EMLP Options History — February 2019

In February 2019, EMLP traded between $23.34 and $24.16. ATM implied volatility averaged 88.1%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 79.3% (HV 20d: 8.8%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.

Notable Days

  • 2019-02-21: Largest IV spike — 807.1% change
  • 2019-02-05: Highest IV Rank — 79.9%
  • 2019-02-27: Largest Expected Move — 36.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.77$23.34$24.16$23.56$23.98
ATM IV88.1%10.3%160.6%135.9%11.7%
Expected Move22.1%2.9%36.1%22.5%3.4%
HV 20d8.8%7.0%13.6%13.6%7.0%
HV 60d18.4%18.1%18.7%18.7%18.1%
IV Rank41.5%0.0%79.9%66.0%0.8%
IV Percentile35.1%0.0%90.9%80.6%0.8%
Term Structure-31.2%-74.0%13.7%-35.1%13.7%
Skew 25d-3.5%-49.1%35.6%3.6%-0.3%
Skew 10d24.7%-81.8%158.2%21.4%-0.1%
Call IV 25d81.5%10.0%127.3%108.2%12.9%
Put IV 25d78.0%10.1%135.5%111.8%12.6%
Bid-Ask Spread %132.0762.47153.08153.0890.80
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-02-01$23.56$0.00135.9%22.5%13.6%66.0%0.0%3.6%-35.1%0000.00153.080000
2019-02-04$23.64$0.00153.1%23.3%10.8%75.7%0.0%4.0%-37.3%0000.00149.420000
2019-02-05$23.64$0.00160.6%23.6%10.5%79.9%0.0%3.8%-38.2%0000.00152.760000
2019-02-06$23.47$0.0085.7%24.6%10.1%37.7%0.0%4.0%-36.6%0000.00152.640000
2019-02-07$23.40$0.0010.3%2.9%10.2%0.0%0.0%0.0%-0.2%0000.00135.330000
2019-02-08$23.34$0.0088.4%25.3%10.2%42.0%0.0%-42.2%-39.3%0000.00145.110000
2019-02-11$23.38$0.0092.3%26.5%9.9%44.1%0.0%3.8%-42.4%0000.00152.760000
2019-02-12$23.51$0.0091.5%26.2%8.9%43.7%0.0%4.0%-46.8%0000.00147.370000
2019-02-13$23.60$0.0092.8%26.6%7.8%44.4%0.0%5.0%-74.0%0000.00151.790000
2019-02-14$23.74$0.0011.6%3.3%7.9%0.7%0.0%1.9%3.6%0000.00134.840000
2019-02-15$23.82$0.0095.7%27.4%7.8%45.9%0.0%35.6%-49.4%0000.00149.060000
2019-02-19$24.09$0.00102.8%29.5%8.5%49.7%0.0%18.3%-34.5%0000.00136.290000
2019-02-20$24.10$0.0011.9%3.4%7.1%0.9%0.0%-2.1%1.0%0000.0081.580000
2019-02-21$24.02$0.00107.6%30.8%7.4%52.3%0.0%-49.1%-38.3%0000.00137.240000
2019-02-22$24.16$0.00109.7%31.5%7.4%53.4%0.0%-28.9%-39.3%0000.00134.160000
2019-02-25$24.13$0.00118.6%34.0%7.5%58.2%0.0%-40.4%-46.2%0000.00129.480000
2019-02-26$24.03$0.0068.4%19.6%7.5%31.2%0.0%11.7%-1.3%0000.0062.470000
2019-02-27$24.05$0.00126.0%36.1%7.2%62.2%0.0%0.3%-52.5%0000.00113.100000
2019-02-28$23.98$0.0011.7%3.4%7.0%0.8%0.0%-0.3%13.7%0000.0090.800000