EMLP Options History — September 2017 In September 2017, EMLP traded between $24.67 and $25.32. ATM implied volatility averaged 89.7%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 81.6% (HV 20d: 8.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2017-09-11 : Highest Volume — 11 contracts2017-09-22 : Largest IV spike — 72.4% change2017-09-08 : Highest IV Rank — 62.2%2017-09-29 : Largest Expected Move — 30.8%Monthly Statistics Metric Avg Min Max Open Close Price $25.02 $24.67 $25.32 $25.01 $24.79 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 89.7% 49.9% 116.0% 84.0% 107.5% Expected Move 24.6% 15.5% 30.8% 24.1% 30.8% HV 20d 8.2% 7.1% 9.6% 9.0% 8.5% HV 60d 8.8% 8.0% 9.4% 9.4% 8.3% IV Rank 47.9% 26.1% 62.2% 44.7% 57.6% IV Percentile 42.0% 2.0% 74.2% 27.8% 70.2% Term Structure -21.0% -33.5% 38.6% 21.6% -29.1% VWIV 57.2% 57.2% 57.2% 57.2% 57.2% Skew 25d -4.9% -62.8% 16.4% -19.1% 3.9% Skew 10d 11.9% -171.0% 39.4% -171.0% 20.7% Call IV 25d 105.6% 20.2% 145.6% 20.2% 145.6% Put IV 25d 100.7% 1.1% 149.5% 1.1% 149.5% Bid-Ask Spread % 149.67 146.93 152.37 146.93 147.69 Gamma HHI 0.93 0.51 1.00 1.00 1.00 Net GEX 343 68 828 136 332 Net DEX -9.1K -14.5K -1.0K -1.0K -11.8K Net VEX -48 -71 -1 -2 -67 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 8 1 11 1 10 Total OI 7.5 1 11 1 10
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 2017-09-01 $25.01 $25.00 84.0% 24.1% 9.0% 44.7% 57.2% -19.1% 21.6% 136 -1.0K -2 0.00 146.93 1 0 1 0 2017-09-05 $24.97 $0.00 94.8% 20.7% 9.0% 50.6% 0.0% 5.0% -24.8% 68 -1.3K -2 0.00 152.37 1 0 1 0 2017-09-06 $25.08 $0.00 102.6% 21.0% 7.8% 54.9% 0.0% -36.3% -20.9% 156 -1.1K -1 0.00 147.65 1 0 1 0 2017-09-07 $25.17 $0.00 104.8% 21.7% 7.7% 56.1% 0.0% -17.8% -21.1% 77 -1.2K -1 0.00 148.04 1 0 1 0 2017-09-08 $25.15 $0.00 116.0% 22.4% 7.5% 62.2% 0.0% 3.5% -33.5% 162 -1.2K -1 0.00 151.76 1 0 1 0 2017-09-11 $25.29 $0.00 49.9% 22.5% 7.5% 26.1% 0.0% 4.3% -23.6% 331 -1.7K -1 0.00 149.99 11 0 1 0 2017-09-12 $25.15 $0.00 68.1% 22.7% 7.9% 36.1% 0.0% 4.2% -27.5% 510 -13.3K -71 0.00 149.63 11 0 11 0 2017-09-13 $25.18 $0.00 81.2% 23.3% 7.6% 43.2% 0.0% 3.9% -29.4% 828 -13.5K -70 0.00 149.15 11 0 11 0 2017-09-14 $25.32 $0.00 82.7% 23.7% 7.7% 44.1% 0.0% 4.0% -30.6% 817 -14.2K -70 0.00 150.98 11 0 11 0 2017-09-15 $25.25 $0.00 84.6% 24.3% 7.3% 45.1% 0.0% 4.2% -31.3% 346 -14.5K -69 0.00 150.60 11 0 11 0 2017-09-18 $25.14 $0.00 86.2% 24.7% 7.6% 46.0% 0.0% 4.0% -23.3% 346 -11.9K -69 0.00 148.62 10 0 10 0 2017-09-19 $25.11 $0.00 88.7% 25.4% 7.3% 47.3% 0.0% 3.8% -25.2% 340 -12.0K -69 0.00 151.46 10 0 10 0 2017-09-20 $25.04 $0.00 90.3% 25.9% 7.1% 48.2% 0.0% 3.8% -25.8% 341 -11.9K -67 0.00 150.98 10 0 10 0 2017-09-21 $24.71 $0.00 54.2% 15.5% 8.3% 28.5% 0.0% 16.4% 38.6% 333 -11.8K -68 0.00 149.04 10 0 10 0 2017-09-22 $24.67 $0.00 93.4% 26.8% 8.3% 49.9% 0.0% -62.8% -23.2% 349 -12.8K -67 0.00 148.11 10 0 10 0 2017-09-25 $24.96 $0.00 99.3% 28.5% 9.2% 53.1% 0.0% 4.1% -23.2% 339 -11.9K -67 0.00 150.70 10 0 10 0 2017-09-26 $24.92 $0.00 99.0% 28.4% 9.2% 52.9% 0.0% -34.8% -32.1% 372 -12.1K -68 0.00 151.00 10 0 10 0 2017-09-27 $24.73 $0.00 103.4% 29.6% 9.6% 55.3% 0.0% 4.1% -28.1% 334 -11.8K -67 0.00 148.98 10 0 10 0 2017-09-28 $24.71 $0.00 104.6% 30.0% 9.6% 56.0% 0.0% 4.1% -28.0% 334 -11.7K -67 0.00 149.71 10 0 10 0 2017-09-29 $24.79 $0.00 107.5% 30.8% 8.5% 57.6% 0.0% 3.9% -29.1% 332 -11.8K -67 0.00 147.69 10 0 10 0
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