EMLP Options History — February 2024 In February 2024, EMLP traded between $26.88 and $28.13. ATM implied volatility averaged 27.8%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 15.4% (HV 20d: 12.4%). Max pain ranged from $32.00 to $32.00. 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 2024-02-28 : Highest Volume — 63 contracts2024-02-13 : Largest IV spike — 40.2% change2024-02-01 : Highest IV Rank — 29.9%2024-02-29 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $27.46 $26.88 $28.13 $27.44 $28.05 Max Pain $32.00 $32.00 $32.00 $32.00 $32.00 ATM IV 27.8% 18.5% 37.8% 37.8% 33.7% Expected Move 7.3% 5.3% 9.7% 7.2% 9.7% HV 20d 12.4% 10.1% 14.1% 10.6% 13.8% HV 60d 12.0% 11.2% 12.6% 11.9% 12.4% IV Rank 17.3% 5.6% 29.9% 29.9% 24.7% IV Percentile 43.2% 2.8% 84.1% 84.1% 73.8% Term Structure -3.9% -12.5% 40.1% -10.2% -12.4% VWIV 22.6% 22.6% 22.6% 22.6% 22.6% Skew 25d -11.2% -28.3% 5.9% 1.2% -21.9% Skew 10d -12.6% -32.5% 3.3% 3.3% -22.6% Call IV 25d 30.7% 20.7% 43.0% 28.4% 43.0% Put IV 25d 19.5% 10.5% 32.4% 29.6% 21.0% Bid-Ask Spread % 133.57 120.87 142.84 139.09 136.65 Gamma HHI 0.77 0.50 1.00 0.63 0.51 Net GEX 1.2K 48 3.5K 3.3K 3.5K Net DEX -5.4K -16.2K -150 -12.3K -16.2K Net VEX -22 -87 -1 -53 -87 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 5.45 0 63 0 0 Total OI 74.05 10 109 93 109
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 2024-02-01 $27.44 $0.00 37.8% 7.2% 10.6% 29.9% 0.0% 1.2% -10.2% 3.3K -12.3K -53 0.00 139.09 0 0 93 0 2024-02-02 $27.27 $0.00 35.2% 6.7% 10.7% 26.7% 0.0% 0.7% -7.3% 3.3K -14.1K -53 0.00 141.74 0 0 93 0 2024-02-05 $26.96 $0.00 34.8% 5.7% 11.3% 26.1% 0.0% 5.9% -7.5% 566 -1.1K -5 0.00 138.50 0 0 93 0 2024-02-06 $26.88 $0.00 28.7% 5.5% 11.1% 18.5% 0.0% 0.6% -4.4% 112 -150 -1 0.00 142.13 0 0 93 0 2024-02-07 $26.89 $0.00 24.1% 6.9% 11.1% 12.7% 0.0% 5.1% -9.1% 712 -1.5K -6 0.00 140.30 0 0 93 0 2024-02-08 $26.88 $0.00 18.5% 5.3% 11.1% 5.6% 0.0% 0.5% -5.0% 596 -1.2K -6 0.00 141.58 1 0 93 0 2024-02-09 $26.89 $0.00 25.2% 7.2% 10.1% 14.0% 0.0% 0.6% -8.8% 1.5K -6.0K -21 0.00 142.84 0 0 94 0 2024-02-12 $27.30 $0.00 18.5% 5.3% 11.3% 5.6% 0.0% -6.3% -4.2% 498 -2.7K -9 0.00 139.02 0 0 94 0 2024-02-13 $26.88 $0.00 25.9% 7.4% 12.0% 15.0% 0.0% -20.7% -9.5% 1.1K -4.5K -14 0.00 120.87 0 0 94 0 2024-02-14 $27.05 $0.00 19.4% 5.6% 11.7% 6.7% 0.0% -11.4% -6.2% 865 -3.7K -10 0.00 131.16 0 0 94 0 2024-02-15 $27.55 $0.00 21.5% 6.2% 13.4% 9.4% 0.0% -14.5% 40.1% 88 -2.1K -7 0.00 127.19 0 0 94 0 2024-02-16 $27.74 $0.00 23.1% 6.6% 13.5% 11.4% 22.6% -12.5% 31.6% 48 -2.1K -6 0.00 130.37 9 0 94 0 2024-02-20 $27.70 $32.00 28.5% 8.2% 13.5% 18.2% 0.0% -18.6% -8.2% 334 -3.2K -13 0.00 130.90 0 0 10 0 2024-02-21 $28.05 $32.00 29.0% 8.3% 14.1% 18.8% 0.0% -24.0% -8.1% 359 -3.3K -12 0.00 126.59 36 0 10 0 2024-02-22 $28.05 $32.00 29.6% 8.5% 13.9% 19.6% 0.0% -24.9% -8.6% 1.8K -9.1K -42 0.00 128.81 0 0 46 0 2024-02-23 $28.13 $32.00 25.6% 7.3% 13.3% 14.5% 0.0% -10.8% -5.5% 927 -4.3K -17 0.00 122.22 0 0 46 0 2024-02-26 $27.81 $32.00 31.3% 9.0% 14.0% 21.8% 0.0% -28.1% -10.7% 1.3K -6.1K -25 0.00 129.64 0 0 46 0 2024-02-27 $27.91 $32.00 32.7% 9.4% 14.0% 23.6% 0.0% -28.3% -12.1% 1.5K -7.3K -28 0.00 129.68 0 0 46 0 2024-02-28 $27.87 $32.00 32.7% 9.4% 14.0% 23.5% 0.0% -15.8% -12.5% 1.5K -7.1K -28 0.00 132.04 63 0 46 0 2024-02-29 $28.05 $32.00 33.7% 9.7% 13.8% 24.7% 0.0% -21.9% -12.4% 3.5K -16.2K -87 0.00 136.65 0 0 109 0
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