EMLP Options History — June 2024 In June 2024, EMLP traded between $30.11 and $30.87. ATM implied volatility averaged 25.8%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 15.2% (HV 20d: 10.7%). Max pain ranged from $31.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-07 : Highest Volume — 88 contracts2024-06-27 : Largest IV spike — 168.5% change2024-06-10 : Highest IV Rank — 35.9%2024-06-05 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.45 $30.11 $30.87 $30.49 $30.43 Max Pain $31.63 $31.00 $35.00 $35.00 $31.00 ATM IV 25.8% 10.3% 38.5% 27.2% 29.2% Expected Move 6.6% 3.0% 9.2% 7.8% 8.4% HV 20d 10.7% 9.6% 11.6% 11.6% 9.6% HV 60d 10.7% 10.5% 10.9% 10.9% 10.7% IV Rank 18.6% 0.0% 35.9% 19.3% 26.3% IV Percentile 43.1% 0.0% 87.7% 46.4% 60.3% Term Structure -9.0% -23.7% 11.9% -2.2% -9.1% VWIV 21.1% 21.1% 21.1% 21.1% 21.1% Skew 25d -4.2% -16.7% 11.1% -16.7% -3.3% Skew 10d -13.2% -29.1% 1.9% 0.5% -23.7% Call IV 25d 22.6% 9.1% 34.8% 31.3% 23.1% Put IV 25d 18.4% 9.0% 38.5% 14.6% 19.8% Bid-Ask Spread % 149.70 138.04 157.57 138.15 147.97 Gamma HHI 0.49 0.38 0.73 0.43 0.66 Net GEX 4.7K 1.7K 8.6K 3.0K 2.0K Net DEX -38.3K -55.0K -26.7K -32.5K -30.1K Net VEX -176 -240 -135 -175 -136 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 6.526 0 88 0 0 Total OI 106.421 24 157 69 60
Daily Data (19 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 2024-06-03 $30.49 $35.00 27.2% 7.8% 11.6% 19.3% 0.0% -16.7% -2.2% 3.0K -32.5K -175 0.00 138.15 0 0 64 5 2024-06-04 $30.55 $35.00 31.9% 9.2% 11.5% 26.3% 0.0% 3.6% -22.9% 3.5K -35.6K -183 0.00 138.08 0 0 64 5 2024-06-05 $30.56 $35.00 31.9% 9.2% 11.3% 26.3% 0.0% -15.8% -23.7% 3.1K -33.2K -173 0.00 138.04 0 0 64 5 2024-06-06 $30.45 $31.00 29.8% 6.7% 11.3% 23.2% 0.0% -13.1% -17.2% 3.3K -33.4K -175 0.00 155.60 0 0 64 5 2024-06-07 $30.38 $31.00 31.6% 6.6% 10.9% 25.7% 0.0% 0.0% -15.7% 2.9K -30.8K -170 0.00 152.87 88 0 64 5 2024-06-10 $30.54 $31.00 38.5% 3.5% 11.0% 35.9% 0.0% 5.5% 4.8% 8.6K -54.5K -240 0.00 153.02 0 0 152 5 2024-06-11 $30.49 $31.00 36.5% 6.6% 10.9% 33.0% 0.0% -8.0% -15.9% 8.6K -55.0K -235 0.00 153.97 0 0 152 5 2024-06-12 $30.41 $31.00 23.8% 6.8% 10.7% 14.4% 0.0% -12.0% -17.7% 8.2K -51.7K -221 0.00 154.12 0 0 152 5 2024-06-13 $30.34 $31.00 23.2% 6.7% 10.5% 13.5% 0.0% -10.1% -14.1% 7.7K -48.2K -213 0.00 149.82 0 0 152 5 2024-06-14 $30.11 $31.00 23.3% 6.7% 10.7% 13.6% 0.0% 11.1% -13.6% 6.6K -40.6K -199 0.00 154.33 0 0 152 5 2024-06-17 $30.18 $31.00 25.1% 7.2% 10.7% 16.2% 0.0% -9.1% -16.4% 7.0K -43.6K -184 0.00 147.99 0 0 152 5 2024-06-18 $30.31 $31.00 25.7% 7.4% 10.8% 17.2% 0.0% -11.8% -17.9% 6.9K -43.0K -177 0.00 151.29 0 0 152 5 2024-06-20 $30.41 $31.00 26.9% 7.7% 10.8% 18.9% 0.0% 3.5% -7.4% 7.7K -48.1K -166 0.00 157.57 0 0 152 5 2024-06-21 $30.36 $31.00 26.3% 7.5% 9.7% 18.0% 0.0% 4.7% -8.1% 1.8K -26.7K -142 0.00 157.56 0 0 152 5 2024-06-24 $30.87 $31.00 10.3% 3.0% 10.1% 0.0% 21.1% -0.1% 11.2% 1.7K -31.8K -135 0.00 146.75 36 0 19 5 2024-06-25 $30.71 $31.00 10.3% 3.0% 10.3% 0.0% 0.0% 10.2% 11.9% 1.7K -29.9K -137 0.00 149.02 0 0 55 5 2024-06-26 $30.59 $31.00 10.6% 3.0% 10.5% 0.5% 0.0% -7.6% 11.9% 2.0K -29.2K -141 0.00 149.36 0 0 55 5 2024-06-27 $30.41 $31.00 28.5% 8.2% 9.9% 25.4% 0.0% -10.8% -8.9% 2.2K -30.4K -139 0.00 148.86 0 0 55 5 2024-06-28 $30.43 $31.00 29.2% 8.4% 9.6% 26.3% 0.0% -3.3% -9.1% 2.0K -30.1K -136 0.00 147.97 0 0 55 5
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