EMLP Options History — November 2015 In November 2015, EMLP traded between $21.56 and $23.51. ATM implied volatility averaged 108.3%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 27.1%. IV traded above realized volatility by 90.1% (HV 20d: 18.2%). Max pain ranged from $22.00 to $27.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2015-11-25 : Highest Volume — 70 contracts2015-11-04 : Largest IV spike — 106.7% change2015-11-10 : Highest IV Rank — 77.9%2015-11-04 : Largest Expected Move — 36.8%Monthly Statistics Metric Avg Min Max Open Close Price $22.15 $21.56 $23.51 $23.14 $21.56 Max Pain $25.65 $22.00 $27.00 $23.00 $22.00 ATM IV 108.3% 55.6% 169.7% 121.3% 128.5% Expected Move 27.1% 16.0% 36.8% 34.8% 36.8% HV 20d 18.2% 13.9% 20.8% 13.9% 18.6% HV 60d 25.0% 22.9% 26.3% 25.6% 22.9% IV Rank 47.0% 20.6% 77.9% 53.6% 57.2% IV Percentile 63.3% 6.0% 98.4% 81.7% 83.3% Term Structure -26.7% -53.1% 72.8% -44.8% -48.4% VWIV 96.7% 15.1% 128.2% 73.9% 128.2% Skew 25d 32.6% 8.3% 72.9% 14.6% 15.4% Skew 10d 26.6% 4.2% 41.0% 33.4% 4.2% Call IV 25d 113.0% 74.7% 174.8% 159.4% 174.8% Put IV 25d 145.6% 83.3% 190.2% 174.0% 190.2% Bid-Ask Spread % 148.52 144.55 153.79 152.97 146.97 Gamma HHI 0.46 0.35 0.71 0.37 0.68 Net GEX 1.9K 0 3.1K 2.6K 2.0K Net DEX -52.3K -90.3K 0 -85.7K -77.4K Net VEX -100 -167 0 -167 -137 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 40 0 70 50 0 Total OI 70 16 76 76 76
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 2015-11-02 $23.14 $23.00 121.3% 34.8% 13.9% 53.6% 73.9% 14.6% -44.8% 2.6K -85.7K -167 0.00 152.97 50 0 76 0 2015-11-03 $23.51 $23.00 62.2% 17.8% 15.1% 23.9% 60.2% 13.9% 68.4% 3.0K -90.3K -167 0.00 153.39 50 0 76 0 2015-11-04 $23.17 $23.00 128.5% 36.8% 15.6% 57.2% 66.4% 14.8% -50.1% 2.8K -85.0K -159 0.00 153.79 50 0 76 0 2015-11-05 $22.96 $27.00 133.4% 22.6% 15.1% 59.6% 88.5% 8.7% -33.2% 2.7K -82.2K -153 0.00 148.16 50 0 76 0 2015-11-06 $22.43 $27.00 142.7% 23.6% 16.9% 64.3% 0.0% 8.9% -33.3% 2.5K -75.4K -144 0.00 147.89 0 0 76 0 2015-11-09 $22.31 $27.00 161.5% 24.6% 16.9% 73.8% 0.0% 20.3% -36.3% 2.4K -74.2K -129 0.00 147.97 0 0 76 0 2015-11-10 $22.26 $27.00 169.7% 25.0% 16.7% 77.9% 100.0% 20.3% -37.5% 2.4K -73.7K -124 0.00 148.30 50 0 76 0 2015-11-11 $22.27 $27.00 87.9% 25.2% 16.7% 36.8% 100.9% 22.4% -38.1% 2.3K -74.5K -120 0.00 147.65 50 0 76 0 2015-11-12 $21.63 $27.00 90.7% 26.0% 18.2% 38.2% 108.1% 55.1% -42.9% 2.4K -64.4K -108 0.00 148.28 50 0 76 0 2015-11-13 $21.56 $27.00 92.2% 26.4% 17.9% 39.0% 110.4% 53.6% -44.4% 3.1K -54.5K -100 0.00 148.20 50 0 76 0 2015-11-16 $22.07 $27.00 95.3% 27.3% 20.5% 40.6% 0.0% 43.9% -45.2% 2.5K -10.6K -38 0.00 148.27 0 0 76 0 2015-11-17 $21.82 $27.00 97.4% 27.9% 20.6% 41.6% 115.9% 68.1% -48.0% 510 -8.3K -32 0.00 148.27 50 0 76 0 2015-11-18 $21.97 $27.00 98.7% 28.3% 20.8% 42.3% 115.3% 62.3% -48.5% 720 -8.8K -33 0.00 148.20 50 0 76 0 2015-11-19 $21.88 $27.00 100.6% 28.8% 20.8% 43.2% 119.3% 72.9% -50.6% 407 -8.3K -31 0.00 148.01 50 0 76 0 2015-11-20 $21.74 $27.00 102.6% 29.4% 20.7% 44.2% 121.5% 66.8% -53.1% 398 -8.0K -29 0.00 147.25 50 0 76 0 2015-11-23 $21.68 $27.00 55.6% 16.0% 20.4% 20.6% 0.0% 55.0% 72.8% 394 -5.5K -21 0.00 147.00 0 0 16 0 2015-11-24 $21.80 $27.00 61.8% 17.7% 20.1% 23.7% 15.1% 8.3% 63.4% 0 0 0 0.00 144.55 60 0 16 0 2015-11-25 $21.71 $22.00 116.4% 33.4% 19.3% 51.1% 127.2% 12.6% -42.8% 1.8K -82.4K -160 0.00 147.85 70 0 76 0 2015-11-27 $21.60 $22.00 118.7% 34.0% 19.0% 52.3% 128.2% 14.4% -40.8% 2.1K -77.7K -149 0.00 147.45 70 0 76 0 2015-11-30 $21.56 $22.00 128.5% 36.8% 18.6% 57.2% 0.0% 15.4% -48.4% 2.0K -77.4K -137 0.00 146.97 0 0 76 0
« Oct 2015 | All History | Dec 2015 » Home EMLP History November 2015