EMLP Options History — November 2018 In November 2018, EMLP traded between $22.63 and $23.40. ATM implied volatility averaged 119.8%, placing in the 59.3% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded above realized volatility by 105.7% (HV 20d: 14.1%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2018-11-01 : Highest Volume — 1 contracts2018-11-12 : Largest IV drop — 55.9% change2018-11-09 : Highest IV Rank — 96.2%2018-11-02 : Largest Expected Move — 40.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.15 $22.63 $23.40 $22.78 $23.34 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 119.8% 83.5% 189.3% 136.7% 113.8% Expected Move 27.9% 22.4% 40.7% 39.2% 32.6% HV 20d 14.1% 12.2% 16.4% 14.7% 12.2% HV 60d 12.1% 11.4% 12.6% 11.4% 12.5% IV Rank 59.3% 40.0% 96.2% 68.3% 56.1% IV Percentile 57.0% 13.9% 98.8% 83.3% 65.1% Term Structure -36.7% -69.7% -20.3% -62.1% -38.6% VWIV 32.1% 11.4% 122.5% 13.4% 12.4% Skew 25d -7.7% -84.0% 7.9% 7.9% -75.7% Skew 10d 24.3% 19.6% 30.9% 23.7% 24.1% Call IV 25d 125.1% 102.3% 189.4% 177.1% 142.1% Put IV 25d 117.5% 18.3% 191.6% 185.0% 66.4% Bid-Ask Spread % 152.61 150.37 154.52 152.14 150.71 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -637 -810 -542 -565 -810 Net DEX 15.9K 15.1K 16.6K 16.6K 15.1K Net VEX -49 -59 -38 -59 -38 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 (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 2018-11-01 $22.78 $0.00 136.7% 39.2% 14.7% 68.3% 0.0% 7.9% -62.1% -565 16.6K -59 0.00 152.14 0 1 0 18 2018-11-02 $22.63 $0.00 141.9% 40.7% 14.6% 71.0% 0.0% 2.2% -69.7% -550 15.3K -57 0.00 151.52 0 1 0 18 2018-11-05 $23.02 $22.00 160.6% 23.2% 16.1% 81.0% 13.4% 3.4% -28.9% -557 16.2K -56 0.00 151.04 0 1 0 18 2018-11-06 $23.09 $22.00 166.3% 22.4% 16.1% 84.0% 13.2% 3.8% -32.5% -628 16.0K -56 0.00 153.87 0 1 0 18 2018-11-07 $23.35 $22.00 174.0% 22.5% 16.4% 88.1% 12.8% -12.6% -32.1% -635 15.5K -56 0.00 153.80 0 1 0 18 2018-11-08 $23.28 $22.00 184.9% 22.8% 15.1% 93.9% 11.7% -9.8% -33.1% -646 15.6K -55 0.00 152.70 0 1 0 18 2018-11-09 $23.38 $22.00 189.3% 24.0% 15.0% 96.2% 11.4% 4.0% -36.5% -566 16.1K -54 0.00 151.74 0 1 0 18 2018-11-12 $23.33 $22.00 83.5% 23.9% 14.8% 40.0% 13.5% -7.0% -36.1% -626 15.6K -52 0.00 152.94 0 1 0 18 2018-11-13 $23.13 $22.00 85.0% 24.4% 14.0% 40.8% 13.5% 4.8% -37.9% -630 16.0K -51 0.00 153.14 0 1 0 18 2018-11-14 $23.10 $22.00 86.2% 24.7% 13.7% 41.4% 96.3% 4.2% -39.0% -542 16.1K -51 0.00 154.31 0 1 0 18 2018-11-15 $23.17 $22.00 87.2% 25.0% 13.7% 42.0% 98.1% 4.2% -39.7% -543 15.9K -50 0.00 154.11 0 1 0 18 2018-11-16 $23.34 $22.00 90.8% 26.0% 13.7% 43.9% 99.8% 4.9% -44.8% -568 16.0K -49 0.00 152.45 0 1 0 18 2018-11-19 $23.40 $22.00 92.0% 26.4% 13.5% 44.5% 13.0% 5.3% -20.3% -644 15.4K -47 0.00 151.59 0 1 0 18 2018-11-20 $23.11 $22.00 94.1% 27.0% 14.0% 45.6% 13.7% 5.5% -24.5% -656 16.0K -46 0.00 153.97 0 1 0 18 2018-11-21 $23.27 $22.00 95.4% 27.3% 14.2% 46.3% 13.8% 5.1% -26.5% -611 15.7K -46 0.00 154.41 0 1 0 18 2018-11-23 $22.92 $22.00 99.3% 28.5% 14.1% 48.4% 13.1% 5.9% -29.8% -700 16.4K -44 0.00 154.52 0 1 0 18 2018-11-26 $23.05 $22.00 104.9% 30.1% 13.1% 51.4% 13.6% -84.0% -32.5% -800 16.0K -42 0.00 150.81 0 1 0 18 2018-11-27 $23.09 $22.00 107.0% 30.7% 12.6% 52.5% 12.9% -12.9% -34.6% -803 15.8K -41 0.00 152.37 0 1 0 18 2018-11-28 $23.17 $22.00 109.1% 31.3% 12.3% 53.6% 122.5% -25.5% -35.8% -723 15.8K -40 0.00 152.37 0 1 0 18 2018-11-29 $23.28 $22.00 113.6% 32.6% 12.3% 56.0% 11.5% 5.5% -36.6% -572 15.9K -39 0.00 150.37 0 1 0 18 2018-11-30 $23.34 $22.00 113.8% 32.6% 12.2% 56.1% 12.4% -75.7% -38.6% -810 15.1K -38 0.00 150.71 0 1 0 18
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