EMLP Options History — November 2023 In November 2023, EMLP traded between $26.38 and $27.56. ATM implied volatility averaged 25.7%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 9.8% (HV 20d: 15.9%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2023-11-08 : Largest IV drop — 35.2% change2023-11-29 : Highest IV Rank — 28.0%2023-11-29 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.02 $26.38 $27.56 $26.52 $27.56 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 25.7% 20.5% 36.2% 31.6% 31.5% Expected Move 7.0% 5.9% 10.4% 9.1% 9.0% HV 20d 15.9% 13.4% 17.0% 13.4% 15.2% HV 60d 14.7% 13.2% 15.2% 13.2% 14.9% IV Rank 14.7% 8.1% 28.0% 22.1% 22.0% IV Percentile 26.5% 6.0% 75.0% 53.2% 57.1% Term Structure -3.8% -18.9% 33.8% -8.1% -18.9% Skew 25d -9.2% -30.8% 8.5% -13.1% -29.7% Skew 10d -11.7% -35.5% 31.5% -23.0% -33.1% Call IV 25d 27.5% 18.7% 42.6% 30.3% 41.3% Put IV 25d 18.3% 10.1% 40.3% 17.2% 11.6% Bid-Ask Spread % 126.69 114.14 139.31 121.47 119.29 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 89 0 201 117 0 Net DEX -421 -1.0K 0 -644 0 Net VEX -1 -2 0 -2 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.619 0 1 1 0
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 P/C Spread % Call Vol Put Vol Call OI Put OI 2023-11-01 $26.52 $28.00 31.6% 9.1% 13.4% 22.1% 0.0% -13.1% -8.1% 117 -644 -2 0.00 121.47 0 0 1 0 2023-11-02 $27.26 $0.00 25.9% 6.5% 16.1% 15.0% 0.0% 1.2% -11.5% 160 -990 -2 0.00 138.69 0 0 1 0 2023-11-03 $27.30 $0.00 28.0% 6.2% 15.9% 17.6% 0.0% 2.6% -8.6% 164 -1.0K -2 0.00 138.82 0 0 1 0 2023-11-06 $27.05 $0.00 32.0% 6.9% 16.0% 22.6% 0.0% -7.1% -7.1% 160 -805 -2 0.00 136.87 0 0 1 0 2023-11-07 $26.86 $0.00 31.6% 7.2% 15.9% 22.1% 0.0% -4.5% -8.2% 148 -689 -1 0.00 139.31 0 0 1 0 2023-11-08 $26.55 $0.00 20.5% 5.9% 16.0% 8.1% 0.0% 0.7% -5.9% 124 -547 -1 0.00 134.40 0 0 1 0 2023-11-09 $26.38 $0.00 22.3% 6.4% 15.7% 10.3% 0.0% 0.2% -6.8% 113 -422 -1 0.00 137.24 0 0 1 0 2023-11-10 $26.45 $0.00 22.1% 6.3% 15.5% 10.1% 0.0% 8.5% -5.2% 115 -554 -1 0.00 131.51 0 0 1 0 2023-11-13 $26.43 $0.00 23.1% 6.6% 14.9% 11.5% 0.0% -6.6% -6.6% 115 -401 -1 0.00 121.54 0 0 1 0 2023-11-14 $27.02 $0.00 23.1% 6.6% 17.0% 11.4% 0.0% -21.1% -3.0% 140 -856 -1 0.00 127.48 0 0 1 0 2023-11-15 $27.04 $0.00 20.6% 5.9% 16.8% 8.2% 0.0% -15.7% -4.0% 161 -761 -1 0.00 127.46 0 0 1 0 2023-11-16 $26.88 $0.00 21.8% 6.3% 16.9% 9.8% 0.0% -4.2% 32.5% 155 -605 0 0.00 129.28 0 0 1 0 2023-11-17 $27.11 $0.00 21.7% 6.2% 16.8% 9.6% 0.0% -12.1% 33.8% 201 -560 0 0.00 119.05 0 0 1 0 2023-11-20 $27.20 $0.00 21.1% 6.0% 16.6% 8.9% 0.0% -15.6% -4.8% 0 0 0 0.00 114.42 0 0 0 0 2023-11-21 $27.16 $0.00 24.7% 7.1% 16.4% 13.5% 0.0% -13.1% -11.7% 0 0 0 0.00 118.26 0 0 0 0 2023-11-22 $27.27 $0.00 25.1% 7.2% 16.3% 14.0% 0.0% -12.8% -0.5% 0 0 0 0.00 115.29 0 0 0 0 2023-11-24 $27.34 $0.00 22.3% 6.4% 16.3% 10.4% 0.0% -5.3% -5.0% 0 0 0 0.00 114.14 0 0 0 0 2023-11-27 $27.31 $0.00 24.2% 6.9% 15.1% 12.8% 0.0% 1.7% -7.6% 0 0 0 0.00 136.45 0 0 0 0 2023-11-28 $27.37 $0.00 30.2% 8.7% 15.1% 20.4% 0.0% -16.5% -7.8% 0 0 0 0.00 114.54 0 0 0 0 2023-11-29 $27.30 $0.00 36.2% 10.4% 15.2% 28.0% 0.0% -30.8% -13.7% 0 0 0 0.00 124.91 0 0 0 0 2023-11-30 $27.56 $0.00 31.5% 9.0% 15.2% 22.0% 0.0% -29.7% -18.9% 0 0 0 0.00 119.29 0 0 0 0
« Oct 2023 | All History | Dec 2023 » Home EMLP History November 2023