EMLP Options History — April 2020 In April 2020, EMLP traded between $16.66 and $20.94. ATM implied volatility averaged 96.0%, placing in the 48.5% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 18.5% (HV 20d: 77.4%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-04-27 : Highest Volume — 15 contracts2020-04-27 : Largest IV spike — 7497.0% change2020-04-01 : Highest IV Rank — 92.3%2020-04-23 : Largest Expected Move — 37.5%Monthly Statistics Metric Avg Min Max Open Close Price $19.07 $16.66 $20.94 $16.66 $20.35 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 96.0% 1.9% 178.7% 178.7% 10.7% Expected Move 16.4% 0.5% 37.5% 3.0% 3.1% HV 20d 77.4% 40.0% 115.7% 113.9% 40.0% HV 60d 71.4% 68.5% 73.2% 68.5% 73.2% IV Rank 48.5% 0.0% 92.3% 92.3% 4.6% IV Percentile 54.5% 0.0% 98.4% 98.4% 2.0% Term Structure 78.6% -51.4% 195.1% 195.1% 151.8% Skew 25d 10.3% -3.9% 17.1% 0.5% 13.2% Skew 10d 29.3% -2.5% 51.8% 0.5% 46.1% Call IV 25d 145.2% 75.1% 179.1% 163.3% 143.0% Put IV 25d 155.5% 71.2% 186.9% 163.7% 156.2% Bid-Ask Spread % 166.70 146.83 193.72 156.73 161.94 Gamma HHI 0.55 0.44 0.63 0.44 0.49 Net GEX 438 211 1.1K 286 997 Net DEX -28.9K -44.7K -7.9K -23.6K -40.7K Net VEX -114 -202 -58 -100 -188 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 0.762 0 15 0 0 Total OI 32.381 30 45 30 45
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 2020-04-01 $16.66 $16.00 178.7% 0.0% 113.9% 92.3% 0.0% 0.5% 0.0% 286 -23.6K -100 0.00 156.73 0 0 30 0 2020-04-02 $17.29 $0.00 175.7% 0.0% 115.7% 90.7% 0.0% 9.0% 0.0% 305 -24.7K -102 0.00 177.89 0 0 30 0 2020-04-03 $17.02 $0.00 7.6% 3.0% 115.7% 0.0% 0.0% 12.7% 195.1% 211 -28.7K -99 0.00 193.72 0 0 30 0 2020-04-06 $17.98 $0.00 170.0% 0.0% 109.7% 87.8% 0.0% -2.6% 0.0% 290 -27.4K -103 0.00 176.78 0 0 30 0 2020-04-07 $18.25 $0.00 5.9% 1.7% 109.7% 0.0% 0.0% 6.8% 168.0% 271 -29.9K -105 0.00 155.56 0 0 30 0 2020-04-08 $18.61 $0.00 6.7% 1.9% 109.5% 0.4% 0.0% 7.4% 178.6% 269 -28.9K -103 0.00 159.66 0 0 30 0 2020-04-09 $19.43 $0.00 117.6% 33.7% 96.8% 59.8% 0.0% 14.1% 50.5% 276 -31.8K -108 0.00 158.44 1 0 30 0 2020-04-13 $19.28 $0.00 116.2% 33.3% 95.2% 59.1% 0.0% 12.0% 54.1% 299 -31.9K -111 0.00 161.76 0 0 31 0 2020-04-14 $19.69 $0.00 11.5% 3.3% 89.1% 3.0% 0.0% 13.5% 165.3% 313 -32.7K -111 0.00 158.99 0 0 31 0 2020-04-15 $18.99 $0.00 117.2% 33.6% 90.4% 59.6% 0.0% 6.9% -37.6% 538 -17.1K -86 0.00 151.28 0 0 31 0 2020-04-16 $18.89 $0.00 128.4% 36.8% 72.0% 65.6% 0.0% 16.8% 44.5% 318 -29.3K -107 0.00 176.81 0 0 31 0 2020-04-17 $19.64 $0.00 164.1% 0.0% 67.5% 84.7% 0.0% 14.8% 49.0% 343 -31.1K -109 0.00 175.99 0 0 31 0 2020-04-20 $19.34 $0.00 70.9% 20.3% 68.1% 34.8% 0.0% 13.6% 40.8% 335 -28.3K -106 0.00 175.01 0 0 30 0 2020-04-21 $18.95 $0.00 68.3% 19.6% 57.6% 33.4% 0.0% -3.9% -25.0% 517 -7.9K -58 0.00 146.83 0 0 30 0 2020-04-22 $19.47 $0.00 177.1% 0.0% 50.0% 91.7% 0.0% 17.1% 14.4% 339 -28.6K -105 0.00 185.58 0 0 30 0 2020-04-23 $19.64 $0.00 130.8% 37.5% 45.3% 66.9% 0.0% 7.8% -51.4% 605 -16.8K -90 0.00 151.66 0 0 30 0 2020-04-24 $19.81 $0.00 2.3% 0.7% 45.3% 0.0% 0.0% 7.5% 181.2% 304 -31.8K -104 0.00 155.59 0 0 30 0 2020-04-27 $20.01 $0.00 177.0% 0.0% 44.8% 91.8% 0.0% 16.3% 151.8% 363 -29.7K -104 0.00 173.53 15 0 30 0 2020-04-28 $20.32 $0.00 177.0% 0.0% 44.8% 91.8% 0.0% 16.1% 0.0% 942 -40.9K -195 0.00 173.91 0 0 45 0 2020-04-29 $20.94 $0.00 1.9% 0.5% 45.2% 0.0% 0.0% 16.2% 0.0% 1.1K -44.7K -202 0.00 173.00 0 0 45 0 2020-04-30 $20.35 $0.00 10.7% 3.1% 40.0% 4.6% 0.0% 13.2% 0.0% 997 -40.7K -188 0.00 161.94 0 0 45 0
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