EMLP Options History — January 2018

Name: EMLP Options Analytics - January 2018
Creator: Options Analysis Suite

In January 2018, EMLP traded between $24.47 and $24.96. ATM implied volatility averaged 83.8%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 74.7% (HV 20d: 9.1%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2018-01-05: Highest Volume — 30 contracts
2018-01-10: Largest IV drop — 49.4% change
2018-01-09: Highest IV Rank — 82.7%
2018-01-03: Largest Expected Move — 33.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.76	$24.47	$24.96	$24.77	$24.56
ATM IV	83.8%	49.5%	153.6%	110.7%	65.4%
Expected Move	20.7%	14.2%	33.6%	31.7%	18.8%
HV 20d	9.1%	8.2%	9.8%	9.8%	9.1%
HV 60d	9.6%	9.2%	9.9%	9.7%	9.3%
IV Rank	44.6%	26.0%	82.7%	59.3%	34.6%
IV Percentile	35.2%	3.2%	96.0%	71.8%	16.3%
Term Structure	-6.9%	-77.1%	58.6%	-44.4%	58.4%
Skew 25d	-4.7%	-64.2%	10.2%	5.9%	-28.8%
Skew 10d	18.9%	-31.7%	37.4%	15.9%	20.9%
Call IV 25d	118.4%	20.7%	158.9%	146.8%	149.1%
Put IV 25d	113.7%	14.3%	163.8%	152.7%	120.3%
Bid-Ask Spread %	148.99	145.73	150.43	145.73	148.97
Gamma HHI	0.51	0.50	0.57	0.55	0.50
Net GEX	1.6K	835	7.9K	1.1K	1.4K
Net DEX	-52.2K	-78.5K	-26.3K	-37.1K	-47.0K
Net VEX	-129	-148	-82	-124	-129
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	28.571	20	30	20	30
Total OI	36.095	28	38	28	38

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Call OI
2018-01-02	$24.77	$0.00	110.7%	31.7%	9.8%	59.3%	0.0%	5.9%	-44.4%	1.1K	-37.1K	-124	145.73	20	28
2018-01-03	$24.88	$0.00	117.3%	33.6%	9.7%	62.9%	0.0%	5.0%	-46.1%	1.9K	-26.3K	-112	149.75	20	28
2018-01-04	$24.93	$0.00	125.1%	21.2%	9.4%	67.2%	0.0%	3.9%	-51.3%	1.1K	-35.7K	-123	150.36	20	28
2018-01-05	$24.83	$0.00	125.3%	21.4%	9.4%	67.2%	0.0%	3.6%	-73.0%	1.2K	-56.4K	-82	148.64	30	28
2018-01-08	$24.90	$0.00	146.2%	22.3%	9.2%	78.6%	0.0%	4.3%	-40.3%	1.2K	-70.0K	-131	149.53	30	38
2018-01-09	$24.78	$0.00	153.6%	22.6%	9.4%	82.7%	0.0%	3.9%	-40.6%	964	-65.9K	-139	149.99	30	38
2018-01-10	$24.57	$0.00	77.8%	22.3%	9.3%	41.4%	0.0%	3.4%	-50.0%	903	-69.6K	-126	148.87	30	38
2018-01-11	$24.71	$0.00	77.8%	22.3%	9.3%	41.4%	0.0%	3.1%	-77.1%	930	-78.5K	-96	149.72	30	38
2018-01-12	$24.75	$0.00	80.5%	23.1%	9.2%	42.9%	0.0%	1.8%	-31.3%	969	-58.8K	-148	150.43	30	38
2018-01-16	$24.70	$0.00	85.4%	24.5%	9.2%	45.5%	0.0%	3.5%	-50.4%	835	-66.2K	-130	148.90	30	38
2018-01-17	$24.76	$0.00	89.2%	25.6%	9.2%	47.6%	0.0%	-0.6%	-44.6%	1.2K	-65.7K	-131	149.02	30	38
2018-01-18	$24.56	$0.00	49.5%	14.2%	9.6%	26.0%	0.0%	4.5%	54.9%	1.5K	-46.4K	-147	150.20	30	38
2018-01-19	$24.55	$0.00	50.4%	14.5%	8.2%	26.4%	0.0%	10.2%	55.3%	1.4K	-47.0K	-145	150.20	30	38
2018-01-22	$24.81	$0.00	53.3%	15.3%	8.7%	28.0%	0.0%	-26.1%	56.6%	1.4K	-49.0K	-143	149.06	30	38
2018-01-23	$24.96	$0.00	54.3%	15.6%	8.3%	28.6%	0.0%	-43.6%	0.5%	7.9K	-33.2K	-117	148.66	30	38
2018-01-24	$24.89	$0.00	55.5%	15.9%	8.4%	29.2%	0.0%	-64.2%	58.6%	1.4K	-49.1K	-141	147.31	30	38
2018-01-25	$24.91	$0.00	56.8%	16.3%	8.4%	29.9%	0.0%	5.8%	58.0%	1.4K	-49.6K	-139	148.85	30	38
2018-01-26	$24.96	$0.00	58.1%	16.6%	8.4%	30.6%	0.0%	5.7%	58.5%	1.4K	-49.7K	-138	148.57	30	38
2018-01-29	$24.68	$0.00	65.0%	18.6%	9.1%	34.4%	0.0%	-6.3%	47.1%	1.4K	-49.0K	-132	146.05	30	38
2018-01-30	$24.47	$0.00	62.2%	17.8%	9.6%	32.9%	0.0%	6.4%	-44.5%	1.5K	-45.7K	-130	149.90	30	38
2018-01-31	$24.56	$0.00	65.4%	18.8%	9.1%	34.6%	0.0%	-28.8%	58.4%	1.4K	-47.0K	-129	148.97	30	38