EMLP Options History — July 2018

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

In July 2018, EMLP traded between $23.14 and $23.93. ATM implied volatility averaged 110.2%, placing in the 54.2% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded above realized volatility by 98.2% (HV 20d: 12.0%). Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.26.

Notable Days

2018-07-02: Highest Volume — 39 contracts
2018-07-11: Largest IV drop — 47.9% change
2018-07-10: Highest IV Rank — 83.3%
2018-07-31: Largest Expected Move — 35.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.50	$23.14	$23.93	$23.14	$23.93
ATM IV	110.2%	83.3%	164.9%	118.7%	122.6%
Expected Move	27.9%	21.7%	35.1%	34.0%	35.1%
HV 20d	12.0%	10.7%	13.5%	11.6%	13.3%
HV 60d	10.7%	9.9%	11.2%	10.9%	11.0%
IV Rank	54.2%	39.9%	83.3%	58.7%	60.8%
IV Percentile	58.8%	21.4%	96.4%	75.8%	76.6%
Term Structure	-38.5%	-51.5%	-18.2%	-40.1%	-51.5%
Skew 25d	-9.6%	-99.4%	100.8%	33.0%	-32.1%
Skew 10d	-7.4%	-146.3%	34.2%	-79.0%	-146.3%
Call IV 25d	107.4%	24.4%	156.9%	27.7%	51.2%
Put IV 25d	97.7%	19.1%	151.5%	60.7%	19.1%
Bid-Ask Spread %	148.32	136.11	153.76	142.53	137.76
Gamma HHI	0.25	0.24	0.26	0.25	0.25
Net GEX	-39	-123	156	64	-86
Net DEX	7.3K	-254	19.4K	16.9K	-254
Net VEX	-292	-321	-267	-298	-275
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.26	0.26	0.26	0.26	0.26
Total Volume	39	39	39	39	39
Total OI	68	68	68	68	68

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
2018-07-02	$23.14	$0.00	118.7%	34.0%	11.6%	58.7%	0.0%	33.0%	-40.1%	64	16.9K	-298	0.26	142.53	31	8	32	36
2018-07-03	$23.29	$0.00	121.5%	34.8%	11.7%	60.2%	0.0%	-99.4%	-39.5%	-23	7.8K	-315	0.26	145.68	31	8	32	36
2018-07-05	$23.35	$0.00	134.9%	22.9%	10.7%	67.3%	0.0%	3.4%	-38.8%	-123	3.3K	-321	0.26	150.44	31	8	32	36
2018-07-06	$23.56	$0.00	130.4%	21.7%	10.9%	64.9%	0.0%	1.8%	-18.2%	-84	5.9K	-317	0.26	151.73	31	8	32	36
2018-07-09	$23.28	$0.00	159.7%	23.5%	11.8%	80.5%	0.0%	-75.1%	-37.2%	-27	8.5K	-306	0.26	150.82	31	8	32	36
2018-07-10	$23.40	$0.00	164.9%	24.3%	11.5%	83.3%	0.0%	-68.7%	-45.9%	-96	3.8K	-309	0.26	146.78	31	8	32	36
2018-07-11	$23.32	$0.00	86.0%	24.7%	11.6%	41.3%	0.0%	-96.2%	-47.1%	-93	4.6K	-307	0.26	151.22	31	8	32	36
2018-07-12	$23.45	$0.00	83.3%	23.9%	11.5%	39.9%	0.0%	3.7%	-36.0%	-46	14.8K	-287	0.26	152.44	31	8	32	36
2018-07-13	$23.45	$0.00	88.1%	25.3%	11.5%	42.4%	0.0%	4.2%	-48.4%	-92	3.7K	-304	0.26	153.74	31	8	32	36
2018-07-16	$23.36	$0.00	90.5%	25.9%	11.3%	43.7%	0.0%	39.4%	-37.6%	156	18.9K	-272	0.26	149.68	31	8	32	36
2018-07-17	$23.27	$0.00	90.2%	25.9%	11.2%	43.6%	0.0%	-14.6%	-38.1%	134	18.9K	-270	0.26	151.14	31	8	32	36
2018-07-18	$23.29	$0.00	91.6%	26.3%	11.2%	44.3%	0.0%	3.7%	-38.2%	154	19.4K	-267	0.26	151.24	31	8	32	36
2018-07-19	$23.83	$0.00	93.2%	26.7%	13.5%	45.1%	0.0%	4.3%	-22.3%	-17	9.9K	-287	0.26	152.22	31	8	32	36
2018-07-20	$23.61	$0.00	96.1%	27.5%	12.5%	46.7%	0.0%	4.3%	-32.0%	-92	2.4K	-296	0.26	151.13	31	8	32	36
2018-07-23	$23.56	$0.00	101.8%	29.2%	12.4%	49.7%	0.0%	4.3%	-28.9%	-108	4.7K	-286	0.26	152.86	31	8	32	36
2018-07-24	$23.57	$0.00	101.7%	29.2%	12.3%	49.7%	0.0%	4.1%	-37.2%	-96	3.1K	-288	0.26	153.76	31	8	32	36
2018-07-25	$23.73	$0.00	105.8%	30.3%	12.3%	51.8%	0.0%	4.5%	-38.9%	-94	1.3K	-287	0.26	152.47	31	8	32	36
2018-07-26	$23.92	$0.00	105.6%	30.3%	12.4%	51.7%	0.0%	54.1%	-39.0%	-57	951	-284	0.26	139.13	31	8	32	36
2018-07-27	$23.61	$0.00	108.6%	31.1%	13.5%	53.4%	0.0%	-81.8%	-42.5%	-94	2.7K	-283	0.26	141.88	31	8	32	36
2018-07-30	$23.68	$0.00	119.6%	34.3%	13.0%	59.2%	0.0%	100.8%	-50.2%	-91	1.8K	-277	0.26	136.11	31	8	32	36
2018-07-31	$23.93	$0.00	122.6%	35.1%	13.3%	60.8%	0.0%	-32.1%	-51.5%	-86	-254	-275	0.26	137.76	31	8	32	36