EMLP Options History — January 2024 In January 2024, EMLP traded between $26.88 and $27.99. ATM implied volatility averaged 27.9%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 16.7% (HV 20d: 11.1%). Max pain ranged from $30.00 to $31.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-26 : Highest Volume — 39 contracts2024-01-09 : Largest IV spike — 63.2% change2024-01-09 : Highest IV Rank — 32.6%2024-01-31 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $27.44 $26.88 $27.99 $27.82 $27.26 Max Pain $30.60 $30.00 $31.00 $30.00 $31.00 ATM IV 27.9% 18.6% 39.9% 31.2% 35.2% Expected Move 7.4% 5.2% 10.1% 8.9% 10.1% HV 20d 11.1% 9.4% 13.4% 12.9% 10.5% HV 60d 13.2% 11.8% 13.8% 13.8% 11.8% IV Rank 17.4% 5.8% 32.6% 21.6% 26.6% IV Percentile 40.7% 4.0% 88.1% 59.5% 77.0% Term Structure -6.0% -13.4% -0.3% -12.7% -12.1% VWIV 26.8% 24.0% 29.2% 24.0% 28.2% Skew 25d -9.9% -30.8% 4.0% -27.6% -30.8% Skew 10d -7.3% -27.9% 15.2% -22.9% -27.9% Call IV 25d 30.1% 18.9% 42.4% 39.4% 42.4% Put IV 25d 20.2% 11.3% 33.3% 11.8% 11.6% Bid-Ask Spread % 132.43 118.06 142.91 122.59 122.97 Gamma HHI 0.60 0.51 0.91 0.56 0.56 Net GEX 3.4K 0 8.1K 5.8K 2.0K Net DEX -12.2K -38.4K 0 -22.5K -6.8K Net VEX -38 -101 0 -92 -31 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 6.524 0 39 0 18 Total OI 90.048 0 140 96 75
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 2024-01-02 $27.82 $30.00 31.2% 8.9% 12.9% 21.6% 0.0% -27.6% -12.7% 5.8K -22.5K -92 0.00 122.59 0 0 96 0 2024-01-03 $27.99 $30.00 32.6% 9.3% 13.1% 23.4% 24.0% -28.3% -10.4% 6.7K -28.1K -101 0.00 123.16 14 0 96 0 2024-01-04 $27.88 $0.00 26.5% 5.4% 12.5% 15.7% 0.0% 4.0% -3.5% 4.5K -11.2K -49 0.00 139.58 30 0 110 0 2024-01-05 $27.84 $0.00 33.8% 6.6% 12.6% 24.9% 0.0% 1.8% -3.6% 7.2K -23.5K -88 0.00 140.67 0 0 140 0 2024-01-08 $27.96 $0.00 24.5% 5.2% 12.5% 13.2% 0.0% 0.7% -1.4% 3.7K -6.9K -28 0.00 136.94 0 0 140 0 2024-01-09 $27.84 $0.00 39.9% 7.0% 12.6% 32.6% 0.0% 1.0% -4.7% 8.1K -30.1K -96 0.00 142.75 0 0 140 0 2024-01-10 $27.82 $0.00 18.6% 5.3% 12.5% 5.8% 0.0% -0.4% -1.4% 5.0K -12.2K -42 0.00 141.50 0 0 140 0 2024-01-11 $27.43 $0.00 27.0% 7.7% 13.4% 16.3% 0.0% 0.2% -4.7% 7.4K -35.4K -94 0.00 141.90 0 0 140 0 2024-01-12 $27.62 $0.00 25.1% 7.2% 10.2% 13.9% 0.0% -4.5% -6.4% 8.1K -38.4K -88 0.00 142.91 0 0 140 0 2024-01-16 $27.34 $0.00 28.0% 8.0% 10.8% 17.5% 0.0% 0.6% -5.6% 6.6K -28.5K -50 0.00 140.33 0 0 140 0 2024-01-17 $27.04 $0.00 23.5% 6.7% 10.3% 11.9% 0.0% 0.2% -5.1% 1.4K -2.8K -6 0.00 138.69 0 0 140 0 2024-01-18 $27.05 $0.00 21.8% 6.2% 10.0% 9.7% 0.0% 0.3% -3.8% 1.6K -3.2K -5 0.00 137.88 0 0 140 0 2024-01-19 $26.99 $0.00 20.9% 6.0% 9.8% 8.7% 0.0% 0.0% -1.7% 286 -376 0 0.00 136.44 0 0 140 0 2024-01-22 $27.02 $0.00 28.8% 8.3% 9.5% 18.6% 0.0% -22.7% -7.0% 0 0 0 0.00 127.81 0 0 0 0 2024-01-23 $27.01 $0.00 29.9% 8.6% 9.4% 19.9% 0.0% -14.0% -8.1% 0 0 0 0.00 132.68 0 0 0 0 2024-01-24 $26.88 $0.00 29.2% 8.4% 9.4% 19.1% 0.0% -24.4% -8.6% 0 0 0 0.00 127.23 0 0 0 0 2024-01-25 $27.23 $0.00 21.5% 6.2% 10.4% 9.4% 0.0% -19.0% -0.3% 0 0 0 0.00 122.74 0 0 0 0 2024-01-26 $27.36 $0.00 27.7% 7.9% 10.5% 17.2% 29.2% -10.2% -9.6% 0 0 0 0.00 120.67 39 0 0 0 2024-01-29 $27.44 $31.00 34.5% 9.9% 10.5% 25.8% 25.6% -25.3% -13.4% 936 -3.3K -17 0.00 123.48 36 0 39 0 2024-01-30 $27.48 $31.00 25.1% 7.2% 10.5% 14.0% 0.0% -9.3% -2.0% 1.1K -2.5K -13 0.00 118.06 0 0 75 0 2024-01-31 $27.26 $31.00 35.2% 10.1% 10.5% 26.6% 28.2% -30.8% -12.1% 2.0K -6.8K -31 0.00 122.97 18 0 75 0
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