EMLP Options History — July 2022 In July 2022, EMLP traded between $25.29 and $27.89. ATM implied volatility averaged 46.6%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 22.2% (HV 20d: 24.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-07-25 : Highest Volume — 417 contracts2022-07-13 : Largest IV drop — 65.6% change2022-07-12 : Highest IV Rank — 79.3%2022-07-18 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $26.12 $25.29 $27.89 $26.16 $27.89 ATM IV 46.6% 26.7% 88.8% 49.1% 38.4% Expected Move 10.3% 7.6% 15.5% 14.1% 11.0% HV 20d 24.4% 19.0% 30.2% 28.6% 20.3% HV 60d 24.4% 23.7% 24.8% 23.7% 24.1% IV Rank 34.9% 13.9% 79.3% 37.5% 26.2% IV Percentile 68.9% 12.7% 99.2% 84.9% 63.5% Term Structure -6.9% -26.2% 2.5% -26.2% -7.6% Skew 25d 2.8% 0.3% 18.2% 1.3% 1.3% Skew 10d 4.5% 2.5% 17.9% 4.0% 3.2% Call IV 25d 42.4% 28.2% 67.0% 60.7% 47.7% Put IV 25d 45.2% 33.9% 67.3% 62.0% 49.0% Bid-Ask Spread % 139.84 131.52 154.01 134.19 142.02 Gamma HHI 0.72 0.57 0.76 0.76 0.57 Net GEX 9.1K 3.8K 27.0K 5.3K 26.2K Net DEX -211.0K -938.2K -30.6K -67.1K -938.2K Net VEX -1.1K -3.6K -361 -644 -3.6K 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 117 17 417 17 417 Total OI 207 127 527 127 527
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 2022-07-01 $26.16 $0.00 49.1% 14.1% 28.6% 37.5% 0.0% 1.3% -26.2% 5.3K -67.1K -644 0.00 134.19 17 0 127 0 2022-07-05 $25.39 $0.00 56.9% 9.3% 30.0% 45.8% 0.0% 5.9% -10.2% 4.1K -35.9K -405 0.00 137.32 17 0 127 0 2022-07-06 $25.33 $0.00 49.0% 8.0% 29.9% 37.4% 0.0% 2.2% -2.5% 3.8K -30.6K -361 0.00 131.52 17 0 127 0 2022-07-07 $25.76 $0.00 62.9% 8.6% 30.2% 52.0% 0.0% 2.6% 2.5% 4.8K -54.0K -513 0.00 141.26 17 0 127 0 2022-07-08 $25.81 $0.00 67.2% 9.8% 30.2% 56.6% 0.0% 2.7% -5.6% 4.9K -55.0K -570 0.00 141.37 17 0 127 0 2022-07-11 $25.65 $0.00 72.7% 8.7% 30.0% 62.4% 0.0% 2.1% -4.9% 4.4K -37.9K -408 0.00 135.16 17 0 127 0 2022-07-12 $25.36 $0.00 88.8% 9.3% 29.9% 79.3% 0.0% 1.2% -5.2% 4.1K -35.2K -398 0.00 135.88 17 0 127 0 2022-07-13 $25.51 $0.00 30.5% 8.7% 25.5% 17.9% 0.0% 1.2% -5.3% 4.2K -34.3K -398 0.00 133.48 17 0 127 0 2022-07-14 $25.29 $0.00 36.1% 10.3% 25.3% 23.8% 0.0% 2.5% -6.3% 4.2K -44.7K -446 0.00 140.24 17 0 127 0 2022-07-15 $25.59 $0.00 40.8% 11.7% 25.7% 28.8% 0.0% 2.2% -7.2% 4.6K -62.5K -554 0.00 146.37 17 0 127 0 2022-07-18 $25.69 $0.00 54.2% 15.5% 21.5% 42.9% 0.0% 0.3% -11.3% 4.5K -81.0K -654 0.00 154.01 17 0 127 0 2022-07-19 $26.21 $0.00 36.6% 10.5% 21.7% 24.4% 0.0% 2.3% -6.3% 5.4K -60.9K -557 0.00 141.25 17 0 127 0 2022-07-20 $26.14 $0.00 36.5% 10.5% 19.4% 24.2% 0.0% 1.6% -6.0% 5.3K -59.5K -555 0.00 141.85 17 0 127 0 2022-07-21 $26.06 $0.00 36.8% 10.5% 19.1% 24.5% 0.0% 1.9% -6.6% 5.2K -58.5K -552 0.00 140.93 17 0 127 0 2022-07-22 $26.08 $0.00 38.3% 11.0% 19.0% 26.1% 0.0% 1.2% -8.6% 5.2K -57.9K -549 0.00 141.24 17 0 127 0 2022-07-25 $26.72 $0.00 33.4% 9.6% 20.4% 21.0% 0.0% 3.4% -5.9% 6.2K -55.7K -505 0.00 134.71 417 0 127 0 2022-07-26 $26.89 $0.00 39.5% 11.3% 20.0% 27.4% 0.0% 1.0% -8.4% 25.9K -804.9K -3.6K 0.00 142.78 417 0 527 0 2022-07-27 $27.17 $0.00 26.7% 7.6% 20.2% 13.9% 0.0% 18.2% 1.7% 27.0K -806.4K -3.3K 0.00 141.18 417 0 527 0 2022-07-28 $27.63 $0.00 37.6% 10.8% 20.3% 25.4% 0.0% 1.8% -8.2% 26.1K -840.4K -3.1K 0.00 140.06 417 0 527 0 2022-07-29 $27.89 $0.00 38.4% 11.0% 20.3% 26.2% 0.0% 1.3% -7.6% 26.2K -938.2K -3.6K 0.00 142.02 417 0 527 0
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