EMLP Options History — May 2022 In May 2022, EMLP traded between $26.16 and $28.23. ATM implied volatility averaged 36.9%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 12.9% (HV 20d: 24.0%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-05-16 : Highest Volume — 417 contracts2022-05-09 : Largest IV spike — 198.1% change2022-05-09 : Highest IV Rank — 68.1%2022-05-09 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.14 $26.16 $28.23 $26.44 $28.00 Max Pain $27.22 $25.00 $30.00 $30.00 $25.00 ATM IV 36.9% 22.4% 78.1% 37.0% 42.0% Expected Move 9.7% 6.4% 13.8% 10.6% 12.1% HV 20d 24.0% 17.1% 26.6% 17.1% 23.1% HV 60d 18.0% 15.6% 18.9% 15.6% 17.9% IV Rank 24.7% 9.4% 68.1% 24.7% 30.1% IV Percentile 51.6% 4.8% 98.0% 62.3% 79.8% Term Structure -9.1% -19.2% 2.6% -8.8% -12.8% VWIV 25.7% 19.8% 45.3% 25.6% 27.9% Skew 25d 9.5% -2.9% 27.5% 0.2% 25.6% Skew 10d -3.7% -39.7% 21.9% 2.5% -39.7% Call IV 25d 33.2% 21.8% 53.2% 43.7% 25.9% Put IV 25d 42.7% 22.5% 59.1% 43.9% 51.5% Bid-Ask Spread % 129.13 106.14 140.74 131.91 115.59 Gamma HHI 0.62 0.44 0.77 0.73 0.58 Net GEX 22.0K 2.6K 56.8K 2.6K 37.4K Net DEX -551.7K -1.5M -22.0K -22.0K -1.4M Net VEX -1.1K -1.8K -201 -201 -1.6K 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 170.333 27 417 27 217 Total OI 338.619 52 653 52 653
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 2022-05-02 $26.44 $0.00 37.0% 10.6% 17.1% 24.7% 0.0% 0.2% -8.8% 2.6K -22.0K -201 0.00 131.91 27 0 52 0 2022-05-03 $26.98 $0.00 35.5% 10.2% 18.9% 23.2% 0.0% 2.1% -8.1% 3.0K -29.8K -239 0.00 135.11 27 0 52 0 2022-05-04 $27.74 $0.00 42.9% 12.3% 21.6% 31.0% 0.0% 2.2% -12.2% 3.5K -44.3K -292 0.00 137.09 117 0 53 0 2022-05-05 $27.16 $30.00 51.4% 10.1% 22.6% 39.9% 25.6% 15.0% -10.0% 7.9K -110.8K -946 0.00 135.37 117 0 153 0 2022-05-06 $27.38 $30.00 26.2% 7.6% 22.8% 13.4% 24.9% 6.2% -1.5% 7.9K -118.7K -988 0.00 136.21 117 0 153 0 2022-05-09 $26.60 $30.00 78.1% 13.8% 24.6% 68.1% 29.7% 17.8% -15.9% 6.5K -109.4K -915 0.00 140.74 117 0 153 0 2022-05-10 $26.35 $30.00 54.1% 10.0% 24.4% 42.8% 24.2% 1.7% -12.2% 6.4K -70.9K -711 0.00 132.58 117 0 153 0 2022-05-11 $26.38 $30.00 22.4% 6.4% 24.3% 9.4% 24.4% -0.2% 2.6% 6.0K -79.4K -779 0.00 135.27 117 0 153 0 2022-05-12 $26.16 $30.00 35.2% 10.1% 24.2% 22.9% 25.7% 1.9% -10.7% 6.3K -75.6K -742 0.00 136.90 117 0 153 0 2022-05-13 $26.74 $30.00 30.1% 8.6% 25.8% 17.5% 23.4% 2.4% -9.1% 7.4K -76.8K -743 0.00 135.29 117 0 153 0 2022-05-16 $27.02 $30.00 37.3% 10.7% 26.2% 25.1% 19.8% 17.7% -13.8% 7.5K -100.3K -892 0.00 137.61 417 0 153 0 2022-05-17 $27.38 $25.00 36.0% 10.3% 26.5% 23.7% 45.3% 16.1% -13.2% 25.6K -714.2K -1.7K 0.00 139.65 217 0 453 0 2022-05-18 $26.99 $25.00 35.0% 10.0% 26.6% 22.7% 29.2% -2.9% -19.2% 56.8K -940.6K -1.6K 0.00 137.41 217 0 553 0 2022-05-19 $26.99 $25.00 22.7% 6.5% 26.2% 9.7% 24.5% 2.6% 2.4% 54.0K -960.3K -1.5K 0.00 134.96 217 0 553 0 2022-05-20 $26.94 $25.00 23.5% 6.7% 25.5% 10.6% 24.3% 2.0% -9.8% 54.1K -950.4K -1.4K 0.00 130.64 217 0 553 0 2022-05-23 $27.25 $25.00 32.6% 9.4% 25.0% 20.2% 23.3% 27.5% -8.7% 34.6K -917.9K -1.8K 0.00 112.66 217 0 553 0 2022-05-24 $27.44 $25.00 31.7% 9.1% 25.0% 19.2% 21.2% 8.6% -5.9% 36.1K -1.0M -1.5K 0.00 106.14 217 0 553 0 2022-05-25 $27.74 $25.00 38.5% 11.0% 25.3% 26.3% 20.2% 22.2% -9.5% 33.5K -1.1M -1.5K 0.00 117.63 217 0 553 0 2022-05-26 $27.95 $25.00 38.8% 11.1% 25.0% 26.7% 23.0% 23.9% -9.4% 37.9K -1.3M -1.7K 0.00 115.95 217 0 653 0 2022-05-27 $28.23 $25.00 24.1% 6.9% 23.5% 11.2% 25.2% 7.1% -5.7% 28.0K -1.5M -1.2K 0.00 106.94 217 0 653 0 2022-05-31 $28.00 $25.00 42.0% 12.1% 23.1% 30.1% 27.9% 25.6% -12.8% 37.4K -1.4M -1.6K 0.00 115.59 217 0 653 0
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