EMLP Options History — May 2020 In May 2020, EMLP traded between $19.33 and $21.26. ATM implied volatility averaged 92.3%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 29.8%. IV traded above realized volatility by 58.6% (HV 20d: 33.7%). Max pain ranged from $18.00 to $22.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-05-07 : Highest Volume — 5 contracts2020-05-07 : Largest IV spike — 3549.5% change2020-05-07 : Highest IV Rank — 100.0%2020-05-04 : Largest Expected Move — 57.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.27 $19.33 $21.26 $19.80 $21.26 Max Pain $18.84 $18.00 $22.00 $22.00 $18.00 ATM IV 92.3% 5.4% 197.4% 189.4% 125.4% Expected Move 29.8% 2.9% 57.4% 57.4% 35.9% HV 20d 33.7% 28.5% 40.7% 40.7% 28.5% HV 60d 73.9% 73.3% 74.7% 73.4% 73.3% IV Rank 46.4% 1.8% 100.0% 98.3% 63.1% IV Percentile 54.6% 0.8% 100.0% 99.6% 82.1% Term Structure -40.3% -88.5% 1.6% -80.9% -39.8% VWIV 29.3% 26.7% 34.1% 26.7% 34.1% Skew 25d -11.9% -121.1% 23.4% 11.4% -121.1% Skew 10d -9.9% -153.9% 45.3% 41.8% -150.0% Call IV 25d 137.6% 23.4% 169.3% 147.9% 169.3% Put IV 25d 125.7% 24.4% 168.9% 159.3% 48.2% Bid-Ask Spread % 150.96 119.58 172.51 158.60 146.13 Gamma HHI 0.39 0.32 0.62 0.39 0.37 Net GEX 858 451 1.5K 549 1.5K Net DEX -30.4K -50.1K -12.3K -46.1K -31.1K Net VEX -168 -191 -115 -191 -183 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 0.6 0 5 0 0 Total OI 49.2 45 53 45 53
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 2020-05-01 $19.80 $0.00 189.4% 0.0% 40.7% 98.3% 0.0% 11.4% 0.0% 549 -46.1K -191 0.00 158.60 0 0 45 0 2020-05-04 $20.02 $22.00 5.8% 57.4% 39.9% 2.0% 0.0% 10.8% -80.9% 472 -48.0K -186 0.00 151.36 0 0 45 0 2020-05-05 $20.19 $22.00 9.2% 57.1% 35.8% 3.8% 0.0% 11.5% -75.2% 484 -50.1K -189 0.00 152.00 0 0 45 0 2020-05-06 $19.77 $22.00 5.4% 0.0% 36.9% 1.8% 0.0% 11.3% -83.1% 451 -49.7K -183 0.00 151.91 0 0 45 0 2020-05-07 $19.84 $22.00 197.4% 56.6% 36.4% 100.0% 26.7% 23.4% -88.5% 993 -34.9K -170 0.00 170.22 0 5 45 0 2020-05-08 $20.29 $18.00 36.6% 7.3% 34.1% 17.8% 0.0% 1.5% 1.6% 573 -12.3K -115 0.00 119.58 0 1 45 5 2020-05-11 $20.22 $18.00 53.3% 7.8% 33.9% 26.3% 0.0% 1.1% 0.4% 726 -12.5K -118 0.00 120.18 0 1 45 4 2020-05-12 $19.97 $18.00 98.8% 28.3% 33.6% 49.6% 0.0% 4.5% -35.2% 816 -32.4K -181 0.00 141.31 1 0 45 3 2020-05-13 $19.33 $18.00 104.5% 30.0% 33.1% 52.5% 0.0% 4.5% -35.3% 763 -29.9K -181 0.00 140.71 0 0 46 3 2020-05-14 $19.52 $18.00 102.6% 29.4% 33.1% 51.5% 27.0% 5.6% -24.7% 800 -29.9K -181 0.00 141.27 0 1 46 3 2020-05-15 $19.59 $18.00 103.8% 29.8% 30.1% 52.1% 0.0% 6.3% -25.3% 816 -28.4K -180 0.00 147.92 0 0 46 4 2020-05-18 $20.54 $18.00 105.4% 30.2% 33.9% 52.9% 34.1% -21.8% -31.1% 1.1K -31.8K -187 0.00 149.29 0 1 46 4 2020-05-19 $20.43 $18.00 10.3% 3.0% 32.9% 4.3% 0.0% 16.1% -32.9% 1.1K -31.4K -185 0.00 172.51 0 0 46 5 2020-05-20 $20.59 $18.00 162.6% 0.0% 31.8% 82.2% 0.0% 16.1% -31.4% 745 -17.3K -133 0.00 172.25 0 0 46 5 2020-05-21 $20.37 $18.00 111.8% 32.1% 32.1% 56.2% 0.0% -36.2% -28.5% 1.1K -28.0K -176 0.00 146.44 0 0 46 5 2020-05-22 $20.49 $18.00 10.1% 2.9% 32.0% 4.2% 0.0% 15.2% 0.0% 714 -17.1K -130 0.00 170.10 0 0 46 5 2020-05-26 $20.91 $18.00 170.3% 0.0% 32.6% 86.1% 0.0% 15.5% 0.0% 877 -19.1K -133 0.00 170.49 0 2 46 5 2020-05-27 $21.07 $18.00 120.4% 34.5% 32.3% 60.6% 0.0% -105.7% -37.0% 1.2K -27.6K -169 0.00 148.34 0 0 46 7 2020-05-28 $21.17 $18.00 122.8% 35.2% 30.5% 61.8% 0.0% -107.9% -38.3% 1.4K -30.1K -184 0.00 148.60 0 0 46 7 2020-05-29 $21.26 $18.00 125.4% 35.9% 28.5% 63.1% 0.0% -121.1% -39.8% 1.5K -31.1K -183 0.00 146.13 0 0 46 7
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