EMLP Options History — January 2025 In January 2025, EMLP traded between $35.75 and $38.22. ATM implied volatility averaged 27.4%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 12.5% (HV 20d: 14.8%). Max pain ranged from $37.00 to $38.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-01-30 : Highest Volume — 31 contracts2025-01-15 : Largest IV drop — 67.9% change2025-01-14 : Highest IV Rank — 81.2%2025-01-02 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $36.75 $35.75 $38.22 $35.87 $36.80 Max Pain $37.78 $37.00 $38.00 $37.00 $38.00 ATM IV 27.4% 14.4% 60.6% 28.8% 24.7% Expected Move 6.0% 4.1% 8.3% 8.3% 7.1% HV 20d 14.8% 12.3% 17.5% 14.6% 17.5% HV 60d 15.3% 14.4% 16.7% 14.4% 16.5% IV Rank 29.6% 9.4% 81.2% 31.8% 25.5% IV Percentile 41.1% 2.0% 97.2% 63.5% 39.3% Term Structure -2.9% -10.5% 7.2% -10.5% -6.3% VWIV 14.6% 10.9% 18.4% 10.9% 18.4% Skew 25d 1.4% -8.5% 7.2% -8.5% 0.8% Skew 10d -7.0% -30.3% 13.1% -30.1% 3.6% Call IV 25d 23.5% 15.8% 32.5% 32.5% 29.9% Put IV 25d 24.9% 16.1% 30.7% 24.0% 30.7% Bid-Ask Spread % 156.68 139.76 162.18 155.99 159.37 Gamma HHI 0.28 0.21 0.38 0.25 0.26 Net GEX 7.7K 5.2K 11.8K 7.3K 11.8K Net DEX -122.6K -151.0K -101.3K -102.5K -131.1K Net VEX -353 -386 -283 -386 -383 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 4.8 0 31 5 10 Total OI 59.75 49 90 53 90
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 2025-01-02 $35.87 $37.00 28.8% 8.3% 14.6% 31.8% 0.0% -8.5% -10.5% 7.3K -102.5K -386 0.00 155.99 5 0 52 1 2025-01-03 $36.13 $37.00 28.8% 8.2% 14.7% 31.7% 0.0% -3.1% -10.1% 7.2K -108.3K -378 0.00 152.65 0 0 52 1 2025-01-06 $35.84 $0.00 32.1% 5.6% 14.2% 36.9% 0.0% 5.8% -2.2% 7.3K -101.3K -373 0.00 161.60 0 0 52 1 2025-01-07 $35.80 $0.00 33.1% 5.5% 13.7% 38.6% 0.0% 6.2% -1.9% 6.8K -101.4K -379 0.00 162.02 10 0 52 1 2025-01-08 $36.06 $0.00 33.7% 5.6% 13.3% 39.5% 0.0% 4.6% -2.4% 7.7K -107.6K -375 0.00 160.99 0 0 62 1 2025-01-10 $35.75 $0.00 37.7% 5.5% 13.5% 45.7% 0.0% 7.2% -2.2% 8.4K -101.4K -367 0.00 158.41 0 0 62 1 2025-01-13 $35.88 $0.00 49.0% 6.0% 13.5% 63.2% 0.0% 7.2% -2.8% 7.7K -102.8K -369 0.00 160.89 0 0 62 1 2025-01-14 $36.52 $0.00 60.6% 5.8% 14.9% 81.2% 0.0% 2.6% -2.9% 9.5K -116.7K -340 0.00 156.66 15 0 62 1 2025-01-15 $36.88 $0.00 19.4% 5.6% 15.0% 17.2% 0.0% -5.2% -2.7% 7.3K -122.7K -352 0.00 154.37 0 0 62 1 2025-01-16 $37.45 $0.00 19.9% 5.7% 15.3% 18.0% 0.0% 0.7% -2.7% 7.4K -137.6K -327 0.00 157.70 0 0 62 1 2025-01-17 $37.61 $0.00 14.4% 4.1% 14.9% 9.4% 0.0% 1.1% 6.4% 7.4K -140.7K -315 0.00 159.84 0 0 62 1 2025-01-21 $38.22 $0.00 14.6% 4.2% 12.3% 9.8% 0.0% 2.1% 7.2% 5.2K -142.7K -283 0.00 139.76 15 0 48 1 2025-01-22 $37.77 $0.00 14.9% 4.3% 13.6% 10.2% 10.9% 2.3% 5.7% 5.5K -133.9K -303 0.00 144.44 10 0 48 1 2025-01-23 $37.73 $38.00 21.1% 6.0% 13.5% 19.8% 0.0% 0.7% -4.3% 7.7K -151.0K -347 0.00 156.56 0 0 58 1 2025-01-24 $37.64 $38.00 21.2% 6.1% 13.7% 20.0% 0.0% 0.7% -3.7% 7.9K -147.5K -353 0.00 151.86 0 0 58 1 2025-01-27 $36.60 $38.00 22.1% 6.3% 17.3% 21.3% 0.0% 0.4% -5.1% 8.4K -120.8K -366 0.00 157.43 0 0 58 1 2025-01-28 $36.64 $38.00 23.2% 6.6% 17.0% 23.0% 0.0% 0.4% -4.9% 8.3K -121.9K -364 0.00 159.96 0 0 58 1 2025-01-29 $36.70 $38.00 24.0% 6.9% 16.9% 24.3% 0.0% 0.4% -6.0% 8.2K -123.5K -363 0.00 162.18 0 0 58 1 2025-01-30 $37.09 $38.00 23.7% 6.8% 17.1% 23.9% 18.4% 1.1% -6.4% 8.1K -137.1K -340 0.00 160.83 31 0 58 1 2025-01-31 $36.80 $38.00 24.7% 7.1% 17.5% 25.5% 0.0% 0.8% -6.3% 11.8K -131.1K -383 0.00 159.37 10 0 89 1
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