EMLP Options History — September 2022 In September 2022, EMLP traded between $25.00 and $28.71. ATM implied volatility averaged 43.3%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 23.5% (HV 20d: 19.7%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-09-06 : Highest Volume — 519 contracts2022-09-14 : Largest IV drop — 70.5% change2022-09-13 : Highest IV Rank — 78.6%2022-09-02 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $27.21 $25.00 $28.71 $27.66 $25.00 Max Pain $29.24 $28.00 $30.00 $28.00 $30.00 ATM IV 43.3% 26.1% 88.6% 44.4% 28.2% Expected Move 9.1% 6.3% 13.1% 12.7% 8.1% HV 20d 19.7% 14.4% 30.1% 14.6% 30.1% HV 60d 19.7% 17.2% 22.0% 21.9% 21.7% IV Rank 29.7% 11.2% 78.6% 30.8% 13.4% IV Percentile 55.2% 8.3% 98.8% 80.6% 13.9% Term Structure -3.7% -19.3% 10.3% -15.8% -6.7% VWIV 42.3% 20.3% 65.9% 35.4% 48.1% Skew 25d 1.5% -3.3% 15.1% 2.3% -0.5% Skew 10d 2.4% -9.5% 18.1% 4.0% 1.9% Call IV 25d 38.3% 29.0% 57.7% 55.2% 32.2% Put IV 25d 39.9% 27.5% 58.0% 57.5% 31.6% Bid-Ask Spread % 138.10 130.49 141.72 141.63 136.86 Gamma HHI 0.48 0.36 0.78 0.41 0.78 Net GEX 34.7K 27.9K 38.1K 35.1K 27.9K Net DEX -916.0K -1.2M -560.9K -985.4K -560.9K Net VEX -3.1K -3.5K -2.8K -3.5K -2.8K 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 222.238 0 519 0 518 Total OI 628.286 627 630 628 627
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 2022-09-01 $27.66 $28.00 44.4% 12.7% 14.6% 30.8% 0.0% 2.3% -15.8% 35.1K -985.4K -3.5K 0.00 141.63 0 0 628 0 2022-09-02 $27.76 $28.00 45.9% 13.1% 14.6% 32.5% 0.0% 0.2% -19.3% 35.6K -1.0M -3.4K 0.00 140.24 0 0 629 0 2022-09-06 $27.71 $30.00 53.6% 7.6% 14.5% 40.8% 35.4% -0.4% -2.0% 34.9K -953.6K -3.4K 0.00 137.00 519 0 629 0 2022-09-07 $28.05 $28.00 52.0% 6.8% 15.0% 39.1% 32.3% 1.3% 4.9% 36.5K -1.0M -3.3K 0.00 135.23 519 0 630 0 2022-09-08 $28.05 $28.00 58.2% 6.4% 14.4% 45.7% 0.0% 3.3% 8.8% 36.5K -997.1K -3.2K 0.00 138.16 0 0 630 0 2022-09-09 $28.48 $28.00 62.2% 6.3% 15.1% 50.1% 0.0% 1.7% 10.3% 37.6K -1.1M -3.1K 0.00 141.72 0 0 630 0 2022-09-12 $28.71 $28.00 78.6% 8.6% 14.9% 67.8% 0.0% 1.0% -6.1% 37.9K -1.2M -3.1K 0.00 136.90 0 0 630 0 2022-09-13 $28.08 $28.00 88.6% 6.7% 16.9% 78.6% 35.3% -0.2% 7.1% 38.1K -1.1M -3.1K 0.00 139.35 519 0 630 0 2022-09-14 $28.48 $28.00 26.1% 7.5% 17.5% 11.2% 20.3% 1.4% 3.9% 37.5K -1.1M -3.0K 0.00 139.94 1 0 630 0 2022-09-15 $28.10 $30.00 31.8% 9.1% 18.1% 17.3% 0.0% 1.1% -6.0% 36.6K -1.1M -3.1K 0.00 140.63 0 0 629 0 2022-09-16 $27.75 $30.00 32.0% 9.2% 18.0% 17.5% 38.2% 1.0% -5.4% 36.6K -1.0M -3.2K 0.00 140.20 519 0 629 0 2022-09-19 $28.01 $30.00 31.9% 9.1% 18.3% 17.4% 0.0% 2.2% -5.3% 36.4K -1.0M -3.2K 0.00 138.20 0 0 627 0 2022-09-20 $27.80 $30.00 33.6% 9.6% 18.3% 19.2% 0.0% 0.4% -6.8% 36.3K -1.0M -3.1K 0.00 140.85 0 0 627 0 2022-09-21 $27.47 $30.00 34.2% 9.8% 18.2% 19.8% 0.0% 2.0% -6.4% 34.6K -921.0K -3.1K 0.00 138.43 0 0 627 0 2022-09-22 $27.27 $30.00 30.8% 8.8% 18.1% 16.2% 0.0% 1.8% -5.2% 37.2K -916.3K -3.0K 0.00 135.66 0 0 627 0 2022-09-23 $25.77 $30.00 38.9% 11.2% 26.0% 25.0% 0.0% 15.1% -7.6% 32.3K -686.6K -3.0K 0.00 138.68 0 0 627 0 2022-09-26 $25.17 $30.00 27.6% 7.9% 26.6% 12.8% 43.0% -3.3% 3.7% 29.5K -596.0K -2.9K 0.00 130.49 518 0 627 0 2022-09-27 $25.03 $30.00 27.8% 8.0% 26.4% 13.0% 45.0% -1.0% -2.9% 28.2K -573.4K -2.9K 0.00 134.15 518 0 627 0 2022-09-28 $25.82 $30.00 40.0% 11.5% 29.0% 26.1% 59.4% 2.4% -11.0% 33.4K -713.5K -3.0K 0.00 136.83 518 0 627 0 2022-09-29 $25.14 $30.00 42.8% 12.3% 30.1% 29.1% 65.9% 0.3% -10.9% 29.6K -615.0K -3.0K 0.00 139.04 518 0 627 0 2022-09-30 $25.00 $30.00 28.2% 8.1% 30.1% 13.4% 48.1% -0.5% -6.7% 27.9K -560.9K -2.8K 0.00 136.86 518 0 627 0
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