EMLP Options History — August 2022

In August 2022, EMLP traded between $27.23 and $28.97. ATM implied volatility averaged 39.0%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 24.5% (HV 20d: 14.5%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-08-31: Highest Volume — 518 contracts
  • 2022-08-10: Largest IV drop — 36.8% change
  • 2022-08-08: Highest IV Rank — 42.3%
  • 2022-08-03: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.16$27.23$28.97$27.72$27.86
ATM IV39.0%30.9%53.6%41.5%44.5%
Expected Move10.5%8.9%12.9%11.9%12.8%
HV 20d14.5%11.6%20.0%20.0%14.9%
HV 60d22.0%21.5%23.5%23.5%22.1%
IV Rank26.8%18.4%42.3%29.5%31.0%
IV Percentile60.3%28.2%88.9%77.0%81.0%
Term Structure-9.1%-19.0%24.5%-10.2%-19.0%
VWIV46.3%46.3%46.3%46.3%46.3%
Skew 25d2.1%-0.1%4.6%2.0%2.2%
Skew 10d2.9%-14.1%4.9%3.6%4.2%
Call IV 25d42.4%34.5%54.1%50.2%52.7%
Put IV 25d44.5%36.6%55.9%52.2%54.9%
Bid-Ask Spread %141.54136.28143.92141.30141.65
Gamma HHI0.520.370.620.570.40
Net GEX28.7K26.2K36.9K26.5K35.5K
Net DEX-994.7K-1.2M-849.5K-912.1K-1.0M
Net VEX-3.2K-3.5K-2.5K-3.5K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume135.6520518417518
Total OI544.391527627527627

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$27.72$0.0041.5%11.9%20.0%29.5%0.0%2.0%-10.2%26.5K-912.1K-3.5K0.00141.3041705270
2022-08-02$27.62$0.0043.3%12.4%16.1%31.4%0.0%-0.1%-12.5%26.4K-899.9K-3.5K0.00142.3841705270
2022-08-03$27.57$0.0045.1%12.9%16.0%33.4%0.0%1.8%-13.9%26.4K-895.7K-3.5K0.00142.0241705270
2022-08-04$27.28$0.0037.5%9.5%16.1%25.3%0.0%1.8%-18.9%30.2K-880.7K-3.3K0.00142.7841705270
2022-08-05$27.23$0.0046.6%9.3%16.2%34.8%0.0%3.0%-9.7%26.3K-849.5K-3.5K0.00142.9441705270
2022-08-08$27.39$0.0053.6%9.8%15.9%42.3%0.0%2.6%-10.3%26.2K-871.9K-3.5K0.00143.2541705270
2022-08-09$27.55$0.0053.0%9.4%14.9%41.6%0.0%3.0%-10.7%26.2K-891.9K-3.4K0.00143.92005270
2022-08-10$27.88$0.0033.5%9.6%15.2%21.1%0.0%3.0%-11.3%26.5K-937.5K-3.4K0.00142.87005270
2022-08-11$28.11$0.0033.8%9.7%14.4%21.4%0.0%2.5%-11.8%26.6K-968.5K-3.3K0.00142.99005270
2022-08-12$28.43$0.0034.0%9.7%14.4%21.6%0.0%2.5%-11.3%26.5K-1.0M-3.2K0.00142.61005270
2022-08-15$28.39$0.0034.1%9.8%14.6%21.7%0.0%2.5%-11.7%26.8K-1.0M-3.1K0.00140.61005270
2022-08-16$28.60$0.0034.3%9.8%13.5%21.9%0.0%2.7%-12.6%26.5K-1.0M-3.1K0.00142.99005270
2022-08-17$28.48$0.0032.0%9.2%13.6%19.5%0.0%0.1%-12.5%27.1K-1.0M-3.1K0.00142.66005270
2022-08-18$28.80$0.0034.6%9.9%13.5%22.3%0.0%2.6%19.6%26.6K-1.1M-3.1K0.00142.92005270
2022-08-19$28.64$0.0030.9%8.9%14.0%18.4%0.0%2.1%24.5%28.1K-1.1M-2.9K0.00137.33005270
2022-08-22$28.38$0.0038.1%10.9%12.7%26.0%0.0%2.1%-10.5%26.9K-1.0M-3.0K0.00142.47005270
2022-08-23$28.65$0.0032.1%9.2%12.9%19.7%0.0%4.6%-2.0%28.1K-1.1M-2.9K0.00137.76005270
2022-08-24$28.80$0.0032.8%9.4%12.6%20.4%0.0%2.4%-9.4%31.8K-1.1M-2.6K0.00136.28005270
2022-08-25$28.97$0.0038.4%11.0%11.6%26.2%0.0%2.3%-11.6%26.9K-1.1M-2.5K0.00142.7010005270
2022-08-26$28.59$0.0038.5%11.0%12.5%26.4%0.0%1.6%-13.3%35.8K-1.1M-3.5K0.00140.27006270
2022-08-29$28.65$0.0041.0%11.8%12.2%29.0%0.0%-0.1%-13.8%36.9K-1.2M-3.3K0.00140.45006270
2022-08-30$28.03$0.0043.6%12.5%14.7%31.7%0.0%0.3%-16.7%35.3K-1.0M-3.4K0.00140.18006270
2022-08-31$27.86$0.0044.5%12.8%14.9%31.0%46.3%2.2%-19.0%35.5K-1.0M-3.4K0.00141.6551806270