EMLP Options History — February 2020 In February 2020, EMLP traded between $23.19 and $26.38. ATM implied volatility averaged 102.0%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded above realized volatility by 92.4% (HV 20d: 9.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2020-02-28 : Highest Volume — 17 contracts2020-02-12 : Largest IV drop — 48.2% change2020-02-11 : Highest IV Rank — 76.3%2020-02-05 : Largest Expected Move — 33.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.69 $23.19 $26.38 $25.70 $23.19 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 102.0% 76.3% 147.3% 110.1% 116.0% Expected Move 25.9% 18.8% 33.4% 31.6% 33.3% HV 20d 9.5% 7.4% 21.4% 7.8% 21.4% HV 60d 8.9% 7.9% 14.8% 8.4% 14.8% IV Rank 51.0% 36.7% 76.3% 55.7% 58.9% IV Percentile 65.0% 32.5% 90.9% 78.6% 81.3% Term Structure -36.7% -46.9% -27.6% -42.6% -36.8% VWIV 58.8% 58.8% 58.8% 58.8% 58.8% Skew 25d -5.1% -118.8% 99.7% -118.8% 4.9% Skew 10d 5.0% -139.3% 36.7% 36.7% 18.2% Call IV 25d 109.0% 19.5% 157.3% 136.2% 157.3% Put IV 25d 104.0% 13.6% 162.2% 17.4% 162.2% Bid-Ask Spread % 147.02 131.38 151.47 137.56 149.24 Gamma HHI 0.80 0.73 0.97 0.96 0.75 Net GEX 2.0K 1.5K 3.1K 1.7K 1.5K Net DEX -69.4K -77.4K -47.9K -62.6K -47.9K Net VEX -222 -246 -195 -201 -195 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 1.211 0 17 0 17 Total OI 46.053 41 47 41 47
Daily Data (19 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 2020-02-03 $25.70 $0.00 110.1% 31.6% 7.8% 55.7% 0.0% -118.8% -42.6% 1.7K -62.6K -201 0.00 137.56 0 0 41 0 2020-02-04 $25.77 $0.00 113.2% 32.5% 7.5% 57.4% 0.0% 99.7% -44.7% 1.8K -63.2K -200 0.00 139.79 0 0 41 0 2020-02-05 $25.88 $0.00 116.5% 33.4% 7.5% 59.2% 0.0% -117.6% -46.9% 2.0K -64.6K -200 0.00 141.46 6 0 41 0 2020-02-06 $25.84 $25.00 120.4% 20.4% 7.6% 61.4% 0.0% -5.5% -30.4% 2.2K -72.1K -246 0.00 148.22 0 0 47 0 2020-02-07 $25.77 $25.00 109.5% 20.7% 7.6% 55.3% 0.0% 3.9% -37.8% 2.1K -70.0K -243 0.00 148.32 0 0 47 0 2020-02-10 $25.71 $25.00 130.8% 18.8% 7.7% 67.1% 0.0% 83.3% -36.1% 2.5K -69.7K -239 0.00 143.51 0 0 47 0 2020-02-11 $25.87 $25.00 147.3% 21.7% 7.4% 76.3% 0.0% 4.3% -34.1% 2.2K -72.6K -239 0.00 148.60 0 0 47 0 2020-02-12 $26.12 $25.00 76.3% 21.9% 8.1% 36.7% 0.0% 4.1% -33.9% 2.0K -75.1K -238 0.00 149.84 0 0 47 0 2020-02-13 $26.14 $25.00 77.3% 22.2% 7.7% 37.2% 0.0% 3.5% -34.7% 1.9K -74.8K -237 0.00 149.75 0 0 47 0 2020-02-14 $26.28 $25.00 78.2% 22.4% 7.8% 37.7% 0.0% 4.1% -34.9% 2.0K -76.8K -233 0.00 150.60 0 0 47 0 2020-02-18 $26.37 $25.00 82.9% 23.8% 7.9% 40.3% 0.0% 3.5% -38.6% 1.9K -77.3K -228 0.00 151.47 0 0 47 0 2020-02-19 $26.38 $25.00 84.2% 24.1% 7.8% 41.1% 0.0% 3.5% -38.8% 1.9K -77.4K -226 0.00 150.69 0 0 47 0 2020-02-20 $26.38 $25.00 85.7% 24.6% 7.7% 41.9% 0.0% 3.6% -40.0% 1.9K -77.4K -225 0.00 150.78 0 0 47 0 2020-02-21 $26.34 $25.00 87.3% 25.0% 7.6% 42.8% 0.0% 3.6% -41.5% 1.9K -77.0K -223 0.00 150.08 0 0 47 0 2020-02-24 $25.95 $25.00 93.2% 26.7% 9.1% 46.1% 0.0% -91.3% -27.6% 3.1K -76.8K -216 0.00 131.38 0 0 47 0 2020-02-25 $25.35 $25.00 98.1% 28.1% 12.2% 48.8% 0.0% 4.3% -28.5% 1.9K -66.9K -218 0.00 151.13 0 0 47 0 2020-02-26 $24.96 $25.00 103.2% 29.6% 13.0% 51.7% 0.0% 4.2% -35.7% 1.8K -63.4K -214 0.00 149.86 0 0 47 0 2020-02-27 $24.06 $25.00 107.5% 30.8% 17.9% 54.1% 0.0% 6.1% -34.1% 2.1K -52.3K -205 0.00 151.11 0 0 47 0 2020-02-28 $23.19 $25.00 116.0% 33.3% 21.4% 58.9% 58.8% 4.9% -36.8% 1.5K -47.9K -195 0.00 149.24 17 0 47 0
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