EMLP Options History — October 2017 In October 2017, EMLP traded between $24.13 and $25.25. ATM implied volatility averaged 105.3%, placing in the 56.4% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 97.0% (HV 20d: 8.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2017-10-02 : Highest Volume — 10 contracts2017-10-11 : Largest IV drop — 65.3% change2017-10-10 : Highest IV Rank — 84.6%2017-10-04 : Largest Expected Move — 35.9%Monthly Statistics Metric Avg Min Max Open Close Price $24.82 $24.13 $25.25 $24.86 $24.55 ATM IV 105.3% 54.6% 157.2% 115.7% 118.3% Expected Move 25.6% 15.4% 35.9% 33.2% 33.9% HV 20d 8.3% 6.7% 9.4% 8.6% 9.4% HV 60d 8.1% 7.6% 8.8% 8.3% 8.8% IV Rank 56.4% 28.7% 84.6% 62.0% 63.5% IV Percentile 58.2% 4.8% 95.6% 74.2% 77.0% Term Structure -22.3% -81.2% 20.9% -73.9% -43.0% Skew 25d -4.3% -83.2% 70.0% 4.6% 6.0% Skew 10d 9.6% -21.0% 25.5% -7.6% 20.9% Call IV 25d 121.4% 22.8% 166.6% 156.9% 158.6% Put IV 25d 117.1% 8.1% 171.9% 161.5% 164.6% Bid-Ask Spread % 149.54 147.03 151.13 148.52 151.13 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 344 315 392 337 333 Net DEX -11.7K -13.5K -8.6K -11.7K -11.0K Net VEX -62 -66 -53 -66 -58 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 10 10 10 10 10 Total OI 10 10 10 10 10
Daily Data (22 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 2017-10-02 $24.86 $0.00 115.7% 33.2% 8.6% 62.0% 0.0% 4.6% -73.9% 337 -11.7K -66 0.00 148.52 10 0 10 0 2017-10-03 $24.87 $0.00 118.8% 34.1% 8.6% 63.7% 0.0% 4.9% -76.0% 335 -11.8K -66 0.00 147.03 10 0 10 0 2017-10-04 $24.95 $0.00 125.3% 35.9% 8.5% 67.3% 0.0% 5.3% -81.2% 340 -11.8K -65 0.00 148.59 10 0 10 0 2017-10-05 $25.06 $0.00 128.5% 15.8% 8.6% 69.0% 0.0% -6.5% 15.1% 344 -11.9K -65 0.00 150.17 10 0 10 0 2017-10-06 $25.00 $0.00 132.6% 15.4% 8.6% 71.2% 0.0% -83.2% 20.4% 342 -11.9K -65 0.00 149.78 10 0 10 0 2017-10-09 $24.98 $0.00 149.6% 16.0% 8.3% 80.5% 0.0% -64.7% 17.0% 357 -11.9K -65 0.00 149.86 10 0 10 0 2017-10-10 $25.11 $0.00 157.2% 15.4% 8.4% 84.6% 0.0% -12.5% 20.2% 372 -13.5K -65 0.00 150.83 10 0 10 0 2017-10-11 $25.23 $0.00 54.6% 15.7% 8.5% 28.7% 0.0% 70.0% 20.7% 358 -12.6K -65 0.00 149.74 10 0 10 0 2017-10-12 $25.25 $0.00 55.1% 15.8% 8.3% 29.0% 0.0% 35.6% 20.9% 392 -12.3K -65 0.00 149.03 10 0 10 0 2017-10-13 $25.15 $0.00 84.3% 24.2% 8.3% 44.9% 0.0% 3.2% -20.0% 347 -12.5K -64 0.00 149.21 10 0 10 0 2017-10-16 $25.08 $0.00 87.9% 25.2% 8.3% 46.9% 0.0% 4.1% -22.7% 337 -13.2K -64 0.00 149.97 10 0 10 0 2017-10-17 $25.05 $0.00 91.2% 26.2% 8.3% 48.7% 0.0% 4.1% -25.8% 338 -12.0K -63 0.00 148.38 10 0 10 0 2017-10-18 $24.85 $0.00 91.1% 26.1% 8.7% 48.6% 0.0% 4.0% -19.2% 338 -11.8K -63 0.00 150.68 10 0 10 0 2017-10-19 $24.92 $0.00 92.1% 26.4% 7.3% 49.2% 0.0% 3.9% -18.8% 342 -11.8K -62 0.00 148.97 10 0 10 0 2017-10-20 $24.75 $0.00 93.2% 26.7% 7.7% 49.8% 0.0% 3.8% -22.1% 336 -11.8K -62 0.00 150.80 10 0 10 0 2017-10-23 $24.59 $0.00 98.8% 28.3% 6.7% 52.8% 0.0% 3.8% -22.9% 336 -11.7K -61 0.00 149.05 10 0 10 0 2017-10-24 $24.51 $0.00 100.8% 28.9% 6.8% 53.9% 0.0% 3.9% -26.4% 333 -11.7K -61 0.00 150.35 10 0 10 0 2017-10-25 $24.13 $0.00 107.5% 30.8% 8.3% 57.5% 0.0% 4.8% -40.3% 318 -10.7K -59 0.00 147.92 10 0 10 0 2017-10-26 $24.17 $0.00 111.9% 32.1% 8.3% 60.0% 0.0% 4.7% -44.1% 377 -8.6K -53 0.00 150.32 10 0 10 0 2017-10-27 $24.44 $0.00 86.8% 24.9% 9.3% 46.3% 0.0% -75.2% -28.1% 315 -11.0K -59 0.00 149.51 10 0 10 0 2017-10-30 $24.55 $0.00 115.0% 33.0% 9.4% 61.6% 0.0% -20.1% -40.1% 333 -11.0K -58 0.00 150.13 10 0 10 0 2017-10-31 $24.55 $0.00 118.3% 33.9% 9.4% 63.5% 0.0% 6.0% -43.0% 333 -11.0K -58 0.00 151.13 10 0 10 0
« Sep 2017 | All History | Nov 2017 » Home EMLP History October 2017