EMLP Options History — January 2015 In January 2015, EMLP traded between $26.92 and $28.27. ATM implied volatility averaged 103.9%, placing in the 43.1% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 84.7% (HV 20d: 19.2%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2015-01-23 : Highest Volume — 26 contracts2015-01-13 : Largest IV drop — 78.4% change2015-01-30 : Highest IV Rank — 43.1%2015-01-30 : Largest Expected Move — 29.0%Monthly Statistics Metric Avg Min Max Open Close Price $27.70 $26.92 $28.27 $28.25 $27.82 ATM IV 103.9% 46.1% 213.9% 112.9% 101.3% Expected Move 22.4% 18.0% 29.0% 18.9% 29.0% HV 20d 19.2% 16.4% 23.6% 22.0% 17.1% HV 60d 18.5% 18.0% 19.8% 19.2% 18.6% IV Rank 43.1% 43.1% 43.1% 43.1% 43.1% IV Percentile 70.6% 70.6% 70.6% 70.6% 70.6% Term Structure -21.3% -38.9% -9.3% -38.9% -33.7% Skew 25d 4.3% -3.6% 12.8% 3.7% 7.9% Skew 10d 23.7% 13.6% 37.3% 18.4% 37.3% Call IV 25d 103.3% 65.6% 149.4% 149.4% 126.9% Put IV 25d 107.6% 78.3% 153.1% 153.1% 134.8% Bid-Ask Spread % 144.76 140.88 150.89 141.59 143.80 Gamma HHI 0.89 0.56 1.00 1.00 0.59 Net GEX 456 253 1.1K 278 959 Net DEX -12.1K -28.1K -6.2K -7.3K -27.0K Net VEX -58 -150 -26 -30 -146 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 10 0 26 12 26 Total OI 9.5 6 20 6 20
Daily Data (20 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 2015-01-02 $28.25 $0.00 112.9% 18.9% 22.0% 0.0% 0.0% 3.7% -38.9% 278 -7.3K -30 0.00 141.59 12 0 6 0 2015-01-05 $27.61 $0.00 122.6% 18.0% 23.2% 0.0% 0.0% 2.8% -23.0% 260 -6.9K -29 0.00 149.02 0 0 6 0 2015-01-06 $27.24 $0.00 131.4% 18.2% 23.6% 0.0% 0.0% 3.0% -13.6% 271 -6.2K -28 0.00 146.65 0 0 6 0 2015-01-07 $27.36 $0.00 137.5% 18.8% 22.4% 0.0% 0.0% -3.6% -13.8% 276 -6.3K -27 0.00 142.88 0 0 6 0 2015-01-08 $27.68 $0.00 142.2% 20.3% 22.5% 0.0% 0.0% 2.0% -14.7% 265 -7.3K -29 0.00 142.74 12 0 6 0 2015-01-09 $27.58 $0.00 155.7% 20.5% 19.8% 0.0% 0.0% 2.0% -15.1% 264 -7.3K -29 0.00 144.26 12 0 6 0 2015-01-12 $27.13 $0.00 213.9% 20.9% 20.7% 0.0% 0.0% 1.1% -10.4% 260 -7.3K -27 0.00 144.05 12 0 6 0 2015-01-13 $26.92 $0.00 46.1% 21.1% 20.3% 0.0% 0.0% 0.7% -9.3% 256 -7.2K -27 0.00 141.06 12 0 6 0 2015-01-14 $27.16 $0.00 74.8% 21.5% 19.6% 0.0% 0.0% 1.3% -16.6% 253 -7.5K -28 0.00 141.02 12 0 6 0 2015-01-15 $27.20 $0.00 75.9% 21.8% 19.6% 0.0% 0.0% 1.5% -11.6% 264 -7.2K -28 0.00 140.88 12 0 6 0 2015-01-16 $27.71 $0.00 71.7% 20.6% 16.9% 0.0% 0.0% 3.5% -18.8% 295 -6.7K -27 0.00 150.89 0 0 6 0 2015-01-20 $27.66 $0.00 76.2% 21.9% 16.4% 0.0% 0.0% 12.8% -21.7% 293 -6.6K -26 0.00 141.64 0 0 6 0 2015-01-21 $28.05 $0.00 77.0% 22.1% 16.9% 0.0% 0.0% 4.6% -21.5% 314 -7.0K -26 0.00 149.43 0 0 6 0 2015-01-22 $28.15 $0.00 85.7% 24.6% 16.9% 0.0% 0.0% 5.8% -23.6% 275 -7.3K -26 0.00 143.67 12 0 6 0 2015-01-23 $28.20 $0.00 87.1% 25.0% 16.9% 0.0% 0.0% 7.0% -24.4% 279 -7.3K -26 0.00 143.65 26 0 6 0 2015-01-26 $28.27 $0.00 84.0% 24.1% 16.8% 0.0% 0.0% 7.6% -25.6% 1.1K -28.1K -150 0.00 150.82 0 0 20 0 2015-01-27 $28.24 $0.00 85.8% 24.6% 16.6% 0.0% 0.0% 7.6% -26.8% 1.0K -28.1K -149 0.00 150.11 0 0 20 0 2015-01-28 $27.75 $0.00 96.8% 27.8% 17.3% 0.0% 0.0% 7.6% -30.6% 960 -26.8K -147 0.00 144.06 26 0 20 0 2015-01-29 $27.92 $0.00 98.9% 28.3% 17.4% 0.0% 0.0% 8.0% -32.0% 965 -27.3K -148 0.00 143.04 26 0 20 0 2015-01-30 $27.82 $0.00 101.3% 29.0% 17.1% 43.1% 0.0% 7.9% -33.7% 959 -27.0K -146 0.00 143.80 26 0 20 0
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