EMLP Options History — September 2019 In September 2019, EMLP traded between $25.39 and $25.94. ATM implied volatility averaged 74.4%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 65.4% (HV 20d: 9.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-09-16 : Highest Volume — 3 contracts2019-09-27 : Largest IV spike — 753.3% change2019-09-30 : Highest IV Rank — 55.7%2019-09-30 : Largest Expected Move — 31.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.60 $25.39 $25.94 $25.44 $25.62 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 74.4% 11.0% 110.3% 66.4% 110.3% Expected Move 21.2% 3.1% 31.6% 19.0% 31.6% HV 20d 9.0% 5.6% 11.9% 11.8% 6.3% HV 60d 9.5% 9.2% 9.8% 9.8% 9.2% IV Rank 35.7% 0.4% 55.7% 31.3% 55.7% IV Percentile 29.0% 0.8% 67.5% 16.3% 67.5% Term Structure -15.4% -43.0% 58.4% 58.4% -43.0% Skew 25d -14.2% -102.9% 6.3% 6.2% -73.6% Skew 10d -4.6% -123.1% 26.3% 22.6% -15.9% Call IV 25d 107.4% 9.2% 151.0% 146.0% 147.0% Put IV 25d 93.1% 11.8% 157.3% 152.2% 73.3% Bid-Ask Spread % 146.66 111.78 153.96 148.84 148.12 Gamma HHI 0.99 0.94 1.00 1.00 1.00 Net GEX 144 0 885 54 19 Net DEX -9.6K -16.8K -7.6K -9.1K -7.6K Net VEX -1 -5 0 -2 -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 0.15 0 3 0 0 Total OI 4 3 7 4 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 P/C Spread % Call Vol Put Vol Call OI Put OI 2019-09-03 $25.44 $25.00 66.4% 19.0% 11.8% 31.3% 0.0% 6.2% 58.4% 54 -9.1K -2 0.00 148.84 0 0 4 0 2019-09-04 $25.54 $25.00 64.6% 18.5% 11.8% 30.3% 0.0% 6.3% 57.8% 52 -9.2K -2 0.00 153.96 0 0 4 0 2019-09-05 $25.47 $0.00 70.6% 21.0% 11.9% 33.6% 0.0% 2.6% -25.0% 59 -9.1K -2 0.00 151.32 0 0 4 0 2019-09-06 $25.39 $0.00 73.4% 21.3% 11.6% 35.2% 0.0% 2.6% -25.9% 57 -9.1K -2 0.00 150.92 0 0 4 0 2019-09-09 $25.41 $0.00 82.7% 22.1% 11.6% 40.3% 0.0% 2.8% -27.9% 63 -9.1K -2 0.00 152.49 0 0 4 0 2019-09-10 $25.39 $0.00 86.8% 22.4% 11.1% 42.6% 0.0% 2.8% -28.8% 68 -9.1K -2 0.00 152.63 0 0 4 0 2019-09-11 $25.51 $0.00 11.0% 3.1% 11.0% 0.4% 0.0% 2.6% 2.9% 294 -9.7K -1 0.00 111.78 0 0 4 0 2019-09-12 $25.44 $0.00 77.6% 22.2% 9.2% 37.5% 0.0% 2.9% -27.3% 159 -9.2K -1 0.00 151.08 0 0 4 0 2019-09-13 $25.46 $0.00 75.3% 21.6% 9.2% 36.3% 0.0% 3.0% -28.8% 75 -9.1K -1 0.00 151.32 0 0 4 0 2019-09-16 $25.61 $0.00 28.5% 8.2% 8.9% 10.2% 0.0% -0.5% 4.0% 118 -9.3K -1 0.00 151.69 3 0 4 0 2019-09-17 $25.71 $0.00 78.9% 22.6% 8.3% 38.3% 0.0% 3.6% -34.5% 885 -16.0K -5 0.00 150.58 0 0 7 0 2019-09-18 $25.81 $0.00 85.4% 24.5% 8.3% 41.9% 0.0% 3.3% -37.5% 762 -16.8K -2 0.00 153.03 0 0 7 0 2019-09-19 $25.79 $0.00 86.9% 24.9% 8.2% 42.7% 0.0% 3.4% -38.8% 175 -10.1K 0 0.00 153.92 0 0 4 0 2019-09-20 $25.88 $0.00 88.3% 25.3% 8.1% 43.5% 0.0% 3.3% -39.7% 4 -10.4K 0 0.00 152.84 0 0 4 0 2019-09-23 $25.94 $0.00 93.4% 26.8% 5.6% 46.3% 0.0% -102.9% -30.1% 2 -7.8K 0 0.00 137.38 0 0 3 0 2019-09-24 $25.87 $0.00 95.4% 27.4% 5.9% 47.4% 0.0% -4.7% -31.7% 3 -7.8K 0 0.00 137.22 0 0 3 0 2019-09-25 $25.59 $0.00 97.6% 28.0% 7.5% 48.7% 0.0% -85.1% -33.5% 19 -7.6K -1 0.00 148.79 0 0 3 0 2019-09-26 $25.60 $0.00 12.0% 3.4% 6.7% 1.0% 0.0% -0.2% 58.3% 0 -7.7K 0 0.00 130.58 0 0 3 0 2019-09-27 $25.56 $0.00 102.2% 29.3% 6.3% 51.3% 0.0% -63.0% -37.0% 19 -7.6K -1 0.00 144.75 0 0 3 0 2019-09-30 $25.62 $0.00 110.3% 31.6% 6.3% 55.7% 0.0% -73.6% -43.0% 19 -7.6K -1 0.00 148.12 0 0 3 0
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