EMLP Options History — November 2020 In November 2020, EMLP traded between $19.90 and $21.84. ATM implied volatility averaged 104.5%, placing in the 52.1% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 81.2% (HV 20d: 23.4%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-11-23 : Highest Volume — 12 contracts2020-11-16 : Largest IV spike — 140.1% change2020-11-06 : Highest IV Rank — 99.7%2020-11-06 : Largest Expected Move — 56.9%Monthly Statistics Metric Avg Min Max Open Close Price $20.92 $19.90 $21.84 $19.90 $21.12 Max Pain $21.85 $21.00 $22.00 $21.00 $22.00 ATM IV 104.5% 33.5% 198.3% 143.8% 48.9% Expected Move 27.3% 9.6% 56.9% 41.2% 14.0% HV 20d 23.4% 16.7% 26.3% 18.8% 25.6% HV 60d 19.7% 17.1% 21.2% 17.2% 21.2% IV Rank 52.1% 16.1% 99.7% 72.0% 23.9% IV Percentile 47.4% 6.7% 99.6% 80.6% 11.9% Term Structure -42.4% -172.9% 30.5% -54.4% -14.7% VWIV 26.3% 26.3% 26.3% 26.3% 26.3% Skew 25d -2.3% -131.7% 12.8% -131.7% 1.8% Skew 10d 25.5% -11.2% 54.6% 53.8% 3.8% Call IV 25d 98.3% 28.6% 190.8% 190.8% 56.3% Put IV 25d 96.1% 33.6% 151.7% 59.1% 58.2% Bid-Ask Spread % 149.20 126.32 180.71 152.74 137.46 Gamma HHI 0.56 0.41 0.77 0.61 0.70 Net GEX 2.5K 1.1K 8.3K 1.1K 2.7K Net DEX -40.7K -50.8K -28.4K -39.2K -34.1K Net VEX -104 -123 -78 -121 -78 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 0.65 0 12 0 0 Total OI 44.4 42 45 45 43
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 2020-11-02 $19.90 $21.00 143.8% 41.2% 18.8% 72.0% 0.0% -131.7% -54.4% 1.1K -39.2K -121 0.00 152.74 0 0 45 0 2020-11-03 $20.19 $21.00 146.8% 42.1% 19.4% 73.6% 0.0% 8.2% -43.6% 1.1K -40.9K -123 0.00 153.10 0 0 45 0 2020-11-04 $20.05 $21.00 194.0% 0.0% 19.2% 97.6% 0.0% -9.3% 3.6% 1.2K -41.3K -119 0.00 180.71 0 0 45 0 2020-11-05 $20.16 $22.00 195.6% 56.1% 16.7% 98.4% 0.0% 0.9% -172.9% 1.1K -43.7K -120 0.00 180.33 0 0 45 0 2020-11-06 $19.90 $22.00 198.3% 56.9% 17.3% 99.7% 0.0% -23.1% -172.0% 1.2K -38.1K -115 0.00 178.93 0 0 45 0 2020-11-09 $20.74 $22.00 196.4% 56.3% 22.9% 98.8% 0.0% 9.7% -88.4% 1.9K -41.7K -116 0.00 166.47 0 0 45 0 2020-11-10 $21.10 $22.00 182.4% 27.9% 23.5% 91.7% 0.0% 7.7% -45.5% 1.3K -46.9K -118 0.00 151.88 0 0 45 0 2020-11-11 $21.11 $22.00 97.9% 28.1% 23.5% 48.8% 0.0% 7.9% -45.4% 1.2K -47.0K -116 0.00 151.07 0 0 45 0 2020-11-12 $20.65 $22.00 100.6% 28.8% 24.9% 50.1% 0.0% 7.5% -46.6% 1.3K -46.0K -111 0.00 151.32 0 0 45 0 2020-11-13 $21.09 $22.00 42.2% 12.1% 26.0% 20.4% 0.0% 2.5% -18.1% 2.9K -30.0K -95 0.00 126.57 0 0 45 0 2020-11-16 $21.38 $22.00 101.2% 29.0% 25.9% 50.4% 0.0% 8.0% -46.4% 1.8K -50.8K -109 0.00 152.97 0 0 45 0 2020-11-17 $21.29 $22.00 103.1% 29.6% 26.0% 51.4% 0.0% 9.5% -48.4% 2.1K -49.6K -106 0.00 152.02 0 0 45 0 2020-11-18 $21.04 $22.00 107.5% 30.8% 26.3% 53.6% 0.0% 8.8% -55.3% 2.5K -46.9K -103 0.00 152.71 0 0 45 0 2020-11-19 $21.04 $22.00 33.5% 9.6% 25.6% 16.1% 0.0% 4.3% 30.5% 3.6K -31.3K -88 0.00 127.19 0 0 45 0 2020-11-20 $21.06 $22.00 34.9% 10.0% 25.6% 16.8% 0.0% 5.2% -4.4% 8.3K -31.3K -85 0.00 126.32 0 0 45 0 2020-11-23 $21.38 $22.00 41.7% 12.0% 25.4% 20.2% 26.3% 11.1% -8.8% 4.5K -28.4K -80 0.00 135.42 12 0 42 0 2020-11-24 $21.84 $22.00 35.6% 10.2% 26.3% 17.1% 0.0% 2.8% 2.7% 3.1K -43.1K -93 0.00 137.76 1 0 42 0 2020-11-25 $21.80 $22.00 42.2% 12.1% 23.9% 20.4% 0.0% 10.5% -8.9% 3.2K -43.8K -95 0.00 137.26 0 0 43 0 2020-11-27 $21.61 $22.00 43.5% 12.5% 24.3% 21.1% 0.0% 12.8% -10.5% 3.2K -40.6K -89 0.00 131.74 0 0 43 0 2020-11-30 $21.12 $22.00 48.9% 14.0% 25.6% 23.9% 0.0% 1.8% -14.7% 2.7K -34.1K -78 0.00 137.46 0 0 43 0
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