EMLP Options History — June 2016 In June 2016, EMLP traded between $23.55 and $24.62. ATM implied volatility averaged 108.7%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 95.6% (HV 20d: 13.1%). 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 2016-06-01 : Highest Volume — 3 contracts2016-06-08 : Largest IV drop — 48.0% change2016-06-07 : Highest IV Rank — 77.3%2016-06-01 : Largest Expected Move — 35.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.00 $23.55 $24.62 $23.55 $24.62 ATM IV 108.7% 80.9% 155.4% 124.6% 123.2% Expected Move 27.8% 21.7% 35.7% 35.7% 35.3% HV 20d 13.1% 10.4% 16.8% 12.4% 16.8% HV 60d 15.4% 14.2% 16.7% 16.7% 15.0% IV Rank 51.6% 36.4% 77.3% 60.4% 59.6% IV Percentile 48.1% 11.5% 90.5% 70.2% 68.3% Term Structure -41.1% -83.6% -28.7% -50.3% -57.9% Skew 25d 11.2% 8.3% 13.6% 12.3% 12.7% Skew 10d 47.3% 43.5% 53.2% 43.5% 53.2% Call IV 25d 133.7% 105.7% 171.8% 171.8% 170.0% Put IV 25d 144.9% 114.0% 184.1% 184.1% 182.7% Bid-Ask Spread % 154.40 152.33 155.86 152.33 154.84 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 89 74 105 100 77 Net DEX -3.3K -4.1K -2.5K -3.7K -2.9K Net VEX -12 -15 -9 -15 -9 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 2 1 3 3 1 Total OI 2.545 2 3 3 2
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 2016-06-01 $23.55 $0.00 124.6% 35.7% 12.4% 60.4% 0.0% 12.3% -50.3% 100 -3.7K -15 0.00 152.33 3 0 3 0 2016-06-02 $23.63 $0.00 128.5% 21.7% 12.4% 62.5% 0.0% 8.3% -29.1% 100 -3.7K -15 0.00 154.15 3 0 3 0 2016-06-03 $23.83 $0.00 132.5% 21.9% 12.6% 64.7% 0.0% 8.6% -29.2% 101 -3.8K -15 0.00 154.17 3 0 3 0 2016-06-06 $24.15 $0.00 148.5% 22.6% 13.1% 73.5% 0.0% 8.6% -30.3% 104 -4.0K -15 0.00 153.97 3 0 3 0 2016-06-07 $24.23 $0.00 155.4% 22.9% 12.6% 77.3% 0.0% 8.7% -30.8% 104 -4.1K -15 0.00 154.11 3 0 3 0 2016-06-08 $24.28 $0.00 80.9% 23.2% 12.5% 36.4% 0.0% 9.0% -31.4% 104 -4.1K -15 0.00 154.11 3 0 3 0 2016-06-09 $24.35 $0.00 81.8% 23.5% 12.4% 36.9% 0.0% 8.8% -32.0% 105 -4.1K -15 0.00 154.09 3 0 3 0 2016-06-10 $23.96 $0.00 83.7% 24.0% 14.1% 37.9% 0.0% 9.6% -34.5% 102 -3.9K -15 0.00 154.25 3 0 3 0 2016-06-13 $23.84 $0.00 87.7% 25.2% 14.2% 40.2% 0.0% 10.7% -38.2% 100 -3.8K -14 0.00 154.40 3 0 3 0 2016-06-14 $23.74 $0.00 89.3% 25.6% 13.7% 41.0% 0.0% 10.8% -39.8% 100 -3.8K -14 0.00 154.57 3 0 3 0 2016-06-15 $23.72 $0.00 90.8% 26.0% 13.7% 41.9% 0.0% 11.1% -41.2% 100 -3.8K -14 0.00 154.31 3 0 3 0 2016-06-16 $23.78 $0.00 92.3% 26.5% 10.9% 42.7% 0.0% 11.0% -28.7% 78 -4.0K -14 0.00 154.57 1 0 3 0 2016-06-17 $23.91 $0.00 93.8% 26.9% 10.5% 43.5% 0.0% 11.7% -83.6% 78 -2.5K -9 0.00 154.38 1 0 2 0 2016-06-20 $24.06 $0.00 99.0% 28.4% 10.4% 46.4% 0.0% 13.0% -35.6% 77 -2.6K -9 0.00 154.27 1 0 2 0 2016-06-21 $24.35 $0.00 100.5% 28.8% 10.4% 47.2% 0.0% 12.7% -35.9% 77 -2.7K -9 0.00 154.29 1 0 2 0 2016-06-22 $24.00 $0.00 103.1% 29.6% 12.0% 48.6% 0.0% 12.9% -38.2% 76 -2.6K -9 0.00 154.96 1 0 2 0 2016-06-23 $24.27 $0.00 104.7% 30.0% 12.3% 49.5% 0.0% 13.6% -38.6% 75 -2.8K -9 0.00 154.89 1 0 2 0 2016-06-24 $23.90 $0.00 108.1% 31.0% 13.8% 51.3% 0.0% 13.1% -42.4% 76 -2.6K -9 0.00 154.79 1 0 2 0 2016-06-27 $23.57 $0.00 119.9% 34.4% 14.8% 57.8% 0.0% 13.3% -52.2% 74 -2.5K -9 0.00 155.86 1 0 2 0 2016-06-28 $23.97 $0.00 120.0% 34.4% 15.9% 57.8% 0.0% 12.5% -51.5% 78 -2.6K -9 0.00 154.84 1 0 2 0 2016-06-29 $24.35 $0.00 122.5% 35.1% 16.5% 59.2% 0.0% 12.6% -51.9% 79 -2.8K -9 0.00 154.74 1 0 2 0 2016-06-30 $24.62 $0.00 123.2% 35.3% 16.8% 59.6% 0.0% 12.7% -57.9% 77 -2.9K -9 0.00 154.84 1 0 2 0
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