EMLP Options History — August 2020 In August 2020, EMLP traded between $20.34 and $21.38. ATM implied volatility averaged 121.7%, placing in the 60.8% IV rank vs the trailing year. The 30-day expected move averaged 30.7%. IV traded above realized volatility by 107.7% (HV 20d: 14.0%). Max pain ranged from $18.00 to $21.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2020-08-12 : Largest IV drop — 48.4% change2020-08-11 : Highest IV Rank — 91.6%2020-08-05 : Largest Expected Move — 41.6%Monthly Statistics Metric Avg Min Max Open Close Price $20.88 $20.34 $21.38 $20.49 $20.36 Max Pain $18.43 $18.00 $21.00 $21.00 $18.00 ATM IV 121.7% 94.2% 182.3% 141.4% 104.7% Expected Move 30.7% 25.4% 41.6% 40.5% 30.0% HV 20d 14.0% 12.7% 16.6% 16.0% 12.8% HV 60d 25.5% 23.5% 27.8% 27.8% 23.5% IV Rank 60.8% 46.8% 91.6% 70.8% 52.2% IV Percentile 67.3% 46.4% 98.0% 82.5% 57.9% Term Structure -30.1% -70.1% 38.3% -70.1% 38.3% Skew 25d -35.6% -161.0% 12.1% 0.8% -153.1% Skew 10d -34.8% -155.8% 44.9% -147.8% -155.8% Call IV 25d 153.5% 122.5% 195.7% 185.2% 181.4% Put IV 25d 117.9% 27.5% 186.0% 186.0% 28.3% Bid-Ask Spread % 147.89 138.00 153.19 152.86 144.45 Gamma HHI 0.46 0.34 0.53 0.49 0.50 Net GEX 957 -80 1.2K 1.1K 1.1K Net DEX -45.0K -48.9K -40.7K -40.7K -42.3K Net VEX -220 -234 -193 -229 -193 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 51.429 50 52 52 50
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 2020-08-03 $20.49 $21.00 141.4% 40.5% 16.0% 70.8% 0.0% 0.8% -70.1% 1.1K -40.7K -229 0.00 152.86 0 0 49 3 2020-08-04 $20.82 $21.00 140.9% 40.4% 16.6% 70.6% 0.0% -63.0% -55.3% 1.2K -43.6K -234 0.00 153.19 0 0 49 3 2020-08-05 $20.84 $21.00 145.2% 41.6% 16.6% 72.7% 0.0% -161.0% -58.6% 1.2K -44.0K -234 0.00 150.78 0 0 49 3 2020-08-06 $20.90 $18.00 155.0% 25.4% 14.4% 77.7% 0.0% -61.4% -37.2% 1.2K -44.2K -234 0.00 148.94 0 0 49 3 2020-08-07 $21.12 $18.00 161.2% 25.5% 14.2% 80.9% 0.0% 6.9% -37.0% 1.2K -46.0K -234 0.00 148.12 0 0 49 3 2020-08-10 $21.35 $18.00 172.8% 26.3% 14.4% 86.7% 0.0% 7.1% -38.5% 1.2K -48.6K -234 0.00 149.80 0 0 49 3 2020-08-11 $21.13 $18.00 182.3% 26.8% 15.0% 91.6% 0.0% 7.6% -40.7% 1.1K -47.0K -229 0.00 147.16 0 0 49 3 2020-08-12 $21.38 $18.00 94.2% 27.0% 14.3% 46.8% 0.0% 7.6% -40.3% 1.2K -48.9K -232 0.00 149.92 0 0 49 3 2020-08-13 $21.27 $18.00 95.7% 27.4% 14.6% 47.6% 0.0% 7.9% -42.0% 806 -48.3K -229 0.00 148.43 0 0 49 3 2020-08-14 $21.20 $18.00 97.3% 27.9% 14.6% 48.4% 0.0% 8.3% -43.5% 744 -47.9K -226 0.00 148.28 0 0 49 3 2020-08-17 $21.21 $18.00 110.9% 31.8% 13.5% 55.4% 0.0% 8.1% -47.2% 651 -47.9K -223 0.00 148.29 0 0 49 3 2020-08-18 $21.06 $18.00 103.8% 29.8% 13.1% 51.7% 0.0% 9.2% -49.6% 466 -46.4K -220 0.00 147.89 0 0 49 3 2020-08-19 $21.01 $18.00 105.7% 30.3% 13.1% 52.7% 0.0% 9.1% -51.4% 287 -45.8K -219 0.00 148.50 0 0 49 3 2020-08-20 $20.88 $18.00 107.7% 30.9% 13.2% 53.7% 0.0% 9.3% -28.9% -80 -44.2K -216 0.00 148.56 0 0 49 3 2020-08-21 $20.81 $18.00 109.8% 31.5% 13.2% 54.8% 0.0% 9.1% -30.4% 1.1K -42.3K -214 0.00 147.07 0 0 49 3 2020-08-24 $20.85 $18.00 116.1% 33.3% 12.7% 58.0% 0.0% -60.4% -34.5% 1.1K -46.4K -210 0.00 145.71 0 0 49 1 2020-08-25 $20.64 $18.00 119.0% 34.1% 13.3% 59.5% 0.0% -56.2% -37.1% 1.2K -44.2K -206 0.00 148.38 0 0 49 1 2020-08-26 $20.34 $18.00 96.4% 27.6% 13.0% 48.0% 0.0% 12.1% 21.3% 1.1K -42.3K -200 0.00 146.92 0 0 49 1 2020-08-27 $20.43 $18.00 97.0% 27.8% 12.7% 48.3% 0.0% -144.6% 23.6% 1.1K -43.6K -200 0.00 144.45 0 0 49 1 2020-08-28 $20.45 $18.00 98.0% 28.1% 12.7% 48.8% 0.0% -151.1% 25.8% 1.2K -41.5K -197 0.00 138.00 0 0 49 1 2020-08-31 $20.36 $18.00 104.7% 30.0% 12.8% 52.2% 0.0% -153.1% 38.3% 1.1K -42.3K -193 0.00 144.45 0 0 49 1
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