EMLP Options History — September 2020 In September 2020, EMLP traded between $18.76 and $20.45. ATM implied volatility averaged 120.2%, placing in the 60.1% IV rank vs the trailing year. The 30-day expected move averaged 34.5%. IV traded above realized volatility by 105.2% (HV 20d: 15.0%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2020-09-08 : Largest IV drop — 31.6% change2020-09-30 : Highest IV Rank — 80.5%2020-09-30 : Largest Expected Move — 46.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.63 $18.76 $20.45 $20.18 $19.01 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 120.2% 78.5% 160.4% 106.8% 160.4% Expected Move 34.5% 26.6% 46.0% 30.6% 46.0% HV 20d 15.0% 11.6% 18.9% 11.6% 18.9% HV 60d 17.5% 15.7% 22.6% 22.6% 16.2% IV Rank 60.1% 38.9% 80.5% 53.2% 80.5% IV Percentile 67.6% 24.6% 89.3% 59.5% 89.3% Term Structure -41.7% -70.5% 30.8% 27.4% -70.5% Skew 25d -76.8% -166.7% 34.4% -160.8% -160.5% Skew 10d -104.2% -152.1% 47.6% -152.1% -144.4% Call IV 25d 164.6% 129.4% 198.9% 185.9% 191.5% Put IV 25d 87.8% 24.5% 191.3% 25.1% 31.1% Bid-Ask Spread % 152.99 142.09 181.43 142.09 153.95 Gamma HHI 0.57 0.40 0.70 0.50 0.70 Net GEX 975 674 1.3K 1.1K 833 Net DEX -36.5K -45.8K -30.9K -40.9K -32.8K Net VEX -164 -192 -144 -190 -146 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 46.952 42 50 50 42
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 2020-09-01 $20.18 $18.00 106.8% 30.6% 11.6% 53.2% 0.0% -160.8% 27.4% 1.1K -40.9K -190 0.00 142.09 0 0 49 1 2020-09-02 $20.45 $18.00 107.7% 30.9% 12.7% 53.7% 0.0% -166.7% 30.8% 1.1K -42.9K -192 0.00 144.74 0 0 49 1 2020-09-03 $20.12 $0.00 112.3% 26.6% 13.7% 56.1% 0.0% 7.8% -34.2% 1.1K -40.4K -188 0.00 154.95 0 0 49 1 2020-09-04 $20.05 $0.00 114.9% 27.0% 12.9% 57.4% 0.0% 8.3% -35.4% 1.1K -38.8K -184 0.00 152.31 0 0 49 1 2020-09-08 $19.87 $0.00 78.5% 0.0% 12.1% 38.9% 0.0% 34.4% -62.7% 674 -45.8K -174 0.00 181.43 0 0 49 1 2020-09-09 $20.14 $0.00 100.1% 28.7% 13.2% 49.9% 0.0% 8.3% -39.7% 980 -38.8K -176 0.00 152.49 0 0 49 1 2020-09-10 $19.80 $0.00 102.3% 29.3% 13.1% 51.0% 0.0% 9.0% -42.6% 948 -36.3K -172 0.00 154.87 0 0 49 1 2020-09-11 $19.76 $0.00 103.9% 29.8% 13.1% 51.8% 0.0% -94.4% -44.0% 1.1K -36.3K -170 0.00 153.66 0 0 49 1 2020-09-14 $19.94 $0.00 108.2% 31.0% 13.9% 54.0% 0.0% -53.8% -46.9% 1.2K -37.7K -169 0.00 153.83 0 0 49 1 2020-09-15 $19.84 $0.00 110.2% 31.6% 13.8% 55.0% 0.0% -102.6% -49.0% 1.2K -36.9K -166 0.00 150.68 0 0 49 1 2020-09-16 $19.98 $0.00 111.7% 32.0% 14.2% 55.7% 0.0% -85.0% -49.6% 1.3K -37.9K -167 0.00 151.96 0 0 49 1 2020-09-17 $19.73 $0.00 114.2% 32.7% 14.6% 57.0% 0.0% 10.0% -39.4% 1.3K -35.6K -160 0.00 156.27 0 0 49 1 2020-09-18 $19.61 $0.00 116.5% 33.4% 14.6% 58.2% 0.0% 9.6% -41.5% 877 -34.9K -158 0.00 155.34 0 0 49 1 2020-09-21 $19.30 $0.00 127.8% 36.7% 15.3% 64.0% 0.0% -139.4% -45.1% 838 -33.3K -153 0.00 147.60 0 0 42 0 2020-09-22 $19.45 $0.00 129.9% 37.2% 15.8% 65.0% 0.0% -10.7% -46.1% 857 -34.1K -153 0.00 149.11 0 0 42 0 2020-09-23 $18.91 $0.00 134.8% 38.6% 17.9% 67.5% 0.0% -148.8% -51.7% 814 -30.9K -144 0.00 151.56 0 0 42 0 2020-09-24 $18.76 $0.00 137.6% 39.5% 17.6% 68.9% 0.0% -141.5% -53.5% 799 -31.7K -145 0.00 152.02 0 0 42 0 2020-09-25 $18.93 $0.00 140.3% 40.2% 17.9% 70.3% 0.0% -154.7% -54.8% 814 -32.6K -150 0.00 149.44 0 0 42 0 2020-09-28 $19.18 $0.00 150.4% 43.1% 18.9% 75.4% 0.0% -139.8% -61.6% 857 -33.5K -148 0.00 150.03 0 0 42 0 2020-09-29 $19.18 $0.00 154.8% 44.4% 18.9% 77.6% 0.0% -141.5% -65.1% 840 -33.9K -149 0.00 154.40 0 0 42 0 2020-09-30 $19.01 $0.00 160.4% 46.0% 18.9% 80.5% 0.0% -160.5% -70.5% 833 -32.8K -146 0.00 153.95 0 0 42 0
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