EMLP Options History — July 2017 In July 2017, EMLP traded between $24.46 and $25.45. ATM implied volatility averaged 101.1%, placing in the 54.1% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 90.6% (HV 20d: 10.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2017-07-03 : Highest Volume — 1 contracts2017-07-07 : Largest IV spike — 96.7% change2017-07-11 : Highest IV Rank — 84.9%2017-07-31 : Largest Expected Move — 33.1%Monthly Statistics Metric Avg Min Max Open Close Price $24.94 $24.46 $25.45 $24.78 $25.45 ATM IV 101.1% 64.0% 157.7% 114.3% 115.3% Expected Move 26.4% 18.4% 33.1% 32.8% 33.1% HV 20d 10.5% 8.2% 12.2% 11.1% 8.5% HV 60d 10.8% 10.2% 11.0% 10.5% 10.2% IV Rank 54.1% 33.9% 84.9% 61.3% 61.8% IV Percentile 50.6% 4.8% 96.0% 69.8% 71.8% Term Structure -29.7% -46.9% -16.5% -43.8% -43.6% Skew 25d 2.6% -5.3% 6.8% 5.1% 2.2% Skew 10d 19.7% 4.1% 24.3% 16.5% 4.1% Call IV 25d 127.2% 105.2% 157.3% 156.2% 157.3% Put IV 25d 129.8% 103.0% 162.9% 161.3% 159.4% Bid-Ask Spread % 149.19 146.99 152.34 152.34 147.04 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 36 33 42 42 37 Net DEX -1.4K -1.5K -1.3K -1.3K -1.5K Net VEX -4 -4 -4 -4 -4 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 1 1 1 1 1 Total OI 1 1 1 1 1
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 2017-07-03 $24.78 $0.00 114.3% 32.8% 11.1% 61.3% 0.0% 5.1% -43.8% 42 -1.3K -4 0.00 152.34 1 0 1 0 2017-07-05 $24.50 $0.00 64.0% 18.4% 11.8% 33.9% 0.0% 6.8% -46.9% 33 -1.3K -4 0.00 150.40 1 0 1 0 2017-07-06 $24.47 $0.00 66.2% 23.6% 11.5% 35.1% 0.0% -2.2% -22.4% 34 -1.3K -4 0.00 146.99 1 0 1 0 2017-07-07 $24.57 $0.00 130.3% 22.2% 11.6% 70.0% 0.0% 3.9% -17.3% 34 -1.3K -4 0.00 147.91 1 0 1 0 2017-07-10 $24.51 $0.00 147.1% 22.9% 11.5% 79.1% 0.0% 4.4% -19.5% 34 -1.3K -4 0.00 151.05 1 0 1 0 2017-07-11 $24.46 $0.00 157.7% 24.1% 11.5% 84.9% 0.0% 3.4% -17.7% 34 -1.3K -4 0.00 148.91 1 0 1 0 2017-07-12 $24.74 $0.00 83.3% 23.9% 12.1% 44.4% 0.0% 2.8% -20.5% 34 -1.3K -4 0.00 149.88 1 0 1 0 2017-07-13 $24.65 $0.00 84.0% 24.1% 11.7% 44.7% 0.0% -5.3% -20.9% 34 -1.3K -4 0.00 149.96 1 0 1 0 2017-07-14 $24.95 $0.00 83.9% 24.1% 12.2% 44.7% 0.0% 3.3% -16.5% 37 -1.3K -4 0.00 150.26 1 0 1 0 2017-07-17 $24.97 $0.00 88.0% 25.2% 11.7% 46.9% 0.0% 3.1% -27.5% 35 -1.4K -4 0.00 149.80 1 0 1 0 2017-07-18 $25.03 $0.00 89.3% 25.6% 11.5% 47.7% 0.0% 3.3% -23.7% 38 -1.4K -4 0.00 148.85 1 0 1 0 2017-07-19 $25.10 $0.00 89.9% 25.8% 10.8% 48.0% 0.0% 3.4% -23.7% 38 -1.4K -4 0.00 149.15 1 0 1 0 2017-07-20 $25.17 $0.00 93.2% 26.7% 10.3% 49.8% 0.0% 3.1% -25.2% 37 -1.4K -4 0.00 150.34 1 0 1 0 2017-07-21 $25.20 $0.00 93.6% 26.8% 9.9% 50.0% 0.0% 2.6% -31.6% 35 -1.5K -4 0.00 149.92 1 0 1 0 2017-07-24 $25.21 $0.00 100.5% 28.8% 9.4% 53.7% 0.0% 2.5% -35.9% 35 -1.5K -4 0.00 147.65 1 0 1 0 2017-07-25 $25.25 $0.00 102.0% 29.2% 8.7% 54.6% 0.0% 2.7% -37.3% 36 -1.5K -4 0.00 147.92 1 0 1 0 2017-07-26 $25.33 $0.00 105.3% 30.2% 8.4% 56.4% 0.0% 2.6% -39.8% 36 -1.5K -4 0.00 147.79 1 0 1 0 2017-07-27 $25.28 $0.00 105.2% 30.1% 8.4% 56.3% 0.0% 2.5% -39.3% 36 -1.5K -4 0.00 149.14 1 0 1 0 2017-07-28 $25.26 $0.00 109.2% 31.3% 8.2% 58.5% 0.0% 2.6% -41.5% 36 -1.5K -4 0.00 148.59 1 0 1 0 2017-07-31 $25.45 $0.00 115.3% 33.1% 8.5% 61.8% 0.0% 2.2% -43.6% 37 -1.5K -4 0.00 147.04 1 0 1 0
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