EMLP Options History — April 2022 In April 2022, EMLP traded between $26.79 and $28.66. ATM implied volatility averaged 41.1%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 29.7% (HV 20d: 11.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-04-14 : Highest Volume — 27 contracts2022-04-11 : Largest IV spike — 179.7% change2022-04-12 : Highest IV Rank — 100.0%2022-04-29 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $27.87 $26.79 $28.66 $27.89 $26.79 ATM IV 41.1% 15.8% 108.4% 27.9% 38.3% Expected Move 7.9% 4.3% 11.0% 4.6% 11.0% HV 20d 11.4% 8.9% 16.8% 11.1% 16.8% HV 60d 14.0% 13.3% 15.4% 13.7% 15.4% IV Rank 32.6% 2.4% 100.0% 18.9% 26.2% IV Percentile 47.5% 0.4% 100.0% 15.9% 66.3% Term Structure -5.3% -16.8% 5.8% -9.2% -5.6% Skew 25d -3.8% -27.9% 11.8% -2.3% -27.9% Skew 10d -10.3% -38.4% 3.1% -23.8% -38.4% Call IV 25d 32.7% 17.5% 47.7% 31.1% 47.7% Put IV 25d 28.9% 17.3% 40.3% 28.8% 19.8% Bid-Ask Spread % 135.52 114.44 143.09 133.98 120.58 Gamma HHI 0.87 0.72 1.00 1.00 0.72 Net GEX 3.0K 1.9K 5.5K 2.4K 2.6K Net DEX -28.1K -48.0K -12.6K -12.6K -29.2K Net VEX -188 -325 -85 -85 -240 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 16.35 0 27 25 27 Total OI 38.85 25 52 25 52
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 2022-04-01 $27.89 $0.00 27.9% 4.6% 11.1% 18.9% 0.0% -2.3% -9.2% 2.4K -12.6K -85 0.00 133.98 25 0 25 0 2022-04-04 $27.93 $0.00 50.8% 8.2% 11.1% 48.8% 0.0% -15.7% -3.5% 2.0K -21.3K -112 0.00 140.46 25 0 25 0 2022-04-05 $27.81 $0.00 52.1% 8.3% 11.3% 50.6% 0.0% 0.1% -3.9% 1.9K -20.6K -105 0.00 142.70 1 0 25 0 2022-04-06 $27.99 $0.00 56.0% 8.4% 11.1% 55.6% 0.0% 1.1% -3.2% 2.1K -22.5K -115 0.00 142.53 1 0 26 0 2022-04-07 $28.12 $0.00 58.8% 8.4% 11.0% 59.3% 0.0% 1.4% -3.3% 2.2K -23.4K -115 0.00 143.09 1 0 26 0 2022-04-08 $28.31 $0.00 31.8% 4.3% 10.4% 23.9% 0.0% 9.7% -2.1% 2.9K -19.0K -101 0.00 133.04 1 0 26 0 2022-04-11 $27.96 $0.00 88.8% 6.8% 9.4% 98.6% 0.0% -16.7% -4.9% 2.1K -21.9K -111 0.00 139.69 1 0 26 0 2022-04-12 $28.09 $0.00 108.4% 8.9% 9.4% 100.0% 0.0% -3.2% -11.9% 2.2K -22.9K -110 0.00 142.05 1 0 26 0 2022-04-13 $28.20 $0.00 31.5% 9.0% 9.3% 19.0% 0.0% 1.2% -5.5% 2.3K -23.4K -110 0.00 142.85 1 0 26 0 2022-04-14 $28.30 $0.00 31.1% 8.9% 8.9% 18.6% 0.0% -12.5% -5.1% 2.3K -24.2K -109 0.00 141.75 27 0 26 0 2022-04-18 $28.17 $0.00 33.1% 9.5% 9.1% 20.7% 0.0% -16.3% -16.8% 3.9K -48.0K -325 0.00 141.88 27 0 52 0 2022-04-19 $28.41 $0.00 23.1% 6.6% 8.9% 10.1% 0.0% -4.9% 5.8% 4.6K -42.0K -297 0.00 128.00 27 0 52 0 2022-04-20 $28.66 $0.00 15.8% 4.5% 9.1% 2.4% 0.0% 0.4% -4.0% 5.5K -40.5K -293 0.00 130.22 27 0 52 0 2022-04-21 $28.23 $0.00 28.4% 8.1% 11.2% 15.7% 0.0% 0.7% -5.5% 4.7K -41.7K -302 0.00 132.10 27 0 52 0 2022-04-22 $27.71 $0.00 28.0% 8.0% 13.1% 15.3% 0.0% -5.7% -5.4% 4.0K -32.4K -267 0.00 130.34 27 0 52 0 2022-04-25 $27.19 $0.00 29.1% 8.3% 14.3% 16.5% 0.0% 11.8% -3.2% 3.2K -31.7K -255 0.00 132.00 27 0 52 0 2022-04-26 $27.07 $0.00 32.1% 9.2% 14.4% 19.6% 0.0% 0.5% -5.7% 3.1K -31.2K -247 0.00 139.67 27 0 52 0 2022-04-27 $27.09 $0.00 23.5% 6.7% 14.0% 10.6% 0.0% 0.8% -6.1% 3.0K -21.3K -206 0.00 139.11 0 0 52 0 2022-04-28 $27.43 $0.00 33.6% 9.6% 14.7% 21.2% 0.0% 1.8% -6.3% 3.5K -33.0K -260 0.00 114.44 27 0 52 0 2022-04-29 $26.79 $0.00 38.3% 11.0% 16.8% 26.2% 0.0% -27.9% -5.6% 2.6K -29.2K -240 0.00 120.58 27 0 52 0
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