EMLP Options History — December 2024 In December 2024, EMLP traded between $34.74 and $37.63. ATM implied volatility averaged 26.0%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 10.0% (HV 20d: 16.1%). Max pain ranged from $32.00 to $37.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-30 : Highest Volume — 28 contracts2024-12-11 : Largest IV drop — 41.9% change2024-12-10 : Highest IV Rank — 43.0%2024-12-31 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $36.11 $34.74 $37.63 $37.63 $35.57 Max Pain $36.29 $32.00 $37.00 $32.00 $37.00 ATM IV 26.0% 20.2% 36.0% 25.1% 29.1% Expected Move 6.8% 5.6% 8.3% 7.2% 8.3% HV 20d 16.1% 14.0% 17.5% 15.8% 14.0% HV 60d 14.1% 13.2% 15.1% 13.2% 14.4% IV Rank 27.5% 18.4% 43.0% 26.1% 32.3% IV Percentile 42.6% 6.3% 86.1% 38.5% 65.5% Term Structure -7.4% -19.4% -3.5% -14.1% -9.8% VWIV 23.3% 22.4% 24.2% 24.2% 22.4% Skew 25d -2.9% -11.5% 2.6% 0.9% 1.7% Skew 10d -13.9% -26.2% -2.3% -12.8% -8.4% Call IV 25d 26.4% 20.3% 35.6% 31.7% 32.3% Put IV 25d 23.5% 9.6% 33.9% 32.6% 33.9% Bid-Ask Spread % 152.60 122.35 160.77 122.35 156.62 Gamma HHI 0.41 0.26 0.53 0.35 0.26 Net GEX 4.5K 3.2K 7.7K 3.2K 7.7K Net DEX -62.8K -95.5K -43.8K -78.7K -95.5K Net VEX -150 -390 -119 -119 -390 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 2.333 0 28 20 0 Total OI 43.238 24 53 31 53
Daily Data (21 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 2024-12-02 $37.63 $32.00 25.1% 7.2% 15.8% 26.1% 24.2% 0.9% -14.1% 3.2K -78.7K -119 0.00 122.35 20 0 26 5 2024-12-03 $37.48 $32.00 28.0% 8.0% 16.1% 30.6% 0.0% -2.1% -10.0% 4.1K -79.7K -137 0.00 124.62 0 0 46 5 2024-12-04 $37.11 $32.00 27.4% 7.9% 16.2% 29.7% 0.0% -2.1% -19.4% 4.1K -75.0K -141 0.00 125.10 0 0 46 5 2024-12-05 $37.49 $37.00 30.2% 5.7% 14.9% 34.0% 0.0% -2.6% -5.3% 4.0K -80.2K -119 0.00 157.05 0 0 46 5 2024-12-06 $37.04 $37.00 29.8% 5.6% 15.9% 33.3% 0.0% -7.4% -3.5% 4.2K -74.0K -134 0.00 155.57 0 0 46 5 2024-12-09 $36.55 $37.00 33.9% 6.0% 16.8% 39.7% 0.0% -11.5% -4.6% 4.6K -67.7K -137 0.00 155.53 0 0 46 5 2024-12-10 $36.34 $37.00 36.0% 5.8% 16.6% 43.0% 0.0% -10.4% -4.7% 4.6K -64.8K -146 0.00 159.15 0 0 46 5 2024-12-11 $36.50 $37.00 20.9% 6.0% 16.4% 19.5% 0.0% -10.7% -5.0% 4.7K -66.7K -141 0.00 160.18 0 0 46 5 2024-12-12 $36.39 $37.00 20.4% 5.9% 16.4% 18.8% 0.0% -10.9% -5.0% 4.6K -65.6K -142 0.00 159.01 0 0 46 5 2024-12-13 $36.12 $37.00 20.2% 5.8% 16.7% 18.4% 0.0% -2.0% -5.5% 3.6K -59.4K -142 0.00 159.66 0 0 44 5 2024-12-16 $35.78 $37.00 20.6% 5.9% 16.7% 19.1% 0.0% -7.6% -5.7% 4.2K -54.7K -143 0.00 157.76 0 0 44 5 2024-12-17 $35.52 $37.00 24.0% 6.9% 16.0% 24.3% 0.0% 2.6% -6.6% 4.6K -55.4K -138 0.00 160.10 0 0 44 5 2024-12-18 $34.74 $37.00 24.1% 6.9% 17.3% 24.5% 0.0% -1.1% -11.7% 4.8K -43.8K -155 0.00 156.26 0 0 44 5 2024-12-19 $34.96 $37.00 24.1% 6.9% 17.5% 24.6% 0.0% 0.6% -4.7% 4.8K -47.1K -150 0.00 160.77 0 0 44 5 2024-12-20 $35.33 $37.00 23.0% 6.6% 15.8% 22.8% 0.0% 2.2% -4.6% 4.9K -53.4K -138 0.00 158.13 0 0 44 5 2024-12-23 $35.45 $37.00 23.9% 6.9% 15.7% 24.2% 0.0% 2.2% -5.3% 3.7K -50.0K -143 0.00 154.93 0 0 23 1 2024-12-24 $35.80 $37.00 24.4% 7.0% 16.1% 25.0% 0.0% -7.3% -6.1% 3.6K -54.1K -137 0.00 157.98 0 0 23 1 2024-12-26 $35.53 $37.00 25.9% 7.4% 15.9% 27.4% 22.4% 1.1% -6.4% 4.5K -50.8K -136 0.00 156.58 1 0 23 1 2024-12-27 $35.42 $37.00 27.3% 7.8% 15.4% 29.5% 0.0% 1.3% -9.7% 4.6K -49.9K -138 0.00 155.04 0 0 24 1 2024-12-30 $35.60 $37.00 27.9% 8.0% 15.0% 30.4% 0.0% 2.5% -7.4% 4.5K -52.0K -133 0.00 152.24 28 0 24 1 2024-12-31 $35.57 $37.00 29.1% 8.3% 14.0% 32.3% 0.0% 1.7% -9.8% 7.7K -95.5K -390 0.00 156.62 0 0 52 1
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