EMLP Options History — January 2020 In January 2020, EMLP traded between $25.34 and $26.16. ATM implied volatility averaged 81.3%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 73.4% (HV 20d: 7.9%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-01-13 : Highest Volume — 17 contracts2020-01-09 : Largest IV spike — 385.0% change2020-01-10 : Highest IV Rank — 92.8%2020-01-31 : Largest Expected Move — 29.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.83 $25.34 $26.16 $25.34 $25.64 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 81.3% 20.9% 176.8% 73.5% 102.1% Expected Move 19.5% 3.4% 29.3% 21.1% 29.3% HV 20d 7.9% 6.6% 9.4% 9.1% 7.9% HV 60d 8.2% 8.1% 8.5% 8.3% 8.5% IV Rank 39.6% 5.9% 92.8% 35.3% 51.2% IV Percentile 40.6% 6.0% 98.4% 26.6% 72.2% Term Structure -8.3% -36.6% 46.6% 46.6% -36.6% VWIV 13.6% 13.6% 13.6% 13.6% 13.6% Skew 25d -14.3% -142.1% 110.1% -25.1% -113.0% Skew 10d 31.3% -118.2% 133.6% 107.7% -118.2% Call IV 25d 75.4% 11.6% 160.6% 126.9% 131.1% Put IV 25d 61.1% 10.3% 132.3% 101.8% 18.1% Bid-Ask Spread % 142.18 118.11 153.47 146.21 139.71 Gamma HHI 0.96 0.93 0.98 0.94 0.96 Net GEX 2.0K 873 4.0K 873 1.8K Net DEX -55.8K -75.3K -34.2K -35.5K -62.0K Net VEX -185 -216 -140 -150 -205 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 0 17 0 0 Total OI 35.143 24 44 24 41
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 2020-01-02 $25.34 $25.00 73.5% 21.1% 9.1% 35.3% 0.0% -25.1% 46.6% 873 -35.5K -150 0.00 146.21 0 0 24 0 2020-01-03 $25.45 $25.00 73.8% 21.2% 8.9% 35.4% 13.6% -142.1% 44.4% 960 -34.2K -149 0.00 145.07 1 0 24 0 2020-01-06 $25.62 $0.00 108.1% 14.0% 9.0% 54.5% 0.0% 4.4% -2.7% 1.5K -37.0K -148 0.00 151.13 0 0 25 0 2020-01-07 $25.56 $0.00 148.0% 20.0% 9.2% 76.8% 0.0% 4.3% -15.7% 997 -37.4K -150 0.00 153.47 0 0 25 0 2020-01-08 $25.55 $0.00 20.9% 3.4% 9.1% 5.9% 0.0% 0.6% -0.9% 3.1K -39.9K -142 0.00 118.11 0 0 25 0 2020-01-09 $25.61 $0.00 101.4% 20.5% 9.0% 50.8% 0.0% 4.1% -16.0% 2.8K -39.1K -140 0.00 152.13 0 0 25 0 2020-01-10 $25.59 $0.00 176.8% 20.7% 9.1% 92.8% 0.0% -79.8% -17.0% 1.0K -37.5K -148 0.00 139.00 0 0 25 0 2020-01-13 $25.81 $0.00 74.7% 21.4% 9.4% 35.9% 0.0% 3.9% -18.1% 1.2K -39.0K -145 0.00 152.45 17 0 25 0 2020-01-14 $25.86 $0.00 45.3% 13.0% 7.8% 19.5% 0.0% 4.2% -3.9% 4.0K -75.3K -200 0.00 152.46 0 0 42 0 2020-01-15 $26.04 $0.00 64.0% 18.3% 7.1% 29.9% 0.0% 4.1% -15.9% 2.3K -67.8K -210 0.00 151.15 1 0 42 0 2020-01-16 $26.15 $0.00 46.0% 13.2% 7.1% 19.9% 0.0% -81.7% -8.0% 2.6K -72.6K -212 0.00 145.88 1 0 43 0 2020-01-17 $26.16 $0.00 45.5% 13.0% 6.7% 19.6% 0.0% 4.4% 12.0% 2.1K -74.1K -216 0.00 151.66 0 0 44 0 2020-01-21 $26.10 $0.00 62.3% 17.9% 6.8% 29.0% 0.0% -41.3% -16.1% 2.6K -67.7K -212 0.00 143.22 0 0 41 0 2020-01-22 $26.03 $0.00 62.5% 17.9% 6.6% 29.1% 0.0% -18.6% -10.6% 2.2K -64.3K -209 0.00 137.59 1 0 41 0 2020-01-23 $26.16 $0.00 86.1% 24.7% 6.7% 42.2% 0.0% 63.0% -24.3% 1.8K -66.8K -214 0.00 129.19 0 0 41 0 2020-01-24 $26.02 $0.00 87.9% 25.2% 7.1% 43.2% 0.0% 19.6% -25.7% 1.7K -65.8K -214 0.00 138.22 0 0 41 0 2020-01-27 $25.86 $0.00 72.5% 20.8% 7.4% 34.7% 0.0% -51.8% 1.4% 2.0K -63.8K -208 0.00 147.03 0 0 41 0 2020-01-28 $25.98 $0.00 72.4% 20.8% 7.5% 34.6% 0.0% 17.2% -6.0% 2.8K -63.1K -201 0.00 126.01 0 0 41 0 2020-01-29 $25.94 $0.00 83.3% 23.9% 7.0% 40.7% 0.0% 12.6% -27.4% 1.8K -63.9K -207 0.00 133.15 0 0 41 0 2020-01-30 $25.93 $0.00 99.3% 28.5% 6.8% 49.6% 0.0% 110.1% -33.7% 1.8K -64.8K -207 0.00 133.04 0 0 41 0 2020-01-31 $25.64 $0.00 102.1% 29.3% 7.9% 51.2% 0.0% -113.0% -36.6% 1.8K -62.0K -205 0.00 139.71 0 0 41 0
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