EMLP Options History — January 2017 In January 2017, EMLP traded between $24.92 and $25.79. ATM implied volatility averaged 105.2%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded above realized volatility by 94.3% (HV 20d: 11.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2017-01-03 : Highest Volume — 2 contracts2017-01-11 : Largest IV drop — 48.3% change2017-01-10 : Highest IV Rank — 71.1%2017-01-04 : Largest Expected Move — 34.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.41 $24.92 $25.79 $25.29 $25.18 ATM IV 105.2% 78.9% 152.4% 116.5% 116.9% Expected Move 26.7% 20.7% 34.3% 33.4% 33.5% HV 20d 11.0% 8.9% 13.9% 11.4% 13.9% HV 60d 12.1% 11.6% 13.2% 12.1% 12.9% IV Rank 40.4% 23.2% 71.1% 47.7% 47.9% IV Percentile 47.1% 5.2% 91.7% 64.7% 67.1% Term Structure -28.7% -45.2% -15.4% -43.6% -44.2% Skew 25d -12.1% -111.8% 3.7% -41.3% -26.0% Skew 10d 15.6% 6.3% 21.2% 14.5% 12.9% Call IV 25d 124.4% 98.7% 158.9% 154.7% 155.4% Put IV 25d 112.4% 19.1% 157.9% 113.4% 129.4% Bid-Ask Spread % 150.56 148.65 152.16 152.16 149.87 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -74 -82 0 0 -80 Net DEX 2.1K 0 2.3K 0 2.3K Net VEX -12 -13 0 0 -12 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2 2 2 2 2 Total OI 1.9 0 2 0 2
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 2017-01-03 $25.29 $0.00 116.5% 33.4% 11.4% 47.7% 0.0% -41.3% -43.6% 0 0 0 0.00 152.16 0 2 0 0 2017-01-04 $25.48 $0.00 119.6% 34.3% 11.5% 49.7% 0.0% -32.7% -45.2% -77 2.2K -13 0.00 151.84 0 2 0 2 2017-01-05 $25.50 $0.00 123.5% 20.9% 11.4% 52.2% 0.0% 2.0% -15.4% -77 2.2K -13 0.00 150.64 0 2 0 2 2017-01-06 $25.59 $0.00 125.1% 20.7% 10.9% 53.3% 0.0% -25.8% -17.0% -77 2.2K -13 0.00 150.83 0 2 0 2 2017-01-09 $25.37 $0.00 144.6% 22.0% 11.5% 66.0% 0.0% -33.9% -17.5% -77 2.2K -13 0.00 149.84 0 2 0 2 2017-01-10 $25.15 $0.00 152.4% 22.4% 12.0% 71.1% 0.0% 2.2% -18.6% -76 2.3K -13 0.00 150.87 0 2 0 2 2017-01-11 $25.38 $0.00 78.9% 22.6% 12.3% 23.2% 0.0% 2.7% -18.6% -76 2.2K -13 0.00 151.00 0 2 0 2 2017-01-12 $25.36 $0.00 80.8% 23.1% 11.7% 24.4% 0.0% 1.2% -22.5% -76 2.2K -13 0.00 150.61 0 2 0 2 2017-01-13 $25.47 $0.00 80.9% 23.2% 9.5% 24.5% 0.0% 2.8% -19.6% -76 2.2K -13 0.00 150.64 0 2 0 2 2017-01-17 $25.64 $0.00 84.0% 24.1% 9.6% 26.6% 0.0% 2.9% -24.0% -78 2.2K -13 0.00 150.72 0 2 0 2 2017-01-18 $25.48 $0.00 89.8% 25.7% 8.9% 30.3% 0.0% 1.6% -23.4% -77 2.2K -13 0.00 150.41 0 2 0 2 2017-01-19 $25.31 $0.00 93.5% 26.8% 9.3% 32.7% 0.0% 1.9% -31.7% -77 2.2K -13 0.00 150.02 0 2 0 2 2017-01-20 $25.36 $0.00 90.7% 26.0% 9.3% 30.9% 0.0% 2.5% -25.6% -80 2.2K -13 0.00 150.56 0 2 0 2 2017-01-23 $25.29 $0.00 96.1% 27.6% 9.1% 34.4% 0.0% 3.1% -29.3% -79 2.2K -12 0.00 150.77 0 2 0 2 2017-01-24 $25.64 $0.00 95.5% 27.4% 10.2% 34.0% 0.0% 3.7% -31.8% -81 2.2K -13 0.00 150.76 0 2 0 2 2017-01-25 $25.75 $0.00 97.3% 27.9% 10.3% 35.2% 0.0% -3.4% -32.8% -81 2.1K -12 0.00 149.53 0 2 0 2 2017-01-26 $25.79 $0.00 99.5% 28.5% 10.3% 36.6% 0.0% -111.8% -34.2% -82 2.1K -12 0.00 148.65 0 2 0 2 2017-01-27 $25.19 $0.00 105.1% 30.1% 13.0% 40.3% 0.0% 3.1% -35.6% -79 2.3K -12 0.00 150.71 0 2 0 2 2017-01-30 $24.92 $0.00 114.2% 32.7% 13.4% 46.2% 0.0% 3.6% -43.1% -78 2.3K -12 0.00 150.84 0 2 0 2 2017-01-31 $25.18 $0.00 116.9% 33.5% 13.9% 47.9% 0.0% -26.0% -44.2% -80 2.3K -12 0.00 149.87 0 2 0 2
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