EMGF Options History — March 2026

In March 2026, EMGF traded between $57.39 and $65.34. ATM implied volatility averaged 34.2%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 5.5% (HV 20d: 28.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2026-03-03: Largest IV spike — 31.6% change
  • 2026-03-09: Highest IV Rank — 60.5%
  • 2026-03-30: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.20$57.39$65.34$65.34$59.78
ATM IV34.2%26.9%43.2%28.1%35.1%
Expected Move9.4%7.8%11.7%8.1%10.1%
HV 20d28.8%25.5%30.8%25.5%30.8%
HV 60d24.1%22.4%26.5%22.4%26.5%
IV Rank42.0%26.8%60.5%29.4%43.8%
IV Percentile93.9%83.7%98.8%90.5%93.3%
Term Structure-3.1%-9.1%-0.0%-4.5%-2.8%
Skew 25d10.5%3.6%15.5%3.6%13.0%
Skew 10d6.5%0.2%19.2%5.4%2.5%
Call IV 25d22.8%18.8%29.7%21.0%25.1%
Put IV 25d33.3%24.6%43.5%24.6%38.1%
Bid-Ask Spread %84.8664.88116.16116.1668.66
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$65.34$0.0028.1%8.1%25.5%29.4%0.0%3.6%-4.5%0000.00116.16N/AN/A0000
2026-03-03$62.90$0.0037.0%10.6%29.1%47.8%0.0%15.5%-9.1%0000.00109.09N/AN/A0000
2026-03-04$63.13$0.0035.5%10.2%28.9%44.6%0.0%13.8%-9.0%0000.00112.12N/AN/A0000
2026-03-05$61.37$0.0038.6%8.7%30.6%51.0%0.0%12.8%-4.7%0000.0096.44N/AN/A0000
2026-03-06$61.39$0.0039.8%8.9%30.5%53.5%0.0%13.5%-2.2%0000.0099.29N/AN/A0000
2026-03-09$61.22$0.0043.2%8.9%28.3%60.5%0.0%13.5%-2.7%0000.00100.88N/AN/A0000
2026-03-10$61.87$0.0038.7%8.6%28.5%51.2%0.0%6.5%-3.2%0000.00110.10N/AN/A0000
2026-03-11$63.20$0.0028.5%8.2%29.6%30.1%0.0%9.8%-3.4%0000.00109.95N/AN/A0000
2026-03-12$61.27$0.0029.7%0.0%27.8%32.7%0.0%8.4%-2.2%0000.0071.24N/AN/A0000
2026-03-13$61.03$0.0030.3%0.0%27.4%34.0%0.0%8.7%-1.7%0000.0075.93N/AN/A0000
2026-03-16$61.61$0.0029.8%8.6%27.2%32.8%0.0%5.9%-3.1%0000.0072.46N/AN/A0000
2026-03-17$62.52$0.0026.9%7.8%27.7%26.8%0.0%5.3%-1.6%0000.0075.47N/AN/A0000
2026-03-18$61.26$0.0028.7%8.5%27.9%30.6%0.0%6.2%-1.8%0000.0076.09N/AN/A0000
2026-03-19$61.18$0.0029.9%8.3%27.9%33.0%0.0%15.4%-1.1%0000.0075.28N/AN/A0000
2026-03-20$59.40$0.0034.2%9.8%28.8%41.9%0.0%9.4%-0.0%0000.0077.24N/AN/A0000
2026-03-23$60.21$0.0034.0%9.2%29.4%41.5%0.0%8.8%-1.3%0000.0069.22N/AN/A0000
2026-03-24$61.14$0.0032.4%9.3%30.1%38.2%0.0%13.3%-1.2%0000.0072.66N/AN/A0000
2026-03-25$60.26$0.0034.0%9.7%29.7%41.5%0.0%9.0%-1.2%0000.0072.91N/AN/A0000
2026-03-26$60.06$0.0038.1%10.9%29.6%50.0%0.0%9.6%-3.3%0000.0072.42N/AN/A0000
2026-03-27$58.84$0.0040.1%11.5%29.3%54.1%0.0%14.3%-4.2%0000.0068.49N/AN/A0000
2026-03-30$57.39$0.0040.7%11.7%28.8%55.3%0.0%15.4%-3.3%0000.0064.88N/AN/A0000
2026-03-31$59.78$0.0035.1%10.1%30.8%43.8%0.0%13.0%-2.8%0000.0068.66N/AN/A0000