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 Metric Avg Min Max Open Close Price $26.23 $26.23 $26.23 $26.23 $26.23 ATM IV 37.2% 37.2% 37.2% 37.2% 37.2% Expected Move 8.5% 8.5% 8.5% 8.5% 8.5% Term Structure -40.9% -40.9% -40.9% -40.9% -40.9% Skew 25d 2.3% 2.3% 2.3% 2.3% 2.3% Skew 10d 8.3% 8.3% 8.3% 8.3% 8.3% Call IV 25d 20.7% 20.7% 20.7% 20.7% 20.7% Put IV 25d 23.0% 23.0% 23.0% 23.0% 23.0% Bid-Ask Spread % 174.81 174.81 174.81 174.81 174.81 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (1 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2014-07-31 $26.23 $0.00 37.2% 8.5% 0.0% 0.0% 0.0% 2.3% -40.9% 0 0 0 0.00 174.81 0 0 0 0
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