EMLP Options History — December 2014 In December 2014, EMLP traded between $26.36 and $28.61. ATM implied volatility averaged 80.1%. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 59.6% (HV 20d: 20.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2014-12-01 : Highest Volume — 12 contracts2014-12-31 : Largest IV drop — 80.8% change2014-12-30 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $27.70 $26.36 $28.61 $27.35 $28.15 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 80.1% 19.0% 138.0% 98.3% 19.0% Expected Move 13.0% 4.3% 16.6% 12.0% 4.3% HV 20d 20.5% 14.8% 24.6% 15.9% 22.3% HV 60d 18.0% 16.0% 19.3% 16.0% 19.3% Term Structure -20.0% -38.8% 26.4% -35.5% -4.3% VWIV 51.4% 46.2% 57.7% 49.2% 52.0% Skew 25d 5.8% -3.5% 21.7% 18.0% -3.5% Skew 10d 23.5% -2.5% 59.0% 58.1% -2.5% Call IV 25d 106.0% 18.3% 133.6% 120.6% 18.3% Put IV 25d 111.8% 14.8% 141.9% 138.5% 14.8% Bid-Ask Spread % 160.69 38.33 177.67 173.44 38.33 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 292 238 594 266 594 Net DEX -6.5K -7.9K -2.2K -6.2K -2.2K Net VEX -32 -36 -16 -34 -16 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 9.818 0 12 12 0 Total OI 6 6 6 6 6
Daily Data (22 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 2014-12-01 $27.35 $30.00 98.3% 12.0% 15.9% 0.0% 49.2% 18.0% -35.5% 266 -6.2K -34 0.00 173.44 12 0 6 0 2014-12-02 $27.74 $30.00 69.8% 11.7% 16.7% 0.0% 47.6% 17.9% 20.5% 279 -6.7K -35 0.00 174.38 12 0 6 0 2014-12-03 $28.06 $30.00 71.6% 11.7% 15.6% 0.0% 46.3% 19.6% 21.0% 287 -7.0K -35 0.00 171.60 12 0 6 0 2014-12-04 $28.30 $30.00 73.6% 11.7% 15.0% 0.0% 0.0% 21.7% 21.3% 292 -7.3K -36 0.00 169.04 0 0 6 0 2014-12-05 $28.18 $30.00 76.1% 11.8% 14.8% 0.0% 46.2% 2.5% -23.2% 290 -7.2K -35 0.00 170.33 12 0 6 0 2014-12-08 $27.57 $30.00 85.7% 12.1% 16.5% 0.0% 49.8% 2.7% -26.8% 272 -6.5K -34 0.00 170.83 12 0 6 0 2014-12-09 $27.88 $30.00 89.2% 12.1% 17.0% 0.0% 48.6% 2.6% -26.6% 281 -6.8K -34 0.00 171.19 12 0 6 0 2014-12-10 $27.08 $30.00 138.0% 12.6% 19.9% 0.0% 52.7% 2.9% -27.7% 258 -6.0K -32 0.00 173.01 12 0 6 0 2014-12-11 $27.16 $30.00 72.0% 12.6% 20.0% 0.0% 52.6% 2.9% -28.2% 262 -6.0K -32 0.00 175.05 12 0 6 0 2014-12-12 $26.78 $30.00 73.5% 12.8% 20.3% 0.0% 54.7% 3.0% -30.3% 250 -5.6K -30 0.00 175.65 12 0 6 0 2014-12-15 $26.36 $30.00 79.0% 13.4% 20.8% 0.0% 57.7% 3.3% -32.0% 238 -5.2K -29 0.00 177.67 12 0 6 0 2014-12-16 $26.44 $30.00 80.1% 13.4% 20.3% 0.0% 57.6% 3.3% -32.6% 240 -5.3K -29 0.00 177.30 12 0 6 0 2014-12-17 $27.33 $30.00 78.5% 13.0% 23.9% 0.0% 53.4% 3.1% -32.9% 268 -6.2K -31 0.00 174.74 12 0 6 0 2014-12-18 $27.67 $30.00 77.6% 12.7% 24.3% 0.0% 52.0% 3.1% -35.2% 279 -6.6K -32 0.00 172.71 12 0 6 0 2014-12-19 $27.89 $30.00 78.7% 12.8% 24.5% 0.0% 0.0% 3.1% -35.5% 284 -6.8K -32 0.00 171.41 0 0 6 0 2014-12-22 $27.95 $0.00 82.9% 15.6% 24.5% 0.0% 0.0% 3.2% -28.5% 290 -7.1K -32 0.00 150.48 12 0 6 0 2014-12-23 $27.97 $0.00 84.5% 15.8% 24.4% 0.0% 0.0% 3.3% -29.6% 290 -7.1K -32 0.00 150.37 12 0 6 0 2014-12-24 $28.16 $0.00 85.7% 15.8% 24.6% 0.0% 0.0% 3.3% -30.0% 296 -7.3K -33 0.00 150.33 12 0 6 0 2014-12-26 $28.37 $0.00 89.3% 16.1% 24.6% 0.0% 0.0% 3.4% -32.1% 301 -7.6K -32 0.00 150.46 12 0 6 0 2014-12-29 $28.61 $0.00 61.2% 16.1% 23.7% 0.0% 0.0% 4.3% 26.4% 306 -7.9K -32 0.00 148.89 12 0 6 0 2014-12-30 $28.42 $0.00 98.6% 16.6% 22.4% 0.0% 0.0% 3.7% -38.8% 301 -7.7K -32 0.00 148.05 0 0 6 0 2014-12-31 $28.15 $0.00 19.0% 4.3% 22.3% 0.0% 0.0% -3.5% -4.3% 594 -2.2K -16 0.00 38.33 0 0 6 0
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