EMLP Options History — December 2018 In December 2018, EMLP traded between $20.57 and $23.63. ATM implied volatility averaged 118.2%, placing in the 56.6% IV rank vs the trailing year. The 30-day expected move averaged 30.1%. IV traded above realized volatility by 101.6% (HV 20d: 16.6%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2018-12-12 : Largest IV drop — 47.8% change2018-12-11 : Highest IV Rank — 83.8%2018-12-31 : Largest Expected Move — 38.7%Monthly Statistics Metric Avg Min Max Open Close Price $22.37 $20.57 $23.63 $23.63 $21.40 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 118.2% 86.6% 165.9% 119.3% 134.9% Expected Move 30.1% 23.0% 38.7% 34.2% 38.7% HV 20d 16.6% 11.3% 25.9% 12.5% 25.9% HV 60d 14.7% 12.7% 18.6% 12.7% 18.6% IV Rank 56.6% 38.2% 83.8% 59.0% 65.4% IV Percentile 60.9% 18.7% 94.4% 67.9% 80.2% Term Structure -39.3% -50.6% -27.4% -47.1% -48.6% Skew 25d 1.8% -129.3% 96.8% -2.8% 6.6% Skew 10d 14.4% -101.0% 118.6% -1.0% 18.5% Call IV 25d 116.5% 21.0% 183.1% 21.0% 183.1% Put IV 25d 118.3% 18.2% 189.7% 18.2% 189.7% Bid-Ask Spread % 147.80 115.27 155.70 115.27 153.32 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.7K -8.6K 0 -938 0 Net DEX 14.5K 0 38.8K 13.6K 0 Net VEX -16 -34 0 -34 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 13.5 0 18 18 0
Daily Data (20 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 2018-12-03 $23.63 $22.00 119.3% 34.2% 12.5% 59.0% 0.0% -2.8% -47.1% -938 13.6K -34 0.00 115.27 0 0 0 18 2018-12-04 $23.42 $22.00 126.1% 36.1% 11.7% 62.6% 0.0% -3.3% -47.3% -895 14.6K -33 0.00 118.15 0 0 0 18 2018-12-05 $23.39 $22.00 130.3% 37.3% 11.7% 64.8% 0.0% 4.0% -50.6% -625 15.5K -33 0.00 119.43 0 0 0 18 2018-12-06 $23.24 $0.00 135.0% 23.0% 11.3% 67.4% 0.0% 4.2% -27.4% -1.0K 14.7K -32 0.00 152.37 0 0 0 18 2018-12-07 $23.34 $0.00 138.5% 23.2% 11.3% 69.2% 0.0% 3.9% -27.6% -667 15.6K -31 0.00 153.50 0 0 0 18 2018-12-10 $23.07 $0.00 158.3% 24.2% 12.0% 79.7% 0.0% 4.4% -31.0% -992 15.5K -27 0.00 152.72 0 0 0 18 2018-12-11 $23.10 $0.00 165.9% 24.5% 12.0% 83.8% 0.0% 3.8% -31.7% -1.0K 15.3K -26 0.00 149.53 0 0 0 18 2018-12-12 $23.21 $0.00 86.6% 24.8% 11.7% 38.2% 0.0% -2.1% -32.2% -1.1K 14.7K -24 0.00 147.31 0 0 0 18 2018-12-13 $23.35 $0.00 87.5% 25.1% 11.9% 38.7% 0.0% 9.6% -32.5% -689 15.5K -23 0.00 153.24 0 0 0 18 2018-12-14 $23.11 $0.00 89.3% 25.6% 12.4% 39.7% 0.0% 96.8% -34.4% -1.2K 14.8K -22 0.00 154.19 0 0 0 18 2018-12-17 $22.37 $0.00 97.2% 27.9% 16.6% 44.2% 0.0% 4.9% -38.2% -5.5K 16.0K -16 0.00 152.63 0 0 0 18 2018-12-18 $21.84 $0.00 99.5% 28.5% 18.2% 45.5% 0.0% 4.4% -41.0% -7.0K 24.6K -14 0.00 154.66 0 0 0 18 2018-12-19 $21.89 $0.00 101.0% 29.0% 18.0% 46.3% 0.0% 4.5% -42.0% -8.6K 23.9K -11 0.00 154.70 0 0 0 18 2018-12-20 $21.62 $0.00 103.3% 29.6% 17.9% 47.6% 0.0% 4.8% -44.8% -3.8K 37.0K -2 0.00 155.04 0 0 0 18 2018-12-21 $21.54 $0.00 105.3% 30.2% 17.4% 48.7% 0.0% 5.0% -46.8% 0 38.8K 0 0.00 154.94 0 0 0 18 2018-12-24 $20.57 $0.00 116.6% 33.4% 22.8% 55.1% 0.0% -129.3% -38.1% 0 0 0 0.00 152.99 0 0 0 0 2018-12-26 $21.13 $0.00 120.3% 34.5% 25.5% 57.2% 0.0% 5.5% -39.1% 0 0 0 0.00 151.88 0 0 0 0 2018-12-27 $21.03 $0.00 123.4% 35.4% 25.3% 58.9% 0.0% 5.8% -41.5% 0 0 0 0.00 154.45 0 0 0 0 2018-12-28 $21.14 $0.00 125.9% 36.1% 25.3% 60.3% 0.0% 5.9% -43.0% 0 0 0 0.00 155.70 0 0 0 0 2018-12-31 $21.40 $0.00 134.9% 38.7% 25.9% 65.4% 0.0% 6.6% -48.6% 0 0 0 0.00 153.32 0 0 0 0
« Nov 2018 | All History | Jan 2019 » Home EMLP History December 2018