EMLP Options History — June 2023

Name: EMLP Options Analytics - June 2023
Creator: Options Analysis Suite

In June 2023, EMLP traded between $26.34 and $27.34. ATM implied volatility averaged 34.5%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 21.9% (HV 20d: 12.6%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days.

Notable Days

2023-06-01: Highest Volume — 1 contracts
2023-06-09: Largest IV spike — 64.4% change
2023-06-13: Highest IV Rank — 73.1%
2023-06-01: Largest Expected Move — 11.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.91	$26.34	$27.34	$26.34	$27.02
Max Pain	$31.00	$31.00	$31.00	$31.00	$31.00
ATM IV	34.5%	20.3%	72.9%	40.0%	25.6%
Expected Move	7.8%	5.7%	11.5%	11.5%	7.3%
HV 20d	12.6%	10.9%	14.2%	11.6%	14.2%
HV 60d	13.2%	12.4%	14.2%	13.6%	12.8%
IV Rank	22.5%	3.8%	73.1%	29.7%	10.7%
IV Percentile	35.9%	3.6%	98.0%	67.9%	10.7%
Term Structure	-5.4%	-14.7%	6.1%	-14.7%	-12.4%
Skew 25d	3.6%	-4.7%	10.5%	2.5%	8.8%
Skew 10d	1.5%	-8.7%	11.8%	3.6%	0.9%
Call IV 25d	28.4%	19.3%	47.1%	47.1%	27.1%
Put IV 25d	32.0%	19.8%	49.6%	49.6%	36.0%
Bid-Ask Spread %	137.44	134.26	139.57	134.72	135.02
Gamma HHI	0.61	0.52	0.74	0.60	0.64
Net GEX	2.6K	2.1K	3.2K	2.1K	3.2K
Net DEX	-32.3K	-36.2K	-25.0K	-29.5K	-34.5K
Net VEX	-140	-164	-116	-150	-123
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.095	0	1	1	0
Total OI	31.19	31	32	31	31

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	Spread %	Put Vol	Call OI	Put OI
2023-06-01	$26.34	$0.00	40.0%	11.5%	11.6%	29.7%	0.0%	2.5%	-14.7%	2.1K	-29.5K	-150	134.72	1	31	0
2023-06-02	$26.84	$0.00	36.8%	10.6%	13.4%	25.5%	0.0%	2.1%	-12.6%	2.2K	-32.0K	-162	134.32	0	31	1
2023-06-05	$26.79	$31.00	26.8%	7.6%	12.0%	12.2%	0.0%	-4.7%	-2.0%	2.5K	-25.0K	-142	136.24	0	31	1
2023-06-06	$26.91	$31.00	37.9%	7.7%	12.1%	26.9%	0.0%	-2.1%	-5.6%	2.6K	-30.5K	-150	139.41	0	31	1
2023-06-07	$27.29	$31.00	45.4%	7.4%	12.9%	36.8%	0.0%	3.4%	-4.5%	2.3K	-36.2K	-164	136.53	1	31	1
2023-06-08	$27.34	$31.00	31.6%	5.7%	12.9%	18.6%	0.0%	0.5%	0.2%	3.0K	-31.2K	-135	138.06	0	31	0
2023-06-09	$27.04	$31.00	51.9%	7.6%	13.1%	45.4%	0.0%	10.5%	-5.2%	2.3K	-35.5K	-153	138.27	0	31	0
2023-06-12	$26.89	$31.00	65.4%	8.0%	13.2%	63.2%	0.0%	9.1%	-6.2%	2.3K	-34.0K	-151	138.78	0	31	0
2023-06-13	$26.95	$31.00	72.9%	7.7%	12.6%	73.1%	0.0%	-3.7%	-6.5%	2.9K	-31.2K	-136	139.57	0	31	0
2023-06-14	$26.94	$31.00	26.0%	7.5%	10.9%	11.3%	0.0%	3.0%	-14.2%	2.5K	-33.2K	-146	138.77	0	31	0
2023-06-15	$27.16	$31.00	26.6%	7.6%	11.2%	12.1%	0.0%	9.5%	-3.7%	2.6K	-35.6K	-145	138.07	0	31	0
2023-06-16	$27.23	$31.00	27.4%	7.8%	11.2%	13.0%	0.0%	0.1%	-4.9%	2.8K	-35.5K	-141	139.41	0	31	0
2023-06-20	$26.96	$31.00	28.8%	8.3%	11.8%	14.9%	0.0%	7.6%	-6.4%	2.5K	-33.5K	-141	138.25	0	31	0
2023-06-21	$27.09	$31.00	27.6%	7.9%	11.9%	13.3%	0.0%	8.0%	-5.3%	2.6K	-34.6K	-140	136.62	0	31	0
2023-06-22	$26.88	$31.00	29.3%	8.4%	12.3%	15.7%	0.0%	6.5%	-6.1%	2.4K	-32.7K	-139	138.87	0	31	0
2023-06-23	$26.52	$31.00	25.1%	7.2%	13.0%	10.0%	0.0%	-0.9%	2.8%	2.9K	-25.1K	-116	136.53	0	31	0
2023-06-26	$26.86	$31.00	24.8%	7.1%	13.5%	9.7%	0.0%	5.2%	-2.4%	2.5K	-32.0K	-132	138.17	0	31	0
2023-06-27	$26.66	$31.00	23.6%	6.8%	13.7%	8.1%	0.0%	4.6%	6.1%	2.5K	-32.4K	-130	138.12	0	31	0
2023-06-28	$26.57	$31.00	31.1%	8.9%	13.8%	18.0%	0.0%	4.6%	-7.4%	2.5K	-31.4K	-130	138.34	0	31	0
2023-06-29	$26.84	$31.00	20.3%	5.8%	14.1%	3.8%	0.0%	-0.1%	-2.9%	3.2K	-32.2K	-124	134.26	0	31	0
2023-06-30	$27.02	$31.00	25.6%	7.3%	14.2%	10.7%	0.0%	8.8%	-12.4%	3.2K	-34.5K	-123	135.02	0	31	0