EMLP Options History — June 2022 In June 2022, EMLP traded between $24.74 and $28.90. ATM implied volatility averaged 37.2%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 13.9% (HV 20d: 23.3%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-06-14 : Highest Volume — 617 contracts2022-06-10 : Largest IV spike — 93.6% change2022-06-30 : Highest IV Rank — 36.7%2022-06-30 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $26.69 $24.74 $28.90 $28.28 $25.70 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 37.2% 19.5% 48.4% 27.0% 48.4% Expected Move 9.9% 5.1% 13.9% 7.7% 13.9% HV 20d 23.3% 14.8% 28.7% 22.3% 27.8% HV 60d 20.8% 17.8% 23.4% 18.0% 23.4% IV Rank 25.0% 6.3% 36.7% 14.3% 36.7% IV Percentile 57.4% 1.2% 84.5% 11.9% 84.5% Term Structure -6.2% -19.9% 26.4% -8.9% -19.9% VWIV 30.8% 30.8% 30.8% 30.8% 30.8% Skew 25d 2.2% -0.3% 9.6% 6.1% 1.4% Skew 10d -2.7% -23.9% 4.6% -13.1% 4.6% Call IV 25d 40.7% 19.8% 60.6% 24.6% 60.6% Put IV 25d 42.8% 20.7% 61.9% 30.7% 61.9% Bid-Ask Spread % 134.33 99.04 145.30 99.04 136.38 Gamma HHI 0.64 0.34 0.94 0.41 0.75 Net GEX 25.5K 3.5K 119.8K 24.4K 4.8K Net DEX -740.4K -1.5M -34.1K -1.5M -54.6K Net VEX -834 -1.4K -395 -1.1K -576 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 231.143 17 617 217 17 Total OI 428.571 126 653 653 127
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 2022-06-01 $28.28 $25.00 27.0% 7.7% 22.3% 14.3% 30.8% 6.1% -8.9% 24.4K -1.5M -1.1K 0.00 99.04 217 0 653 0 2022-06-02 $28.48 $0.00 43.1% 8.4% 20.3% 31.2% 0.0% 1.6% -6.4% 31.9K -1.5M -1.4K 0.00 131.00 217 0 653 0 2022-06-03 $28.42 $0.00 45.2% 8.8% 18.6% 33.4% 0.0% 1.5% -6.5% 32.4K -1.5M -1.4K 0.00 137.87 217 0 653 0 2022-06-06 $28.51 $0.00 29.7% 5.1% 18.5% 17.1% 0.0% 0.9% 5.0% 21.4K -1.5M -1.0K 0.00 136.31 217 0 653 0 2022-06-07 $28.90 $0.00 34.0% 5.3% 14.8% 21.6% 0.0% 2.4% 3.5% 19.9K -1.5M -931 0.00 129.42 217 0 653 0 2022-06-08 $28.60 $0.00 23.0% 6.6% 15.0% 10.1% 0.0% 0.8% -5.2% 24.9K -1.5M -1.0K 0.00 131.94 217 0 653 0 2022-06-09 $28.18 $0.00 19.5% 5.6% 16.4% 6.3% 0.0% 9.6% -4.6% 23.8K -1.5M -989 0.00 135.75 217 0 653 0 2022-06-10 $27.79 $0.00 37.7% 10.8% 17.0% 25.6% 0.0% 0.9% -10.5% 39.0K -1.3M -1.3K 0.00 145.30 217 0 653 0 2022-06-13 $26.51 $0.00 30.6% 8.8% 23.3% 18.1% 0.0% 0.7% -9.3% 55.8K -1.1M -987 0.00 130.83 217 0 653 0 2022-06-14 $26.16 $0.00 36.7% 10.5% 23.4% 24.5% 0.0% -0.3% -11.2% 60.1K -1.0M -1.1K 0.00 135.03 617 0 653 0 2022-06-15 $26.07 $0.00 33.7% 9.6% 22.7% 21.3% 0.0% 2.6% -9.9% 42.8K -680.2K -816 0.00 133.88 617 0 486 0 2022-06-16 $25.07 $0.00 45.9% 13.2% 25.9% 34.2% 0.0% 1.8% 15.6% 119.8K -499.7K -695 0.00 139.47 617 0 486 0 2022-06-17 $24.74 $0.00 40.5% 11.6% 26.1% 28.4% 0.0% 2.7% 26.4% 3.5K -39.5K -449 0.00 139.65 617 0 486 0 2022-06-21 $25.48 $0.00 42.1% 12.1% 28.7% 30.2% 0.0% 2.5% -8.5% 4.3K -48.7K -507 0.00 139.12 116 0 126 0 2022-06-22 $25.25 $0.00 36.3% 10.4% 28.3% 24.0% 0.0% 2.8% -14.0% 3.8K -34.1K -395 0.00 133.63 116 0 126 0 2022-06-23 $25.22 $0.00 43.8% 12.5% 28.0% 31.9% 0.0% 0.6% -13.0% 4.0K -45.5K -502 0.00 138.64 116 0 126 0 2022-06-24 $25.53 $0.00 43.0% 12.3% 28.1% 31.1% 0.0% 2.6% -12.8% 4.1K -90.0K -741 0.00 139.97 17 0 126 0 2022-06-27 $25.87 $0.00 39.7% 11.4% 28.5% 27.6% 0.0% 2.9% -12.4% 4.9K -51.0K -532 0.00 136.78 17 0 127 0 2022-06-28 $25.99 $0.00 41.4% 11.9% 28.2% 29.4% 0.0% 1.4% -14.2% 5.1K -51.3K -533 0.00 136.72 17 0 127 0 2022-06-29 $25.74 $0.00 40.4% 11.6% 28.3% 28.4% 0.0% -0.1% -14.3% 4.5K -36.8K -418 0.00 134.22 17 0 127 0 2022-06-30 $25.70 $0.00 48.4% 13.9% 27.8% 36.7% 0.0% 1.4% -19.9% 4.8K -54.6K -576 0.00 136.38 17 0 127 0
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