EMLP Options History — July 2023 In July 2023, EMLP traded between $26.88 and $28.16. ATM implied volatility averaged 27.9%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 16.0% (HV 20d: 11.9%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-21 : Highest Volume — 21 contracts2023-07-24 : Largest IV spike — 58.8% change2023-07-11 : Highest IV Rank — 32.8%2023-07-03 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.57 $26.88 $28.16 $27.12 $27.96 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 27.9% 14.3% 42.4% 32.7% 31.8% Expected Move 7.2% 4.1% 9.4% 9.4% 9.1% HV 20d 11.9% 9.7% 13.2% 12.6% 10.5% HV 60d 12.8% 12.1% 13.2% 12.5% 12.1% IV Rank 15.2% 0.0% 32.8% 20.1% 22.1% IV Percentile 25.3% 0.0% 78.2% 39.7% 40.5% Term Structure -7.8% -16.9% 11.0% -9.1% -9.1% Skew 25d 4.7% -4.9% 12.0% 8.9% 5.3% Skew 10d 1.5% -8.2% 8.0% 2.9% 2.9% Call IV 25d 26.2% 18.2% 36.0% 33.3% 35.4% Put IV 25d 30.9% 20.3% 42.2% 42.2% 40.6% Bid-Ask Spread % 137.34 134.08 138.50 137.28 137.39 Gamma HHI 0.67 0.49 1.00 0.59 1.00 Net GEX 2.5K 981 3.8K 2.9K 981 Net DEX -30.0K -49.3K -6.0K -36.5K -7.3K Net VEX -93 -130 -32 -130 -33 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 1.2 0 21 0 0 Total OI 25.05 10 32 31 10
Daily Data (20 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 2023-07-03 $27.12 $31.00 32.7% 9.4% 12.6% 20.1% 0.0% 8.9% -9.1% 2.9K -36.5K -130 0.00 137.28 0 0 31 0 2023-07-05 $27.13 $31.00 28.1% 8.1% 12.6% 14.1% 0.0% -4.9% -10.6% 2.8K -36.8K -127 0.00 137.01 0 0 31 0 2023-07-06 $26.88 $0.00 35.0% 6.9% 13.0% 23.1% 0.0% 11.1% -3.5% 2.7K -34.1K -127 0.00 138.11 0 0 31 0 2023-07-07 $26.98 $0.00 36.2% 6.9% 12.0% 24.6% 0.0% 12.0% -11.1% 2.8K -34.8K -123 0.00 137.54 0 0 31 0 2023-07-10 $27.01 $0.00 34.1% 4.7% 12.0% 21.9% 0.0% 2.1% -3.8% 3.1K -34.0K -117 0.00 137.87 0 0 31 0 2023-07-11 $27.29 $0.00 42.4% 7.2% 11.9% 32.8% 0.0% 9.5% -12.9% 2.9K -38.2K -121 0.00 137.73 0 0 31 0 2023-07-12 $27.61 $0.00 25.1% 7.2% 12.3% 10.1% 0.0% 5.7% -4.8% 3.0K -42.0K -122 0.00 138.39 0 0 31 0 2023-07-13 $27.73 $0.00 25.0% 7.2% 12.3% 10.0% 0.0% 4.8% -4.4% 3.0K -43.4K -123 0.00 138.38 0 0 31 0 2023-07-14 $27.41 $0.00 26.2% 7.5% 13.2% 11.6% 0.0% 7.6% -16.5% 3.0K -39.3K -118 0.00 136.62 0 0 31 0 2023-07-17 $27.38 $0.00 21.9% 6.3% 12.9% 5.9% 0.0% 2.5% -15.9% 3.7K -38.0K -104 0.00 134.08 0 0 31 0 2023-07-18 $27.46 $0.00 22.6% 6.5% 12.9% 6.8% 0.0% 2.6% -16.9% 3.6K -39.3K -106 0.00 137.36 1 0 31 0 2023-07-19 $27.63 $0.00 26.3% 7.5% 12.5% 11.6% 0.0% 6.5% -5.7% 3.2K -43.2K -115 0.00 138.13 0 0 32 0 2023-07-20 $27.82 $0.00 14.3% 4.1% 12.6% 0.0% 0.0% 3.0% 11.0% 3.7K -45.5K -108 0.00 137.90 0 0 32 0 2023-07-21 $28.07 $0.00 17.7% 5.1% 12.3% 4.3% 0.0% -2.7% -4.0% 3.8K -49.3K -102 0.00 135.09 21 0 32 0 2023-07-24 $28.16 $0.00 28.1% 8.0% 10.9% 17.4% 0.0% 1.3% -9.1% 1.1K -7.6K -36 0.00 137.96 1 0 10 0 2023-07-25 $28.16 $0.00 28.6% 8.2% 10.3% 18.2% 0.0% 1.9% -6.5% 1.1K -9.5K -41 0.00 138.50 0 0 11 0 2023-07-26 $28.12 $0.00 23.5% 6.7% 9.7% 11.7% 0.0% 3.1% -7.3% 1.4K -6.0K -32 0.00 138.31 0 0 11 0 2023-07-27 $27.77 $0.00 28.3% 8.1% 10.9% 17.8% 0.0% 7.0% -7.0% 1.1K -7.5K -36 0.00 135.56 0 0 11 0 2023-07-28 $27.79 $0.00 29.9% 8.6% 10.5% 19.8% 0.0% 6.3% -7.7% 1.0K -7.8K -35 0.00 137.53 1 0 11 0 2023-07-31 $27.96 $0.00 31.8% 9.1% 10.5% 22.1% 0.0% 5.3% -9.1% 981 -7.3K -33 0.00 137.39 0 0 10 0
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