EMLP Options History — April 2018

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

In April 2018, EMLP traded between $21.69 and $22.76. ATM implied volatility averaged 117.4%, placing in the 59.4% IV rank vs the trailing year. The 30-day expected move averaged 29.9%. IV traded above realized volatility by 101.1% (HV 20d: 16.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.56.

Notable Days

2018-04-02: Highest Volume — 25 contracts
2018-04-11: Largest IV drop — 47.0% change
2018-04-10: Highest IV Rank — 86.8%
2018-04-04: Largest Expected Move — 39.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.26	$21.69	$22.76	$21.69	$22.73
ATM IV	117.4%	90.5%	170.6%	130.9%	124.9%
Expected Move	29.9%	23.6%	39.7%	37.5%	35.8%
HV 20d	16.3%	12.9%	19.1%	18.3%	12.9%
HV 60d	15.6%	14.8%	16.2%	14.8%	16.1%
IV Rank	59.4%	45.6%	86.8%	66.3%	63.3%
IV Percentile	70.7%	42.9%	97.6%	86.9%	81.3%
Term Structure	-33.6%	-56.2%	-20.7%	-50.7%	-48.2%
Skew 25d	6.1%	1.1%	9.0%	8.8%	7.6%
Skew 10d	31.6%	20.4%	35.2%	32.2%	27.6%
Call IV 25d	140.4%	112.8%	189.1%	173.2%	162.7%
Put IV 25d	146.5%	118.4%	190.2%	182.0%	170.3%
Bid-Ask Spread %	152.51	150.96	153.66	151.45	151.28
Gamma HHI	0.47	0.47	0.49	0.47	0.47
Net GEX	-71	-159	-54	-67	-74
Net DEX	12.4K	8.1K	23.5K	16.2K	12.7K
Net VEX	-195	-207	-157	-192	-188
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.56	0.56	0.56	0.56
Total Volume	25	25	25	25	25
Total OI	36	36	36	36	36

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	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2018-04-02	$21.69	$0.00	130.9%	37.5%	18.3%	66.3%	0.0%	8.8%	-50.7%	-67	16.2K	-192	0.56	151.45	16	9	17	19
2018-04-03	$21.74	$0.00	134.6%	38.6%	18.1%	68.2%	0.0%	9.0%	-53.3%	-56	12.6K	-201	0.56	151.18	16	9	17	19
2018-04-04	$21.81	$0.00	138.5%	39.7%	18.1%	70.3%	0.0%	1.1%	-56.2%	-57	12.7K	-201	0.56	150.96	16	9	17	19
2018-04-05	$22.06	$0.00	139.3%	23.6%	18.7%	70.7%	0.0%	5.5%	-20.7%	-57	9.0K	-207	0.56	152.47	16	9	17	19
2018-04-06	$21.80	$0.00	148.0%	24.5%	19.1%	75.2%	0.0%	5.9%	-24.0%	-54	8.2K	-207	0.56	152.13	16	9	17	19
2018-04-09	$21.91	$0.00	163.2%	24.9%	18.6%	83.0%	0.0%	5.9%	-24.5%	-56	8.9K	-205	0.56	152.86	16	9	17	19
2018-04-10	$22.06	$0.00	170.6%	25.1%	18.2%	86.8%	0.0%	6.0%	-23.7%	-59	8.2K	-203	0.56	152.90	16	9	17	19
2018-04-11	$22.12	$0.00	90.5%	25.9%	18.3%	45.6%	0.0%	6.4%	-24.3%	-58	8.1K	-201	0.56	153.26	16	9	17	19
2018-04-12	$21.96	$0.00	92.1%	26.4%	18.3%	46.4%	0.0%	6.9%	-27.2%	-59	8.2K	-200	0.56	152.29	16	9	17	19
2018-04-13	$22.03	$0.00	95.4%	27.3%	15.0%	48.1%	0.0%	1.9%	-28.6%	-59	8.6K	-201	0.56	151.81	16	9	17	19
2018-04-16	$22.52	$0.00	94.1%	27.0%	16.9%	47.4%	0.0%	6.7%	-26.7%	-73	14.7K	-193	0.56	153.13	16	9	17	19
2018-04-17	$22.76	$0.00	93.2%	26.7%	16.4%	47.0%	0.0%	6.2%	-26.4%	-83	14.3K	-198	0.56	152.62	16	9	17	19
2018-04-18	$22.75	$0.00	96.7%	27.7%	15.9%	48.8%	0.0%	6.3%	-28.0%	-70	9.8K	-202	0.56	152.31	16	9	17	19
2018-04-19	$22.57	$0.00	98.7%	28.3%	15.9%	49.8%	0.0%	6.6%	-29.6%	-75	13.7K	-196	0.56	153.45	16	9	17	19
2018-04-20	$22.40	$0.00	101.1%	29.0%	14.5%	51.0%	0.0%	6.4%	-28.5%	-82	15.5K	-187	0.56	153.62	16	9	17	19
2018-04-23	$22.55	$0.00	104.2%	29.9%	13.4%	52.6%	0.0%	6.9%	-34.3%	-74	13.8K	-193	0.56	152.63	16	9	17	19
2018-04-24	$22.33	$0.00	111.7%	32.0%	13.9%	56.4%	0.0%	7.1%	-34.7%	-159	23.5K	-157	0.56	152.53	16	9	17	19
2018-04-25	$22.47	$0.00	111.3%	31.9%	14.0%	56.3%	0.0%	5.6%	-34.9%	-75	14.1K	-191	0.56	153.66	16	9	17	19
2018-04-26	$22.58	$0.00	111.0%	31.8%	14.0%	56.1%	0.0%	6.6%	-39.1%	-75	13.7K	-191	0.56	152.72	16	9	17	19
2018-04-27	$22.65	$0.00	115.8%	33.2%	13.6%	58.6%	0.0%	5.6%	-41.5%	-74	13.1K	-190	0.56	153.36	16	9	17	19
2018-04-30	$22.73	$0.00	124.9%	35.8%	12.9%	63.3%	0.0%	7.6%	-48.2%	-74	12.7K	-188	0.56	151.28	16	9	17	19