EMLP Options History — November 2019 In November 2019, EMLP traded between $24.37 and $25.01. ATM implied volatility averaged 86.5%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 78.7% (HV 20d: 7.8%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-27 : Highest Volume — 3 contracts2019-11-14 : Largest IV spike — 99.1% change2019-11-08 : Highest IV Rank — 82.2%2019-11-19 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.62 $24.37 $25.01 $25.01 $24.53 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 86.5% 35.9% 157.8% 87.3% 43.5% Expected Move 18.5% 10.3% 25.8% 25.0% 12.5% HV 20d 7.8% 6.7% 8.6% 7.4% 8.1% HV 60d 8.3% 7.6% 9.2% 9.2% 7.6% IV Rank 42.5% 14.3% 82.2% 42.9% 18.5% IV Percentile 39.1% 6.3% 92.9% 39.3% 7.9% Term Structure -4.2% -44.1% 62.4% -44.1% 47.7% VWIV 9.5% 9.5% 9.5% 9.5% 9.5% Skew 25d -46.1% -112.8% 6.0% 6.0% -104.9% Skew 10d -20.3% -116.8% 21.0% 17.3% 14.1% Call IV 25d 115.6% 95.5% 173.6% 173.6% 132.0% Put IV 25d 69.5% 13.6% 179.6% 179.6% 27.2% Bid-Ask Spread % 147.74 142.18 151.06 150.26 150.14 Gamma HHI 0.78 0.44 1.00 1.00 0.65 Net GEX 75 0 159 0 159 Net DEX -9.4K -11.6K -7.2K -7.5K -11.4K Net VEX -6 -13 0 0 -11 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 0.3 0 3 0 0 Total OI 4.5 3 6 3 6
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 2019-11-01 $25.01 $0.00 87.3% 25.0% 7.4% 42.9% 0.0% 6.0% -44.1% 0 -7.5K 0 0.00 150.26 0 0 3 0 2019-11-04 $24.93 $15.00 128.2% 17.2% 7.3% 65.8% 0.0% -39.9% -16.4% 7 -7.5K 0 0.00 149.56 0 0 3 0 2019-11-05 $24.80 $15.00 152.0% 14.3% 6.7% 79.0% 0.0% -45.5% -15.1% 0 -7.4K 0 0.00 147.06 0 0 3 0 2019-11-06 $24.72 $15.00 150.5% 17.7% 6.8% 78.1% 0.0% -24.2% -28.0% 16 -7.4K 0 0.00 150.01 0 0 3 0 2019-11-07 $24.44 $15.00 154.8% 18.8% 7.8% 80.5% 0.0% -10.9% -28.5% 15 -7.3K 0 0.00 150.43 0 0 3 0 2019-11-08 $24.43 $15.00 157.8% 18.6% 7.6% 82.2% 0.0% -9.5% -26.3% 16 -7.3K 0 0.00 148.42 0 0 3 0 2019-11-11 $24.37 $15.00 77.9% 22.3% 7.3% 37.7% 0.0% 3.8% -33.5% 22 -7.2K -1 0.00 150.13 0 0 3 0 2019-11-12 $24.39 $15.00 67.3% 19.3% 7.3% 31.8% 0.0% -7.3% -29.9% 15 -7.3K 0 0.00 151.06 0 0 3 0 2019-11-13 $24.59 $15.00 35.9% 10.3% 7.9% 14.3% 9.5% -44.3% 35.1% 0 -7.4K 0 0.00 149.87 2 0 3 0 2019-11-14 $24.54 $15.00 71.5% 20.5% 7.9% 34.2% 0.0% -13.6% -34.4% 97 -9.8K -6 0.00 150.96 0 0 5 0 2019-11-15 $24.69 $15.00 82.5% 23.7% 7.9% 40.3% 0.0% -17.8% -38.4% 96 -9.9K -6 0.00 150.47 0 0 5 0 2019-11-18 $24.59 $15.00 86.4% 24.8% 8.0% 42.5% 0.0% -32.3% -24.9% 85 -9.9K -6 0.00 147.30 1 0 5 0 2019-11-19 $24.48 $15.00 89.9% 25.8% 8.0% 44.4% 0.0% -99.0% -24.2% 131 -11.3K -12 0.00 145.20 0 0 6 0 2019-11-20 $24.55 $15.00 88.4% 25.3% 8.2% 43.5% 0.0% -15.4% -25.0% 131 -11.4K -13 0.00 144.90 0 0 6 0 2019-11-21 $24.70 $15.00 70.3% 20.2% 8.5% 33.5% 0.0% -57.2% -29.8% 127 -11.6K -12 0.00 143.34 0 0 6 0 2019-11-22 $24.77 $15.00 47.4% 13.6% 8.6% 20.7% 0.0% -77.5% 61.1% 125 -11.6K -12 0.00 145.20 0 0 6 0 2019-11-25 $24.69 $15.00 46.7% 13.4% 7.8% 20.3% 0.0% -109.0% 47.9% 148 -11.5K -11 0.00 142.18 0 0 6 0 2019-11-26 $24.56 $15.00 40.9% 11.7% 8.0% 17.1% 0.0% -109.9% 60.5% 156 -11.4K -11 0.00 144.11 0 0 6 0 2019-11-27 $24.62 $15.00 50.1% 14.4% 8.0% 22.2% 0.0% -112.8% 62.4% 152 -11.4K -11 0.00 144.13 3 0 6 0 2019-11-29 $24.53 $15.00 43.5% 12.5% 8.1% 18.5% 0.0% -104.9% 47.7% 159 -11.4K -11 0.00 150.14 0 0 6 0
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