EMLP Options History — May 2015

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

In May 2015, EMLP traded between $26.97 and $27.78. ATM implied volatility averaged 79.6%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 69.1% (HV 20d: 10.6%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.20.

Notable Days

2015-05-27: Highest Volume — 22 contracts
2015-05-11: Largest IV drop — 68.4% change
2015-05-08: Highest IV Rank — 75.1%
2015-05-01: Largest Expected Move — 32.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.40	$26.97	$27.78	$27.63	$27.23
ATM IV	79.6%	41.2%	164.6%	113.5%	70.7%
Expected Move	15.7%	10.3%	32.5%	32.5%	20.3%
HV 20d	10.6%	9.1%	11.5%	9.2%	10.6%
HV 60d	12.5%	12.1%	13.6%	13.6%	12.1%
IV Rank	32.2%	12.8%	75.1%	49.3%	27.7%
IV Percentile	32.2%	2.0%	98.5%	81.0%	16.3%
Term Structure	-8.9%	-106.5%	45.1%	-106.5%	-30.7%
Skew 25d	7.9%	6.1%	12.0%	12.0%	10.1%
Skew 10d	26.7%	21.3%	35.2%	21.3%	35.2%
Call IV 25d	100.6%	81.4%	156.3%	156.3%	121.9%
Put IV 25d	108.4%	87.5%	168.3%	168.3%	132.0%
Bid-Ask Spread %	149.96	148.85	151.18	151.18	150.41
Gamma HHI	0.95	0.55	1.00	1.00	0.55
Net GEX	494	451	691	462	686
Net DEX	-16.4K	-24.0K	-14.2K	-16.2K	-24.0K
Net VEX	-114	-150	-103	-116	-149
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.16	0.21	0.21	0.16
Total Volume	13.55	0	22	17	22
Total OI	17.65	17	23	17	23

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
2015-05-01	$27.63	$0.00	113.5%	32.5%	9.2%	49.3%	0.0%	12.0%	-106.5%	462	-16.2K	-116	0.21	151.18	14	3	14	3
2015-05-04	$27.67	$0.00	127.9%	10.3%	9.1%	56.6%	0.0%	6.1%	26.8%	465	-16.3K	-115	0.00	150.57	0	0	14	3
2015-05-05	$27.41	$0.00	137.3%	13.8%	9.8%	61.3%	0.0%	6.1%	-25.5%	464	-15.5K	-112	0.21	150.40	14	3	14	3
2015-05-06	$27.08	$0.00	145.8%	14.1%	10.7%	65.6%	0.0%	6.4%	-27.3%	457	-14.5K	-111	0.21	149.04	14	3	14	3
2015-05-07	$26.97	$0.00	155.0%	14.3%	10.8%	70.3%	0.0%	6.8%	-28.3%	451	-14.2K	-111	0.21	149.59	14	3	14	3
2015-05-08	$27.28	$0.00	164.6%	14.3%	11.4%	75.1%	0.0%	6.5%	-27.7%	475	-15.0K	-111	0.00	150.18	0	0	14	3
2015-05-11	$27.13	$0.00	52.0%	14.9%	11.5%	18.2%	0.0%	7.0%	-30.4%	476	-14.4K	-109	0.00	149.50	0	0	14	3
2015-05-12	$27.16	$0.00	52.6%	15.1%	11.1%	18.6%	0.0%	6.9%	-31.0%	473	-14.6K	-109	0.21	150.35	14	3	14	3
2015-05-13	$27.27	$0.00	53.2%	15.3%	10.3%	18.8%	0.0%	7.1%	-31.3%	480	-14.9K	-109	0.21	150.35	14	3	14	3
2015-05-14	$27.39	$0.00	53.8%	15.4%	10.5%	19.1%	0.0%	7.2%	-31.6%	485	-15.2K	-109	0.21	149.08	14	3	14	3
2015-05-15	$27.69	$0.00	41.2%	11.8%	11.1%	12.8%	0.0%	7.2%	26.8%	492	-16.2K	-110	0.21	149.38	14	3	14	3
2015-05-18	$27.78	$0.00	43.1%	12.4%	10.9%	13.7%	0.0%	7.6%	44.0%	491	-16.5K	-109	0.00	150.55	0	0	14	3
2015-05-19	$27.64	$0.00	43.8%	12.6%	10.6%	14.1%	0.0%	8.0%	44.2%	464	-16.3K	-108	0.00	149.25	0	0	14	3
2015-05-20	$27.59	$0.00	44.5%	12.8%	10.5%	14.5%	0.0%	8.1%	44.5%	464	-16.1K	-107	0.21	148.85	14	3	14	3
2015-05-21	$27.65	$0.00	45.3%	13.0%	10.2%	14.8%	0.0%	8.0%	44.8%	464	-16.3K	-107	0.21	150.48	14	3	14	3
2015-05-22	$27.66	$0.00	46.1%	13.2%	10.0%	15.2%	0.0%	8.1%	45.1%	467	-16.3K	-107	0.21	149.88	14	3	14	3
2015-05-26	$27.27	$0.00	66.0%	18.9%	11.1%	25.3%	0.0%	9.0%	-26.4%	460	-15.1K	-103	0.20	150.54	15	3	14	3
2015-05-27	$27.34	$0.00	67.3%	19.3%	11.2%	26.0%	0.0%	9.3%	-27.4%	507	-16.8K	-111	0.16	149.92	19	3	15	3
2015-05-28	$27.22	$0.00	69.1%	19.8%	11.2%	26.9%	0.0%	9.8%	-29.3%	691	-23.9K	-150	0.16	149.79	19	3	20	3
2015-05-29	$27.23	$0.00	70.7%	20.3%	10.6%	27.7%	0.0%	10.1%	-30.7%	686	-24.0K	-149	0.16	150.41	19	3	20	3