EMLP Options History — March 2019 In March 2019, EMLP traded between $24.10 and $24.87. ATM implied volatility averaged 108.6%, placing in the 53.9% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 102.0% (HV 20d: 6.6%). Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-03-11 : Highest Volume — 10 contracts2019-03-22 : Largest IV spike — 732.6% change2019-03-08 : Highest IV Rank — 96.4%2019-03-08 : Largest Expected Move — 54.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.53 $24.10 $24.87 $24.10 $24.73 ATM IV 108.6% 11.3% 189.7% 134.5% 108.7% Expected Move 25.0% 3.2% 54.4% 38.6% 19.9% HV 20d 6.6% 6.2% 7.1% 7.1% 6.2% HV 60d 15.0% 9.8% 18.0% 18.0% 9.8% IV Rank 53.9% 0.6% 96.4% 66.8% 54.9% IV Percentile 42.5% 0.4% 99.6% 77.0% 54.4% Term Structure -31.4% -59.2% 0.4% -59.2% -40.5% Skew 25d -0.3% -75.0% 73.5% -2.3% -2.9% Skew 10d 8.9% -66.9% 66.8% 7.4% -4.2% Call IV 25d 73.0% 12.0% 118.1% 18.5% 17.6% Put IV 25d 72.7% 12.4% 121.5% 16.2% 14.7% Bid-Ask Spread % 138.40 108.83 154.04 113.64 154.04 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 534 0 4.3K 0 0 Net DEX -578 -5.0K 0 0 0 Net VEX -1 -6 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.476 0 10 0 0 Total OI 1.905 0 10 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 2019-03-01 $24.10 $0.00 134.5% 38.6% 7.1% 66.8% 0.0% -2.3% -59.2% 0 0 0 0.00 113.64 0 0 0 0 2019-03-04 $24.13 $0.00 151.6% 43.5% 7.0% 76.0% 0.0% 3.8% -26.3% 0 0 0 0.00 108.83 0 0 0 0 2019-03-05 $24.14 $0.00 159.0% 45.6% 7.0% 79.9% 0.0% 3.8% -26.9% 0 0 0 0.00 118.08 0 0 0 0 2019-03-06 $24.12 $0.00 167.7% 48.1% 7.0% 84.6% 0.0% 3.4% -27.6% 0 0 0 0.00 111.66 0 0 0 0 2019-03-07 $24.24 $0.00 177.3% 50.8% 6.4% 89.7% 0.0% 3.8% -27.9% 0 0 0 0.00 115.74 0 0 0 0 2019-03-08 $24.20 $0.00 189.7% 54.4% 6.3% 96.4% 0.0% 3.4% -28.8% 0 0 0 0.00 111.53 0 0 0 0 2019-03-11 $24.46 $0.00 81.3% 14.2% 6.8% 38.2% 0.0% 3.7% -30.0% 0 0 0 0.00 152.75 10 0 0 0 2019-03-12 $24.56 $0.00 80.4% 13.9% 6.9% 39.1% 0.0% 3.7% -33.1% 3.4K -4.9K -6 0.00 151.74 0 0 10 0 2019-03-13 $24.66 $0.00 81.4% 14.0% 6.8% 39.6% 0.0% 3.8% -33.7% 4.3K -5.0K -5 0.00 151.38 0 0 10 0 2019-03-14 $24.62 $0.00 82.6% 14.1% 6.9% 40.3% 0.0% 3.3% -34.8% 3.6K -2.3K -2 0.00 152.33 0 0 10 0 2019-03-15 $24.64 $0.00 83.8% 14.1% 6.8% 41.0% 0.0% 3.4% -35.7% 0 0 0 0.00 152.31 0 0 10 0 2019-03-18 $24.78 $0.00 87.6% 18.1% 6.9% 43.1% 0.0% 73.5% -26.0% 0 0 0 0.00 153.79 0 0 0 0 2019-03-19 $24.70 $0.00 89.3% 18.3% 6.2% 44.0% 0.0% -38.0% -27.2% 0 0 0 0.00 152.75 0 0 0 0 2019-03-20 $24.87 $0.00 90.5% 18.4% 6.5% 44.7% 0.0% -75.0% -27.8% 0 0 0 0.00 148.38 0 0 0 0 2019-03-21 $24.77 $0.00 11.3% 3.2% 6.6% 0.6% 0.0% 0.4% 0.4% 0 0 0 0.00 112.54 0 0 0 0 2019-03-22 $24.70 $0.00 93.7% 18.7% 6.5% 46.5% 0.0% -40.4% -29.6% 0 0 0 0.00 152.49 0 0 0 0 2019-03-25 $24.71 $0.00 99.3% 19.2% 6.5% 49.6% 0.0% -0.7% -33.6% 0 0 0 0.00 146.68 0 0 0 0 2019-03-26 $24.73 $0.00 101.4% 19.4% 6.2% 50.8% 0.0% 48.7% -35.0% 0 0 0 0.00 145.42 0 0 0 0 2019-03-27 $24.72 $0.00 103.7% 19.5% 6.2% 52.1% 0.0% -2.6% -36.7% 0 0 0 0.00 147.71 0 0 0 0 2019-03-28 $24.64 $0.00 106.3% 19.8% 6.2% 53.5% 0.0% -3.1% -38.9% 0 0 0 0.00 152.67 0 0 0 0 2019-03-29 $24.73 $0.00 108.7% 19.9% 6.2% 54.9% 0.0% -2.9% -40.5% 0 0 0 0.00 154.04 0 0 0 0
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