EMLP Options History — February 2023 In February 2023, EMLP traded between $26.73 and $27.62. ATM implied volatility averaged 32.0%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 20.1% (HV 20d: 11.8%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-03 : Highest Volume — 10 contracts2023-02-27 : Largest IV spike — 70.1% change2023-02-07 : Highest IV Rank — 33.0%2023-02-28 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.27 $26.73 $27.62 $27.62 $26.73 Max Pain $24.16 $24.00 $27.00 $27.00 $24.00 ATM IV 32.0% 21.3% 46.4% 31.1% 36.2% Expected Move 8.3% 6.1% 10.4% 8.9% 10.4% HV 20d 11.8% 10.5% 13.3% 12.7% 11.9% HV 60d 14.7% 13.3% 16.4% 16.3% 13.3% IV Rank 17.5% 5.9% 33.0% 16.5% 22.0% IV Percentile 30.8% 3.2% 81.7% 23.0% 49.2% Term Structure -4.2% -12.7% 25.2% -6.3% -12.4% Skew 25d -3.3% -30.2% 10.9% 1.1% 9.2% Skew 10d -7.9% -36.2% 10.9% 0.9% -36.2% Call IV 25d 32.4% 19.6% 42.2% 29.9% 36.1% Put IV 25d 29.1% 11.3% 45.4% 31.0% 45.4% Bid-Ask Spread % 129.09 109.36 137.52 135.25 116.61 Gamma HHI 0.97 0.95 0.99 0.98 0.98 Net GEX 42.8K 34.3K 53.6K 34.3K 53.6K Net DEX -1.4M -1.5M -1.3M -1.5M -1.3M Net VEX -1.1K -1.4K -906 -974 -1.1K 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 0.526 0 10 0 0 Total OI 615.737 608 618 608 616
Daily Data (19 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 2023-02-01 $27.62 $27.00 31.1% 8.9% 12.7% 16.5% 0.0% 1.1% -6.3% 34.3K -1.5M -974 0.00 135.25 0 0 608 0 2023-02-02 $27.62 $24.00 38.8% 7.5% 12.7% 24.8% 0.0% 2.0% -6.7% 36.7K -1.4M -1.3K 0.00 136.48 0 0 608 0 2023-02-03 $27.34 $24.00 41.1% 7.9% 13.3% 27.3% 0.0% 1.7% -7.3% 40.3K -1.4M -1.4K 0.00 137.06 10 0 608 0 2023-02-06 $27.32 $24.00 31.0% 6.2% 11.3% 16.4% 0.0% 1.7% -5.3% 39.8K -1.5M -1.1K 0.00 136.32 0 0 618 0 2023-02-07 $27.41 $24.00 46.4% 7.8% 11.3% 33.0% 0.0% 2.0% -6.0% 40.3K -1.4M -1.3K 0.00 136.09 0 0 618 0 2023-02-08 $27.23 $24.00 27.5% 7.9% 11.5% 12.7% 0.0% 10.9% -6.7% 43.2K -1.4M -1.3K 0.00 137.05 0 0 618 0 2023-02-09 $27.04 $24.00 27.7% 7.9% 11.3% 12.9% 0.0% -8.2% -8.1% 46.2K -1.4M -1.4K 0.00 112.81 0 0 618 0 2023-02-10 $27.44 $24.00 28.1% 8.1% 12.2% 13.3% 0.0% 2.5% -8.0% 40.2K -1.4M -1.3K 0.00 136.56 0 0 618 0 2023-02-13 $27.48 $24.00 29.8% 8.5% 12.2% 15.1% 0.0% 1.8% -9.2% 39.7K -1.4M -1.2K 0.00 137.52 0 0 618 0 2023-02-14 $27.56 $24.00 29.4% 8.4% 12.3% 14.7% 0.0% 2.2% -9.6% 38.6K -1.5M -1.1K 0.00 136.39 0 0 618 0 2023-02-15 $27.57 $24.00 29.5% 8.4% 10.5% 14.8% 0.0% 1.5% -9.1% 38.5K -1.5M -1.1K 0.00 136.80 0 0 618 0 2023-02-16 $27.48 $24.00 29.2% 8.4% 10.6% 14.5% 0.0% 1.2% 25.2% 39.7K -1.5M -1.1K 0.00 133.99 0 0 618 0 2023-02-17 $27.30 $24.00 25.7% 7.4% 10.9% 10.7% 0.0% 0.8% 24.6% 40.7K -1.5M -931 0.00 135.50 0 0 617 0 2023-02-21 $26.91 $24.00 31.8% 9.1% 11.5% 17.3% 0.0% -11.3% -7.5% 49.6K -1.4M -1.2K 0.00 113.52 0 0 616 0 2023-02-22 $26.84 $24.00 32.9% 9.4% 11.5% 18.5% 0.0% -14.5% -8.8% 50.6K -1.3M -1.1K 0.00 117.93 0 0 616 0 2023-02-23 $27.19 $24.00 33.9% 9.7% 12.4% 19.5% 0.0% -26.5% -9.3% 44.4K -1.4M -937 0.00 111.30 0 0 616 0 2023-02-24 $27.04 $24.00 21.3% 6.1% 12.3% 5.9% 0.0% -10.9% 3.5% 46.8K -1.4M -906 0.00 136.18 0 0 616 0 2023-02-27 $26.95 $24.00 36.1% 10.4% 12.2% 22.0% 0.0% -30.2% -12.7% 49.7K -1.4M -932 0.00 109.36 0 0 616 0 2023-02-28 $26.73 $24.00 36.2% 10.4% 11.9% 22.0% 0.0% 9.2% -12.4% 53.6K -1.3M -1.1K 0.00 116.61 0 0 616 0
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