EMLP Options History — October 2019 In October 2019, EMLP traded between $24.78 and $25.45. ATM implied volatility averaged 95.3%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 87.1% (HV 20d: 8.2%). Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2019-10-29 : Largest IV spike — 931.6% change2019-10-08 : Highest IV Rank — 79.6%2019-10-30 : Largest Expected Move — 34.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.01 $24.78 $25.45 $25.45 $24.82 ATM IV 95.3% 10.7% 153.1% 116.1% 98.6% Expected Move 24.2% 3.1% 34.7% 33.3% 28.3% HV 20d 8.2% 6.6% 9.0% 6.6% 7.2% HV 60d 9.7% 9.3% 10.1% 9.3% 9.3% IV Rank 47.4% 0.2% 79.6% 59.0% 49.2% IV Percentile 51.0% 0.4% 90.5% 71.4% 56.0% Term Structure -26.3% -83.7% 50.6% -42.8% -31.3% Skew 25d -6.9% -134.2% 69.5% -127.5% -16.8% Skew 10d -11.4% -160.7% 25.3% -133.8% -160.7% Call IV 25d 114.0% 13.1% 165.7% 148.4% 165.7% Put IV 25d 107.2% 11.0% 168.4% 20.9% 148.9% Bid-Ask Spread % 144.05 101.96 151.82 144.46 141.87 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 15 0 22 19 0 Net DEX -7.4K -7.5K -7.3K -7.5K -7.4K Net VEX -1 -2 0 -1 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3 3 3 3 3
Daily Data (23 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 2019-10-01 $25.45 $0.00 116.1% 33.3% 6.6% 59.0% 0.0% -127.5% -42.8% 19 -7.5K -1 0.00 144.46 0 0 3 0 2019-10-02 $25.12 $0.00 120.6% 34.6% 7.9% 61.5% 0.0% -134.2% -47.5% 21 -7.4K -2 0.00 139.94 0 0 3 0 2019-10-03 $25.14 $0.00 124.6% 21.1% 7.9% 63.7% 0.0% 2.9% -17.3% 21 -7.4K -1 0.00 150.80 0 0 3 0 2019-10-04 $25.31 $0.00 128.4% 21.3% 8.2% 65.8% 0.0% 2.9% -17.4% 20 -7.5K -1 0.00 149.91 0 0 3 0 2019-10-07 $25.21 $0.00 145.2% 22.1% 8.3% 75.2% 0.0% 3.0% -19.2% 20 -7.5K -1 0.00 151.19 0 0 3 0 2019-10-08 $24.96 $0.00 153.1% 22.5% 9.0% 79.6% 0.0% 3.2% -20.5% 22 -7.3K -1 0.00 151.66 0 0 3 0 2019-10-09 $24.97 $0.00 79.6% 22.8% 8.8% 38.6% 0.0% 3.1% -21.1% 22 -7.3K -1 0.00 150.18 0 0 3 0 2019-10-10 $24.97 $0.00 80.7% 23.1% 8.7% 39.3% 0.0% 3.1% -21.8% 21 -7.3K -1 0.00 150.80 0 0 3 0 2019-10-11 $25.05 $0.00 81.7% 23.4% 8.8% 39.8% 0.0% 3.2% -22.3% 21 -7.4K -1 0.00 150.80 0 0 3 0 2019-10-14 $24.87 $0.00 85.7% 24.6% 8.8% 42.1% 0.0% 3.3% -25.3% 22 -7.3K -1 0.00 150.27 0 0 3 0 2019-10-15 $24.88 $0.00 48.7% 14.0% 8.6% 21.4% 0.0% 4.5% 50.6% 0 -7.5K 0 0.00 150.80 0 0 3 0 2019-10-16 $24.80 $0.00 88.6% 25.4% 8.3% 43.7% 0.0% 3.5% -27.5% 21 -7.3K -1 0.00 151.01 0 0 3 0 2019-10-17 $24.87 $0.00 90.0% 25.8% 8.5% 44.5% 0.0% 3.5% -28.3% 20 -7.4K -1 0.00 151.82 0 0 3 0 2019-10-18 $25.01 $0.00 91.4% 26.2% 8.7% 45.2% 0.0% 3.5% -28.9% 19 -7.4K -1 0.00 151.59 0 0 3 0 2019-10-21 $25.02 $0.00 96.7% 27.7% 8.6% 48.2% 0.0% 3.7% -32.6% 19 -7.4K -1 0.00 151.62 0 0 3 0 2019-10-22 $25.06 $0.00 98.6% 28.3% 8.7% 49.2% 0.0% 69.5% -83.7% 0 -7.5K 0 0.00 119.68 0 0 3 0 2019-10-23 $25.05 $0.00 12.9% 3.7% 7.9% 1.5% 0.0% -3.0% -0.1% 0 -7.5K 0 0.00 117.40 0 0 3 0 2019-10-24 $25.09 $0.00 102.9% 29.5% 8.0% 51.6% 0.0% 4.6% -37.0% 13 -7.5K 0 0.00 145.57 0 0 3 0 2019-10-25 $25.06 $0.00 105.4% 30.2% 8.0% 53.0% 0.0% -5.0% -38.9% 14 -7.5K 0 0.00 144.38 0 0 3 0 2019-10-28 $24.79 $0.00 10.7% 3.1% 8.6% 0.2% 0.0% 0.2% 2.3% 0 -7.4K 0 0.00 101.96 0 0 3 0 2019-10-29 $24.78 $0.00 110.5% 31.7% 8.4% 55.9% 0.0% 5.1% -42.9% 19 -7.4K -1 0.00 145.47 0 0 3 0 2019-10-30 $24.84 $0.00 121.2% 34.7% 7.3% 61.8% 0.0% 6.0% -52.4% 21 -7.4K -1 0.00 149.96 0 0 3 0 2019-10-31 $24.82 $0.00 98.6% 28.3% 7.2% 49.2% 0.0% -16.8% -31.3% 0 -7.4K 0 0.00 141.87 0 0 3 0
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