EMLP Options History — April 2021 In April 2021, EMLP traded between $22.87 and $24.07. ATM implied volatility averaged 44.9%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 34.7% (HV 20d: 10.2%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.13.
Notable Days 2021-04-13 : Highest Volume — 5 contracts2021-04-14 : Largest IV drop — 61.9% change2021-04-13 : Highest IV Rank — 43.6%2021-04-15 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.46 $22.87 $24.07 $22.87 $23.97 ATM IV 44.9% 23.3% 87.9% 45.8% 36.5% Expected Move 9.8% 6.7% 13.7% 13.1% 10.5% HV 20d 10.2% 6.1% 15.2% 15.2% 6.9% HV 60d 13.9% 12.0% 15.7% 15.7% 12.1% IV Rank 21.8% 10.9% 43.6% 22.3% 17.4% IV Percentile 23.8% 5.6% 45.2% 30.6% 18.3% Term Structure -8.8% -17.7% 15.0% -15.1% -17.1% Skew 25d -12.8% -21.1% 2.2% -5.8% -20.3% Skew 10d -20.1% -98.8% 6.2% -11.3% -27.0% Call IV 25d 41.2% 18.9% 110.6% 54.5% 40.5% Put IV 25d 28.4% 15.0% 92.6% 48.7% 20.2% Bid-Ask Spread % 122.03 85.67 141.81 122.28 107.54 Gamma HHI 0.97 0.96 0.98 0.97 0.98 Net GEX 16.0K 11.0K 24.4K 13.6K 23.7K Net DEX -118.0K -150.6K -86.6K -86.6K -142.1K Net VEX -470 -544 -396 -486 -410 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.00 0.25 0.25 0.00 Total Volume 0.333 0 5 0 0 Total OI 136 136 136 136 136
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 2021-04-01 $22.87 $0.00 45.8% 13.1% 15.2% 22.3% 0.0% -5.8% -15.1% 13.6K -86.6K -486 0.00 122.28 0 0 135 1 2021-04-05 $23.03 $0.00 51.8% 8.9% 14.5% 25.3% 0.0% -3.2% -4.0% 11.2K -116.0K -526 0.00 133.44 0 0 135 1 2021-04-06 $23.14 $0.00 53.3% 9.0% 13.9% 26.1% 0.0% -7.0% -0.8% 11.0K -123.9K -544 0.00 122.79 0 0 135 1 2021-04-07 $23.15 $0.00 56.1% 9.1% 13.9% 27.5% 0.0% 2.2% -4.5% 11.3K -123.4K -540 0.00 135.96 0 0 135 1 2021-04-08 $23.16 $0.00 58.6% 9.1% 13.1% 28.8% 0.0% -14.2% -3.8% 11.4K -123.1K -536 0.00 123.24 0 0 135 1 2021-04-09 $23.10 $0.00 59.8% 9.0% 13.1% 29.4% 0.0% -15.2% -3.9% 12.1K -116.0K -513 0.00 121.63 0 0 135 1 2021-04-12 $23.12 $0.00 80.3% 9.4% 12.8% 39.8% 0.0% -15.6% -3.8% 11.6K -120.2K -520 0.00 127.07 0 0 135 1 2021-04-13 $23.24 $0.00 87.9% 9.4% 12.5% 43.6% 0.0% -8.2% -5.0% 11.5K -127.9K -518 0.25 131.98 4 1 135 1 2021-04-14 $23.38 $0.00 33.5% 9.6% 12.5% 16.0% 0.0% -16.4% -4.7% 12.1K -134.7K -530 0.00 121.83 0 0 135 1 2021-04-15 $23.57 $0.00 47.6% 13.7% 12.3% 23.2% 0.0% -18.0% 15.0% 14.7K -101.0K -396 0.00 141.81 0 0 135 1 2021-04-16 $23.63 $0.00 23.6% 6.8% 9.6% 11.0% 0.0% -12.6% 6.1% 16.8K -114.8K -469 0.00 118.68 2 0 135 1 2021-04-19 $23.56 $0.00 23.3% 6.7% 9.0% 10.9% 0.0% -4.0% -15.2% 16.8K -107.8K -443 0.00 85.67 0 0 135 1 2021-04-20 $23.55 $0.00 35.2% 10.1% 8.5% 16.9% 0.0% -18.1% -14.1% 16.0K -112.3K -452 0.00 119.40 0 0 135 1 2021-04-21 $23.65 $0.00 35.3% 10.1% 7.3% 16.9% 0.0% -16.7% -15.4% 19.1K -108.6K -431 0.00 120.56 0 0 135 1 2021-04-22 $23.55 $0.00 35.4% 10.2% 7.2% 17.0% 0.0% 1.4% -15.9% 16.9K -107.3K -434 0.00 130.42 0 0 135 1 2021-04-23 $23.68 $0.00 35.0% 10.0% 7.2% 16.8% 0.0% -15.7% -16.1% 20.6K -108.2K -421 0.00 119.97 0 0 135 1 2021-04-26 $23.64 $0.00 37.6% 10.8% 6.5% 18.1% 0.0% -18.3% -17.7% 18.3K -112.1K -426 0.00 120.73 0 0 135 1 2021-04-27 $23.65 $0.00 35.3% 10.1% 6.6% 17.0% 0.0% -20.4% -17.0% 19.7K -112.1K -422 0.00 120.67 0 0 135 1 2021-04-28 $23.86 $0.00 35.4% 10.2% 6.1% 17.0% 0.0% -20.5% -16.3% 22.7K -128.4K -429 0.00 118.45 0 0 135 1 2021-04-29 $24.07 $0.00 35.6% 10.2% 6.4% 17.1% 0.0% -21.1% -16.1% 24.4K -150.6K -433 0.00 118.52 0 0 135 1 2021-04-30 $23.97 $0.00 36.5% 10.5% 6.9% 17.4% 0.0% -20.3% -17.1% 23.7K -142.1K -410 0.00 107.54 0 0 135 1
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