EMGF Options History — February 2026

In February 2026, EMGF traded between $62.36 and $67.38. ATM implied volatility averaged 21.4%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 0.3% (HV 20d: 21.7%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 10 of 19 days.

Notable Days

  • 2026-02-11: Largest IV drop — 19.2% change
  • 2026-02-06: Highest IV Rank — 20.4%
  • 2026-02-26: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.96$62.36$67.38$63.38$67.38
ATM IV21.4%18.1%23.8%19.7%22.5%
Expected Move6.0%5.1%6.8%5.6%6.5%
HV 20d21.7%16.5%24.3%17.9%23.5%
HV 60d21.0%19.9%21.8%19.9%21.4%
IV Rank15.5%8.6%20.4%11.9%17.8%
IV Percentile64.1%41.3%77.8%53.2%71.4%
Term Structure0.1%-2.2%3.4%3.4%-0.6%
Skew 25d2.6%-0.3%8.0%4.0%4.4%
Skew 10d4.2%-1.7%9.2%8.1%1.5%
Call IV 25d17.4%12.2%20.7%17.2%19.4%
Put IV 25d20.0%17.7%23.8%21.2%23.8%
Bid-Ask Spread %119.79115.17130.95130.95117.66
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-02-02$63.38$0.0019.7%5.6%17.9%11.9%0.0%4.0%3.4%0000.00130.95N/AN/A0000
2026-02-03$62.78$0.0020.1%5.8%17.6%12.8%0.0%-0.3%-1.0%0000.00127.33N/AN/A0000
2026-02-04$62.36$0.0022.1%6.3%17.9%16.9%0.0%1.0%-0.0%0000.00130.29N/AN/A0000
2026-02-05$62.62$0.0021.5%6.1%16.5%15.6%0.0%2.6%-0.9%0000.00115.56N/AN/A0000
2026-02-06$64.52$0.0023.8%5.1%19.0%20.4%0.0%5.7%2.7%0000.00118.07N/AN/A0000
2026-02-09$63.98$0.0020.8%5.7%19.1%14.4%0.0%1.8%0.2%0000.00120.21N/AN/A0000
2026-02-10$63.59$0.0022.3%5.3%18.8%17.4%0.0%2.1%1.6%0000.00119.31N/AN/A0000
2026-02-11$66.06$0.0018.1%5.2%22.5%8.6%0.0%0.5%0.9%0000.00115.17N/AN/A0000
2026-02-12$64.92$0.0021.2%6.1%23.8%15.1%0.0%2.0%-0.5%0000.00119.39N/AN/A0000
2026-02-13$65.66$0.0021.6%6.2%23.3%15.9%0.0%8.0%-2.2%0000.00117.87N/AN/A0000
2026-02-17$64.85$0.0021.8%6.2%23.9%16.3%0.0%3.8%-1.3%0000.00116.46N/AN/A0000
2026-02-18$65.71$0.0019.9%5.7%23.8%12.4%0.0%1.4%0.1%0000.00119.88N/AN/A0000
2026-02-19$65.44$0.0020.2%5.8%23.8%13.1%0.0%1.4%0.1%0000.00121.49N/AN/A0000
2026-02-20$66.12$0.0022.1%6.3%23.9%17.0%0.0%3.5%-2.1%0000.00116.31N/AN/A0000
2026-02-23$66.45$0.0022.2%6.4%23.7%17.1%0.0%1.5%0.4%0000.00119.05N/AN/A0000
2026-02-24$65.56$0.0022.4%6.4%24.3%17.5%0.0%3.0%-1.5%0000.00116.50N/AN/A0000
2026-02-25$66.33$0.0020.7%5.9%24.2%14.0%0.0%2.2%2.2%0000.00118.58N/AN/A0000
2026-02-26$66.58$0.0023.7%6.8%24.2%20.3%0.0%1.2%0.1%0000.00115.90N/AN/A0000
2026-02-27$67.38$0.0022.5%6.5%23.5%17.8%0.0%4.4%-0.6%0000.00117.66N/AN/A0000