EMLP Options History — August 2019 In August 2019, EMLP traded between $24.41 and $25.30. ATM implied volatility averaged 86.2%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 75.8% (HV 20d: 10.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-08-07 : Highest Volume — 1 contracts2019-08-14 : Largest IV spike — 91.6% change2019-08-09 : Highest IV Rank — 96.5%2019-08-02 : Largest Expected Move — 37.1%Monthly Statistics Metric Avg Min Max Open Close Price $24.82 $24.41 $25.30 $25.05 $25.30 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 86.2% 42.7% 183.4% 124.8% 60.1% Expected Move 17.1% 11.5% 37.1% 35.8% 17.2% HV 20d 10.5% 4.9% 13.9% 4.9% 13.9% HV 60d 9.3% 8.2% 9.9% 8.2% 9.8% IV Rank 42.3% 18.1% 96.5% 63.9% 27.8% IV Percentile 35.1% 4.4% 98.0% 74.6% 13.5% Term Structure 26.1% -60.7% 59.3% -56.3% 55.9% VWIV 11.0% 9.8% 12.3% 9.8% 12.3% Skew 25d -21.9% -102.7% 48.3% 3.5% 5.7% Skew 10d 2.4% -107.5% 158.3% 78.2% 21.0% Call IV 25d 98.7% 20.9% 134.0% 20.9% 134.0% Put IV 25d 76.7% 16.5% 139.7% 24.4% 139.7% Bid-Ask Spread % 148.96 126.85 155.56 128.94 153.41 Gamma HHI 0.98 0.92 1.00 1.00 1.00 Net GEX 43 3 65 3 50 Net DEX -8.5K -9.0K -7.3K -7.5K -9.0K Net VEX -2 -4 0 0 -2 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 0.091 0 1 0 0 Total OI 3.773 3 4 3 4
Daily Data (22 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 2019-08-01 $25.05 $0.00 124.8% 35.8% 4.9% 63.9% 0.0% 3.5% -56.3% 3 -7.5K 0 0.00 128.94 0 0 3 0 2019-08-02 $24.95 $0.00 129.5% 37.1% 5.0% 66.4% 0.0% 48.3% -60.7% 3 -7.5K 0 0.00 126.85 0 0 3 0 2019-08-05 $24.48 $0.00 150.3% 21.1% 8.1% 78.1% 0.0% 25.9% -27.8% 4 -7.3K 0 0.00 154.63 0 0 3 0 2019-08-06 $24.55 $0.00 154.2% 11.9% 8.2% 80.2% 0.0% 4.4% 31.4% 3 -7.3K 0 0.00 154.68 0 0 3 0 2019-08-07 $24.56 $0.00 162.5% 11.5% 7.2% 84.8% 9.8% 4.5% 35.2% 3 -7.3K 0 0.00 154.85 1 0 3 0 2019-08-08 $24.82 $25.00 171.6% 12.2% 8.4% 89.9% 0.0% 4.0% 31.9% 48 -8.8K -4 0.00 153.96 0 0 4 0 2019-08-09 $24.81 $25.00 183.4% 11.8% 8.4% 96.5% 0.0% 4.1% 35.7% 49 -8.8K -3 0.00 155.53 0 0 4 0 2019-08-12 $24.62 $25.00 42.7% 12.3% 8.7% 18.1% 0.0% 4.3% 35.5% 48 -8.7K -3 0.00 153.51 0 0 4 0 2019-08-13 $24.79 $25.00 42.9% 12.3% 9.2% 18.2% 0.0% -69.3% 15.5% 51 -8.7K -3 0.00 154.67 0 0 4 0 2019-08-14 $24.41 $25.00 82.2% 23.6% 10.4% 40.1% 0.0% 4.6% -34.7% 47 -8.5K -3 0.00 154.13 0 0 4 0 2019-08-15 $24.49 $25.00 83.1% 23.8% 10.6% 40.6% 0.0% 4.6% -35.2% 48 -8.6K -3 0.00 155.02 0 0 4 0 2019-08-16 $24.73 $25.00 44.7% 12.8% 11.4% 19.2% 0.0% 4.5% 36.7% 49 -8.7K -3 0.00 155.56 0 0 4 0 2019-08-19 $24.99 $25.00 47.0% 13.5% 12.2% 20.5% 0.0% -89.1% 55.2% 58 -8.8K -3 0.00 152.57 0 0 4 0 2019-08-20 $24.94 $25.00 47.8% 13.7% 12.2% 20.9% 0.0% -88.9% 55.6% 65 -8.8K -3 0.00 139.68 0 0 4 0 2019-08-21 $25.06 $25.00 48.5% 13.9% 12.3% 21.3% 0.0% 5.0% 56.2% 55 -8.9K -3 0.00 148.89 0 0 4 0 2019-08-22 $24.98 $25.00 49.4% 14.2% 12.2% 21.8% 0.0% -62.0% 56.5% 61 -8.8K -3 0.00 147.61 0 0 4 0 2019-08-23 $24.64 $25.00 50.4% 14.5% 13.0% 22.4% 0.0% -74.1% 56.6% 64 -8.6K -3 0.00 147.54 0 0 4 0 2019-08-26 $24.68 $25.00 53.3% 15.3% 13.0% 24.0% 0.0% -102.7% 57.9% 60 -8.7K -3 0.00 142.75 0 0 4 0 2019-08-27 $24.80 $25.00 54.4% 15.6% 13.2% 24.6% 0.0% -90.0% 58.4% 65 -8.7K -3 0.00 143.64 0 0 4 0 2019-08-28 $25.06 $25.00 55.4% 15.9% 13.7% 25.1% 0.0% -35.4% 59.3% 58 -8.9K -3 0.00 148.89 0 0 4 0 2019-08-29 $25.24 $25.00 58.9% 16.9% 13.9% 27.1% 12.3% 5.6% 55.3% 50 -9.0K -2 0.00 149.87 1 0 4 0 2019-08-30 $25.30 $25.00 60.1% 17.2% 13.9% 27.8% 0.0% 5.7% 55.9% 50 -9.0K -2 0.00 153.41 0 0 4 0
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