EMLP Options History — April 2015

Name: EMLP Options Analytics - April 2015
Creator: Options Analysis Suite

In April 2015, EMLP traded between $26.81 and $27.87. ATM implied volatility averaged 93.8%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 24.5%. IV traded above realized volatility by 82.7% (HV 20d: 11.1%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.21.

Notable Days

2015-04-01: Highest Volume — 17 contracts
2015-04-08: Largest IV drop — 47.9% change
2015-04-07: Highest IV Rank — 62.0%
2015-04-01: Largest Expected Move — 31.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.36	$26.81	$27.87	$26.81	$27.55
ATM IV	93.8%	72.2%	138.5%	109.9%	109.8%
Expected Move	24.5%	19.2%	31.5%	31.5%	31.5%
HV 20d	11.1%	8.0%	16.0%	16.0%	9.1%
HV 60d	14.8%	14.0%	15.9%	15.9%	14.0%
IV Rank	39.4%	28.4%	62.0%	47.5%	47.4%
IV Percentile	54.5%	16.3%	92.4%	77.4%	77.7%
Term Structure	-53.4%	-103.2%	-17.5%	-44.5%	-103.2%
Skew 25d	9.3%	7.2%	12.2%	12.2%	11.6%
Skew 10d	36.9%	31.1%	42.6%	31.1%	40.9%
Call IV 25d	117.2%	91.8%	151.2%	150.4%	151.2%
Put IV 25d	126.5%	99.1%	162.8%	162.6%	162.8%
Bid-Ask Spread %	150.37	149.58	151.08	150.71	150.27
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	456	446	465	446	465
Net DEX	-15.4K	-17.0K	-13.7K	-13.7K	-15.9K
Net VEX	-120	-124	-116	-124	-116
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.21	0.21	0.21	0.21
Total Volume	16.19	0	17	17	17
Total OI	17	17	17	17	17

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
2015-04-01	$26.81	$0.00	109.9%	31.5%	16.0%	47.5%	0.0%	12.2%	-44.5%	446	-13.7K	-124	0.21	150.71	14	3	14	3
2015-04-02	$26.88	$0.00	113.4%	19.2%	15.9%	49.2%	0.0%	7.2%	-17.5%	448	-13.9K	-124	0.21	150.00	14	3	14	3
2015-04-06	$27.01	$0.00	132.1%	20.1%	13.9%	58.7%	0.0%	7.7%	-19.2%	452	-14.3K	-123	0.21	149.89	14	3	14	3
2015-04-07	$27.02	$0.00	138.5%	20.4%	13.7%	62.0%	0.0%	7.7%	-19.8%	451	-14.4K	-123	0.21	151.08	14	3	14	3
2015-04-08	$26.92	$0.00	72.2%	20.7%	13.6%	28.4%	0.0%	8.3%	-20.6%	448	-14.1K	-122	0.00	149.91	0	0	14	3
2015-04-09	$27.02	$0.00	73.0%	20.9%	13.2%	28.9%	0.0%	7.9%	-21.0%	450	-14.4K	-122	0.21	150.75	14	3	14	3
2015-04-10	$27.14	$0.00	73.9%	21.2%	13.0%	29.3%	0.0%	8.2%	-21.3%	456	-14.7K	-122	0.21	149.72	14	3	14	3
2015-04-13	$27.02	$0.00	77.5%	22.2%	12.5%	31.1%	0.0%	8.4%	-23.9%	455	-14.3K	-120	0.21	149.89	14	3	14	3
2015-04-14	$27.23	$0.00	78.3%	22.5%	12.5%	31.5%	0.0%	8.5%	-24.1%	457	-15.0K	-121	0.21	150.73	14	3	14	3
2015-04-15	$27.56	$0.00	77.6%	22.3%	12.9%	31.2%	0.0%	8.5%	-68.3%	455	-16.1K	-122	0.21	149.83	14	3	14	3
2015-04-16	$27.52	$0.00	79.0%	22.6%	10.1%	31.9%	0.0%	8.4%	-69.7%	454	-16.0K	-122	0.21	150.67	14	3	14	3
2015-04-17	$27.43	$0.00	82.0%	23.5%	9.2%	33.4%	0.0%	8.6%	-26.1%	455	-15.7K	-120	0.21	150.78	14	3	14	3
2015-04-20	$27.62	$0.00	85.0%	24.4%	8.9%	34.9%	0.0%	9.6%	-78.0%	459	-16.2K	-120	0.21	149.58	14	3	14	3
2015-04-21	$27.40	$0.00	88.7%	25.4%	9.2%	36.8%	0.0%	9.9%	-30.8%	456	-15.5K	-118	0.21	150.43	14	3	14	3
2015-04-22	$27.53	$0.00	88.7%	25.4%	9.0%	36.8%	0.0%	10.1%	-82.1%	455	-16.0K	-119	0.21	151.00	14	3	14	3
2015-04-23	$27.74	$0.00	90.4%	25.9%	8.3%	37.6%	0.0%	10.1%	-82.9%	459	-16.6K	-119	0.21	150.74	14	3	14	3
2015-04-24	$27.87	$0.00	92.3%	26.5%	8.2%	38.6%	0.0%	10.0%	-84.3%	463	-17.0K	-119	0.21	149.87	14	3	14	3
2015-04-27	$27.76	$0.00	99.9%	28.6%	8.5%	42.4%	0.0%	10.9%	-92.2%	464	-16.7K	-118	0.21	150.49	14	3	14	3
2015-04-28	$27.78	$0.00	102.8%	29.5%	8.2%	43.9%	0.0%	11.0%	-94.9%	462	-16.7K	-117	0.21	150.63	14	3	14	3
2015-04-29	$27.85	$0.00	105.8%	30.3%	8.0%	45.4%	0.0%	11.2%	-97.6%	463	-16.9K	-117	0.21	150.77	14	3	14	3
2015-04-30	$27.55	$0.00	109.8%	31.5%	9.1%	47.4%	0.0%	11.6%	-103.2%	465	-15.9K	-116	0.21	150.27	14	3	14	3