EMLP Options History — April 2024 In April 2024, EMLP traded between $28.30 and $29.74. ATM implied volatility averaged 29.7%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 18.9% (HV 20d: 10.9%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-22 : Highest Volume — 72 contracts2024-04-10 : Largest IV drop — 45.2% change2024-04-09 : Highest IV Rank — 42.5%2024-04-03 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $29.29 $28.30 $29.74 $29.45 $29.48 Max Pain $33.45 $32.00 $34.00 $32.00 $33.00 ATM IV 29.7% 22.0% 43.0% 32.6% 33.5% Expected Move 7.7% 6.3% 9.6% 9.3% 9.6% HV 20d 10.9% 9.4% 12.7% 9.7% 12.0% HV 60d 11.5% 11.0% 11.9% 11.4% 11.7% IV Rank 23.0% 11.7% 42.5% 27.2% 28.5% IV Percentile 52.9% 12.7% 91.3% 69.8% 75.4% Term Structure -7.4% -12.3% -4.2% -11.4% -12.3% VWIV 21.1% 19.0% 23.3% 23.3% 19.0% Skew 25d -6.2% -25.3% 4.0% -25.3% 4.0% Skew 10d -7.8% -26.6% 2.3% -9.5% -17.1% Call IV 25d 32.3% 25.6% 40.3% 38.1% 35.4% Put IV 25d 26.1% 10.1% 40.1% 12.7% 39.4% Bid-Ask Spread % 155.11 134.13 162.94 135.34 162.22 Gamma HHI 0.56 0.44 0.91 0.44 0.70 Net GEX 8.0K 559 13.6K 12.3K 5.3K Net DEX -38.4K -74.6K -4.5K -60.4K -25.5K Net VEX -124 -263 -15 -230 -91 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 3.682 0 72 0 0 Total OI 151.955 28 181 181 100
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 2024-04-01 $29.45 $32.00 32.6% 9.3% 9.7% 27.2% 0.0% -25.3% -11.4% 12.3K -60.4K -230 0.00 135.34 0 0 181 0 2024-04-02 $29.54 $32.00 33.0% 9.5% 9.5% 27.9% 0.0% -0.2% -9.8% 13.2K -74.6K -263 0.00 134.13 0 0 181 0 2024-04-03 $29.66 $32.00 33.5% 9.6% 9.5% 28.6% 0.0% -22.0% -10.5% 13.6K -68.6K -238 0.00 135.02 0 0 181 0 2024-04-04 $29.45 $34.00 35.2% 6.6% 9.7% 31.0% 0.0% -15.7% -5.0% 12.2K -60.3K -204 0.00 155.53 0 0 181 0 2024-04-05 $29.52 $34.00 35.8% 6.7% 9.6% 32.0% 0.0% -15.0% -4.3% 12.8K -67.5K -222 0.00 160.36 0 0 181 0 2024-04-08 $29.59 $34.00 39.2% 6.7% 9.5% 37.0% 0.0% 0.1% -4.9% 11.6K -44.7K -146 0.00 161.59 0 0 181 0 2024-04-09 $29.51 $34.00 43.0% 6.8% 9.4% 42.5% 0.0% -0.1% -4.8% 12.8K -66.8K -192 0.00 162.10 0 0 181 0 2024-04-10 $29.23 $34.00 23.5% 6.8% 10.1% 14.0% 0.0% 0.3% -7.2% 9.5K -38.3K -114 0.00 162.18 0 0 181 0 2024-04-11 $29.20 $34.00 22.2% 6.4% 10.1% 11.9% 0.0% 0.8% -4.3% 8.7K -32.3K -99 0.00 154.88 0 0 181 0 2024-04-12 $28.88 $34.00 22.0% 6.3% 9.9% 11.7% 0.0% -10.2% -4.2% 7.2K -29.3K -74 0.00 155.18 0 0 181 0 2024-04-15 $28.54 $34.00 23.4% 6.7% 10.7% 13.8% 0.0% -16.5% -6.9% 5.5K -20.8K -50 0.00 149.52 0 0 181 0 2024-04-16 $28.30 $34.00 25.4% 7.3% 10.9% 16.7% 0.0% 0.1% -7.8% 5.6K -23.8K -51 0.00 159.89 0 0 181 0 2024-04-17 $28.54 $34.00 26.9% 7.7% 11.1% 18.9% 0.0% 0.5% -6.5% 7.1K -31.9K -57 0.00 162.31 0 0 181 0 2024-04-18 $28.73 $34.00 25.8% 7.4% 11.2% 17.2% 0.0% 0.8% -6.3% 7.9K -36.1K -45 0.00 162.93 0 0 181 0 2024-04-19 $29.19 $34.00 26.0% 7.4% 12.5% 17.5% 23.3% -3.9% -6.4% 559 -4.5K -16 0.00 154.32 9 0 181 0 2024-04-22 $29.38 $34.00 26.1% 7.5% 12.6% 17.6% 19.0% -18.4% -6.9% 715 -4.8K -15 0.00 150.48 72 0 28 0 2024-04-23 $29.48 $33.00 28.6% 8.2% 12.7% 21.3% 0.0% 0.3% -5.9% 5.7K -29.9K -125 0.00 160.32 0 0 100 0 2024-04-24 $29.66 $33.00 28.4% 8.1% 12.7% 21.1% 0.0% -15.9% -8.0% 5.7K -26.9K -119 0.00 154.26 0 0 100 0 2024-04-25 $29.73 $33.00 28.6% 8.2% 12.2% 21.3% 0.0% -0.1% -9.1% 6.2K -31.0K -119 0.00 157.29 0 0 100 0 2024-04-26 $29.61 $33.00 29.7% 8.5% 11.5% 23.0% 0.0% -0.4% -10.0% 6.1K -33.4K -132 0.00 162.94 0 0 100 0 2024-04-29 $29.74 $33.00 31.1% 8.9% 11.6% 25.1% 0.0% 0.2% -11.3% 6.3K -33.2K -119 0.00 159.71 0 0 100 0 2024-04-30 $29.48 $33.00 33.5% 9.6% 12.0% 28.5% 0.0% 4.0% -12.3% 5.3K -25.5K -91 0.00 162.22 0 0 100 0
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