EMLP Options History — April 2019 In April 2019, EMLP traded between $24.53 and $24.90. ATM implied volatility averaged 104.1%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 98.1% (HV 20d: 6.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2019-04-17 : Highest Volume — 1 contracts2019-04-04 : Largest IV spike — 92.5% change2019-04-09 : Highest IV Rank — 84.6%2019-04-30 : Largest Expected Move — 33.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.75 $24.53 $24.90 $24.78 $24.76 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 104.1% 52.3% 162.0% 117.9% 117.9% Expected Move 24.9% 15.0% 33.8% 20.6% 33.8% HV 20d 6.0% 5.5% 6.5% 6.2% 6.2% HV 60d 7.2% 6.4% 9.7% 9.7% 6.4% IV Rank 52.3% 23.5% 84.6% 60.0% 60.0% IV Percentile 42.5% 2.8% 92.5% 63.9% 64.7% Term Structure -31.6% -50.6% -18.1% -47.4% -50.6% VWIV 49.6% 12.5% 86.7% 12.5% 86.7% Skew 25d -2.5% -88.2% 92.6% -4.9% -4.0% Skew 10d 40.1% -4.6% 149.9% -4.6% 149.9% Call IV 25d 64.7% 15.0% 127.2% 19.0% 20.4% Put IV 25d 62.2% 13.3% 130.9% 14.1% 16.3% Bid-Ask Spread % 139.42 113.80 154.16 154.16 124.44 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -24 -69 0 0 -66 Net DEX 463 0 1.2K 0 1.2K Net VEX -1 -3 0 0 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.095 0 1 0 0 Total OI 0.381 0 1 0 1
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 2019-04-01 $24.78 $0.00 117.9% 20.6% 6.2% 60.0% 0.0% -4.9% -47.4% 0 0 0 0.00 154.16 0 0 0 0 2019-04-02 $24.81 $0.00 121.4% 20.8% 6.2% 61.9% 0.0% 92.6% -50.1% 0 0 0 0.00 152.63 0 0 0 0 2019-04-03 $24.80 $0.00 67.5% 21.0% 6.1% 31.9% 0.0% 66.5% -18.1% 0 0 0 0.00 115.73 0 0 0 0 2019-04-04 $24.71 $0.00 130.0% 21.3% 6.2% 66.7% 0.0% -83.2% -18.8% 0 0 0 0.00 149.21 0 0 0 0 2019-04-05 $24.88 $0.00 134.5% 21.5% 6.5% 69.2% 0.0% 3.3% -19.0% 0 0 0 0.00 153.07 0 0 0 0 2019-04-08 $24.82 $0.00 153.5% 22.3% 5.6% 79.8% 0.0% 3.5% -20.8% 0 0 0 0.00 151.96 0 0 0 0 2019-04-09 $24.74 $0.00 162.0% 22.6% 5.6% 84.6% 0.0% -88.2% -21.7% 0 0 0 0.00 151.30 0 0 0 0 2019-04-10 $24.70 $0.00 80.0% 22.9% 5.5% 38.9% 0.0% -54.7% -22.4% 0 0 0 0.00 150.62 0 0 0 0 2019-04-11 $24.81 $0.00 81.0% 23.2% 5.7% 39.4% 0.0% -41.3% -22.9% 0 0 0 0.00 149.05 0 0 0 0 2019-04-12 $24.90 $0.00 82.0% 23.5% 5.8% 40.0% 0.0% 3.6% -23.3% 0 0 0 0.00 153.43 0 0 0 0 2019-04-15 $24.85 $0.00 85.8% 24.6% 5.5% 42.1% 0.0% 65.5% -26.0% 0 0 0 0.00 148.26 0 0 0 0 2019-04-16 $24.63 $0.00 87.5% 25.1% 6.3% 43.1% 0.0% 3.9% -27.6% 0 0 0 0.00 149.93 0 0 0 0 2019-04-17 $24.60 $0.00 52.3% 15.0% 5.7% 23.5% 12.5% 4.4% -28.8% 0 0 0 0.00 153.57 0 1 0 0 2019-04-18 $24.53 $25.00 90.6% 26.0% 5.6% 44.8% 86.7% 3.8% -30.1% -35 1.1K -3 0.00 153.34 0 1 0 1 2019-04-22 $24.74 $25.00 97.3% 27.9% 6.4% 48.5% 0.0% -3.3% -34.4% -69 1.2K -3 0.00 113.80 0 0 0 1 2019-04-23 $24.73 $25.00 99.3% 28.5% 6.4% 49.6% 0.0% -1.8% -36.0% -68 1.2K -3 0.00 116.04 0 0 0 1 2019-04-24 $24.74 $25.00 101.4% 29.1% 6.4% 50.8% 0.0% -4.1% -37.5% -64 1.2K -2 0.00 119.48 0 0 0 1 2019-04-25 $24.73 $25.00 103.7% 29.7% 6.4% 52.1% 0.0% -4.2% -39.3% -63 1.2K -2 0.00 119.97 0 0 0 1 2019-04-26 $24.73 $25.00 106.1% 30.4% 6.3% 53.4% 0.0% -4.0% -41.2% -68 1.2K -2 0.00 122.37 0 0 0 1 2019-04-29 $24.69 $25.00 114.7% 32.9% 6.2% 58.2% 0.0% -5.8% -48.3% -66 1.2K -2 0.00 125.49 0 0 0 1 2019-04-30 $24.76 $25.00 117.9% 33.8% 6.2% 60.0% 0.0% -4.0% -50.6% -66 1.2K -2 0.00 124.44 0 0 0 1
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