EMLP Options History — September 2023 In September 2023, EMLP traded between $26.38 and $27.91. ATM implied volatility averaged 32.9%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 22.4% (HV 20d: 10.5%). Max pain ranged from $30.00 to $31.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-12 : Highest Volume — 88 contracts2023-09-11 : Largest IV spike — 55.4% change2023-09-11 : Highest IV Rank — 68.2%2023-09-25 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $27.33 $26.38 $27.91 $27.52 $26.38 Max Pain $30.93 $30.00 $31.00 $30.00 $31.00 ATM IV 32.9% 21.9% 68.2% 22.7% 21.9% Expected Move 7.3% 6.0% 8.9% 6.5% 6.3% HV 20d 10.5% 8.0% 12.6% 8.0% 12.5% HV 60d 10.5% 10.0% 10.9% 10.3% 10.7% IV Rank 23.5% 9.7% 68.2% 10.6% 9.7% IV Percentile 39.7% 7.1% 98.0% 9.1% 7.1% Term Structure -7.6% -24.6% 3.7% -8.0% -24.6% VWIV 18.8% 18.8% 18.8% 18.8% 18.8% Skew 25d -16.0% -26.9% 2.0% 0.3% -26.9% Skew 10d -12.5% -30.8% 12.2% 1.5% -30.8% Call IV 25d 28.6% 17.2% 37.4% 28.9% 37.4% Put IV 25d 12.6% 8.5% 31.6% 29.3% 10.4% Bid-Ask Spread % 124.71 112.48 142.86 134.01 118.16 Gamma HHI 0.75 0.46 1.00 1.00 0.47 Net GEX 2.0K 469 5.2K 619 959 Net DEX -7.9K -24.1K -1.1K -1.7K -4.2K Net VEX -40 -119 -4 -6 -19 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 4.5 0 88 0 0 Total OI 62.55 10 98 10 90
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 2023-09-01 $27.52 $30.00 22.7% 6.5% 8.0% 10.6% 0.0% 0.3% -8.0% 619 -1.7K -6 0.00 134.01 0 0 10 0 2023-09-05 $27.34 $0.00 26.8% 6.0% 8.3% 15.8% 0.0% 0.6% -7.8% 469 -1.1K -4 0.00 140.59 0 0 10 0 2023-09-06 $26.94 $0.00 41.4% 6.8% 9.8% 34.3% 0.0% -19.0% -5.8% 507 -1.8K -6 0.00 123.41 0 0 10 0 2023-09-07 $27.21 $0.00 45.1% 7.0% 10.2% 39.0% 0.0% -18.9% -6.0% 644 -2.6K -7 0.00 130.43 0 0 10 0 2023-09-08 $27.32 $0.00 43.9% 7.2% 10.2% 37.4% 0.0% 2.0% -8.2% 732 -3.6K -8 0.00 142.86 0 0 10 0 2023-09-11 $27.24 $0.00 68.2% 7.5% 9.9% 68.2% 0.0% -20.2% -7.7% 661 -2.8K -5 0.00 121.52 0 0 10 0 2023-09-12 $27.48 $0.00 62.5% 6.1% 10.2% 61.0% 18.8% -11.9% -9.0% 656 -2.1K -4 0.00 126.88 88 0 10 0 2023-09-13 $27.55 $31.00 28.0% 8.0% 9.3% 17.3% 0.0% -14.7% -7.2% 726 -2.5K -4 0.00 122.88 0 0 98 0 2023-09-14 $27.91 $31.00 26.5% 7.6% 10.3% 15.5% 0.0% -19.8% -4.6% 5.2K -24.1K -119 0.00 124.05 0 0 98 0 2023-09-15 $27.81 $31.00 26.5% 7.6% 10.4% 15.5% 0.0% -20.5% -5.7% 4.4K -16.7K -97 0.00 122.27 0 0 98 0 2023-09-18 $27.88 $31.00 23.1% 6.6% 10.3% 11.2% 0.0% -12.3% 3.7% 3.2K -10.7K -66 0.00 121.29 0 0 88 0 2023-09-19 $27.82 $31.00 27.8% 8.0% 10.3% 17.1% 0.0% -21.8% -5.3% 3.8K -15.7K -90 0.00 121.67 0 0 88 0 2023-09-20 $27.87 $31.00 27.4% 7.9% 10.2% 16.6% 0.0% -22.0% -4.7% 4.0K -16.5K -89 0.00 122.02 0 0 88 0 2023-09-21 $27.61 $31.00 25.4% 7.3% 10.8% 14.1% 0.0% -21.7% -10.5% 3.4K -13.9K -75 0.00 121.70 1 0 88 0 2023-09-22 $27.41 $31.00 24.3% 7.0% 11.0% 12.6% 0.0% -11.4% -16.3% 2.6K -8.4K -49 0.00 115.15 0 0 89 0 2023-09-25 $27.34 $31.00 31.1% 8.9% 10.7% 21.3% 0.0% -24.3% -10.5% 3.3K -13.2K -68 0.00 119.37 0 0 89 0 2023-09-26 $26.82 $31.00 28.1% 8.1% 12.6% 17.5% 0.0% -25.4% -7.6% 1.7K -5.1K -30 0.00 112.48 0 0 89 0 2023-09-27 $26.71 $31.00 30.2% 8.6% 12.3% 20.1% 0.0% -20.9% -8.9% 1.9K -6.4K -36 0.00 121.94 0 0 89 0 2023-09-28 $26.52 $31.00 27.0% 7.7% 12.5% 16.1% 0.0% -10.6% 2.6% 1.4K -4.7K -25 0.00 131.43 1 0 89 0 2023-09-29 $26.38 $31.00 21.9% 6.3% 12.5% 9.7% 0.0% -26.9% -24.6% 959 -4.2K -19 0.00 118.16 0 0 90 0
« Aug 2023 | All History | Oct 2023 » Home EMLP History September 2023