EMLP Options History — March 2016 In March 2016, EMLP traded between $20.67 and $22.23. ATM implied volatility averaged 120.3%, placing in the 61.3% IV rank vs the trailing year. The 30-day expected move averaged 31.4%. IV traded above realized volatility by 99.2% (HV 20d: 21.0%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2016-03-16 : Highest Volume — 3 contracts2016-03-08 : Largest IV spike — 54.7% change2016-03-08 : Highest IV Rank — 94.7%2016-03-02 : Largest Expected Move — 40.7%Monthly Statistics Metric Avg Min Max Open Close Price $21.51 $20.67 $22.23 $20.67 $21.88 Max Pain $21.67 $20.00 $22.00 $20.00 $22.00 ATM IV 120.3% 92.3% 178.0% 138.5% 139.9% Expected Move 31.4% 24.7% 40.7% 39.7% 40.1% HV 20d 21.0% 16.3% 26.9% 26.9% 19.4% HV 60d 29.1% 28.3% 31.1% 31.1% 28.7% IV Rank 61.3% 45.1% 94.7% 71.8% 72.6% IV Percentile 64.5% 34.9% 97.2% 83.7% 83.7% Term Structure -52.0% -80.7% -31.4% -52.9% -64.1% VWIV 123.2% 100.3% 141.6% 131.7% 141.6% Skew 25d 9.6% -1.2% 13.5% 0.6% 1.4% Skew 10d 54.6% 48.4% 59.7% 59.7% 48.4% Call IV 25d 150.3% 118.7% 192.2% 189.2% 192.2% Put IV 25d 159.9% 128.4% 198.3% 189.8% 193.6% Bid-Ask Spread % 156.83 149.01 158.43 149.65 158.17 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX 74 23 226 91 26 Net DEX -4.7K -10.1K -1.1K -5.0K -1.2K Net VEX -3 -7 0 -7 -2 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 1.773 1 3 2 1 Total OI 3 1 5 4 1
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 2016-03-01 $20.67 $20.00 138.5% 39.7% 26.9% 71.8% 131.7% 0.6% -52.9% 91 -5.0K -7 0.00 149.65 2 0 4 0 2016-03-02 $20.94 $20.00 141.9% 40.7% 26.7% 73.8% 130.6% 7.2% -54.4% 95 -5.2K -7 0.00 149.01 2 0 4 0 2016-03-03 $21.20 $0.00 145.6% 24.7% 25.5% 75.9% 0.0% 9.8% -31.4% 97 -5.4K -7 0.00 156.99 2 0 4 0 2016-03-04 $21.29 $0.00 150.3% 24.9% 25.4% 78.7% 0.0% 10.0% -31.8% 99 -5.4K -6 0.00 157.47 2 0 4 0 2016-03-07 $21.60 $0.00 115.1% 25.0% 25.5% 58.3% 0.0% 10.2% -68.1% 103 -5.7K -6 0.00 157.61 2 0 4 0 2016-03-08 $21.26 $0.00 178.0% 26.2% 24.0% 94.7% 0.0% 10.6% -35.3% 99 -5.4K -5 0.00 157.49 2 0 4 0 2016-03-09 $21.41 $0.00 92.4% 26.5% 22.9% 45.1% 0.0% 10.4% -35.6% 109 -5.5K -5 0.00 157.49 2 0 4 0 2016-03-10 $21.29 $0.00 94.0% 27.0% 22.9% 46.1% 0.0% 10.8% -37.1% 100 -5.4K -5 0.00 157.34 2 0 4 0 2016-03-11 $21.52 $0.00 92.3% 26.5% 19.3% 45.1% 0.0% 10.9% -73.3% 108 -5.6K -4 0.00 157.45 2 0 4 0 2016-03-14 $21.46 $0.00 99.2% 28.4% 19.0% 49.1% 0.0% 11.4% -40.6% 222 -8.1K -1 0.00 157.07 2 0 4 0 2016-03-15 $21.32 $0.00 101.4% 29.1% 18.8% 50.3% 0.0% 11.3% -42.9% 226 -8.1K -1 0.00 157.55 2 0 4 0 2016-03-16 $21.86 $0.00 99.2% 28.4% 18.3% 49.1% 103.4% 10.7% -78.5% 23 -8.7K 0 0.00 157.55 3 0 4 0 2016-03-17 $22.23 $22.00 100.0% 28.7% 18.5% 49.5% 100.3% 10.9% -77.5% 27 -10.1K -2 0.00 157.17 3 0 5 0 2016-03-18 $22.03 $22.00 102.4% 29.4% 18.2% 50.9% 105.0% 11.5% -80.7% 27 -10.0K -2 0.00 157.64 3 0 5 0 2016-03-21 $21.82 $22.00 108.8% 31.2% 17.7% 54.7% 113.9% 12.3% -40.3% 27 -1.2K -2 0.00 157.43 1 0 1 0 2016-03-22 $21.97 $22.00 110.9% 31.8% 16.3% 55.9% 114.3% 12.3% -41.4% 27 -1.2K -2 0.00 157.43 1 0 1 0 2016-03-23 $21.40 $22.00 116.9% 33.5% 19.4% 59.3% 121.2% 13.2% -41.5% 26 -1.1K -2 0.00 158.43 1 0 1 0 2016-03-24 $21.45 $22.00 119.3% 34.2% 19.4% 60.8% 123.2% 13.2% -43.1% 26 -1.1K -2 0.00 157.03 1 0 1 0 2016-03-28 $21.35 $22.00 132.3% 37.9% 19.6% 68.3% 137.8% 10.9% -53.2% 26 -1.1K -2 0.00 158.38 1 0 1 0 2016-03-29 $21.51 $22.00 132.3% 37.9% 19.5% 68.3% 139.1% 13.5% -59.6% 26 -1.2K -2 0.00 158.26 1 0 1 0 2016-03-30 $21.75 $22.00 135.8% 38.9% 19.8% 70.3% 139.3% -1.2% -61.3% 26 -1.2K -2 0.00 157.59 1 0 1 0 2016-03-31 $21.88 $22.00 139.9% 40.1% 19.4% 72.6% 141.6% 1.4% -64.1% 26 -1.2K -2 0.00 158.17 1 0 1 0
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