EMLP Options History — September 2014 In September 2014, EMLP traded between $26.86 and $28.31. ATM implied volatility averaged 93.6%. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 82.5% (HV 20d: 11.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-09-17 : Highest Volume — 6 contracts2014-09-11 : Largest IV drop — 48.0% change2014-09-30 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $27.66 $26.86 $28.31 $28.15 $27.15 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 93.6% 69.5% 133.8% 99.2% 103.0% Expected Move 9.0% 8.6% 9.6% 8.6% 9.6% HV 20d 11.0% 8.0% 14.1% 14.1% 12.7% Term Structure -44.3% -60.7% -30.1% -36.6% -42.3% VWIV 37.0% 37.0% 37.0% 37.0% 37.0% Skew 25d 6.4% 2.0% 26.6% 25.5% 4.2% Skew 10d 24.2% 13.5% 67.9% 65.9% 22.5% Call IV 25d 109.4% 87.2% 139.8% 113.3% 139.8% Put IV 25d 115.8% 89.6% 147.0% 138.7% 143.9% Bid-Ask Spread % 172.18 169.03 177.30 169.79 174.62 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 113 0 280 0 257 Net DEX -2.7K -7.2K 0 0 -6.1K Net VEX -19 -47 0 0 -42 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 0.286 0 6 0 0 Total OI 2.571 0 6 0 6
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 2014-09-02 $28.15 $0.00 99.2% 8.6% 14.1% 0.0% 0.0% 25.5% -36.6% 0 0 0 0.00 169.79 0 0 0 0 2014-09-03 $28.22 $0.00 102.0% 8.6% 12.6% 0.0% 0.0% 26.6% -38.4% 0 0 0 0.00 169.23 0 0 0 0 2014-09-04 $28.12 $0.00 103.1% 8.6% 12.7% 0.0% 0.0% 26.5% -41.3% 0 0 0 0.00 169.82 0 0 0 0 2014-09-05 $28.31 $0.00 108.3% 8.6% 12.7% 0.0% 0.0% 2.4% -46.7% 0 0 0 0.00 169.03 0 0 0 0 2014-09-08 $28.10 $0.00 121.6% 8.7% 13.1% 0.0% 0.0% 2.5% -49.6% 0 0 0 0.00 169.26 0 0 0 0 2014-09-09 $27.96 $0.00 127.4% 8.7% 8.1% 0.0% 0.0% 2.6% -50.8% 0 0 0 0.00 170.14 0 0 0 0 2014-09-10 $27.88 $0.00 133.8% 8.8% 8.2% 0.0% 0.0% 2.7% -51.9% 0 0 0 0.00 171.16 0 0 0 0 2014-09-11 $27.94 $0.00 69.5% 8.8% 8.0% 0.0% 0.0% 2.7% -52.6% 0 0 0 0.00 170.99 0 0 0 0 2014-09-12 $27.49 $0.00 72.3% 9.0% 9.6% 0.0% 0.0% 2.8% -49.1% 0 0 0 0.00 171.99 0 0 0 0 2014-09-15 $27.37 $0.00 75.7% 9.1% 8.8% 0.0% 0.0% 2.9% -30.1% 0 0 0 0.00 172.68 0 0 0 0 2014-09-16 $27.67 $0.00 75.0% 8.9% 9.7% 0.0% 0.0% 3.0% -58.5% 0 0 0 0.00 172.56 0 0 0 0 2014-09-17 $27.68 $0.00 76.2% 9.0% 9.4% 0.0% 37.0% 3.0% -59.6% 0 0 0 0.00 171.35 6 0 0 0 2014-09-18 $27.80 $30.00 77.3% 9.0% 9.4% 0.0% 0.0% 3.0% -60.3% 278 -7.0K -46 0.00 177.30 0 0 6 0 2014-09-19 $27.98 $30.00 78.5% 9.0% 9.7% 0.0% 0.0% 3.0% -60.7% 280 -7.2K -47 0.00 170.79 0 0 6 0 2014-09-22 $27.59 $30.00 83.3% 9.1% 10.9% 0.0% 0.0% 3.3% -30.2% 268 -6.6K -45 0.00 171.91 0 0 6 0 2014-09-23 $27.16 $30.00 84.6% 9.4% 12.0% 0.0% 0.0% 2.0% -30.4% 264 -6.0K -43 0.00 173.36 0 0 6 0 2014-09-24 $27.18 $30.00 89.1% 9.4% 12.0% 0.0% 0.0% 3.6% -31.7% 258 -6.1K -43 0.00 174.92 0 0 6 0 2014-09-25 $26.86 $30.00 91.6% 9.5% 12.2% 0.0% 0.0% 3.7% -34.4% 247 -5.8K -42 0.00 174.63 0 0 6 0 2014-09-26 $27.06 $30.00 93.3% 9.5% 12.6% 0.0% 0.0% 3.8% -35.1% 255 -6.0K -42 0.00 175.45 0 0 6 0 2014-09-29 $27.19 $30.00 100.1% 9.6% 12.7% 0.0% 0.0% 4.0% -39.9% 258 -6.1K -42 0.00 174.75 0 0 6 0 2014-09-30 $27.15 $30.00 103.0% 9.6% 12.7% 0.0% 0.0% 4.2% -42.3% 257 -6.1K -42 0.00 174.62 0 0 6 0
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