EMLP Options History — October 2024 In October 2024, EMLP traded between $33.78 and $34.62. ATM implied volatility averaged 25.7%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 14.3% (HV 20d: 11.4%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-14 : Highest Volume — 11 contracts2024-10-09 : Largest IV drop — 32.8% change2024-10-31 : Highest IV Rank — 33.4%2024-10-31 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $34.15 $33.78 $34.62 $33.78 $34.16 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 25.7% 19.1% 32.3% 25.7% 29.8% Expected Move 7.0% 5.5% 8.5% 7.4% 8.5% HV 20d 11.4% 8.6% 12.7% 12.4% 8.6% HV 60d 11.8% 10.0% 12.1% 12.1% 10.0% IV Rank 24.9% 14.5% 33.4% 23.5% 33.4% IV Percentile 42.0% 4.4% 73.4% 42.5% 66.7% Term Structure -4.4% -8.6% 3.2% -2.1% -8.6% VWIV 16.5% 16.0% 17.0% 16.0% 17.0% Skew 25d -9.6% -24.3% 7.5% -11.4% -24.3% Skew 10d -16.0% -29.6% 12.6% -27.4% -29.6% Call IV 25d 27.5% 20.4% 34.8% 34.0% 34.8% Put IV 25d 17.9% 10.0% 28.6% 22.6% 10.5% Bid-Ask Spread % 156.14 143.85 163.87 145.69 149.54 Gamma HHI 0.24 0.16 0.32 0.27 0.23 Net GEX 292 -121 815 -121 275 Net DEX -4.0K -6.9K -2.0K -3.0K -2.6K Net VEX -31 -44 -19 -21 -38 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 0.609 0 11 0 0 Total OI 13.652 6 20 6 20
Daily Data (23 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 2024-10-01 $33.78 $0.00 25.7% 7.4% 12.4% 23.5% 0.0% -11.4% -2.1% -121 -3.0K -21 0.00 145.69 0 0 2 4 2024-10-02 $33.89 $0.00 25.5% 7.3% 12.3% 23.3% 0.0% -23.5% -2.2% -22 -3.4K -19 0.00 143.85 0 0 2 4 2024-10-03 $34.06 $0.00 25.9% 6.1% 12.4% 23.7% 0.0% -3.6% -2.0% -39 -3.2K -23 0.00 161.82 0 0 2 4 2024-10-04 $34.20 $0.00 25.7% 6.0% 11.6% 23.5% 0.0% -12.7% -1.2% -37 -3.6K -19 0.00 158.27 0 0 2 4 2024-10-07 $33.89 $0.00 30.3% 6.3% 12.3% 29.7% 0.0% -7.5% -4.0% -24 -2.7K -24 0.00 157.11 0 0 2 4 2024-10-08 $33.80 $0.00 32.3% 6.3% 12.5% 32.5% 0.0% -7.8% -2.6% -62 -2.7K -24 0.00 158.87 0 0 2 4 2024-10-09 $33.86 $0.00 21.7% 6.2% 12.4% 18.1% 0.0% -6.6% -2.6% -46 -3.0K -21 0.00 157.25 0 0 2 4 2024-10-10 $33.84 $0.00 22.0% 6.3% 12.4% 18.5% 16.0% -7.9% -3.0% -49 -2.7K -24 0.00 159.68 2 0 2 4 2024-10-11 $34.15 $38.00 22.2% 6.4% 12.2% 18.8% 0.0% -11.2% -3.4% 119 -3.6K -26 0.00 160.74 0 0 4 4 2024-10-14 $34.36 $38.00 24.3% 7.0% 11.9% 21.6% 17.0% 0.7% -4.7% 113 -3.6K -28 0.00 162.34 11 0 4 4 2024-10-15 $34.21 $38.00 22.9% 6.6% 12.0% 19.8% 0.0% 0.2% -3.7% 670 -5.7K -43 0.00 162.27 0 0 15 4 2024-10-16 $34.62 $38.00 19.1% 5.5% 12.5% 14.5% 0.0% -4.7% 3.2% 691 -5.7K -36 0.00 153.64 0 0 15 4 2024-10-17 $34.50 $38.00 24.8% 7.1% 12.7% 22.3% 0.0% 7.5% -5.0% 815 -6.9K -44 0.00 163.87 0 0 15 4 2024-10-18 $34.52 $38.00 24.3% 7.0% 12.5% 21.6% 0.0% -8.8% -4.6% 718 -6.0K -38 0.00 157.68 0 0 15 4 2024-10-21 $34.38 $38.00 25.4% 7.3% 12.4% 26.5% 0.0% -14.2% -7.7% 524 -4.6K -34 0.00 150.64 0 0 15 4 2024-10-22 $34.36 $38.00 24.9% 7.1% 12.4% 25.7% 0.0% -14.6% -5.5% 544 -4.9K -33 0.00 154.37 0 0 15 4 2024-10-23 $34.28 $38.00 25.4% 7.3% 12.4% 26.6% 0.0% 1.3% -5.2% 606 -5.4K -34 0.00 156.27 0 0 15 4 2024-10-24 $34.37 $38.00 27.1% 7.8% 8.9% 29.1% 0.0% -15.1% -8.3% 584 -5.3K -32 0.00 156.92 0 0 15 4 2024-10-25 $34.14 $38.00 26.0% 7.4% 8.7% 27.4% 0.0% -5.9% -5.6% 526 -4.8K -33 0.00 154.63 0 0 15 4 2024-10-28 $34.16 $38.00 28.1% 8.0% 8.7% 30.6% 0.0% -17.8% -7.0% 492 -4.7K -31 0.00 159.26 0 1 15 4 2024-10-29 $33.91 $38.00 28.6% 8.2% 8.7% 31.5% 0.0% -10.7% -8.4% 260 -2.2K -41 0.00 155.10 0 0 15 5 2024-10-30 $34.00 $38.00 28.6% 8.2% 8.7% 31.4% 0.0% -23.3% -7.7% 190 -2.0K -39 0.00 151.52 0 0 15 5 2024-10-31 $34.16 $38.00 29.8% 8.5% 8.6% 33.4% 0.0% -24.3% -8.6% 275 -2.6K -38 0.00 149.54 0 0 15 5
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