EMLP Options History — January 2016

Name: EMLP Options Analytics - January 2016
Creator: Options Analysis Suite

In January 2016, EMLP traded between $17.70 and $20.35. ATM implied volatility averaged 120.9%, placing in the 58.6% IV rank vs the trailing year. The 30-day expected move averaged 31.8%. IV traded above realized volatility by 91.6% (HV 20d: 29.3%). Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2016-01-25: Highest Volume — 6 contracts
2016-01-06: Largest IV drop — 50.6% change
2016-01-05: Highest IV Rank — 86.3%
2016-01-27: Largest Expected Move — 37.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.15	$17.70	$20.35	$20.27	$19.86
ATM IV	120.9%	92.1%	186.6%	182.1%	129.8%
Expected Move	31.8%	25.2%	37.5%	25.5%	37.2%
HV 20d	29.3%	22.9%	37.9%	27.7%	37.9%
HV 60d	24.8%	21.4%	29.4%	21.5%	29.4%
IV Rank	58.6%	38.9%	86.3%	84.1%	66.8%
IV Percentile	70.9%	42.9%	98.4%	98.4%	82.1%
Term Structure	-30.5%	-45.3%	-18.2%	-18.3%	-45.3%
Skew 25d	11.4%	4.7%	15.4%	9.6%	4.7%
Skew 10d	54.8%	47.7%	62.1%	61.8%	47.7%
Call IV 25d	151.1%	119.4%	178.0%	121.4%	176.8%
Put IV 25d	162.5%	128.9%	190.1%	131.0%	181.5%
Bid-Ask Spread %	163.83	162.38	165.21	164.69	163.89
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	27	0	130	0	130
Net DEX	-1.3K	-6.7K	0	0	-6.7K
Net VEX	-4	-17	0	0	-17
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	1.579	0	6	0	6
Total OI	1.263	0	6	0	6

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Call OI
2016-01-04	$20.27	$0.00	182.1%	25.5%	27.7%	84.1%	0.0%	9.6%	-18.3%	0	0	0	164.69	0	0
2016-01-05	$20.35	$0.00	186.6%	25.2%	26.7%	86.3%	0.0%	9.5%	-18.2%	0	0	0	163.08	0	0
2016-01-06	$19.86	$0.00	92.1%	26.4%	25.4%	38.9%	0.0%	10.2%	-20.4%	0	0	0	164.87	0	0
2016-01-07	$19.40	$0.00	96.7%	27.7%	26.9%	41.2%	0.0%	10.2%	-20.6%	0	0	0	165.21	0	0
2016-01-08	$19.55	$0.00	92.9%	26.6%	24.4%	39.3%	0.0%	9.8%	-21.9%	0	0	0	164.38	0	0
2016-01-11	$19.29	$0.00	99.8%	28.6%	24.6%	42.8%	0.0%	10.5%	-22.9%	0	0	0	164.08	0	0
2016-01-12	$19.06	$0.00	101.8%	29.2%	22.9%	43.8%	0.0%	10.7%	-24.4%	0	0	0	163.71	0	0
2016-01-13	$18.59	$0.00	104.4%	29.9%	24.4%	52.1%	0.0%	11.4%	-26.7%	0	0	0	163.67	0	0
2016-01-14	$19.16	$0.00	104.3%	29.9%	26.6%	52.0%	0.0%	9.4%	-25.7%	0	0	0	164.05	0	0
2016-01-15	$18.61	$0.00	109.5%	31.4%	26.1%	55.1%	0.0%	12.4%	-29.0%	0	0	0	164.77	0	0
2016-01-19	$18.33	$0.00	118.2%	33.9%	26.0%	60.1%	0.0%	14.3%	-31.4%	0	0	0	162.79	0	0
2016-01-20	$17.70	$0.00	125.0%	35.8%	28.4%	64.0%	0.0%	14.4%	-36.2%	0	0	0	163.21	0	0
2016-01-21	$18.27	$0.00	122.4%	35.1%	30.9%	62.5%	0.0%	13.0%	-34.1%	0	0	0	163.33	0	0
2016-01-22	$19.10	$0.00	118.5%	34.0%	34.6%	60.2%	0.0%	13.1%	-34.4%	0	0	0	162.38	0	0
2016-01-25	$18.62	$0.00	126.9%	36.4%	34.3%	65.1%	0.0%	14.6%	-41.4%	0	0	0	163.78	6	0
2016-01-26	$19.11	$0.00	127.9%	36.7%	36.0%	65.7%	0.0%	15.4%	-40.6%	123	-6.0K	-17	163.02	6	6
2016-01-27	$19.06	$0.00	130.9%	37.5%	35.8%	67.4%	0.0%	8.9%	-42.7%	125	-6.0K	-17	164.02	6	6
2016-01-28	$19.66	$0.00	128.1%	36.7%	37.8%	65.8%	0.0%	14.3%	-44.7%	130	-6.5K	-17	163.94	6	6
2016-01-29	$19.86	$0.00	129.8%	37.2%	37.9%	66.8%	0.0%	4.7%	-45.3%	130	-6.7K	-17	163.89	6	6