EMLP Options History — August 2014 In August 2014, EMLP traded between $25.76 and $28.23. ATM implied volatility averaged 97.6%. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 82.3% (HV 20d: 15.2%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-08-28 : Highest Volume — 6 contracts2014-08-26 : Largest IV spike — 431.9% change2014-08-07 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $27.22 $25.76 $28.23 $26.04 $28.23 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 97.6% 15.9% 195.9% 117.5% 89.6% Expected Move 8.1% 2.0% 8.7% 8.6% 8.5% HV 20d 15.2% 13.9% 16.3% 16.3% 13.9% Term Structure -29.1% -56.6% -9.0% -52.9% -29.4% VWIV 24.9% 6.9% 36.4% 36.4% 31.5% Skew 25d 24.4% -13.9% 57.6% 21.0% 23.5% Skew 10d 38.7% -15.2% 73.0% -15.2% 60.0% Call IV 25d 87.6% 70.8% 150.1% 150.1% 101.7% Put IV 25d 112.0% 65.0% 171.1% 171.1% 125.2% Bid-Ask Spread % 173.18 140.51 200.00 179.46 169.56 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 45 0 351 0 0 Net DEX -1.1K -8.4K 0 0 0 Net VEX -7 -50 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.571 0 6 0 0 Total OI 2.048 0 6 0 0
Daily Data (21 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 2014-08-01 $26.04 $0.00 117.5% 8.6% 0.0% 0.0% 0.0% 21.0% -52.9% 0 0 0 0.00 179.46 0 0 0 0 2014-08-04 $26.19 $0.00 130.9% 8.6% 0.0% 0.0% 0.0% -13.9% -27.0% 0 0 0 0.00 174.78 0 0 0 0 2014-08-05 $25.84 $0.00 137.7% 8.7% 0.0% 0.0% 0.0% 17.0% -28.8% 0 0 0 0.00 193.31 0 0 0 0 2014-08-06 $25.76 $0.00 144.6% 8.7% 0.0% 0.0% 0.0% 34.8% -29.7% 0 0 0 0.00 175.21 0 0 0 0 2014-08-07 $25.85 $0.00 152.2% 8.7% 0.0% 0.0% 0.0% 35.7% -30.0% 0 0 0 0.00 175.24 0 0 0 0 2014-08-08 $26.14 $0.00 142.9% 7.7% 0.0% 0.0% 0.0% 16.2% -33.0% 0 0 0 0.00 140.51 0 0 0 0 2014-08-11 $26.99 $0.00 195.9% 8.5% 0.0% 0.0% 0.0% 26.7% -31.1% 0 0 0 0.00 172.78 0 0 0 0 2014-08-12 $26.94 $0.00 70.3% 8.5% 0.0% 0.0% 0.0% 41.7% -32.0% 0 0 0 0.00 173.94 0 0 0 0 2014-08-13 $27.10 $0.00 71.0% 8.5% 0.0% 0.0% 0.0% -12.3% -32.1% 0 0 0 0.00 173.94 0 0 0 0 2014-08-14 $27.37 $0.00 71.5% 8.4% 0.0% 0.0% 0.0% -12.4% -31.8% 0 0 0 0.00 173.03 0 0 0 0 2014-08-15 $27.68 $0.00 70.7% 8.3% 0.0% 0.0% 0.0% 47.0% -56.6% 0 0 0 0.00 173.09 0 0 0 0 2014-08-18 $27.69 $0.00 73.9% 8.3% 0.0% 0.0% 36.4% 15.0% -20.2% 0 0 0 0.00 171.21 5 0 0 0 2014-08-19 $27.86 $29.00 74.8% 8.3% 0.0% 0.0% 0.0% 51.0% -20.5% 0 0 0 0.00 171.63 0 0 5 0 2014-08-20 $27.99 $29.00 75.9% 8.3% 0.0% 0.0% 0.0% 37.3% -20.9% 0 0 0 0.00 170.54 0 0 5 0 2014-08-21 $27.99 $29.00 77.1% 8.3% 16.3% 0.0% 0.0% 38.2% -21.7% 0 0 0 0.00 170.18 0 0 5 0 2014-08-22 $27.88 $29.00 78.6% 8.4% 16.1% 0.0% 0.0% 53.3% -22.8% 0 0 0 0.00 170.76 0 0 5 0 2014-08-25 $27.98 $29.00 15.9% 2.0% 15.6% 0.0% 6.9% 0.0% -9.0% 316 -6.4K -41 0.00 200.00 1 0 5 0 2014-08-26 $27.92 $29.00 84.6% 8.4% 15.3% 0.0% 0.0% 57.6% -26.7% 351 -7.7K -50 0.00 168.88 0 0 6 0 2014-08-27 $28.09 $29.00 86.1% 8.4% 14.9% 0.0% 0.0% -11.3% -27.4% 1 0 0 0.00 170.34 0 0 6 0 2014-08-28 $28.13 $29.00 87.8% 8.5% 14.5% 0.0% 31.5% 22.5% -28.5% 284 -8.4K -50 0.00 168.38 6 0 6 0 2014-08-29 $28.23 $0.00 89.6% 8.5% 13.9% 0.0% 0.0% 23.5% -29.4% 0 0 0 0.00 169.56 0 0 0 0
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