EMGF Options History — October 2025

In October 2025, EMGF traded between $55.08 and $59.70. ATM implied volatility averaged 20.8%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 3.0% (HV 20d: 23.8%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-10-28: Highest Volume — 4 contracts
  • 2025-10-15: Largest IV drop — 42.8% change
  • 2025-10-14: Highest IV Rank — 44.0%
  • 2025-10-16: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.56$55.08$59.70$57.02$58.67
ATM IV20.8%15.5%35.6%17.3%16.6%
Expected Move5.2%4.1%7.7%5.0%4.8%
HV 20d23.8%18.7%28.0%19.5%28.0%
HV 60d20.4%18.8%21.6%19.2%21.4%
IV Rank14.1%3.3%44.0%6.9%5.4%
IV Percentile43.5%7.1%89.7%23.8%19.4%
Term Structure-0.9%-9.7%4.0%-1.8%2.1%
Skew 25d1.3%-1.0%9.3%0.9%1.4%
Skew 10d6.1%0.7%16.3%4.4%2.6%
Call IV 25d17.0%14.4%20.2%19.1%17.7%
Put IV 25d18.2%14.1%27.1%19.9%19.0%
Bid-Ask Spread %138.28128.84146.87146.87142.42
Gamma HHI0.510.500.560.510.51
Net GEX1.1K4711.5K1.2K1.1K
Net DEX-48.9K-64.6K-39.6K-48.1K-61.9K
Net VEX-78-112-34-85-87
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.3040400
Total OI108121012

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-10-01$57.02$0.0017.3%5.0%19.5%6.9%0.0%0.9%-1.8%1.2K-48.1K-850.00146.87N/AN/A00100
2025-10-02$57.37$0.0016.9%4.8%19.2%6.1%0.0%0.8%-0.3%1.2K-49.1K-780.00145.52N/AN/A00100
2025-10-03$57.28$0.0017.3%4.9%19.3%6.8%0.0%-0.2%-3.4%1.1K-48.9K-780.00144.42N/AN/A00100
2025-10-06$56.75$0.0020.6%4.7%18.7%13.5%0.0%-0.9%-2.6%1.2K-46.9K-880.00137.59N/AN/A00100
2025-10-07$58.09$0.0022.4%4.4%20.0%17.3%0.0%-0.2%1.1%1.0K-51.6K-670.00131.25N/AN/A00100
2025-10-08$57.50$0.0022.4%4.1%20.5%17.2%0.0%1.3%4.0%1.1K-49.4K-760.00139.06N/AN/A00100
2025-10-09$56.42$0.0025.8%5.2%19.9%24.1%0.0%-0.8%-5.2%1.3K-46.2K-910.00135.34N/AN/A00100
2025-10-10$55.08$0.0027.9%6.0%20.3%28.4%0.0%2.9%0.2%1.5K-39.6K-1120.00138.35N/AN/A00100
2025-10-13$57.24$0.0031.3%5.4%24.5%35.2%0.0%1.1%-0.3%1.2K-47.7K-830.00132.56N/AN/A00100
2025-10-14$56.14$0.0035.6%6.0%25.5%44.0%0.0%2.9%0.6%1.3K-43.8K-990.00132.28N/AN/A00100
2025-10-15$56.98$0.0020.4%5.8%25.8%13.1%0.0%2.2%0.5%1.2K-46.4K-890.00128.88N/AN/A00100
2025-10-16$56.98$0.0026.8%7.7%25.5%26.2%0.0%9.3%-9.7%1.2K-46.4K-890.00132.54N/AN/A00100
2025-10-17$56.66$0.0020.6%5.9%24.7%13.7%0.0%2.8%0.4%1.3K-45.8K-900.00128.84N/AN/A10100
2025-10-20$58.17$0.0019.3%5.5%25.6%10.9%0.0%1.7%-0.1%1.1K-50.8K-710.00134.22N/AN/A00100
2025-10-21$57.95$0.0018.4%5.3%25.4%9.1%0.0%2.2%-0.2%1.1K-50.5K-700.00139.47N/AN/A00100
2025-10-22$56.94$0.0016.7%4.8%26.1%5.8%0.0%1.5%3.1%1.2K-47.5K-800.00138.96N/AN/A00100
2025-10-23$57.20$0.0019.5%5.6%25.9%11.4%0.0%-0.2%-5.9%1.1K-48.5K-780.00138.60N/AN/A20100
2025-10-24$58.13$0.0017.1%4.9%26.2%6.5%0.0%0.5%-1.0%792-41.2K-500.00143.23N/AN/A0080
2025-10-27$59.02$0.0016.5%4.7%26.6%5.3%0.0%1.1%1.1%718-43.2K-400.00143.29N/AN/A0080
2025-10-28$59.70$0.0015.5%4.4%26.8%3.3%0.0%-1.0%-1.0%471-44.5K-340.00141.11N/AN/A4080
2025-10-29$59.04$0.0017.7%5.1%27.1%7.6%0.0%0.6%-0.1%1.1K-62.3K-900.00142.05N/AN/A00120
2025-10-30$59.64$0.0016.7%4.8%27.2%5.6%0.0%-0.2%-1.1%831-64.6K-750.00143.62N/AN/A00120
2025-10-31$58.67$0.0016.6%4.8%28.0%5.4%0.0%1.4%2.1%1.1K-61.9K-870.00142.42N/AN/A00120