EMLP Options History — October 2023 In October 2023, EMLP traded between $25.37 and $26.88. ATM implied volatility averaged 31.1%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 14.9% (HV 20d: 16.2%). Max pain ranged from $26.00 to $31.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-17 : Highest Volume — 1 contracts2023-10-18 : Largest IV spike — 207.4% change2023-10-18 : Highest IV Rank — 85.9%2023-10-18 : Largest Expected Move — 23.6%Monthly Statistics Metric Avg Min Max Open Close Price $26.23 $25.37 $26.88 $25.62 $26.26 Max Pain $27.59 $26.00 $31.00 $31.00 $28.00 ATM IV 31.1% 14.1% 82.2% 32.1% 22.6% Expected Move 8.1% 4.0% 23.6% 9.2% 6.5% HV 20d 16.2% 13.3% 17.4% 15.8% 13.3% HV 60d 12.5% 11.7% 13.0% 12.2% 13.0% IV Rank 21.5% 0.0% 85.9% 22.6% 10.7% IV Percentile 39.3% 0.0% 99.6% 52.4% 10.3% Term Structure -4.4% -24.1% 7.0% -13.9% -7.5% VWIV 31.5% 31.5% 31.5% 31.5% 31.5% Skew 25d -7.5% -31.5% 4.4% -31.5% -11.8% Skew 10d -8.0% -34.2% 30.3% -34.2% -18.6% Call IV 25d 35.5% 18.8% 115.0% 41.8% 27.0% Put IV 25d 28.0% 10.3% 119.5% 10.3% 15.2% Bid-Ask Spread % 130.33 110.79 155.01 110.79 114.11 Gamma HHI 0.66 0.34 1.00 0.34 1.00 Net GEX 773 94 3.7K 501 104 Net DEX -5.3K -58.0K -332 -2.1K -332 Net VEX -11 -57 -1 -9 -1 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 0.045 0 1 0 0 Total OI 61.545 1 90 90 1
Daily Data (22 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 2023-10-02 $25.62 $31.00 32.1% 9.2% 15.8% 22.6% 0.0% -31.5% -13.9% 501 -2.1K -9 0.00 110.79 0 0 90 0 2023-10-03 $25.52 $31.00 38.7% 11.1% 15.7% 30.9% 0.0% 0.3% -13.2% 1.1K -5.4K -25 0.00 135.47 0 0 90 0 2023-10-04 $25.37 $31.00 36.6% 10.5% 15.2% 28.3% 0.0% 0.5% -11.9% 876 -4.1K -20 0.00 134.16 0 0 90 0 2023-10-05 $25.45 $26.00 24.6% 4.8% 14.6% 13.1% 0.0% 1.3% 5.2% 242 -1.4K -5 0.00 136.15 0 0 90 0 2023-10-06 $25.73 $26.00 35.2% 5.8% 15.3% 26.4% 0.0% 2.4% 3.8% 571 -2.8K -12 0.00 136.31 0 0 90 0 2023-10-09 $26.05 $26.00 34.6% 5.0% 16.2% 25.7% 0.0% -4.1% 4.7% 760 -3.2K -12 0.00 138.33 0 0 90 0 2023-10-10 $26.34 $26.00 46.8% 5.9% 16.4% 41.1% 0.0% 1.9% 6.3% 994 -4.5K -17 0.00 140.92 0 0 90 0 2023-10-11 $26.66 $26.00 26.7% 7.7% 17.1% 15.8% 0.0% 1.5% -4.8% 909 -4.3K -14 0.00 140.89 0 0 90 0 2023-10-12 $26.39 $26.00 14.1% 4.0% 16.5% 0.0% 0.0% 0.4% 7.0% 1.0K -4.3K -13 0.00 139.92 0 0 90 0 2023-10-13 $26.57 $26.00 16.8% 4.8% 16.8% 3.5% 0.0% 1.0% 3.6% 1.9K -8.4K -27 0.00 139.62 0 0 90 0 2023-10-16 $26.88 $26.00 26.7% 7.6% 17.4% 15.9% 0.0% -12.2% -5.3% 1.1K -4.7K -11 0.00 124.54 0 0 90 0 2023-10-17 $26.84 $26.00 26.7% 7.7% 17.4% 16.0% 31.5% -11.3% -4.2% 808 -3.5K -7 0.00 124.25 1 0 90 0 2023-10-18 $26.69 $28.00 82.2% 23.6% 17.4% 85.9% 0.0% 4.4% -24.1% 3.7K -58.0K -57 0.00 155.01 0 0 89 0 2023-10-19 $26.57 $28.00 22.3% 6.4% 17.3% 10.4% 0.0% 3.9% -1.1% 1.7K -6.2K -9 0.00 138.62 0 0 89 0 2023-10-20 $26.36 $28.00 30.5% 8.7% 17.3% 20.7% 0.0% -2.9% -7.6% 97 -766 -3 0.00 132.41 0 0 89 0 2023-10-23 $26.20 $28.00 31.1% 8.9% 17.3% 21.5% 0.0% -25.2% -7.0% 97 -633 -2 0.00 122.94 0 0 1 0 2023-10-24 $26.45 $28.00 32.8% 9.4% 16.6% 23.7% 0.0% -20.8% -8.7% 109 -699 -2 0.00 124.90 0 0 1 0 2023-10-25 $26.41 $28.00 33.1% 9.5% 16.5% 24.1% 0.0% -22.9% -8.7% 107 -688 -2 0.00 127.46 0 0 1 0 2023-10-26 $26.46 $28.00 23.4% 6.7% 16.4% 11.8% 0.0% -7.7% -0.1% 122 -510 -2 0.00 120.99 0 0 1 0 2023-10-27 $26.06 $28.00 24.5% 7.0% 17.1% 13.2% 0.0% -18.8% -6.7% 94 -376 -1 0.00 113.28 0 0 1 0 2023-10-30 $26.16 $28.00 23.1% 6.6% 13.4% 11.4% 0.0% -12.7% -1.7% 98 -346 -1 0.00 116.08 0 0 1 0 2023-10-31 $26.26 $28.00 22.6% 6.5% 13.3% 10.7% 0.0% -11.8% -7.5% 104 -332 -1 0.00 114.11 0 0 1 0
« Sep 2023 | All History | Nov 2023 » Home EMLP History October 2023