EMLP Options History — October 2018 In October 2018, EMLP traded between $22.35 and $23.76. ATM implied volatility averaged 114.2%, placing in the 56.3% IV rank vs the trailing year. The 30-day expected move averaged 29.5%. IV traded above realized volatility by 102.0% (HV 20d: 12.2%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2018-10-01 : Highest Volume — 1 contracts2018-10-10 : Largest IV drop — 47.2% change2018-10-09 : Highest IV Rank — 80.8%2018-10-31 : Largest Expected Move — 38.0%Monthly Statistics Metric Avg Min Max Open Close Price $23.27 $22.35 $23.76 $23.61 $22.67 ATM IV 114.2% 84.6% 160.2% 119.8% 132.6% Expected Move 29.5% 22.4% 38.0% 34.3% 38.0% HV 20d 12.2% 10.2% 14.5% 10.8% 14.5% HV 60d 10.9% 10.5% 11.5% 11.0% 11.4% IV Rank 56.3% 40.6% 80.8% 59.3% 66.1% IV Percentile 59.9% 17.9% 93.3% 71.4% 80.2% Term Structure -35.3% -66.1% -14.1% -46.8% -66.1% Skew 25d -28.0% -131.4% 116.7% 116.7% 7.6% Skew 10d -39.5% -127.6% 28.2% 21.7% -127.6% Call IV 25d 129.2% 20.3% 178.9% 20.3% 173.0% Put IV 25d 101.2% 15.3% 184.8% 137.1% 180.6% Bid-Ask Spread % 148.03 141.58 152.89 145.05 152.69 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -555 -795 -510 -545 -510 Net DEX 15.5K 14.1K 16.9K 15.3K 14.1K Net VEX -67 -74 -56 -74 -56 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1 1 1 1 1 Total OI 18 18 18 18 18
Daily Data (23 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 2018-10-01 $23.61 $0.00 119.8% 34.3% 10.8% 59.3% 0.0% 116.7% -46.8% -545 15.3K -74 0.00 145.05 0 1 0 18 2018-10-02 $23.72 $0.00 123.0% 35.3% 11.0% 61.0% 0.0% 9.3% -48.4% -544 15.2K -74 0.00 146.73 0 1 0 18 2018-10-03 $23.62 $0.00 127.0% 36.4% 10.5% 63.1% 0.0% -131.4% -52.5% -543 15.1K -73 0.00 148.40 0 1 0 18 2018-10-04 $23.56 $0.00 131.3% 22.4% 10.5% 65.4% 0.0% -87.1% -14.1% -542 15.1K -72 0.00 144.51 0 1 0 18 2018-10-05 $23.66 $0.00 135.7% 22.5% 10.3% 67.7% 0.0% -90.0% -20.3% -545 15.0K -72 0.00 145.70 0 1 0 18 2018-10-08 $23.73 $0.00 152.8% 23.3% 10.3% 76.9% 0.0% 3.9% -22.0% -549 14.9K -71 0.00 145.67 0 1 0 18 2018-10-09 $23.76 $0.00 160.2% 23.6% 10.2% 80.8% 0.0% 3.5% -22.6% -545 14.8K -70 0.00 152.88 0 1 0 18 2018-10-10 $23.54 $0.00 84.6% 24.3% 10.5% 40.6% 0.0% 3.1% -19.1% -537 14.9K -70 0.00 151.57 0 1 0 18 2018-10-11 $23.12 $0.00 87.6% 25.1% 12.0% 42.2% 0.0% 3.3% -27.0% -527 14.5K -68 0.00 152.89 0 1 0 18 2018-10-12 $23.00 $0.00 90.2% 25.9% 11.2% 43.6% 0.0% 3.8% -27.1% -573 15.9K -69 0.00 152.23 0 1 0 18 2018-10-15 $23.20 $0.00 94.1% 27.0% 11.8% 45.6% 0.0% 4.3% -26.3% -555 15.9K -68 0.00 150.44 0 1 0 18 2018-10-16 $23.55 $0.00 91.4% 26.2% 13.0% 44.2% 0.0% 3.5% -25.7% -602 16.4K -67 0.00 151.68 0 1 0 18 2018-10-17 $23.34 $0.00 95.4% 27.4% 13.1% 46.3% 0.0% -51.3% -30.3% -531 14.8K -66 0.00 144.79 0 1 0 18 2018-10-18 $23.40 $0.00 96.9% 27.8% 13.2% 47.1% 0.0% -51.5% -27.1% -582 16.2K -67 0.00 141.74 0 1 0 18 2018-10-19 $23.57 $0.00 96.2% 27.6% 13.5% 46.7% 0.0% -75.5% -32.5% -544 15.2K -65 0.00 147.03 0 1 0 18 2018-10-22 $23.41 $0.00 104.4% 29.9% 13.1% 51.1% 0.0% -43.6% -34.0% -558 14.8K -64 0.00 143.57 0 1 0 18 2018-10-23 $23.22 $0.00 107.0% 30.7% 12.9% 52.5% 0.0% -52.4% -36.7% -534 15.8K -64 0.00 141.58 0 1 0 18 2018-10-24 $23.23 $0.00 109.3% 31.3% 12.6% 53.7% 0.0% -119.2% -38.3% -544 15.8K -63 0.00 147.35 0 1 0 18 2018-10-25 $22.86 $0.00 112.7% 32.3% 13.8% 55.5% 0.0% -118.4% -42.2% -534 16.4K -63 0.00 145.02 0 1 0 18 2018-10-26 $22.53 $0.00 116.1% 33.3% 14.1% 57.3% 0.0% 5.1% -46.1% -520 16.9K -62 0.00 149.23 0 1 0 18 2018-10-29 $22.35 $0.00 128.8% 36.9% 13.9% 64.1% 0.0% 6.9% -52.4% -510 16.5K -60 0.00 151.41 0 1 0 18 2018-10-30 $22.56 $0.00 128.9% 37.0% 14.3% 64.1% 0.0% 5.9% -55.3% -795 16.4K -60 0.00 152.41 0 1 0 18 2018-10-31 $22.67 $0.00 132.6% 38.0% 14.5% 66.1% 0.0% 7.6% -66.1% -510 14.1K -56 0.00 152.69 0 1 0 18
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