EMLP Options History — July 2015

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

In July 2015, EMLP traded between $24.21 and $25.65. ATM implied volatility averaged 106.7%, placing in the 45.9% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 92.3% (HV 20d: 14.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.13.

Notable Days

2015-07-01: Highest Volume — 27 contracts
2015-07-13: Largest IV drop — 57.7% change
2015-07-10: Highest IV Rank — 79.6%
2015-07-02: Largest Expected Move — 34.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.06	$24.21	$25.65	$25.15	$24.94
ATM IV	106.7%	73.5%	173.5%	118.1%	103.6%
Expected Move	25.0%	19.6%	34.7%	33.9%	29.7%
HV 20d	14.4%	12.1%	15.9%	12.2%	15.0%
HV 60d	12.1%	11.1%	13.1%	11.1%	12.8%
IV Rank	45.9%	29.1%	79.6%	51.6%	44.3%
IV Percentile	63.7%	19.7%	99.2%	82.7%	72.2%
Term Structure	-25.5%	-52.3%	-14.3%	-51.1%	-36.0%
Skew 25d	9.3%	7.0%	13.5%	12.7%	11.5%
Skew 10d	37.0%	31.4%	43.9%	33.1%	36.5%
Call IV 25d	118.8%	94.1%	164.5%	160.4%	141.6%
Put IV 25d	128.1%	101.2%	177.9%	173.1%	153.1%
Bid-Ask Spread %	150.19	149.42	150.87	150.76	150.85
Gamma HHI	0.56	0.55	0.57	0.57	0.56
Net GEX	1.0K	948	1.2K	1.0K	1.0K
Net DEX	-23.8K	-27.6K	-19.1K	-24.6K	-22.8K
Net VEX	-166	-184	-145	-182	-151
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.13	0.13	0.13	0.13
Total Volume	27	27	27	27	27
Total OI	33	33	33	33	33

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
2015-07-01	$25.15	$0.00	118.1%	33.9%	12.2%	51.6%	0.0%	12.7%	-51.1%	1.0K	-24.6K	-182	0.13	150.76	24	3	30	3
2015-07-02	$25.43	$0.00	121.2%	34.7%	12.1%	53.2%	0.0%	13.5%	-52.3%	1.1K	-26.3K	-184	0.13	149.64	24	3	30	3
2015-07-06	$25.24	$0.00	142.1%	19.9%	12.2%	63.8%	0.0%	7.4%	-14.3%	1.0K	-25.1K	-178	0.13	149.62	24	3	30	3
2015-07-07	$25.65	$0.00	144.8%	19.6%	13.8%	65.1%	0.0%	7.0%	-15.2%	1.1K	-27.6K	-184	0.13	150.33	24	3	30	3
2015-07-08	$25.34	$0.00	156.7%	20.3%	14.3%	71.1%	0.0%	7.3%	-14.9%	1.0K	-25.7K	-179	0.13	150.55	24	3	30	3
2015-07-09	$25.25	$0.00	166.6%	20.6%	14.2%	76.1%	0.0%	7.7%	-15.5%	1.0K	-25.1K	-176	0.13	149.51	24	3	30	3
2015-07-10	$25.52	$0.00	173.5%	20.3%	14.8%	79.6%	0.0%	7.9%	-16.8%	1.1K	-26.8K	-178	0.13	149.82	24	3	30	3
2015-07-13	$25.57	$0.00	73.5%	21.1%	14.7%	29.1%	0.0%	8.3%	-18.2%	1.1K	-27.1K	-175	0.13	149.99	24	3	30	3
2015-07-14	$25.62	$0.00	74.3%	21.3%	14.6%	29.5%	0.0%	8.2%	-18.6%	1.1K	-26.7K	-177	0.13	149.85	24	3	30	3
2015-07-15	$25.40	$0.00	77.2%	22.1%	14.9%	31.0%	0.0%	8.3%	-18.2%	1.2K	-24.5K	-170	0.13	149.68	24	3	30	3
2015-07-16	$25.50	$0.00	78.1%	22.4%	14.8%	31.4%	0.0%	8.2%	-18.5%	1.1K	-26.3K	-173	0.13	150.76	24	3	30	3
2015-07-17	$25.25	$0.00	79.7%	22.8%	14.8%	32.2%	0.0%	8.5%	-19.7%	1.1K	-24.7K	-169	0.13	150.75	24	3	30	3
2015-07-20	$24.85	$0.00	84.0%	24.1%	15.5%	34.4%	0.0%	8.9%	-23.0%	1.0K	-22.2K	-161	0.13	149.79	24	3	30	3
2015-07-21	$24.73	$0.00	85.5%	24.5%	14.2%	35.2%	0.0%	8.9%	-24.2%	1.0K	-21.6K	-159	0.13	149.79	24	3	30	3
2015-07-22	$24.37	$0.00	89.4%	25.6%	14.7%	37.1%	0.0%	9.4%	-24.1%	973	-19.7K	-150	0.13	149.42	24	3	30	3
2015-07-23	$24.21	$0.00	91.3%	26.2%	14.4%	38.1%	0.0%	9.7%	-25.6%	948	-19.1K	-148	0.13	150.28	24	3	30	3
2015-07-24	$24.25	$0.00	92.8%	26.6%	14.5%	38.9%	0.0%	9.9%	-26.5%	953	-19.3K	-148	0.13	150.30	24	3	30	3
2015-07-27	$24.36	$0.00	98.0%	28.1%	14.7%	41.5%	0.0%	10.2%	-29.5%	968	-19.8K	-145	0.13	150.87	24	3	30	3
2015-07-28	$24.74	$0.00	97.2%	27.9%	15.3%	41.1%	0.0%	10.0%	-32.0%	1.0K	-21.9K	-153	0.13	150.77	24	3	30	3
2015-07-29	$25.02	$0.00	98.8%	28.3%	15.9%	41.9%	0.0%	10.4%	-32.4%	1.1K	-23.3K	-153	0.13	150.65	24	3	30	3
2015-07-30	$24.93	$0.00	101.2%	29.0%	15.6%	43.1%	0.0%	10.9%	-34.3%	1.0K	-22.6K	-152	0.13	150.12	24	3	30	3
2015-07-31	$24.94	$0.00	103.6%	29.7%	15.0%	44.3%	0.0%	11.5%	-36.0%	1.0K	-22.8K	-151	0.13	150.85	24	3	30	3