EMLP Options History — May 2016 In May 2016, EMLP traded between $22.59 and $23.34. ATM implied volatility averaged 94.4%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 80.0% (HV 20d: 14.4%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2016-05-02 : Highest Volume — 3 contracts2016-05-11 : Largest IV drop — 15.0% change2016-05-31 : Highest IV Rank — 60.1%2016-05-31 : Largest Expected Move — 35.6%Monthly Statistics Metric Avg Min Max Open Close Price $22.96 $22.59 $23.34 $22.86 $23.34 ATM IV 94.4% 74.5% 124.1% 74.5% 124.1% Expected Move 26.6% 21.4% 35.6% 21.4% 35.6% HV 20d 14.4% 11.9% 17.0% 17.0% 12.9% HV 60d 18.0% 16.7% 21.0% 20.9% 16.8% IV Rank 43.8% 32.9% 60.1% 32.9% 60.1% IV Percentile 35.3% 12.3% 70.2% 12.3% 70.2% Term Structure -26.2% -48.2% 48.7% 48.7% -44.5% Skew 25d 11.1% 8.3% 14.7% 14.4% 14.5% Skew 10d 41.3% 36.9% 46.1% 39.4% 43.3% Call IV 25d 134.8% 107.9% 169.1% 158.9% 168.4% Put IV 25d 145.9% 116.3% 183.5% 173.4% 182.9% Bid-Ask Spread % 152.38 151.13 153.69 153.60 152.36 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 95 74 98 95 98 Net DEX -3.4K -3.6K -3.1K -3.3K -3.6K Net VEX -16 -17 -15 -17 -15 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 3 3 3 3 3 Total OI 3 3 3 3 3
Daily Data (21 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 2016-05-02 $22.86 $0.00 74.5% 21.4% 17.0% 32.9% 0.0% 14.4% 48.7% 95 -3.3K -17 0.00 153.60 3 0 3 0 2016-05-03 $22.63 $0.00 76.8% 22.0% 16.5% 34.2% 0.0% 14.7% 48.0% 94 -3.2K -16 0.00 153.69 3 0 3 0 2016-05-04 $22.71 $0.00 79.2% 22.7% 16.1% 35.5% 0.0% 14.4% 48.1% 94 -3.2K -16 0.00 153.54 3 0 3 0 2016-05-05 $22.78 $0.00 81.7% 22.7% 16.0% 36.8% 0.0% 8.5% -34.2% 95 -3.3K -16 0.00 152.38 3 0 3 0 2016-05-06 $22.75 $0.00 84.6% 22.9% 15.6% 38.4% 0.0% 8.3% -35.1% 95 -3.2K -16 0.00 152.35 3 0 3 0 2016-05-09 $22.59 $0.00 95.6% 23.9% 16.0% 44.5% 0.0% 8.9% -38.4% 94 -3.1K -16 0.00 152.46 3 0 3 0 2016-05-10 $22.79 $0.00 100.0% 24.1% 14.4% 46.9% 0.0% 9.0% -38.4% 95 -3.3K -16 0.00 152.24 3 0 3 0 2016-05-11 $22.91 $0.00 85.0% 24.4% 14.4% 38.7% 0.0% 9.0% -38.7% 96 -3.3K -16 0.00 152.22 3 0 3 0 2016-05-12 $23.04 $0.00 86.0% 24.6% 14.4% 39.2% 0.0% 9.3% -39.1% 97 -3.4K -16 0.00 152.33 3 0 3 0 2016-05-13 $22.95 $0.00 87.4% 25.0% 14.2% 40.0% 0.0% 9.5% -40.6% 96 -3.3K -16 0.00 152.10 3 0 3 0 2016-05-16 $23.25 $0.00 90.7% 26.0% 13.8% 41.8% 0.0% 10.1% -42.2% 98 -3.5K -16 0.00 152.25 3 0 3 0 2016-05-17 $23.20 $0.00 91.9% 26.3% 11.9% 42.4% 0.0% 10.3% -43.4% 98 -3.5K -16 0.00 151.13 3 0 3 0 2016-05-18 $22.72 $0.00 94.8% 27.2% 14.1% 44.0% 0.0% 10.6% -36.4% 74 -3.5K -16 0.00 152.30 3 0 3 0 2016-05-19 $22.98 $0.00 95.9% 27.5% 14.3% 44.7% 0.0% 10.3% -47.9% 96 -3.4K -16 0.00 152.17 3 0 3 0 2016-05-20 $23.16 $0.00 97.2% 27.9% 14.2% 45.3% 0.0% 10.5% -48.2% 97 -3.5K -16 0.00 151.96 3 0 3 0 2016-05-23 $23.01 $0.00 103.3% 29.6% 14.2% 48.7% 0.0% 11.8% -30.9% 96 -3.4K -16 0.00 152.24 3 0 3 0 2016-05-24 $22.97 $0.00 105.5% 30.2% 14.1% 49.9% 0.0% 12.2% -32.5% 96 -3.4K -15 0.00 152.25 3 0 3 0 2016-05-25 $23.16 $0.00 107.2% 30.7% 13.3% 50.8% 0.0% 12.2% -33.1% 97 -3.5K -15 0.00 152.00 3 0 3 0 2016-05-26 $23.21 $0.00 109.5% 31.4% 12.9% 52.1% 0.0% 12.6% -34.5% 97 -3.5K -15 0.00 152.24 3 0 3 0 2016-05-27 $23.24 $0.00 112.0% 32.1% 12.8% 53.5% 0.0% 12.9% -36.1% 97 -3.5K -15 0.00 152.11 3 0 3 0 2016-05-31 $23.34 $0.00 124.1% 35.6% 12.9% 60.1% 0.0% 14.5% -44.5% 98 -3.6K -15 0.00 152.36 3 0 3 0
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