EMLP Options History — August 2024 In August 2024, EMLP traded between $30.88 and $32.98. ATM implied volatility averaged 34.1%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 20.0% (HV 20d: 14.1%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-26 : Highest Volume — 21 contracts2024-08-14 : Largest IV drop — 68.5% change2024-08-06 : Highest IV Rank — 83.9%2024-08-06 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $32.19 $30.88 $32.98 $31.98 $32.98 Max Pain $30.45 $30.00 $35.00 $35.00 $30.00 ATM IV 34.1% 20.8% 70.2% 29.9% 25.3% Expected Move 7.1% 5.8% 10.3% 8.6% 7.3% HV 20d 14.1% 8.2% 15.1% 8.2% 14.2% HV 60d 11.3% 9.5% 12.0% 9.5% 11.0% IV Rank 34.9% 16.9% 83.9% 29.3% 23.0% IV Percentile 51.8% 9.1% 98.8% 62.7% 37.7% Term Structure -4.0% -13.3% 25.7% -10.6% -5.2% VWIV 18.5% 18.4% 18.6% 18.4% 18.6% Skew 25d -10.1% -29.9% 1.5% 0.8% -20.3% Skew 10d -9.9% -30.9% 34.6% 11.8% -23.5% Call IV 25d 29.9% 24.2% 42.9% 37.7% 30.7% Put IV 25d 19.7% 10.3% 38.5% 38.5% 10.5% Bid-Ask Spread % 126.18 103.89 150.73 150.73 106.29 Gamma HHI 0.43 0.30 0.59 0.36 0.32 Net GEX 3.0K 1.5K 4.5K 4.2K 2.4K Net DEX -66.3K -77.0K -53.6K -67.9K -77.0K Net VEX -112 -179 -75 -150 -81 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 1 0 21 0 0 Total OI 48.818 30 57 57 52
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 2024-08-01 $31.98 $35.00 29.9% 8.6% 8.2% 29.3% 0.0% 0.8% -10.6% 4.2K -67.9K -150 0.00 150.73 0 0 53 4 2024-08-02 $31.57 $35.00 35.1% 10.1% 9.5% 36.3% 0.0% -20.5% -13.3% 4.5K -64.4K -137 0.00 144.15 0 0 53 4 2024-08-05 $30.88 $30.00 43.7% 8.6% 12.7% 48.0% 0.0% 1.5% -6.6% 3.8K -53.6K -175 0.00 143.93 0 0 53 4 2024-08-06 $31.57 $30.00 70.2% 10.3% 14.8% 83.9% 0.0% -29.9% -8.8% 3.9K -65.5K -179 0.00 145.13 0 0 53 4 2024-08-07 $31.62 $30.00 40.6% 6.0% 14.8% 43.7% 0.0% 0.1% -3.9% 3.7K -58.1K -133 0.00 130.50 0 0 53 4 2024-08-08 $31.96 $30.00 54.9% 7.9% 14.7% 63.1% 0.0% -19.4% -6.0% 4.2K -63.6K -151 0.00 128.77 0 0 53 4 2024-08-09 $31.79 $30.00 45.3% 5.8% 14.6% 50.1% 0.0% -8.2% -1.1% 3.4K -60.5K -121 0.00 118.36 0 0 53 4 2024-08-12 $31.66 $30.00 59.0% 6.2% 14.6% 68.6% 0.0% -11.8% -4.0% 3.4K -57.4K -122 0.00 138.13 0 0 53 4 2024-08-13 $31.82 $30.00 65.9% 6.3% 14.6% 77.9% 0.0% -8.9% -2.9% 3.2K -60.2K -113 0.00 116.68 0 0 53 4 2024-08-14 $32.16 $30.00 20.8% 6.0% 14.9% 16.9% 0.0% 1.1% -10.8% 4.5K -70.4K -116 0.00 124.65 0 0 53 4 2024-08-15 $32.23 $30.00 21.6% 6.2% 14.9% 18.0% 0.0% 0.5% 25.7% 4.3K -70.5K -110 0.00 140.47 0 0 53 4 2024-08-16 $32.41 $30.00 22.1% 6.3% 15.0% 18.7% 0.0% 0.6% -2.2% 2.0K -64.7K -98 0.00 140.22 0 0 53 4 2024-08-19 $32.58 $30.00 22.5% 6.5% 14.7% 19.2% 0.0% 0.1% -3.4% 1.6K -66.6K -87 0.00 131.77 0 0 26 4 2024-08-20 $32.36 $30.00 23.2% 6.7% 14.9% 20.2% 0.0% -16.2% -3.1% 1.9K -65.3K -92 0.00 109.32 0 0 26 4 2024-08-21 $32.45 $30.00 24.6% 7.0% 14.6% 22.0% 0.0% -15.2% -4.0% 1.9K -66.4K -88 0.00 114.31 0 0 26 4 2024-08-22 $32.52 $30.00 24.3% 7.0% 14.5% 21.7% 18.4% -14.6% -4.1% 1.9K -67.0K -87 0.00 111.64 1 0 26 4 2024-08-23 $32.75 $30.00 22.3% 6.4% 14.6% 19.0% 0.0% -10.3% -3.4% 1.7K -70.3K -78 0.00 108.98 0 0 27 4 2024-08-26 $32.89 $30.00 22.9% 6.6% 14.6% 19.7% 18.6% 0.7% -3.6% 1.5K -71.0K -75 0.00 131.16 21 0 27 4 2024-08-27 $32.69 $30.00 26.0% 7.5% 14.8% 23.9% 0.0% -15.9% -4.9% 2.8K -73.5K -97 0.00 128.36 0 0 48 4 2024-08-28 $32.53 $30.00 24.6% 7.1% 14.9% 22.1% 0.0% -16.9% -6.4% 2.6K -71.2K -90 0.00 108.58 0 0 48 4 2024-08-29 $32.76 $30.00 24.4% 7.0% 15.1% 21.8% 0.0% -19.9% -4.9% 2.0K -74.6K -75 0.00 103.89 0 0 48 4 2024-08-30 $32.98 $30.00 25.3% 7.3% 14.2% 23.0% 0.0% -20.3% -5.2% 2.4K -77.0K -81 0.00 106.29 0 0 48 4
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