3K -47 0.00 133.91 N/A N/A 0 0 6 0 2025-03-20 $47.74 $0.00 17.4% 4.4% 23.8% 16.4% 0.0% 1.8% -1.3% 1.5K -14.0K -47 0.00 143.93 N/A N/A 0 0 6 0 2025-03-21 $46.91 $0.00 19.1% 4.9% 24.6% 19.4% 0.0% -1.6% -1.5% 1.4K -12.3K -44 0.00 144.68 N/A N/A 0 0 6 0 2025-03-24 $47.84 $0.00 17.5% 4.2% 25.0% 16.6% 0.0% 1.2% -2.1% 1.6K -14.0K -45 0.00 144.91 N/A N/A 0 0 6 0 2025-03-25 $47.76 $0.00 17.2% 4.1% 25.1% 15.8% 0.0% 1.4% -2.6% 1.7K -13.8K -44 0.00 146.70 N/A N/A 0 0 6 0 2025-03-26 $47.94 $0.00 19.4% 4.3% 24.9% 19.9% 0.0% 3.3% 0.0% 1.7K -14.0K -45 0.00 152.40 N/A N/A 0 0 6 0 2025-03-27 $48.08 $0.00 17.9% 4.1% 24.2% 17.2% 0.0% 0.8% -1.5% 1.8K -14.4K -44 0.00 147.60 N/A N/A 0 0 6 0 2025-03-28 $47.50 $0.00 26.2% 4.4% 24.6% 32.3% 0.0% 12.8% 0.3% 1.6K -12.1K -43 0.00 152.38 N/A N/A 0 0 6 0 2025-03-31 $47.69 $0.00 22.7% 4.6% 20.5% 26.0% 0.0% 7.8% -2.8% 1.9K -12.3K -41 0.00 151.63 N/A N/A 0 0 6 0
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