EMLP Options History — May 2024 In May 2024, EMLP traded between $29.46 and $31.09. ATM implied volatility averaged 33.0%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 22.9% (HV 20d: 10.2%). Max pain ranged from $33.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-06 : Highest Volume — 45 contracts2024-05-15 : Largest IV drop — 70.6% change2024-05-14 : Highest IV Rank — 85.9%2024-05-03 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $30.39 $29.46 $31.09 $29.46 $30.59 Max Pain $34.71 $33.00 $35.00 $33.00 $35.00 ATM IV 33.0% 21.2% 72.5% 34.6% 28.3% Expected Move 6.9% 5.4% 10.0% 9.9% 8.1% HV 20d 10.2% 7.0% 12.1% 11.9% 11.5% HV 60d 10.6% 9.5% 11.5% 11.4% 10.9% IV Rank 27.9% 10.5% 85.9% 30.1% 21.0% IV Percentile 51.2% 7.5% 98.8% 77.4% 54.0% Term Structure -8.2% -19.4% 29.1% -14.6% -19.4% VWIV 18.1% 18.1% 18.1% 18.1% 18.1% Skew 25d -2.4% -15.2% 4.3% 3.6% 4.3% Skew 10d -4.1% -25.3% 35.9% 2.2% -20.1% Call IV 25d 29.3% 24.6% 38.2% 37.4% 30.9% Put IV 25d 26.9% 12.0% 41.0% 41.0% 35.2% Bid-Ask Spread % 141.17 133.08 161.69 161.69 138.38 Gamma HHI 0.57 0.40 0.98 0.70 0.42 Net GEX 6.3K 1.6K 12.5K 5.4K 3.3K Net DEX -35.3K -60.3K -2.2K -27.7K -35.2K Net VEX -133 -201 -38 -98 -190 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 3.091 0 45 0 0 Total OI 103.864 46 145 100 69
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 2024-05-01 $29.46 $33.00 34.6% 9.9% 11.9% 30.1% 0.0% 3.6% -14.6% 5.4K -27.7K -98 0.00 161.69 0 0 100 0 2024-05-02 $29.66 $33.00 32.6% 9.3% 11.9% 27.2% 0.0% 0.5% -11.9% 5.7K -27.2K -95 0.00 158.83 0 0 100 0 2024-05-03 $29.79 $33.00 34.7% 10.0% 11.9% 30.4% 0.0% -9.2% -13.2% 5.7K -24.4K -80 0.00 159.76 0 0 100 0 2024-05-06 $29.95 $0.00 35.5% 5.7% 12.1% 31.5% 18.1% -7.8% -11.4% 6.6K -31.0K -92 0.00 136.86 45 0 100 0 2024-05-07 $30.13 $35.00 37.7% 5.4% 12.1% 34.7% 0.0% 0.6% -11.2% 8.9K -42.5K -150 0.00 138.61 0 0 145 0 2024-05-08 $30.29 $35.00 38.2% 5.4% 11.5% 35.5% 0.0% -0.6% -10.9% 9.5K -44.8K -137 0.00 135.36 0 0 145 0 2024-05-09 $30.56 $35.00 44.5% 6.2% 11.8% 44.7% 0.0% 1.1% -10.4% 11.0K -55.2K -156 0.00 136.05 0 0 145 0 2024-05-10 $30.63 $35.00 47.5% 6.2% 10.7% 49.2% 0.0% -11.8% -11.1% 11.2K -57.5K -153 0.00 133.08 0 0 145 0 2024-05-13 $30.48 $35.00 66.8% 5.5% 9.6% 77.4% 0.0% 0.3% -11.4% 10.3K -49.8K -117 0.00 137.14 0 0 145 0 2024-05-14 $30.63 $35.00 72.5% 6.4% 8.6% 85.9% 0.0% 0.5% -12.0% 10.5K -40.9K -94 0.00 136.81 0 0 145 0 2024-05-15 $30.82 $35.00 21.3% 6.1% 8.4% 10.6% 0.0% -9.8% -12.3% 12.2K -59.1K -102 0.00 137.70 0 0 145 0 2024-05-16 $30.84 $35.00 21.3% 6.1% 8.5% 10.6% 0.0% 0.5% 29.1% 12.5K -60.3K -102 0.00 141.25 0 0 145 0 2024-05-17 $30.94 $35.00 21.2% 6.1% 7.1% 10.5% 0.0% 0.6% -2.3% 2.5K -13.1K -63 0.00 141.83 0 0 145 0 2024-05-20 $30.98 $35.00 22.2% 6.4% 7.0% 11.9% 0.0% -12.7% -14.6% 1.9K -8.8K -38 0.00 139.18 0 5 46 0 2024-05-21 $31.09 $35.00 22.4% 6.4% 7.0% 12.3% 0.0% -15.2% -14.7% 1.6K -2.2K -85 0.00 140.14 18 0 46 5 2024-05-22 $30.66 $35.00 23.7% 6.8% 9.0% 14.2% 0.0% -0.1% -16.5% 3.6K -37.8K -199 0.00 137.27 0 0 64 5 2024-05-23 $30.23 $35.00 22.8% 6.5% 10.6% 12.8% 0.0% -0.5% 0.7% 3.2K -32.3K -201 0.00 140.02 0 0 64 5 2024-05-24 $30.32 $35.00 22.7% 6.5% 10.5% 12.7% 0.0% 0.6% 0.7% 3.4K -33.8K -199 0.00 140.00 0 0 64 5 2024-05-28 $30.31 $35.00 24.1% 6.9% 10.4% 14.8% 0.0% 0.7% -1.3% 3.2K -32.4K -188 0.00 139.87 0 0 64 5 2024-05-29 $29.98 $35.00 25.8% 7.4% 10.7% 17.2% 0.0% 0.4% -6.0% 3.0K -28.4K -188 0.00 138.38 0 0 64 5 2024-05-30 $30.20 $35.00 26.2% 7.5% 10.9% 17.8% 0.0% 0.6% -5.1% 3.2K -31.7K -192 0.00 137.65 0 0 64 5 2024-05-31 $30.59 $35.00 28.3% 8.1% 11.5% 21.0% 0.0% 4.3% -19.4% 3.3K -35.2K -190 0.00 138.38 0 0 64 5
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