EMLP Options History — February 2017 In February 2017, EMLP traded between $25.12 and $25.54. ATM implied volatility averaged 102.3%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 89.5% (HV 20d: 12.8%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2017-02-01 : Highest Volume — 2 contracts2017-02-14 : Largest IV spike — 67.3% change2017-02-07 : Highest IV Rank — 70.9%2017-02-01 : Largest Expected Move — 34.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.36 $25.12 $25.54 $25.12 $25.34 ATM IV 102.3% 51.5% 152.2% 120.6% 116.4% Expected Move 25.6% 14.8% 34.6% 34.6% 33.4% HV 20d 12.8% 7.7% 14.4% 13.9% 7.7% HV 60d 12.1% 11.4% 12.9% 12.8% 11.4% IV Rank 38.5% 5.4% 70.9% 50.4% 47.6% IV Percentile 46.1% 0.8% 91.3% 70.2% 68.7% Term Structure -34.3% -47.3% 27.9% -47.3% -46.4% Skew 25d -22.3% -107.0% 29.4% -18.5% -106.9% Skew 10d 15.4% 12.5% 19.5% 12.5% 18.9% Call IV 25d 113.8% 76.9% 160.5% 160.5% 147.2% Put IV 25d 91.5% 15.2% 142.0% 142.0% 40.3% Bid-Ask Spread % 149.82 147.63 150.84 149.83 147.63 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -81 -83 -77 -79 -82 Net DEX 2.2K 2.2K 2.3K 2.3K 2.2K Net VEX -11 -12 -11 -12 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2 2 2 2 2 Total OI 2 2 2 2 2
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 P/C Spread % Call Vol Put Vol Call OI Put OI 2017-02-01 $25.12 $0.00 120.6% 34.6% 13.9% 50.4% 0.0% -18.5% -47.3% -79 2.3K -12 0.00 149.83 0 2 0 2 2017-02-02 $25.35 $0.00 123.9% 21.0% 14.0% 52.5% 0.0% 19.2% -29.6% -81 2.2K -12 0.00 149.75 0 2 0 2 2017-02-03 $25.54 $0.00 125.2% 20.7% 14.3% 53.3% 0.0% 11.5% -32.2% -82 2.2K -12 0.00 148.58 0 2 0 2 2017-02-06 $25.36 $0.00 144.6% 22.0% 14.4% 66.0% 0.0% 2.9% -32.4% -81 2.2K -12 0.00 149.84 0 2 0 2 2017-02-07 $25.23 $0.00 152.2% 22.4% 14.2% 70.9% 0.0% 2.9% -33.8% -80 2.3K -12 0.00 150.01 0 2 0 2 2017-02-08 $25.30 $0.00 79.0% 22.7% 13.9% 23.3% 0.0% 26.2% -34.3% -80 2.2K -12 0.00 149.92 0 2 0 2 2017-02-09 $25.27 $0.00 80.2% 23.0% 13.5% 24.0% 0.0% 29.4% -35.4% -80 2.2K -12 0.00 149.92 0 2 0 2 2017-02-10 $25.38 $0.00 81.1% 23.2% 13.6% 24.6% 0.0% 3.1% -35.8% -81 2.2K -12 0.00 150.00 0 2 0 2 2017-02-13 $25.44 $0.00 51.5% 14.8% 13.5% 5.4% 0.0% 3.7% 27.9% -81 2.2K -12 0.00 150.59 0 2 0 2 2017-02-14 $25.40 $0.00 86.1% 24.7% 13.3% 27.9% 0.0% 3.8% -39.8% -82 2.2K -11 0.00 150.84 0 2 0 2 2017-02-15 $25.40 $0.00 87.5% 25.1% 13.1% 28.8% 0.0% -58.6% -41.0% -82 2.2K -11 0.00 150.00 0 2 0 2 2017-02-16 $25.38 $0.00 89.1% 25.5% 12.9% 29.8% 0.0% -21.7% -42.4% -82 2.2K -11 0.00 149.84 0 2 0 2 2017-02-17 $25.36 $0.00 90.7% 26.0% 12.9% 30.9% 0.0% -103.3% -43.9% -82 2.2K -11 0.00 147.87 0 2 0 2 2017-02-21 $25.52 $0.00 95.7% 27.4% 13.0% 34.1% 0.0% -107.0% -34.9% -83 2.2K -11 0.00 149.63 0 2 0 2 2017-02-22 $25.36 $0.00 100.0% 28.7% 12.2% 37.0% 0.0% 3.9% -34.1% -82 2.2K -11 0.00 150.84 0 2 0 2 2017-02-23 $25.44 $0.00 102.1% 29.3% 12.2% 38.3% 0.0% 2.8% -35.3% -83 2.2K -11 0.00 149.84 0 2 0 2 2017-02-24 $25.40 $0.00 104.6% 30.0% 12.2% 40.0% 0.0% -44.4% -37.3% -77 2.2K -11 0.00 150.84 0 2 0 2 2017-02-27 $25.34 $0.00 113.1% 32.4% 8.8% 45.5% 0.0% -73.8% -43.8% -82 2.2K -11 0.00 150.77 0 2 0 2 2017-02-28 $25.34 $0.00 116.4% 33.4% 7.7% 47.6% 0.0% -106.9% -46.4% -82 2.2K -11 0.00 147.63 0 2 0 2
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