EMLP Options History — December 2019 In December 2019, EMLP traded between $24.26 and $25.52. ATM implied volatility averaged 87.2%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 78.6% (HV 20d: 8.6%). Max pain ranged from $15.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-12-11 : Highest Volume — 21 contracts2019-12-31 : Largest IV drop — 43.1% change2019-12-30 : Highest IV Rank — 57.4%2019-12-30 : Largest Expected Move — 32.5%Monthly Statistics Metric Avg Min Max Open Close Price $24.97 $24.26 $25.52 $24.34 $25.45 Max Pain $23.00 $15.00 $25.00 $15.00 $25.00 ATM IV 87.2% 64.4% 113.3% 87.8% 64.4% Expected Move 24.9% 18.5% 32.5% 25.2% 18.5% HV 20d 8.6% 7.2% 9.6% 7.8% 9.0% HV 60d 8.3% 7.7% 8.9% 7.7% 8.3% IV Rank 42.9% 30.2% 57.4% 43.2% 30.2% IV Percentile 45.6% 19.8% 75.8% 44.0% 19.8% Term Structure -32.2% -48.7% 55.8% -43.9% 55.8% VWIV 74.7% 74.7% 74.7% 74.7% 74.7% Skew 25d -24.7% -137.6% 103.6% -129.0% -123.3% Skew 10d -2.1% -142.2% 139.8% -132.8% 77.4% Call IV 25d 115.1% 25.6% 154.7% 143.8% 141.2% Put IV 25d 90.4% 14.8% 164.4% 14.8% 17.9% Bid-Ask Spread % 148.24 132.68 154.37 142.85 138.67 Gamma HHI 0.84 0.55 0.97 0.68 0.94 Net GEX 779 136 2.0K 152 900 Net DEX -27.4K -41.4K -11.0K -11.0K -35.8K Net VEX -100 -162 -3 -10 -152 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 1.19 0 21 0 0 Total OI 18 6 29 6 24
Daily Data (21 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 2019-12-02 $24.34 $15.00 87.8% 25.2% 7.8% 43.2% 0.0% -129.0% -43.9% 152 -11.0K -10 0.00 142.85 0 0 6 0 2019-12-03 $24.26 $15.00 90.6% 26.0% 7.8% 44.8% 0.0% -88.0% -46.9% 136 -11.1K -10 0.00 141.46 0 0 6 0 2019-12-04 $24.44 $15.00 92.9% 26.6% 8.3% 46.1% 0.0% -137.6% -48.7% 144 -11.3K -10 0.00 144.99 0 0 6 0 2019-12-05 $24.45 $0.00 95.9% 21.9% 8.2% 47.8% 0.0% 4.0% -27.2% 144 -11.3K -10 0.00 151.01 0 0 6 0 2019-12-06 $24.54 $0.00 66.7% 21.7% 7.3% 31.5% 0.0% -74.6% -29.8% 184 -11.2K -10 0.00 149.97 0 0 6 0 2019-12-09 $24.65 $0.00 75.4% 22.4% 7.4% 36.3% 0.0% 4.0% -31.7% 185 -11.3K -10 0.00 153.10 0 0 6 0 2019-12-10 $24.79 $0.00 79.2% 22.7% 7.6% 38.4% 0.0% 4.0% -32.0% 156 -11.6K -9 0.00 153.07 0 0 6 0 2019-12-11 $24.86 $0.00 70.3% 20.1% 7.6% 33.4% 0.0% 4.1% -22.3% 217 -12.3K -3 0.00 150.45 21 0 6 0 2019-12-12 $24.96 $0.00 73.6% 21.1% 7.2% 35.3% 74.7% 4.3% -36.0% 1.4K -40.7K -154 0.00 148.18 2 0 27 0 2019-12-13 $24.66 $25.00 82.3% 23.6% 8.5% 40.2% 0.0% 90.9% -34.4% 1.0K -41.4K -162 0.00 153.00 0 0 29 0 2019-12-16 $24.97 $25.00 85.6% 24.6% 9.4% 42.0% 0.0% 4.0% -36.2% 1.1K -35.6K -161 0.00 153.96 0 0 26 0 2019-12-17 $25.06 $25.00 86.8% 24.9% 9.2% 42.7% 0.0% 4.0% -36.9% 1.8K -36.2K -160 0.00 153.29 2 0 26 0 2019-12-18 $25.27 $25.00 87.8% 25.2% 9.4% 43.2% 0.0% 4.0% -37.0% 1.7K -37.3K -159 0.00 153.23 0 0 26 0 2019-12-19 $25.24 $25.00 89.4% 25.6% 9.4% 44.1% 0.0% 4.0% -38.4% 2.0K -38.0K -159 0.00 154.37 0 0 26 0 2019-12-20 $25.43 $25.00 90.5% 26.0% 9.5% 44.7% 0.0% 4.0% -38.7% 935 -40.1K -158 0.00 153.59 0 0 26 0 2019-12-23 $25.39 $25.00 95.9% 27.5% 9.6% 47.7% 0.0% 10.4% -32.8% 850 -35.5K -156 0.00 142.96 0 0 24 0 2019-12-24 $25.40 $25.00 97.6% 28.0% 9.4% 48.7% 0.0% -106.8% -33.9% 869 -35.7K -155 0.00 132.68 0 0 24 0 2019-12-26 $25.52 $25.00 99.9% 28.6% 9.1% 50.0% 0.0% 103.6% -39.8% 857 -36.0K -155 0.00 147.11 0 0 24 0 2019-12-27 $25.47 $25.00 104.4% 29.9% 9.2% 52.5% 0.0% -117.0% -38.6% 864 -35.8K -154 0.00 144.46 0 0 24 0 2019-12-30 $25.30 $25.00 113.3% 32.5% 9.5% 57.4% 0.0% 12.4% -45.9% 812 -35.5K -151 0.00 150.63 0 0 24 0 2019-12-31 $25.45 $25.00 64.4% 18.5% 9.0% 30.2% 0.0% -123.3% 55.8% 900 -35.8K -152 0.00 138.67 0 0 24 0
« Nov 2019 | All History | Jan 2020 » Home EMLP History December 2019