EMGF Options History — June 2025 In June 2025, EMGF traded between $48.44 and $52.84. ATM implied volatility averaged 18.7%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 13.4% (HV 20d: 32.0%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-06-05 : Highest Volume — 2 contracts2025-06-11 : Largest IV drop — 39.3% change2025-06-02 : Highest IV Rank — 28.8%2025-06-02 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $51.12 $48.44 $52.84 $48.44 $51.94 Max Pain $47.00 $47.00 $47.00 $47.00 $47.00 ATM IV 18.7% 14.3% 24.3% 24.3% 17.6% Expected Move 4.9% 4.1% 7.0% 7.0% 5.0% HV 20d 32.0% 29.4% 33.9% 32.3% 30.9% HV 60d 37.1% 35.5% 38.4% 35.5% 38.1% IV Rank 13.3% 4.2% 28.8% 28.8% 7.7% IV Percentile 29.0% 2.0% 63.1% 63.1% 23.0% Term Structure -2.4% -9.3% 2.7% -9.3% -3.6% Skew 25d -0.1% -5.7% 9.2% -4.8% 1.6% Skew 10d 3.4% -3.9% 15.1% -3.9% 4.8% Call IV 25d 17.9% 11.5% 28.7% 28.7% 19.2% Put IV 25d 17.9% 13.3% 24.0% 24.0% 20.7% Bid-Ask Spread % 147.60 139.35 151.95 139.69 148.38 Gamma HHI 0.96 0.52 1.00 0.52 1.00 Net GEX 216 0 769 769 362 Net DEX -12.3K -21.1K -4.4K -10.5K -5.7K Net VEX -15 -28 0 -16 -28 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 0.2 0 2 0 0 Total OI 3 2 4 4 2
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 2025-06-02 $48.44 $47.00 24.3% 7.0% 32.3% 28.8% 0.0% -4.8% -9.3% 769 -10.5K -16 0.00 139.69 N/A N/A 0 0 4 0 2025-06-03 $50.67 $47.00 23.1% 6.6% 33.9% 26.8% 0.0% 1.5% -5.5% 0 -20.3K 0 0.00 139.49 N/A N/A 0 0 4 0 2025-06-04 $50.45 $47.00 20.5% 5.9% 32.5% 21.9% 0.0% -5.7% -8.7% 0 -20.2K 0 0.00 139.35 N/A N/A 0 0 4 0 2025-06-05 $51.16 $0.00 21.5% 4.2% 32.6% 23.8% 0.0% -0.4% -0.7% 0 -20.5K 0 0.00 150.22 N/A N/A 2 0 4 0 2025-06-06 $50.88 $0.00 19.4% 4.1% 31.6% 19.9% 0.0% -2.8% -2.3% 0 -20.4K 0 0.00 150.96 N/A N/A 0 0 4 0 2025-06-09 $51.44 $0.00 23.0% 4.1% 31.7% 26.6% 0.0% -3.1% -0.9% 0 -20.6K 0 0.00 151.95 N/A N/A 0 0 4 0 2025-06-10 $51.83 $0.00 23.5% 4.4% 31.1% 27.4% 0.0% -1.9% -2.8% 0 -20.7K 0 0.00 150.47 N/A N/A 0 0 4 0 2025-06-11 $51.85 $0.00 14.3% 4.1% 29.4% 10.6% 0.0% -3.3% -3.0% 0 -20.7K 0 0.00 149.84 N/A N/A 0 0 4 0 2025-06-12 $52.84 $0.00 16.9% 4.8% 29.7% 6.6% 0.0% 1.0% -2.0% 0 -21.1K 0 0.00 150.48 N/A N/A 0 0 4 0 2025-06-13 $50.95 $0.00 16.0% 4.6% 32.5% 4.8% 0.0% -3.4% -2.5% 0 -20.4K 0 0.00 150.15 N/A N/A 2 0 4 0 2025-06-16 $50.69 $0.00 15.8% 4.5% 32.0% 4.2% 0.0% 0.1% -2.9% 355 -5.2K -28 0.00 147.15 N/A N/A 0 0 2 0 2025-06-17 $50.68 $0.00 16.0% 4.6% 30.7% 4.8% 0.0% 2.5% 1.2% 349 -4.5K -28 0.00 146.30 N/A N/A 0 0 2 0 2025-06-18 $49.39 $0.00 20.7% 5.9% 31.2% 14.3% 0.0% -1.0% 2.5% 298 -4.7K -28 0.00 148.94 N/A N/A 0 0 2 0 2025-06-20 $51.06 $0.00 17.8% 5.1% 33.3% 8.4% 0.0% 9.2% 2.7% 365 -4.4K -28 0.00 149.36 N/A N/A 0 0 2 0 2025-06-23 $50.14 $0.00 17.6% 5.1% 32.0% 7.7% 0.0% 0.3% -4.1% 361 -4.5K -27 0.00 150.22 N/A N/A 0 0 2 0 2025-06-24 $51.85 $0.00 16.2% 4.6% 33.9% 4.8% 0.0% 2.8% -0.9% 366 -5.5K -28 0.00 147.03 N/A N/A 0 0 2 0 2025-06-25 $51.77 $0.00 16.3% 4.7% 33.1% 5.0% 0.0% 1.4% -1.7% 364 -5.6K -28 0.00 147.46 N/A N/A 0 0 2 0 2025-06-26 $52.19 $0.00 16.8% 4.8% 33.2% 6.1% 0.0% 2.1% -2.2% 366 -5.8K -28 0.00 147.09 N/A N/A 0 0 2 0 2025-06-27 $52.09 $0.00 16.5% 4.7% 33.2% 5.4% 0.0% 2.3% -1.1% 364 -5.8K -28 0.00 147.45 N/A N/A 0 0 2 0 2025-06-30 $51.94 $0.00 17.6% 5.0% 30.9% 7.7% 0.0% 1.6% -3.6% 362 -5.7K -28 0.00 148.38 N/A N/A 0 0 2 0
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