EMGF Options History — November 2025

In November 2025, EMGF traded between $56.55 and $59.09. ATM implied volatility averaged 25.6%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 4.7% (HV 20d: 20.9%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-11-21: Highest Volume — 10 contracts
  • 2025-11-28: Largest IV spike — 42.9% change
  • 2025-11-28: Highest IV Rank — 63.2%
  • 2025-11-28: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.93$56.55$59.09$58.96$57.75
Max Pain$52.00$52.00$52.00$52.00$52.00
ATM IV25.6%17.2%45.1%17.2%45.1%
Expected Move7.3%4.9%12.9%4.9%12.9%
HV 20d20.9%16.5%27.7%27.7%17.2%
HV 60d21.2%20.6%21.5%21.3%21.5%
IV Rank23.7%6.7%63.2%6.7%63.2%
IV Percentile69.1%26.2%96.4%26.2%96.4%
Term Structure-2.7%-17.0%3.4%1.1%-17.0%
VWIV19.8%19.8%19.8%19.8%19.8%
Skew 25d18.2%0.5%33.9%0.5%0.6%
Skew 10d24.0%1.1%41.4%2.5%14.4%
Call IV 25d21.7%16.4%62.3%18.9%62.3%
Put IV 25d39.8%18.1%62.8%19.4%62.8%
Bid-Ask Spread %143.32122.85152.33143.35151.95
Gamma HHI0.600.391.000.511.00
Net GEX2.8K2984.8K1.1K298
Net DEX-55.8K-80.7K-9.6K-62.7K-9.7K
Net VEX-78-117-5-84-6
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.78901000
Total OI13.053217122

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$58.96$0.0017.2%4.9%27.7%6.7%0.0%0.5%1.1%1.1K-62.7K-840.00143.35N/AN/A00120
2025-11-04$59.00$0.0020.1%5.8%26.6%12.6%0.0%6.6%3.4%918-63.0K-820.00143.22N/AN/A00120
2025-11-05$58.46$0.0019.1%5.5%26.5%10.6%19.8%1.1%1.3%1.2K-61.2K-910.00139.03N/AN/A50120
2025-11-06$58.13$52.0019.1%5.9%25.6%10.5%0.0%1.4%-1.5%4.0K-71.3K-1150.00123.18N/AN/A00170
2025-11-07$57.65$52.0019.0%5.3%24.1%10.4%0.0%1.6%-1.1%3.9K-67.4K-1170.00122.85N/AN/A00170
2025-11-10$58.69$52.0019.9%5.3%20.9%12.1%0.0%0.7%-0.5%4.5K-75.9K-1020.00123.42N/AN/A00170
2025-11-11$57.94$52.0023.5%5.3%20.1%19.4%0.0%0.7%-1.7%3.3K-70.6K-1120.00125.20N/AN/A00170
2025-11-12$59.05$52.0027.1%7.8%20.5%26.8%0.0%29.8%1.3%3.7K-80.7K-720.00146.65N/AN/A00170
2025-11-13$59.09$52.0024.1%6.9%20.5%20.6%0.0%26.9%-3.5%4.1K-79.1K-750.00147.60N/AN/A00170
2025-11-14$58.10$52.0026.6%7.6%21.4%25.7%0.0%26.6%-1.5%4.8K-72.6K-800.00148.27N/AN/A00170
2025-11-17$58.37$52.0026.4%7.6%19.4%25.4%0.0%28.1%-4.2%4.5K-70.8K-1020.00148.68N/AN/A00170
2025-11-18$58.15$52.0025.8%7.4%19.4%24.1%0.0%28.8%-2.9%3.6K-69.2K-1090.00150.34N/AN/A00170
2025-11-19$57.44$52.0028.3%8.1%18.8%29.2%0.0%29.4%-4.6%4.4K-63.8K-900.00150.63N/AN/A00170
2025-11-20$56.78$52.0027.5%7.9%19.2%27.6%0.0%30.1%-3.1%3.4K-56.4K-1170.00150.16N/AN/A00170
2025-11-21$57.03$52.0027.6%7.9%18.3%27.8%0.0%31.3%-2.7%3.8K-57.8K-1070.00151.96N/AN/A100170
2025-11-24$56.63$52.0029.2%8.4%17.4%31.0%0.0%33.0%-4.1%390-9.7K-60.00152.06N/AN/A0020
2025-11-25$56.55$52.0029.3%8.4%16.6%31.3%0.0%33.7%-4.2%395-9.6K-60.00152.33N/AN/A0020
2025-11-26$56.86$52.0031.6%9.0%16.5%35.8%0.0%33.9%-5.4%386-9.9K-50.00152.18N/AN/A0020
2025-11-28$57.75$52.0045.1%12.9%17.2%63.2%0.0%0.6%-17.0%298-9.7K-60.00151.95N/AN/A0020