EMLP Options History — November 2014 In November 2014, EMLP traded between $27.31 and $28.46. ATM implied volatility averaged 80.0%. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 65.1% (HV 20d: 14.9%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2014-11-03 : Highest Volume — 12 contracts2014-11-13 : Largest IV drop — 64.6% change2014-11-10 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $27.94 $27.31 $28.46 $27.82 $27.92 Max Pain $29.39 $29.00 $30.00 $29.00 $30.00 ATM IV 80.0% 48.8% 137.8% 100.1% 63.0% Expected Move 11.0% 8.8% 11.9% 10.9% 11.5% HV 20d 14.9% 11.9% 21.1% 19.4% 14.0% HV 60d 14.9% 14.5% 15.5% 15.4% 15.5% Term Structure -5.4% -71.5% 24.2% -71.5% 22.6% VWIV 41.3% 31.1% 44.7% 41.9% 43.8% Skew 25d 11.6% -6.0% 19.4% 3.6% 17.1% Skew 10d 36.6% 6.7% 51.3% 21.5% 49.9% Call IV 25d 93.9% 50.6% 139.0% 134.3% 106.2% Put IV 25d 105.5% 63.7% 143.1% 137.9% 123.3% Bid-Ask Spread % 165.42 119.50 172.93 169.06 160.24 Gamma HHI 0.69 0.50 1.00 0.50 1.00 Net GEX 424 0 600 566 288 Net DEX -11.0K -15.5K 0 -14.5K -6.8K Net VEX -59 -80 0 -80 -36 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 8.842 0 12 12 0 Total OI 9.158 0 12 12 6
Daily Data (19 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 2014-11-03 $27.82 $29.00 100.1% 10.9% 19.4% 0.0% 41.9% 3.6% -71.5% 566 -14.5K -80 0.00 169.06 12 0 12 0 2014-11-04 $27.31 $29.00 102.6% 10.7% 20.4% 0.0% 44.1% 4.1% -35.8% 533 -13.4K -77 0.00 170.28 12 0 12 0 2014-11-05 $27.74 $29.00 96.9% 11.3% 21.1% 0.0% 39.2% 3.4% -55.8% 506 -14.9K -79 0.00 166.30 12 0 12 0 2014-11-06 $27.56 $29.00 100.8% 10.1% 18.9% 0.0% 35.5% -1.7% -70.0% 593 -13.4K -77 0.00 169.18 12 0 12 0 2014-11-07 $27.84 $29.00 112.8% 11.0% 19.1% 0.0% 42.4% 13.9% 9.7% 564 -14.6K -79 0.00 166.60 12 0 12 0 2014-11-10 $27.86 $29.00 119.9% 11.9% 15.1% 0.0% 40.2% -6.0% 8.3% 498 -15.3K -78 0.00 166.12 12 0 12 0 2014-11-11 $27.86 $29.00 127.8% 10.9% 15.1% 0.0% 31.1% 13.9% 1.2% 498 -15.3K -78 0.00 160.48 12 0 12 0 2014-11-12 $27.79 $29.00 137.8% 11.2% 15.1% 0.0% 43.5% 12.7% 8.5% 568 -14.4K -77 0.00 167.66 12 0 12 0 2014-11-13 $27.53 $29.00 48.8% 11.0% 13.1% 0.0% 44.7% 12.5% 7.5% 600 -13.3K -75 0.00 169.45 12 0 12 0 2014-11-14 $27.66 $30.00 49.4% 10.9% 13.1% 0.0% 0.0% 13.1% 7.5% 274 -6.6K -38 0.00 172.93 0 0 6 0 2014-11-17 $27.95 $29.00 53.2% 11.6% 13.0% 0.0% 43.7% 17.2% 7.5% 556 -14.9K -76 0.00 169.76 12 0 12 0 2014-11-18 $28.12 $29.00 54.7% 11.7% 12.6% 0.0% 43.1% 19.2% 7.8% 545 -15.5K -77 0.00 167.05 12 0 12 0 2014-11-19 $28.25 $0.00 68.3% 8.8% 12.5% 0.0% 0.0% 0.0% -37.5% 0 0 0 0.00 119.50 0 0 0 0 2014-11-20 $28.30 $30.00 53.7% 11.0% 12.3% 0.0% 42.7% 13.9% 7.7% 292 -7.3K -38 0.00 169.99 12 0 6 0 2014-11-21 $28.36 $30.00 54.5% 11.1% 12.1% 0.0% 42.6% 17.2% 7.6% 294 -7.4K -38 0.00 168.38 12 0 6 0 2014-11-24 $28.23 $30.00 57.8% 11.2% 12.2% 0.0% 0.0% 17.3% 23.9% 290 -7.3K -38 0.00 169.65 0 0 6 0 2014-11-25 $28.25 $30.00 58.9% 11.3% 11.9% 0.0% 43.8% 17.7% 23.9% 291 -7.3K -38 0.00 170.13 12 0 6 0 2014-11-26 $28.46 $30.00 59.8% 11.3% 12.0% 0.0% 0.0% 19.4% 24.2% 297 -7.5K -38 0.00 170.31 0 0 6 0 2014-11-28 $27.92 $30.00 63.0% 11.5% 14.0% 0.0% 0.0% 17.1% 22.6% 288 -6.8K -36 0.00 160.24 0 0 6 0
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