EMLP Options History — April 2023 In April 2023, EMLP traded between $26.62 and $27.30. ATM implied volatility averaged 33.3%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 20.0% (HV 20d: 13.3%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-13 : Highest Volume — 20 contracts2023-04-13 : Largest IV spike — 147.8% change2023-04-13 : Highest IV Rank — 56.5%2023-04-13 : Largest Expected Move — 19.5%Monthly Statistics Metric Avg Min Max Open Close Price $27.06 $26.62 $27.30 $26.81 $27.13 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 33.3% 20.7% 68.2% 36.7% 20.7% Expected Move 9.3% 5.5% 19.5% 10.5% 5.9% HV 20d 13.3% 9.2% 17.3% 16.8% 10.9% HV 60d 13.3% 12.9% 14.0% 14.0% 13.2% IV Rank 20.0% 4.2% 56.5% 22.6% 4.2% IV Percentile 34.4% 2.8% 96.4% 51.6% 2.8% Term Structure -6.6% -20.4% 3.8% -9.5% -4.3% VWIV 22.3% 22.3% 22.3% 22.3% 22.3% Skew 25d -20.5% -65.5% 1.4% -17.3% -10.4% Skew 10d -25.0% -71.1% -3.2% -34.6% -15.9% Call IV 25d 35.1% 19.6% 79.0% 42.0% 23.7% Put IV 25d 14.6% 11.0% 24.6% 24.6% 13.3% Bid-Ask Spread % 119.85 109.60 142.34 120.06 109.95 Gamma HHI 0.65 0.40 1.00 1.00 0.54 Net GEX 1.7K 587 2.6K 603 2.6K Net DEX -26.2K -41.8K -6.0K -7.1K -36.6K Net VEX -141 -211 -51 -60 -180 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 1.632 0 20 0 0 Total OI 28.526 10 41 10 41
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 2023-04-03 $26.81 $0.00 36.7% 10.5% 16.8% 22.6% 0.0% -17.3% -9.5% 603 -7.1K -60 0.00 120.06 0 0 10 0 2023-04-04 $26.62 $0.00 36.7% 10.5% 16.6% 22.6% 0.0% -22.2% -9.8% 604 -6.0K -51 0.00 119.95 0 0 10 0 2023-04-05 $26.98 $0.00 36.6% 10.5% 17.3% 22.5% 0.0% -30.5% -9.9% 634 -7.3K -60 0.00 115.72 0 0 10 0 2023-04-06 $26.96 $0.00 37.8% 8.0% 17.0% 23.8% 0.0% -15.2% -4.5% 587 -8.0K -63 0.00 119.94 0 0 10 0 2023-04-10 $27.01 $0.00 28.1% 8.3% 15.6% 13.2% 0.0% 1.4% 3.8% 591 -8.2K -62 0.00 130.13 0 0 10 0 2023-04-11 $27.21 $0.00 28.5% 5.5% 15.7% 13.7% 0.0% -7.1% 2.4% 728 -6.8K -55 0.00 115.05 0 0 10 0 2023-04-12 $27.23 $0.00 27.5% 7.9% 15.7% 12.7% 22.3% -13.9% -3.3% 667 -7.9K -63 0.00 118.35 11 0 10 0 2023-04-13 $27.27 $30.00 68.2% 19.5% 13.9% 56.5% 0.0% -65.5% -13.8% 991 -19.5K -101 0.00 142.34 20 0 21 0 2023-04-14 $27.20 $30.00 28.7% 8.2% 13.8% 13.9% 0.0% -11.1% -4.7% 2.6K -41.8K -211 0.00 125.04 0 0 41 0 2023-04-17 $27.16 $30.00 29.3% 8.4% 12.8% 17.4% 0.0% -20.6% -4.2% 2.5K -40.2K -203 0.00 114.46 0 0 41 0 2023-04-18 $27.18 $30.00 30.1% 8.6% 12.6% 18.5% 0.0% -21.1% -6.4% 2.5K -40.9K -205 0.00 118.19 0 0 41 0 2023-04-19 $27.14 $30.00 30.6% 8.8% 12.5% 19.2% 0.0% -22.5% -5.4% 2.6K -40.2K -203 0.00 119.52 0 0 41 0 2023-04-20 $26.99 $30.00 30.5% 8.7% 11.5% 19.0% 0.0% -22.9% -5.0% 2.4K -38.6K -200 0.00 118.27 0 0 41 0 2023-04-21 $27.13 $30.00 31.3% 9.0% 9.2% 20.0% 0.0% -22.6% -20.4% 2.5K -39.9K -201 0.00 118.35 0 0 41 0 2023-04-24 $27.30 $30.00 33.0% 9.5% 9.3% 20.4% 0.0% -23.0% -7.8% 2.6K -41.7K -204 0.00 120.40 0 0 41 0 2023-04-25 $27.06 $30.00 38.5% 11.0% 9.6% 27.7% 0.0% -32.1% -9.5% 2.4K -40.7K -204 0.00 125.10 0 0 41 0 2023-04-26 $26.69 $30.00 27.4% 7.8% 11.0% 13.0% 0.0% -6.9% -5.3% 2.3K -28.5K -169 0.00 109.60 0 0 41 0 2023-04-27 $26.99 $30.00 32.6% 9.4% 10.8% 20.0% 0.0% -26.0% -7.6% 2.4K -37.7K -193 0.00 116.65 0 0 41 0 2023-04-28 $27.13 $30.00 20.7% 5.9% 10.9% 4.2% 0.0% -10.4% -4.3% 2.6K -36.6K -180 0.00 109.95 0 0 41 0
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