EMLP Options History — July 2014

In July 2014, EMLP traded between $26.23 and $26.23. ATM implied volatility averaged 37.2%. The 30-day expected move averaged 8.5%. Net GEX was positive for 0 of 1 trading days. Term structure was in contango for 0 of 1 days.

Notable Days

  • 2014-07-31: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.23$26.23$26.23$26.23$26.23
ATM IV37.2%37.2%37.2%37.2%37.2%
Expected Move8.5%8.5%8.5%8.5%8.5%
Term Structure-40.9%-40.9%-40.9%-40.9%-40.9%
Skew 25d2.3%2.3%2.3%2.3%2.3%
Skew 10d8.3%8.3%8.3%8.3%8.3%
Call IV 25d20.7%20.7%20.7%20.7%20.7%
Put IV 25d23.0%23.0%23.0%23.0%23.0%
Bid-Ask Spread %174.81174.81174.81174.81174.81
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (1 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-07-31$26.23$0.0037.2%8.5%0.0%0.0%0.0%2.3%-40.9%0000.00174.810000