EMLP Options History — July 2024 In July 2024, EMLP traded between $30.38 and $31.91. ATM implied volatility averaged 24.5%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 15.6% (HV 20d: 8.9%). Max pain ranged from $31.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-15 : Highest Volume — 282 contracts2024-07-05 : Largest IV spike — 334.8% change2024-07-08 : Highest IV Rank — 42.4%2024-07-02 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $31.18 $30.38 $31.91 $30.38 $31.91 Max Pain $33.80 $31.00 $35.00 $31.00 $35.00 ATM IV 24.5% 8.3% 39.7% 30.7% 30.4% Expected Move 6.8% 2.4% 9.3% 8.8% 8.7% HV 20d 8.9% 8.3% 10.0% 8.4% 8.3% HV 60d 10.0% 9.4% 10.7% 10.6% 9.5% IV Rank 21.8% 0.0% 42.4% 28.3% 29.9% IV Percentile 34.1% 0.0% 89.7% 65.1% 63.9% Term Structure -8.0% -16.8% 11.2% -10.4% -11.4% VWIV 20.5% 16.2% 26.1% 26.1% 19.1% Skew 25d -10.6% -19.2% 10.1% 10.1% 0.6% Skew 10d -15.0% -26.2% 2.6% -13.2% 2.6% Call IV 25d 27.9% 10.5% 37.2% 10.5% 37.2% Put IV 25d 17.3% 8.1% 37.8% 20.6% 37.8% Bid-Ask Spread % 152.22 143.65 161.61 145.34 160.90 Gamma HHI 0.52 0.31 0.74 0.69 0.37 Net GEX 6.8K 1.4K 33.7K 2.0K 4.3K Net DEX -62.7K -162.8K -29.5K -29.5K -68.0K Net VEX -154 -292 -117 -133 -157 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 26.636 0 282 18 0 Total OI 201.091 29 627 60 57
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 2024-07-01 $30.38 $31.00 30.7% 8.8% 8.4% 28.3% 26.1% 10.1% -10.4% 2.0K -29.5K -133 0.00 145.34 18 0 55 5 2024-07-02 $30.45 $31.00 32.4% 9.3% 8.3% 30.8% 0.0% -1.7% -11.2% 2.0K -30.3K -133 0.00 147.54 0 0 73 5 2024-07-03 $30.64 $31.00 8.3% 2.4% 8.6% 0.0% 0.0% -14.7% 11.2% 1.8K -32.3K -128 0.00 143.65 0 0 73 5 2024-07-05 $30.48 $0.00 36.2% 6.5% 8.8% 37.8% 0.0% -11.9% -16.8% 2.0K -30.4K -130 0.00 157.34 109 0 73 5 2024-07-08 $30.48 $0.00 39.7% 6.6% 8.7% 42.4% 0.0% -13.4% -16.3% 2.0K -30.3K -127 0.00 157.74 0 0 182 5 2024-07-09 $30.55 $0.00 10.9% 6.4% 8.7% 3.5% 0.0% 0.8% -8.7% 2.0K -31.2K -124 0.00 157.69 0 0 182 5 2024-07-10 $30.64 $0.00 22.3% 6.4% 8.6% 18.9% 0.0% -11.2% -8.8% 1.8K -31.9K -123 0.00 157.52 0 0 182 5 2024-07-11 $31.02 $0.00 20.6% 5.9% 9.6% 16.6% 0.0% -14.9% -8.3% 1.4K -35.7K -119 0.00 155.84 6 0 182 5 2024-07-12 $31.27 $0.00 19.3% 5.5% 9.8% 14.9% 0.0% 0.3% -8.0% 6.9K -62.5K -178 0.00 158.90 113 0 199 5 2024-07-15 $31.11 $0.00 21.1% 6.0% 10.0% 17.2% 0.0% -17.0% -8.9% 1.8K -50.0K -140 0.00 157.26 282 0 312 5 2024-07-16 $31.27 $0.00 20.6% 5.9% 9.5% 16.6% 0.0% -16.5% -8.9% 31.7K -157.8K -292 0.00 149.60 10 0 594 5 2024-07-17 $31.43 $0.00 20.0% 5.7% 9.6% 15.9% 0.0% -14.6% -8.8% 30.7K -150.6K -244 0.00 148.71 18 0 604 5 2024-07-18 $31.48 $0.00 20.3% 5.8% 9.5% 16.2% 0.0% -14.6% -8.9% 33.7K -162.8K -214 0.00 152.96 0 0 622 5 2024-07-19 $31.48 $0.00 21.0% 6.0% 9.5% 17.2% 0.0% 0.4% -9.1% 2.2K -55.6K -127 0.00 161.61 0 0 622 5 2024-07-22 $31.80 $0.00 24.0% 6.9% 9.9% 21.2% 16.2% -18.7% -6.3% 1.8K -58.5K -117 0.00 146.20 19 0 25 4 2024-07-23 $31.66 $35.00 26.4% 7.6% 8.6% 24.5% 0.0% -13.5% -7.3% 3.3K -62.3K -150 0.00 144.95 0 0 44 4 2024-07-24 $31.45 $35.00 22.9% 6.6% 8.7% 19.7% 0.0% -19.2% 0.7% 3.5K -59.8K -152 0.00 150.10 1 0 44 4 2024-07-25 $31.37 $35.00 23.9% 6.9% 8.6% 21.1% 19.1% -18.9% -0.9% 3.4K -54.9K -147 0.00 146.55 9 0 43 4 2024-07-26 $31.57 $35.00 27.9% 8.0% 8.4% 26.4% 0.0% -15.4% -8.7% 3.8K -60.4K -151 0.00 146.21 1 0 52 4 2024-07-29 $31.63 $35.00 30.5% 8.7% 8.4% 30.1% 0.0% -15.3% -10.5% 3.9K -61.8K -150 0.00 144.40 0 0 53 4 2024-07-30 $31.80 $35.00 30.0% 8.6% 8.3% 29.3% 0.0% -13.4% -9.6% 3.9K -63.2K -145 0.00 157.93 0 0 53 4 2024-07-31 $31.91 $35.00 30.4% 8.7% 8.3% 29.9% 0.0% 0.6% -11.4% 4.3K -68.0K -157 0.00 160.90 0 0 53 4
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