EMLP Options History — March 2017 In March 2017, EMLP traded between $24.87 and $25.40. ATM implied volatility averaged 111.0%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 101.6% (HV 20d: 9.4%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2017-03-01 : Highest Volume — 2 contracts2017-03-13 : Largest IV drop — 57.6% change2017-03-10 : Highest IV Rank — 90.9%2017-03-03 : Largest Expected Move — 36.8%Monthly Statistics Metric Avg Min Max Open Close Price $25.16 $24.87 $25.40 $25.40 $25.32 ATM IV 111.0% 77.5% 182.9% 119.8% 106.0% Expected Move 26.2% 20.3% 36.8% 34.4% 30.4% HV 20d 9.4% 4.8% 11.9% 6.9% 11.9% HV 60d 11.0% 10.6% 11.3% 11.0% 11.0% IV Rank 44.1% 22.3% 90.9% 49.9% 40.9% IV Percentile 53.0% 4.4% 98.4% 71.8% 63.9% Term Structure -30.7% -55.8% -23.1% -48.8% -36.2% Skew 25d -5.0% -86.5% 5.3% 5.3% 1.9% Skew 10d 16.6% 8.5% 21.0% 8.5% 16.7% Call IV 25d 123.4% 97.0% 173.7% 153.1% 144.9% Put IV 25d 118.5% 36.3% 177.4% 158.4% 146.8% Bid-Ask Spread % 148.29 145.65 150.69 148.80 146.25 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -77 -96 -64 -82 -73 Net DEX 2.3K 2.2K 2.5K 2.2K 2.2K Net VEX -10 -11 -9 -11 -9 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 (23 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 2017-03-01 $25.40 $0.00 119.8% 34.4% 6.9% 49.9% 0.0% 5.3% -48.8% -82 2.2K -11 0.00 148.80 0 2 0 2 2017-03-02 $25.39 $0.00 123.8% 35.5% 6.8% 52.4% 0.0% 4.3% -52.0% -82 2.2K -11 0.00 149.84 0 2 0 2 2017-03-03 $25.35 $0.00 128.2% 36.8% 6.0% 55.3% 0.0% 3.7% -55.8% -82 2.2K -11 0.00 150.69 0 2 0 2 2017-03-06 $25.34 $0.00 144.7% 20.3% 5.4% 66.1% 0.0% 2.0% -23.1% -82 2.2K -10 0.00 149.37 0 2 0 2 2017-03-07 $25.37 $0.00 151.7% 20.6% 4.8% 70.6% 0.0% 2.0% -23.6% -82 2.2K -10 0.00 149.11 0 2 0 2 2017-03-08 $24.94 $0.00 161.4% 21.0% 7.5% 76.9% 0.0% 2.1% -25.4% -80 2.3K -10 0.00 149.21 0 2 0 2 2017-03-09 $24.90 $0.00 171.3% 21.2% 7.5% 83.4% 0.0% 2.2% -26.1% -79 2.3K -10 0.00 148.88 0 2 0 2 2017-03-10 $24.99 $0.00 182.9% 21.4% 7.6% 90.9% 0.0% 2.2% -26.5% -80 2.3K -10 0.00 149.14 0 2 0 2 2017-03-13 $25.09 $0.00 77.5% 22.2% 7.6% 22.3% 0.0% 2.1% -28.3% -81 2.3K -10 0.00 149.00 0 2 0 2 2017-03-14 $24.87 $0.00 80.5% 23.1% 8.0% 24.2% 0.0% 2.3% -29.8% -79 2.3K -10 0.00 148.75 0 2 0 2 2017-03-15 $25.37 $0.00 81.7% 23.4% 11.0% 25.0% 0.0% 1.6% -28.9% -83 2.2K -10 0.00 148.89 0 2 0 2 2017-03-16 $25.23 $0.00 81.3% 23.3% 11.1% 24.8% 0.0% 2.1% -30.3% -66 2.2K -10 0.00 149.00 0 2 0 2 2017-03-17 $25.29 $0.00 81.6% 23.4% 11.2% 25.0% 0.0% 0.1% -30.9% -66 2.2K -10 0.00 149.06 0 2 0 2 2017-03-20 $25.12 $0.00 85.7% 24.6% 11.4% 27.6% 0.0% 2.9% -23.4% -67 2.2K -10 0.00 148.00 0 2 0 2 2017-03-21 $25.12 $0.00 88.0% 25.2% 11.1% 29.1% 0.0% -5.0% -24.3% -81 2.3K -10 0.00 146.81 0 2 0 2 2017-03-22 $25.13 $0.00 90.9% 26.1% 10.9% 31.0% 0.0% -86.5% -24.4% -96 2.5K -9 0.00 145.65 0 2 0 2 2017-03-23 $24.94 $0.00 93.4% 26.8% 11.1% 32.7% 0.0% -69.8% -26.0% -81 2.3K -10 0.00 147.30 0 2 0 2 2017-03-24 $25.08 $0.00 94.0% 26.9% 11.4% 33.0% 0.0% 1.7% -24.6% -82 2.2K -10 0.00 148.41 0 2 0 2 2017-03-27 $25.05 $0.00 99.4% 28.5% 11.4% 36.6% 0.0% 2.0% -28.8% -64 2.2K -9 0.00 148.41 0 2 0 2 2017-03-28 $25.04 $0.00 101.4% 29.1% 11.4% 37.9% 0.0% 2.2% -29.1% -64 2.2K -9 0.00 146.16 0 2 0 2 2017-03-29 $25.21 $0.00 103.3% 29.6% 11.6% 39.1% 0.0% 2.0% -28.2% -69 2.2K -9 0.00 146.43 0 2 0 2 2017-03-30 $25.15 $0.00 104.5% 30.0% 11.6% 39.9% 0.0% 2.6% -31.0% -75 2.2K -9 0.00 147.45 0 2 0 2 2017-03-31 $25.32 $0.00 106.0% 30.4% 11.9% 40.9% 0.0% 1.9% -36.2% -73 2.2K -9 0.00 146.25 0 2 0 2
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