EMLP Options History — June 2021

In June 2021, EMLP traded between $24.30 and $25.59. ATM implied volatility averaged 33.4%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 21.2% (HV 20d: 12.2%). Max pain ranged from $21.00 to $26.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.15.

Notable Days

2021-06-08: Highest Volume — 100 contracts
2021-06-28: Largest IV spike — 52.7% change
2021-06-28: Highest IV Rank — 20.0%
2021-06-28: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.96	$24.30	$25.59	$24.60	$24.45
Max Pain	$25.09	$21.00	$26.00	$21.00	$26.00
ATM IV	33.4%	28.8%	55.3%	29.6%	41.2%
Expected Move	9.4%	7.9%	15.9%	8.5%	11.8%
HV 20d	12.2%	10.5%	14.0%	14.0%	12.2%
HV 60d	11.3%	10.2%	12.2%	12.2%	11.4%
IV Rank	12.2%	5.7%	20.0%	13.9%	12.1%
IV Percentile	17.1%	7.9%	52.0%	9.1%	36.9%
Term Structure	-11.3%	-19.8%	6.4%	6.4%	-13.4%
VWIV	37.7%	30.7%	43.4%	30.7%	43.4%
Skew 25d	-5.6%	-49.9%	3.4%	-2.3%	-29.0%
Skew 10d	-5.6%	-56.6%	19.9%	3.4%	-39.3%
Call IV 25d	38.8%	31.2%	65.1%	39.4%	46.8%
Put IV 25d	33.1%	12.0%	48.2%	37.2%	17.7%
Bid-Ask Spread %	130.61	113.94	134.93	134.93	115.65
Gamma HHI	0.64	0.23	0.93	0.93	0.25
Net GEX	10.0K	1.1K	19.6K	19.6K	1.4K
Net DEX	-208.5K	-372.6K	-33.8K	-249.1K	-51.3K
Net VEX	-194	-340	-85	-340	-137
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.00	1.00	0.00	0.03
Total Volume	8.545	0	100	0	0
Total OI	112.455	24	164	154	34

Daily Data (22 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
2021-06-01	$24.60	$21.00	29.6%	8.5%	14.0%	13.9%	0.0%	-2.3%	6.4%	19.6K	-249.1K	-340	0.00	134.93	0	0	153	1
2021-06-02	$24.73	$21.00	29.3%	8.4%	14.0%	13.7%	0.0%	3.4%	-10.6%	17.2K	-254.4K	-333	0.00	132.78	0	0	153	1
2021-06-03	$24.88	$0.00	29.7%	7.9%	14.0%	13.9%	0.0%	2.0%	-15.0%	16.7K	-266.2K	-313	0.00	132.36	0	0	153	1
2021-06-04	$24.93	$0.00	30.1%	8.1%	13.8%	14.1%	0.0%	1.6%	-16.6%	16.6K	-270.9K	-293	0.00	134.27	0	0	153	1
2021-06-07	$25.10	$0.00	31.7%	8.1%	13.8%	14.9%	0.0%	1.5%	-13.6%	16.5K	-293.3K	-213	0.00	134.28	5	0	153	1
2021-06-08	$25.10	$0.00	34.0%	8.1%	13.6%	16.1%	0.0%	2.0%	-17.2%	16.4K	-289.8K	-279	0.00	133.59	100	0	158	1
2021-06-09	$25.24	$0.00	29.0%	8.3%	12.1%	13.5%	0.0%	1.6%	-18.4%	15.9K	-302.4K	-256	0.00	133.76	0	0	158	1
2021-06-10	$25.46	$0.00	28.8%	8.3%	11.3%	13.5%	0.0%	1.5%	-15.0%	14.8K	-322.4K	-204	0.00	133.86	0	0	158	1
2021-06-11	$25.53	$0.00	29.6%	8.5%	11.0%	13.8%	0.0%	0.8%	-7.3%	14.2K	-323.0K	-227	0.00	134.17	0	0	158	1
2021-06-14	$25.55	$0.00	30.5%	8.8%	10.5%	14.3%	0.0%	-0.2%	-9.9%	13.4K	-311.8K	-203	0.00	132.19	4	0	158	1
2021-06-15	$25.59	$0.00	31.0%	8.9%	10.5%	14.6%	0.0%	0.6%	-8.8%	13.4K	-318.9K	-204	0.00	133.72	0	0	162	1
2021-06-16	$25.48	$0.00	30.2%	8.7%	10.6%	14.2%	0.0%	-0.2%	-13.9%	14.0K	-312.7K	-184	0.00	132.83	0	0	162	1
2021-06-17	$25.13	$0.00	29.7%	8.5%	10.7%	5.7%	30.7%	0.0%	-6.7%	16.7K	-298.3K	-167	1.00	131.22	1	1	162	1
2021-06-18	$24.68	$26.00	32.6%	9.3%	12.0%	7.3%	37.6%	0.3%	-7.8%	1.1K	-372.6K	-111	0.00	132.61	0	1	162	2
2021-06-21	$24.97	$26.00	32.5%	9.3%	12.6%	7.3%	0.0%	1.2%	-7.5%	1.1K	-33.9K	-108	0.00	131.53	0	0	23	1
2021-06-22	$24.93	$26.00	33.7%	9.7%	12.4%	7.9%	0.0%	0.8%	-8.8%	1.1K	-33.8K	-107	0.00	133.70	10	0	23	1
2021-06-23	$24.83	$26.00	34.9%	10.0%	11.3%	8.6%	39.1%	-0.0%	-9.6%	1.5K	-53.6K	-137	0.03	132.97	32	1	33	1
2021-06-24	$24.59	$26.00	35.9%	10.3%	12.0%	9.1%	0.0%	0.8%	-10.0%	1.5K	-56.2K	-150	0.00	134.39	0	0	35	1
2021-06-25	$24.62	$26.00	36.2%	10.4%	12.0%	9.3%	0.0%	-27.3%	-10.5%	2.8K	-60.9K	-109	0.00	114.97	0	0	35	1
2021-06-28	$24.41	$26.00	55.3%	15.9%	12.4%	20.0%	0.0%	-49.9%	-19.8%	2.1K	-58.8K	-85	0.00	129.63	0	0	33	1
2021-06-29	$24.30	$26.00	39.6%	11.3%	12.1%	11.2%	43.4%	-33.2%	-14.0%	2.3K	-51.9K	-116	0.03	113.94	32	1	33	1
2021-06-30	$24.45	$26.00	41.2%	11.8%	12.2%	12.1%	0.0%	-29.0%	-13.4%	1.4K	-51.3K	-137	0.00	115.65	0	0	33	1