EPP Options History — June 2018

In June 2018, EPP traded between $45.43 and $48.46. ATM implied volatility averaged 14.8%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 1.6% (HV 20d: 13.2%). Max pain ranged from $47.00 to $48.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.64.

Notable Days

  • 2018-06-01: Highest Volume — 247 contracts
  • 2018-06-29: Largest IV spike — 260.0% change
  • 2018-06-29: Highest IV Rank — 74.5%
  • 2018-06-29: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.95$45.43$48.46$47.64$46.03
Max Pain$47.05$47.00$48.00$48.00$47.00
ATM IV14.8%7.6%48.5%11.7%48.5%
Expected Move3.9%2.2%13.9%3.4%13.9%
HV 20d13.2%11.0%16.1%11.8%16.1%
HV 60d12.9%12.2%13.5%13.4%12.8%
IV Rank14.6%1.9%74.5%9.2%74.5%
IV Percentile54.6%1.6%99.2%53.6%99.2%
Term Structure-0.8%-28.0%6.9%-1.7%-17.3%
VWIV16.1%10.8%49.4%11.5%49.4%
Skew 25d6.3%0.4%53.7%4.5%53.7%
Skew 10d8.7%4.3%13.1%7.2%8.0%
Call IV 25d13.1%8.8%58.7%9.4%17.5%
Put IV 25d19.4%12.8%71.1%13.8%71.1%
Bid-Ask Spread %67.7319.96148.3819.96143.68
Gamma HHI0.540.350.720.470.42
Net GEX-115.7K-223.1K-23.9K-71.9K-41.6K
Net DEX587.4K52.3K1.2M353.8K783.3K
Net VEX-3.6K-4.8K-2.8K-4.4K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.640.792.680.792.23
Total Volume199.238137247247200
Total OI808.429777826816817

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$47.64$48.0011.7%3.4%11.8%9.2%11.5%4.5%-1.7%-71.9K353.8K-4.4K0.7919.96N/AN/A138109273543
2018-06-04$48.02$47.0011.6%2.5%12.2%8.9%12.0%4.3%0.8%-53.5K176.3K-4.2K0.7963.41N/AN/A138109273543
2018-06-05$47.99$47.0011.4%2.3%11.8%8.6%11.4%4.6%1.7%-62.2K155.1K-3.9K0.7965.47N/AN/A138109273543
2018-06-06$48.46$47.0010.8%3.3%12.3%7.4%14.4%4.4%0.5%-23.9K52.3K-4.0K0.8089.25N/AN/A136109283543
2018-06-07$48.22$47.0012.3%2.6%12.4%10.1%18.8%3.4%2.2%-29.9K66.6K-4.2K0.8077.06N/AN/A136109283543
2018-06-08$48.09$47.0012.2%2.4%11.7%9.9%11.5%4.5%2.9%-48.9K105.5K-3.9K0.8063.51N/AN/A136109283543
2018-06-11$48.19$47.0013.7%2.8%11.6%12.7%13.2%4.8%0.5%-35.2K92.0K-3.8K0.8035.26N/AN/A136109283543
2018-06-12$47.71$47.0014.3%2.8%12.1%13.7%12.2%3.6%2.3%-65.5K315.9K-3.8K0.8056.43N/AN/A136109283543
2018-06-13$47.51$47.0042.8%12.3%11.1%64.3%43.7%2.6%-28.0%-26.2K582.4K-4.8K0.80148.38N/AN/A136109283543
2018-06-14$47.13$47.007.8%2.2%11.1%2.2%14.0%5.1%3.5%-129.1K597.6K-3.6K1.9551.65N/AN/A56109283543
2018-06-15$47.00$47.007.6%2.2%11.1%1.9%10.8%4.0%2.6%-146.7K663.8K-3.5K1.9558.16N/AN/A56109283543
2018-06-18$47.08$47.008.2%2.3%11.0%2.8%10.9%3.0%6.9%-137.1K692.6K-3.5K2.4838.53N/AN/A44109260543
2018-06-19$45.71$47.0010.3%3.0%13.9%6.6%10.8%3.9%2.6%-223.1K994.2K-2.9K2.4878.89N/AN/A44109250543
2018-06-20$46.06$47.0011.7%3.4%14.4%9.2%13.1%3.5%0.4%-180.8K845.3K-3.2K2.6868.36N/AN/A44118250527
2018-06-21$45.84$47.0012.7%3.6%14.2%10.8%12.8%0.4%0.1%-192.8K923.8K-3.3K2.6849.42N/AN/A44118250534
2018-06-22$46.44$47.0011.9%3.4%15.2%9.5%11.6%4.7%0.6%-153.1K636.1K-3.2K2.1458.17N/AN/A4494250534
2018-06-25$45.69$47.0012.3%3.5%16.1%10.1%15.1%6.5%2.1%-192.6K1.0M-3.0K2.1465.15N/AN/A4494250532
2018-06-26$45.89$47.0011.6%3.3%15.9%9.0%12.3%3.7%0.9%-216.3K976.7K-2.9K2.1943.32N/AN/A4394250532
2018-06-27$45.43$47.0013.4%3.8%15.4%12.1%14.1%3.9%1.5%-188.0K1.2M-2.8K2.2376.38N/AN/A62138250532
2018-06-28$45.88$47.0013.5%3.9%16.0%12.3%13.9%4.2%-1.1%-212.1K1.1M-3.2K2.2371.89N/AN/A62138241576
2018-06-29$46.03$47.0048.5%13.9%16.1%74.5%49.4%53.7%-17.3%-41.6K783.3K-3.9K2.23143.68N/AN/A62138241576