EMLP Options History — January 2021

Name: EMLP Options Analytics - January 2021
Creator: Options Analysis Suite

In January 2021, EMLP traded between $20.64 and $22.43. ATM implied volatility averaged 57.8%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 39.7% (HV 20d: 18.1%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2021-01-14: Highest Volume — 5 contracts
2021-01-06: Largest IV spike — 414.5% change
2021-01-06: Highest IV Rank — 93.2%
2021-01-06: Largest Expected Move — 24.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.79	$20.64	$22.43	$20.64	$21.39
ATM IV	57.8%	31.8%	185.5%	50.0%	59.2%
Expected Move	12.0%	6.7%	24.1%	6.7%	17.0%
HV 20d	18.1%	15.8%	20.7%	16.0%	20.7%
HV 60d	20.6%	19.7%	20.9%	20.3%	20.8%
IV Rank	28.4%	15.2%	93.2%	24.4%	29.1%
IV Percentile	22.0%	6.3%	96.4%	18.3%	24.6%
Term Structure	-7.9%	-21.4%	-0.8%	-0.8%	-16.4%
Skew 25d	3.2%	-0.2%	7.3%	1.8%	2.3%
Skew 10d	7.5%	2.1%	32.9%	2.1%	10.4%
Call IV 25d	47.9%	22.4%	117.4%	24.5%	70.2%
Put IV 25d	51.1%	25.3%	122.0%	26.4%	72.4%
Bid-Ask Spread %	135.88	118.22	154.45	128.13	143.93
Gamma HHI	0.75	0.56	0.86	0.62	0.85
Net GEX	6.7K	5.6K	8.9K	5.6K	5.7K
Net DEX	-92.7K	-136.0K	-61.6K	-61.6K	-77.2K
Net VEX	-646	-735	-537	-537	-591
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	0.421	0	5	0	0
Total OI	144.737	139	154	149	139

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Call OI	Put OI
2021-01-04	$20.64	$0.00	50.0%	6.7%	16.0%	24.4%	0.0%	1.8%	-0.8%	5.6K	-61.6K	-537	128.13	0	146	3
2021-01-05	$21.01	$0.00	36.0%	8.0%	16.9%	17.3%	0.0%	2.9%	-1.2%	5.8K	-73.0K	-590	118.22	0	146	3
2021-01-06	$21.55	$0.00	185.5%	24.1%	19.3%	93.2%	0.0%	4.6%	-19.1%	6.1K	-86.4K	-645	154.45	0	146	3
2021-01-07	$21.70	$0.00	62.8%	10.2%	19.3%	30.9%	0.0%	3.4%	-4.5%	6.6K	-96.6K	-687	134.19	0	146	3
2021-01-08	$21.61	$0.00	54.6%	7.5%	19.2%	26.8%	0.0%	-0.2%	-3.0%	6.6K	-86.2K	-639	126.49	0	146	3
2021-01-11	$21.57	$0.00	86.0%	10.3%	18.6%	42.7%	0.0%	3.1%	-4.3%	7.1K	-73.9K	-581	135.43	0	146	3
2021-01-12	$21.96	$0.00	94.3%	10.2%	19.8%	46.9%	0.0%	3.9%	-4.8%	6.9K	-107.7K	-693	133.43	0	146	3
2021-01-13	$22.12	$0.00	35.7%	10.2%	19.1%	17.2%	0.0%	2.8%	-4.4%	7.2K	-112.7K	-709	134.68	0	146	3
2021-01-14	$22.32	$0.00	31.8%	9.1%	18.4%	15.2%	0.0%	7.3%	-6.4%	8.9K	-103.2K	-648	129.24	5	146	3
2021-01-15	$22.30	$0.00	35.6%	10.2%	17.8%	17.1%	0.0%	3.4%	-4.5%	7.3K	-136.0K	-718	133.63	0	151	3
2021-01-19	$22.36	$0.00	39.2%	11.2%	17.8%	18.9%	0.0%	3.5%	-6.2%	7.2K	-98.8K	-680	135.45	0	138	1
2021-01-20	$22.43	$0.00	39.8%	11.4%	16.6%	19.2%	0.0%	4.0%	-6.7%	6.9K	-113.0K	-735	135.53	0	138	1
2021-01-21	$22.19	$0.00	39.2%	11.2%	16.4%	19.0%	0.0%	2.5%	-6.9%	7.5K	-94.9K	-662	134.01	2	138	1
2021-01-22	$22.04	$0.00	40.1%	11.5%	16.7%	19.4%	0.0%	4.0%	-7.2%	6.3K	-103.4K	-698	135.06	0	139	1
2021-01-25	$22.07	$0.00	41.9%	12.0%	16.7%	20.3%	0.0%	4.7%	-8.5%	7.1K	-92.2K	-653	136.56	0	139	1
2021-01-26	$21.93	$0.00	37.9%	10.9%	15.8%	18.3%	0.0%	1.7%	-8.6%	6.9K	-87.9K	-646	133.60	0	139	1
2021-01-27	$21.28	$0.00	72.9%	20.9%	19.5%	36.0%	0.0%	2.1%	-21.4%	5.6K	-71.2K	-557	153.14	1	139	1
2021-01-28	$21.62	$0.00	56.2%	16.1%	20.2%	27.6%	0.0%	2.8%	-15.3%	5.9K	-86.0K	-605	146.49	0	138	1
2021-01-29	$21.39	$0.00	59.2%	17.0%	20.7%	29.1%	0.0%	2.3%	-16.4%	5.7K	-77.2K	-591	143.93	0	138	1