EMLP Options History — November 2024 In November 2024, EMLP traded between $33.66 and $38.30. ATM implied volatility averaged 29.6%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 15.9% (HV 20d: 13.7%). Max pain ranged from $32.00 to $38.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-18 : Highest Volume — 14 contracts2024-11-13 : Largest IV drop — 63.4% change2024-11-12 : Highest IV Rank — 82.5%2024-11-01 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $36.18 $33.66 $38.30 $33.66 $38.30 Max Pain $32.30 $32.00 $38.00 $38.00 $32.00 ATM IV 29.6% 21.4% 61.4% 32.5% 23.9% Expected Move 6.5% 5.1% 9.3% 9.3% 6.8% HV 20d 13.7% 9.6% 15.8% 10.0% 15.2% HV 60d 11.8% 10.3% 12.7% 10.4% 12.7% IV Rank 33.0% 20.4% 82.5% 37.5% 24.2% IV Percentile 47.4% 11.1% 97.6% 76.2% 29.0% Term Structure -8.0% -14.3% 1.7% -10.9% -14.3% VWIV 16.5% 16.0% 17.0% 16.0% 17.0% Skew 25d -4.5% -18.3% 5.5% 0.7% -0.6% Skew 10d -8.1% -30.9% 10.8% -30.9% -15.7% Call IV 25d 25.1% 17.9% 37.3% 37.3% 30.2% Put IV 25d 20.6% 8.9% 38.0% 38.0% 29.6% Bid-Ask Spread % 127.62 113.11 156.18 156.18 128.06 Gamma HHI 0.40 0.22 0.75 0.25 0.37 Net GEX 1.7K 245 3.4K 353 2.5K Net DEX -35.9K -86.1K -2.7K -2.7K -86.1K Net VEX -67 -134 -21 -36 -93 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 1.55 0 14 0 0 Total OI 24.05 14 31 20 31
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 2024-11-01 $33.66 $38.00 32.5% 9.3% 10.0% 37.5% 0.0% 0.7% -10.9% 353 -2.7K -36 0.00 156.18 0 0 15 5 2024-11-04 $33.79 $32.00 34.5% 6.1% 9.6% 40.7% 0.0% -3.2% -8.2% 245 -2.7K -30 0.00 135.42 0 0 15 5 2024-11-05 $34.40 $32.00 34.6% 5.9% 11.5% 40.9% 0.0% -4.2% -8.7% 489 -4.3K -36 0.00 128.30 0 0 15 5 2024-11-06 $35.17 $32.00 29.5% 5.9% 13.7% 32.8% 0.0% 0.7% -11.7% 804 -6.2K -35 0.00 141.10 0 0 15 5 2024-11-07 $35.34 $32.00 30.4% 5.8% 13.7% 34.3% 0.0% -13.6% -12.6% 947 -7.2K -31 0.00 122.06 0 0 15 5 2024-11-08 $35.51 $32.00 40.8% 6.1% 13.5% 50.5% 0.0% -11.8% -6.3% 1.0K -7.5K -30 0.00 123.48 0 0 15 5 2024-11-11 $35.90 $32.00 48.2% 5.9% 13.8% 61.9% 0.0% -10.4% -7.0% 595 -5.7K -21 0.00 120.22 0 0 15 5 2024-11-12 $35.66 $32.00 61.4% 5.1% 14.0% 82.5% 16.0% 4.8% 1.7% 1.1K -8.5K -22 0.00 118.27 2 0 15 5 2024-11-13 $35.59 $32.00 22.5% 6.5% 13.6% 22.0% 0.0% -15.6% -8.0% 1.5K -10.4K -32 0.00 127.86 5 0 17 5 2024-11-14 $35.67 $32.00 22.5% 6.5% 13.5% 22.1% 0.0% -14.7% -3.9% 2.1K -21.8K -57 0.00 125.25 0 0 21 5 2024-11-15 $36.00 $32.00 21.4% 6.1% 13.7% 20.4% 0.0% 0.5% -3.9% 1.1K -19.4K -51 0.00 137.10 5 0 21 5 2024-11-18 $36.51 $32.00 23.2% 6.7% 14.1% 23.1% 0.0% -15.0% -4.7% 1.1K -25.0K -46 0.00 119.51 14 0 9 5 2024-11-19 $36.75 $32.00 23.0% 6.6% 14.1% 22.8% 0.0% 3.0% -4.7% 3.4K -65.1K -134 0.00 124.83 0 0 23 5 2024-11-20 $36.84 $32.00 23.7% 6.8% 14.0% 23.9% 0.0% 2.3% -4.3% 3.3K -65.7K -128 0.00 114.77 0 0 23 5 2024-11-21 $37.66 $32.00 22.9% 6.6% 15.4% 22.6% 0.0% 5.5% -9.1% 2.7K -73.5K -102 0.00 122.53 0 0 23 5 2024-11-22 $37.81 $32.00 23.3% 6.7% 14.8% 23.2% 0.0% 1.5% -11.5% 2.1K -73.0K -106 0.00 137.72 0 0 23 5 2024-11-25 $37.41 $32.00 23.5% 6.7% 15.8% 23.5% 0.0% -1.2% -8.0% 2.9K -71.0K -111 0.00 131.03 3 0 23 5 2024-11-26 $37.63 $32.00 25.4% 7.3% 15.1% 26.5% 0.0% -18.3% -11.3% 3.4K -79.9K -115 0.00 125.56 0 0 26 5 2024-11-27 $37.92 $32.00 24.7% 7.1% 15.1% 25.4% 17.0% -0.2% -12.3% 3.0K -81.9K -116 0.00 113.11 2 0 26 5 2024-11-29 $38.30 $32.00 23.9% 6.8% 15.2% 24.2% 0.0% -0.6% -14.3% 2.5K -86.1K -93 0.00 128.06 0 0 26 5
« Oct 2024 | All History | Dec 2024 » Home EMLP History November 2024