EMLP Options History — September 2024 In September 2024, EMLP traded between $32.55 and $33.97. ATM implied volatility averaged 26.9%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 17.4% (HV 20d: 9.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-09-26 : Largest IV spike — 54.4% change2024-09-10 : Highest IV Rank — 40.1%2024-09-26 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.24 $32.55 $33.97 $32.82 $33.50 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 26.9% 22.3% 37.9% 27.3% 29.4% Expected Move 7.1% 6.1% 10.1% 7.8% 8.4% HV 20d 9.5% 8.1% 12.5% 11.4% 12.3% HV 60d 11.2% 10.8% 12.1% 11.1% 12.0% IV Rank 25.2% 18.9% 40.1% 25.7% 28.6% IV Percentile 43.9% 17.9% 86.1% 51.2% 62.3% Term Structure -4.6% -10.1% 0.4% -7.0% -8.2% Skew 25d -13.3% -31.4% 1.3% -22.6% -17.8% Skew 10d -17.4% -35.0% -0.2% -26.2% -25.5% Call IV 25d 29.1% 23.2% 42.8% 33.8% 33.2% Put IV 25d 15.8% 9.1% 29.3% 11.2% 15.4% Bid-Ask Spread % 151.82 113.93 163.34 113.93 146.39 Gamma HHI 0.30 0.23 0.39 0.33 0.23 Net GEX 1.4K -169 2.8K 2.2K -120 Net DEX -55.3K -84.6K -1.5K -75.1K -2.1K Net VEX -46 -76 -19 -72 -26 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 38.2 6 52 52 6
Daily Data (20 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 2024-09-03 $32.82 $30.00 27.3% 7.8% 11.4% 25.7% 0.0% -22.6% -7.0% 2.2K -75.1K -72 0.00 113.93 0 0 48 4 2024-09-04 $32.75 $30.00 29.1% 8.3% 9.0% 28.1% 0.0% -24.4% -8.6% 2.4K -74.1K -71 0.00 131.58 0 0 48 4 2024-09-05 $32.86 $0.00 29.1% 6.2% 9.0% 28.1% 0.0% -10.6% -4.4% 2.1K -75.6K -69 0.00 156.43 0 0 48 4 2024-09-06 $32.55 $0.00 29.1% 6.1% 9.2% 28.1% 0.0% -12.0% -5.8% 2.5K -71.1K -76 0.00 155.84 0 0 48 4 2024-09-09 $32.61 $0.00 35.6% 6.8% 8.9% 37.0% 0.0% -13.6% -4.1% 1.9K -72.8K -58 0.00 160.28 0 0 48 4 2024-09-10 $32.67 $0.00 37.9% 6.7% 8.7% 40.1% 0.0% -12.3% -4.1% 1.9K -73.6K -58 0.00 160.50 0 0 48 4 2024-09-11 $32.70 $0.00 24.0% 6.9% 8.6% 21.2% 0.0% -12.2% -3.3% 1.7K -74.7K -52 0.00 155.23 0 0 48 4 2024-09-12 $32.89 $0.00 24.0% 6.9% 8.1% 21.2% 0.0% 1.3% -5.0% 2.4K -76.1K -62 0.00 160.60 0 0 48 4 2024-09-13 $33.25 $0.00 23.6% 6.8% 8.8% 20.7% 0.0% 0.9% -7.1% 2.8K -79.4K -68 0.00 161.09 0 0 48 4 2024-09-16 $33.59 $0.00 23.1% 6.6% 9.2% 20.0% 0.0% -16.0% -0.8% 1.9K -84.6K -39 0.00 152.82 0 0 48 4 2024-09-17 $33.55 $0.00 22.8% 6.5% 9.2% 19.6% 0.0% -16.7% -0.8% 1.7K -84.2K -36 0.00 153.47 0 0 48 4 2024-09-18 $33.45 $0.00 25.7% 7.4% 8.8% 23.5% 0.0% -0.2% -9.4% 2.7K -83.1K -46 0.00 161.18 0 0 48 4 2024-09-19 $33.45 $0.00 25.1% 7.2% 8.8% 22.7% 0.0% -0.3% -6.9% 2.7K -83.4K -38 0.00 161.02 0 0 48 4 2024-09-20 $33.67 $0.00 23.6% 6.8% 9.0% 20.7% 0.0% -0.1% -1.3% -133 -83.0K -26 0.00 160.41 0 0 48 4 2024-09-23 $33.95 $0.00 23.6% 6.8% 9.1% 20.7% 0.0% -20.2% -0.9% -92 -3.1K -21 0.00 145.71 0 0 2 4 2024-09-24 $33.97 $0.00 22.3% 6.4% 9.1% 18.9% 0.0% -20.4% 0.4% 96 -3.4K -19 0.00 144.49 0 0 2 4 2024-09-25 $33.89 $0.00 22.7% 6.5% 8.7% 19.5% 0.0% -21.2% -1.0% -80 -3.0K -22 0.00 145.17 0 0 2 4 2024-09-26 $33.14 $0.00 35.1% 10.1% 12.1% 36.3% 0.0% -31.4% -10.1% -130 -1.5K -29 0.00 163.34 0 0 2 4 2024-09-27 $33.52 $0.00 25.4% 7.3% 12.5% 23.1% 0.0% -16.1% -3.3% -169 -2.4K -23 0.00 146.92 0 0 2 4 2024-09-30 $33.50 $0.00 29.4% 8.4% 12.3% 28.6% 0.0% -17.8% -8.2% -120 -2.1K -26 0.00 146.39 0 0 2 4
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