EMLP Options History — October 2014 In October 2014, EMLP traded between $25.55 and $27.70. ATM implied volatility averaged 105.0%. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 88.2% (HV 20d: 16.8%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2014-10-08 : Highest Volume — 12 contracts2014-10-15 : Largest IV spike — 120.7% change2014-10-31 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $26.88 $25.55 $27.70 $27.01 $27.70 Max Pain $29.30 $29.00 $30.00 $30.00 $29.00 ATM IV 105.0% 73.1% 171.2% 106.3% 92.5% Expected Move 10.1% 8.7% 10.7% 9.6% 10.7% HV 20d 16.8% 12.3% 19.7% 12.7% 19.4% HV 60d 15.1% 13.1% 16.1% 13.4% 15.5% Term Structure -28.7% -69.2% -7.7% -45.5% -65.9% VWIV 41.4% 31.4% 47.1% 41.6% 41.9% Skew 25d 2.0% -10.6% 4.6% 4.3% 3.6% Skew 10d 15.3% -3.0% 20.6% 18.8% 19.8% Call IV 25d 105.5% 61.5% 153.3% 144.5% 124.3% Put IV 25d 107.5% 62.3% 157.9% 148.9% 127.9% Bid-Ask Spread % 171.59 165.91 178.08 173.05 168.89 Gamma HHI 0.65 0.50 1.00 1.00 0.50 Net GEX 435 235 594 252 576 Net DEX -10.4K -14.0K -5.3K -6.0K -14.0K Net VEX -67 -83 -37 -42 -80 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 8.348 0 12 0 12 Total OI 10.174 6 12 6 12
Daily Data (23 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 2014-10-01 $27.01 $30.00 106.3% 9.6% 12.7% 0.0% 0.0% 4.3% -45.5% 252 -6.0K -42 0.00 173.05 0 0 6 0 2014-10-02 $27.11 $30.00 109.3% 9.6% 12.8% 0.0% 0.0% 4.4% -47.5% 256 -6.0K -42 0.00 174.62 0 0 6 0 2014-10-03 $27.11 $30.00 112.9% 9.7% 12.4% 0.0% 0.0% 4.6% -50.5% 256 -6.0K -42 0.00 174.62 0 0 6 0 2014-10-06 $27.08 $30.00 126.3% 9.8% 12.3% 0.0% 0.0% 2.5% -12.2% 255 -6.0K -41 0.00 174.54 0 0 6 0 2014-10-07 $26.90 $30.00 132.3% 9.8% 12.4% 0.0% 0.0% 2.6% -12.9% 248 -5.8K -41 0.00 174.45 0 0 6 0 2014-10-08 $26.97 $29.00 138.7% 9.8% 12.5% 0.0% 41.6% 2.6% -13.1% 516 -12.6K -83 0.00 171.64 12 0 12 0 2014-10-09 $26.30 $29.00 150.8% 10.2% 14.9% 0.0% 44.3% 2.7% -13.3% 477 -11.2K -78 0.00 172.21 12 0 12 0 2014-10-10 $26.29 $29.00 159.0% 10.5% 14.1% 0.0% 44.4% 2.9% -13.7% 430 -12.1K -79 0.00 171.06 12 0 12 0 2014-10-13 $25.55 $29.00 171.2% 8.7% 16.9% 0.0% 33.1% 0.3% -9.9% 430 -9.9K -72 0.00 173.77 12 0 12 0 2014-10-14 $25.76 $29.00 73.1% 10.5% 16.6% 0.0% 47.1% 3.1% -16.7% 451 -10.1K -72 0.00 172.46 12 0 12 0 2014-10-15 $25.68 $29.00 161.2% 8.8% 16.5% 0.0% 31.4% 0.8% -7.7% 440 -10.1K -71 0.00 171.00 12 0 12 0 2014-10-16 $26.38 $30.00 74.2% 10.4% 19.6% 0.0% 0.0% 3.0% -16.3% 235 -5.3K -38 0.00 178.08 0 0 6 0 2014-10-17 $26.49 $30.00 75.1% 10.4% 19.5% 0.0% 0.0% 3.0% -16.6% 238 -5.4K -37 0.00 175.52 0 0 6 0 2014-10-20 $26.80 $29.00 76.5% 10.3% 19.7% 0.0% 43.9% 3.1% -19.6% 507 -12.2K -78 0.00 171.35 12 0 12 0 2014-10-21 $27.12 $29.00 77.2% 10.2% 19.5% 0.0% 42.8% 3.1% -19.4% 523 -12.9K -80 0.00 169.36 12 0 12 0 2014-10-22 $27.03 $29.00 74.6% 10.3% 19.5% 0.0% 41.1% -10.6% -18.4% 531 -12.6K -79 0.00 168.52 12 0 12 0 2014-10-23 $27.26 $29.00 79.6% 10.3% 19.2% 0.0% 42.5% 3.1% -20.5% 531 -13.3K -80 0.00 168.97 12 0 12 0 2014-10-24 $27.45 $29.00 80.6% 10.3% 19.2% 0.0% 41.9% 3.4% -20.8% 534 -13.8K -80 0.00 166.51 12 0 12 0 2014-10-27 $27.37 $29.00 80.8% 10.4% 19.2% 0.0% 40.1% -7.7% -23.8% 564 -13.2K -80 0.00 165.91 12 0 12 0 2014-10-28 $27.63 $29.00 86.2% 10.5% 19.4% 0.0% 41.7% 3.5% -61.2% 583 -13.7K -80 0.00 169.48 12 0 12 0 2014-10-29 $27.55 $29.00 86.8% 10.5% 19.4% 0.0% 42.2% 3.7% -69.2% 594 -13.4K -79 0.00 170.42 12 0 12 0 2014-10-30 $27.63 $29.00 89.9% 10.6% 19.3% 0.0% 42.0% 3.6% -64.4% 583 -13.7K -79 0.00 170.10 12 0 12 0 2014-10-31 $27.70 $29.00 92.5% 10.7% 19.4% 0.0% 41.9% 3.6% -65.9% 576 -14.0K -80 0.00 168.89 12 0 12 0
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