EMLP Options History — March 2024 In March 2024, EMLP traded between $28.11 and $29.52. ATM implied volatility averaged 35.2%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 24.4% (HV 20d: 10.8%). 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 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-21 : Highest Volume — 54 contracts2024-03-13 : Largest IV drop — 66.7% change2024-03-12 : Highest IV Rank — 74.0%2024-03-01 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $28.79 $28.11 $29.52 $28.11 $29.52 Max Pain $32.00 $32.00 $32.00 $32.00 $32.00 ATM IV 35.2% 23.8% 72.7% 34.8% 28.6% Expected Move 7.4% 6.4% 10.0% 10.0% 8.2% HV 20d 10.8% 8.2% 13.6% 13.6% 9.5% HV 60d 11.6% 11.1% 12.4% 12.4% 11.5% IV Rank 28.0% 12.9% 74.0% 26.1% 21.4% IV Percentile 56.3% 20.2% 98.4% 77.0% 52.4% Term Structure -6.3% -13.1% -3.6% -13.1% -7.8% VWIV 17.0% 16.9% 17.1% 16.9% 17.1% Skew 25d -15.3% -25.8% 1.4% -25.8% -19.5% Skew 10d -14.1% -24.9% 7.1% -19.3% -22.7% Call IV 25d 30.1% 23.3% 44.1% 44.1% 33.9% Put IV 25d 14.7% 9.7% 30.0% 18.3% 14.4% Bid-Ask Spread % 128.21 122.25 136.27 129.72 132.48 Gamma HHI 0.64 0.49 0.92 0.92 0.50 Net GEX 5.7K 1.8K 11.8K 1.8K 11.8K Net DEX -26.5K -55.3K -8.2K -8.5K -55.3K Net VEX -124 -231 -16 -31 -231 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 5.85 0 54 0 18 Total OI 136 109 163 109 163
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 2024-03-01 $28.11 $32.00 34.8% 10.0% 13.6% 26.1% 0.0% -25.8% -13.1% 1.8K -8.5K -31 0.00 129.72 0 0 109 0 2024-03-04 $28.32 $32.00 40.9% 6.4% 13.5% 33.9% 0.0% -5.3% -5.2% 2.1K -9.7K -33 0.00 125.81 0 0 109 0 2024-03-05 $28.36 $32.00 42.2% 6.7% 12.6% 35.5% 0.0% -4.9% -7.6% 2.4K -10.7K -37 0.00 122.25 0 0 109 0 2024-03-06 $28.63 $32.00 45.0% 7.2% 12.6% 39.0% 0.0% -16.5% -6.0% 4.8K -22.0K -111 0.00 128.64 0 0 109 0 2024-03-07 $28.77 $32.00 46.2% 7.1% 12.6% 40.5% 16.9% -15.9% -5.5% 5.1K -23.0K -111 0.00 130.61 45 0 109 0 2024-03-08 $28.68 $32.00 48.6% 7.2% 12.7% 43.6% 0.0% 1.4% -6.2% 7.7K -42.3K -217 0.00 136.27 0 0 154 0 2024-03-11 $28.84 $32.00 63.0% 7.3% 12.7% 61.7% 0.0% -15.1% -6.9% 7.5K -35.1K -157 0.00 124.71 0 0 154 0 2024-03-12 $28.80 $32.00 72.7% 7.4% 12.0% 74.0% 0.0% -15.8% -6.8% 6.7K -29.4K -148 0.00 124.89 0 0 154 0 2024-03-13 $28.88 $32.00 24.2% 6.9% 9.9% 12.9% 0.0% -11.0% -7.1% 2.2K -8.2K -16 0.00 122.78 0 0 154 0 2024-03-14 $28.52 $32.00 25.3% 7.2% 11.4% 14.2% 0.0% -18.8% -4.7% 5.8K -25.9K -105 0.00 122.65 0 0 154 0 2024-03-15 $28.66 $32.00 26.7% 7.7% 9.9% 18.6% 0.0% -19.0% -4.3% 4.1K -20.5K -112 0.00 126.29 0 0 154 0 2024-03-18 $28.80 $32.00 27.2% 7.8% 9.7% 19.2% 0.0% -17.4% -5.2% 4.4K -21.6K -120 0.00 122.56 0 0 109 0 2024-03-19 $28.99 $32.00 26.4% 7.6% 9.8% 18.2% 0.0% -20.0% -4.5% 4.3K -19.1K -103 0.00 123.95 0 0 109 0 2024-03-20 $29.12 $32.00 25.3% 7.2% 9.1% 16.5% 0.0% -10.7% -3.6% 5.4K -27.7K -137 0.00 127.93 0 0 109 0 2024-03-21 $28.98 $32.00 23.8% 6.8% 9.4% 14.3% 17.1% -8.4% -5.0% 5.2K -24.4K -115 0.00 132.72 54 0 109 0 2024-03-22 $28.88 $32.00 25.0% 7.2% 9.5% 16.1% 0.0% -19.9% -5.7% 8.1K -34.8K -176 0.00 133.96 0 0 163 0 2024-03-25 $28.93 $32.00 26.0% 7.5% 8.2% 17.6% 0.0% -22.0% -7.1% 8.0K -33.6K -166 0.00 128.80 0 0 163 0 2024-03-26 $28.84 $32.00 26.2% 7.5% 8.4% 17.8% 0.0% -23.5% -6.6% 7.4K -30.5K -140 0.00 131.89 0 0 163 0 2024-03-27 $29.16 $32.00 26.5% 7.6% 8.9% 18.3% 0.0% -18.4% -7.5% 9.9K -46.7K -208 0.00 135.30 0 0 163 0 2024-03-28 $29.52 $32.00 28.6% 8.2% 9.5% 21.4% 0.0% -19.5% -7.8% 11.8K -55.3K -231 0.00 132.48 18 0 163 0
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