EMLP Options History — June 2019

Name: EMLP Options Analytics - June 2019
Creator: Options Analysis Suite

In June 2019, EMLP traded between $24.64 and $25.43. ATM implied volatility averaged 84.9%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded above realized volatility by 75.3% (HV 20d: 9.5%). Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2019-06-10: Highest Volume — 3 contracts
2019-06-28: Largest IV spike — 81.3% change
2019-06-28: Highest IV Rank — 53.1%
2019-06-28: Largest Expected Move — 30.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.08	$24.64	$25.43	$24.64	$25.07
ATM IV	84.9%	58.2%	105.5%	70.0%	105.5%
Expected Move	23.8%	16.7%	30.2%	20.1%	30.2%
HV 20d	9.5%	9.0%	10.0%	9.2%	9.1%
HV 60d	8.1%	7.7%	8.6%	7.7%	8.6%
IV Rank	41.6%	26.7%	53.1%	33.3%	53.1%
IV Percentile	24.6%	6.7%	55.6%	9.5%	55.6%
Term Structure	-21.7%	-38.8%	44.7%	43.8%	-36.3%
Skew 25d	-14.0%	-129.7%	109.8%	-4.2%	31.1%
Skew 10d	12.6%	-135.0%	133.5%	-132.0%	133.5%
Call IV 25d	87.1%	18.6%	148.6%	146.1%	21.7%
Put IV 25d	73.1%	12.1%	141.9%	141.9%	52.8%
Bid-Ask Spread %	141.71	94.87	152.96	139.60	136.93
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	3	0	7	0	7
Net DEX	-5.2K	-7.6K	0	0	-7.5K
Net VEX	-1	-1	0	0	-1
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	0.75	0	3	0	0
Total OI	2.1	0	3	0	3

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	Spread %	Call Vol	Call OI
2019-06-03	$24.64	$0.00	70.0%	20.1%	9.2%	33.3%	0.0%	-4.2%	43.8%	0	0	0	139.60	0	0
2019-06-04	$24.87	$0.00	72.0%	20.6%	9.7%	34.4%	0.0%	-125.8%	44.2%	0	0	0	137.37	0	0
2019-06-05	$25.05	$0.00	74.1%	21.2%	9.8%	35.6%	0.0%	-129.7%	44.7%	0	0	0	138.78	0	0
2019-06-06	$25.24	$0.00	76.3%	21.1%	10.0%	36.8%	0.0%	-79.6%	-26.8%	0	0	0	148.75	0	0
2019-06-07	$25.28	$0.00	78.9%	21.4%	9.9%	38.3%	0.0%	2.9%	-27.4%	0	0	0	150.00	0	0
2019-06-10	$25.18	$0.00	89.3%	22.2%	9.3%	44.1%	0.0%	-83.9%	-29.9%	0	0	0	143.75	3	0
2019-06-11	$25.10	$0.00	93.8%	22.6%	9.4%	46.6%	0.0%	-87.9%	-31.0%	0	-7.5K	0	147.69	3	3
2019-06-12	$25.06	$0.00	79.8%	22.9%	9.4%	38.8%	0.0%	-88.3%	-32.0%	0	-7.5K	0	149.00	3	3
2019-06-13	$25.20	$0.00	80.7%	23.1%	9.3%	39.3%	0.0%	4.3%	-32.3%	0	-7.6K	0	150.56	3	3
2019-06-14	$24.99	$0.00	81.9%	23.5%	9.8%	39.9%	0.0%	89.5%	-33.2%	7	-7.4K	-1	152.82	3	3
2019-06-17	$24.95	$0.00	85.7%	24.6%	9.7%	42.0%	0.0%	75.4%	-36.3%	7	-7.4K	-1	145.97	0	3
2019-06-18	$24.95	$0.00	87.1%	25.0%	9.7%	42.8%	0.0%	3.5%	-37.5%	7	-7.4K	-1	151.37	0	3
2019-06-19	$25.13	$0.00	88.1%	25.3%	9.7%	43.4%	0.0%	3.3%	-37.8%	6	-7.5K	-1	152.06	0	3
2019-06-20	$25.27	$0.00	89.3%	25.6%	9.9%	44.1%	0.0%	3.4%	-38.3%	6	-7.5K	-1	152.96	0	3
2019-06-21	$25.43	$0.00	90.6%	26.0%	9.3%	44.8%	0.0%	3.3%	-38.8%	5	-7.6K	-1	151.82	0	3
2019-06-24	$25.32	$0.00	96.1%	27.5%	9.3%	47.8%	0.0%	-3.8%	-29.2%	5	-7.6K	-1	123.76	0	3
2019-06-25	$25.03	$0.00	98.8%	28.3%	9.5%	49.3%	0.0%	31.4%	-31.7%	6	-7.5K	-1	133.14	0	3
2019-06-26	$24.99	$0.00	101.0%	28.9%	9.2%	50.6%	0.0%	109.8%	-33.3%	6	-7.5K	-1	133.01	0	3
2019-06-27	$24.95	$0.00	58.2%	16.7%	9.0%	26.7%	0.0%	-34.2%	-35.1%	0	-7.5K	0	94.87	0	3
2019-06-28	$25.07	$0.00	105.5%	30.2%	9.1%	53.1%	0.0%	31.1%	-36.3%	7	-7.5K	-1	136.93	0	3