EMLP Options History — January 2019 In January 2019, EMLP traded between $21.34 and $23.45. ATM implied volatility averaged 118.0%, placing in the 55.9% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded above realized volatility by 94.6% (HV 20d: 23.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2019-01-09 : Largest IV drop — 48.0% change2019-01-08 : Highest IV Rank — 83.8%2019-01-02 : Largest Expected Move — 41.1%Monthly Statistics Metric Avg Min Max Open Close Price $22.76 $21.34 $23.45 $21.34 $23.45 ATM IV 118.0% 87.1% 167.6% 143.3% 134.5% Expected Move 29.3% 22.8% 41.1% 41.1% 22.8% HV 20d 23.4% 13.7% 29.0% 25.2% 13.7% HV 60d 19.3% 18.6% 19.7% 18.6% 19.0% IV Rank 55.9% 38.5% 83.8% 70.2% 65.2% IV Percentile 58.1% 17.1% 94.8% 85.3% 77.4% Term Structure -31.6% -55.0% -19.0% -55.0% -31.7% Skew 25d -10.2% -114.2% 60.8% -10.3% 3.7% Skew 10d -4.1% -115.0% 138.9% -9.3% 21.4% Call IV 25d 99.8% 22.0% 138.4% 33.0% 107.4% Put IV 25d 89.6% 16.7% 150.1% 22.7% 111.0% Bid-Ask Spread % 145.22 118.92 154.79 144.67 152.92 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2019-01-02 $21.34 $0.00 143.3% 41.1% 25.2% 70.2% 0.0% -10.3% -55.0% 0 0 0 0.00 144.67 0 0 0 0 2019-01-03 $21.55 $0.00 143.8% 24.4% 25.7% 70.4% 0.0% -41.4% -19.8% 0 0 0 0.00 154.19 0 0 0 0 2019-01-04 $22.13 $0.00 146.9% 24.3% 27.9% 72.2% 0.0% 3.8% -19.0% 0 0 0 0.00 151.63 0 0 0 0 2019-01-07 $22.38 $0.00 164.6% 25.1% 28.3% 82.1% 0.0% -72.7% -20.0% 0 0 0 0.00 147.83 0 0 0 0 2019-01-08 $22.70 $0.00 167.6% 24.7% 28.8% 83.8% 0.0% -49.5% -21.5% 0 0 0 0.00 152.39 0 0 0 0 2019-01-09 $22.76 $0.00 87.1% 25.0% 28.6% 38.5% 0.0% -57.7% -22.0% 0 0 0 0.00 152.64 0 0 0 0 2019-01-10 $22.86 $0.00 88.2% 25.3% 28.6% 39.1% 0.0% 3.6% -22.5% 0 0 0 0.00 153.16 0 0 0 0 2019-01-11 $22.73 $0.00 89.6% 25.7% 28.6% 39.9% 0.0% 59.6% -23.6% 0 0 0 0.00 137.59 0 0 0 0 2019-01-14 $22.49 $0.00 96.3% 27.6% 28.7% 43.7% 0.0% 27.2% -24.8% 0 0 0 0.00 149.79 0 0 0 0 2019-01-15 $22.81 $0.00 95.1% 27.3% 29.0% 43.0% 0.0% 4.3% -26.8% 0 0 0 0.00 150.14 0 0 0 0 2019-01-16 $22.91 $0.00 96.5% 27.7% 26.5% 43.8% 0.0% 4.7% -27.5% 0 0 0 0.00 150.29 0 0 0 0 2019-01-17 $23.02 $0.00 97.9% 28.1% 24.8% 44.6% 0.0% 40.7% -28.1% 0 0 0 0.00 149.32 0 0 0 0 2019-01-18 $23.13 $0.00 99.3% 28.5% 24.8% 45.4% 0.0% 4.1% -28.8% 0 0 0 0.00 154.79 0 0 0 0 2019-01-22 $22.89 $0.00 107.9% 30.9% 24.6% 50.2% 0.0% -53.4% -35.1% 0 0 0 0.00 141.17 0 0 0 0 2019-01-23 $22.96 $0.00 110.0% 31.5% 24.5% 51.4% 0.0% 7.6% -36.4% 0 0 0 0.00 141.51 0 0 0 0 2019-01-24 $23.10 $0.00 112.1% 32.1% 16.2% 52.6% 0.0% 60.8% -37.5% 0 0 0 0.00 142.11 0 0 0 0 2019-01-25 $23.10 $0.00 114.8% 32.9% 14.2% 54.1% 0.0% -49.8% -39.4% 0 0 0 0.00 131.46 0 0 0 0 2019-01-28 $23.01 $0.00 124.2% 35.6% 14.2% 59.4% 0.0% -114.2% -46.6% 0 0 0 0.00 136.38 0 0 0 0 2019-01-29 $23.20 $0.00 127.2% 36.5% 14.2% 61.1% 0.0% 19.5% -48.2% 0 0 0 0.00 136.80 0 0 0 0 2019-01-30 $23.37 $0.00 130.5% 37.4% 14.0% 63.0% 0.0% -5.4% -50.0% 0 0 0 0.00 118.92 0 0 0 0 2019-01-31 $23.45 $0.00 134.5% 22.8% 13.7% 65.2% 0.0% 3.7% -31.7% 0 0 0 0.00 152.92 0 0 0 0
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