EMLP Options History — April 2017 In April 2017, EMLP traded between $25.08 and $25.51. ATM implied volatility averaged 103.5%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 94.6% (HV 20d: 8.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2017-04-03 : Highest Volume — 2 contracts2017-04-10 : Largest IV spike — 114.0% change2017-04-11 : Highest IV Rank — 77.3%2017-04-05 : Largest Expected Move — 34.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.31 $25.08 $25.51 $25.20 $25.26 ATM IV 103.5% 66.0% 151.5% 113.5% 105.0% Expected Move 27.2% 22.4% 34.4% 32.5% 30.1% HV 20d 8.9% 7.3% 12.2% 12.0% 7.5% HV 60d 10.3% 8.8% 11.1% 11.0% 8.8% IV Rank 42.0% 14.8% 77.3% 45.8% 44.1% IV Percentile 52.1% 1.6% 92.1% 68.3% 63.1% Term Structure -30.4% -44.2% -18.7% -39.8% -35.3% Skew 25d -8.5% -91.1% 5.7% 4.4% 5.7% Skew 10d 20.8% 15.1% 23.8% 18.0% 21.1% Call IV 25d 123.7% 102.0% 156.2% 147.4% 134.1% Put IV 25d 115.2% 31.1% 160.8% 151.8% 139.8% Bid-Ask Spread % 148.27 146.49 149.48 147.49 147.34 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -76 -94 -70 -74 -74 Net DEX 2.2K 2.1K 2.4K 2.2K 2.2K Net VEX -8 -9 -7 -9 -7 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 2017-04-03 $25.20 $0.00 113.5% 32.5% 12.0% 45.8% 0.0% 4.4% -39.8% -74 2.2K -9 0.00 147.49 0 2 0 2 2017-04-04 $25.34 $0.00 116.4% 33.4% 12.2% 47.7% 0.0% -91.1% -41.4% -73 2.1K -9 0.00 146.49 0 2 0 2 2017-04-05 $25.33 $0.00 120.0% 34.4% 10.4% 50.0% 0.0% 4.6% -44.2% -73 2.2K -9 0.00 148.14 0 2 0 2 2017-04-06 $25.50 $0.00 126.0% 22.4% 10.6% 53.9% 0.0% -70.9% -23.3% -70 2.1K -9 0.00 148.00 0 2 0 2 2017-04-07 $25.41 $0.00 66.0% 22.7% 10.7% 14.8% 0.0% 1.7% -26.8% -73 2.1K -9 0.00 148.02 0 2 0 2 2017-04-10 $25.51 $0.00 141.3% 22.9% 10.7% 70.0% 0.0% 2.6% -18.7% -72 2.1K -9 0.00 148.18 0 2 0 2 2017-04-11 $25.42 $0.00 151.5% 23.6% 10.2% 77.3% 0.0% 3.3% -25.0% -73 2.1K -8 0.00 148.22 0 2 0 2 2017-04-12 $25.48 $0.00 81.9% 23.5% 7.4% 27.6% 0.0% 3.6% -24.8% -73 2.1K -8 0.00 148.13 0 2 0 2 2017-04-13 $25.29 $0.00 87.7% 25.1% 7.6% 31.8% 0.0% 3.2% -23.3% -76 2.4K -8 0.00 147.98 0 2 0 2 2017-04-17 $25.38 $0.00 88.2% 25.3% 7.7% 32.1% 0.0% 3.5% -28.0% -73 2.1K -8 0.00 147.81 0 2 0 2 2017-04-18 $25.32 $0.00 94.5% 27.1% 7.3% 36.6% 0.0% 3.5% -34.1% -72 2.2K -8 0.00 148.76 0 2 0 2 2017-04-19 $25.08 $0.00 95.0% 27.2% 8.1% 37.0% 0.0% 3.5% -32.3% -74 2.2K -8 0.00 148.88 0 2 0 2 2017-04-20 $25.10 $0.00 91.3% 26.2% 8.1% 34.4% 0.0% 4.1% -28.0% -75 2.2K -8 0.00 149.05 0 2 0 2 2017-04-21 $25.13 $0.00 92.2% 26.4% 7.6% 35.0% 0.0% 4.0% -27.9% -80 2.2K -8 0.00 149.12 0 2 0 2 2017-04-24 $25.31 $0.00 96.1% 27.5% 7.8% 37.8% 0.0% 4.1% -29.2% -81 2.2K -8 0.00 149.44 0 2 0 2 2017-04-25 $25.37 $0.00 97.9% 28.1% 7.8% 39.1% 0.0% -21.4% -30.3% -73 2.1K -8 0.00 149.48 0 2 0 2 2017-04-26 $25.29 $0.00 100.2% 28.7% 7.9% 40.7% 0.0% -34.8% -32.0% -94 2.2K -7 0.00 149.44 0 2 0 2 2017-04-27 $25.23 $0.00 102.6% 29.4% 7.6% 42.4% 0.0% 5.6% -33.8% -89 2.2K -7 0.00 147.25 0 2 0 2 2017-04-28 $25.26 $0.00 105.0% 30.1% 7.5% 44.1% 0.0% 5.7% -35.3% -74 2.2K -7 0.00 147.34 0 2 0 2
« Mar 2017 | All History | May 2017 » Home EMLP History April 2017