EPP Options History — February 2019 In February 2019, EPP traded between $43.66 and $45.72. ATM implied volatility averaged 14.1%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.5% (HV 20d: 12.6%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.42.
Notable Days 2019-02-01 : Highest Volume — 37 contracts2019-02-21 : Largest IV spike — 11.6% change2019-02-07 : Highest IV Rank — 18.8%2019-02-07 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $44.74 $43.66 $45.72 $43.66 $45.40 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 14.1% 12.8% 15.6% 14.8% 14.1% Expected Move 4.0% 3.7% 4.5% 4.1% 4.0% HV 20d 12.6% 9.2% 16.7% 16.7% 9.2% HV 60d 17.4% 16.3% 18.1% 18.1% 16.3% IV Rank 15.6% 12.7% 18.8% 17.1% 15.6% IV Percentile 50.7% 29.0% 68.7% 62.3% 52.4% Term Structure 0.7% -0.1% 1.8% 1.4% 1.0% VWIV 13.2% 13.0% 13.3% 13.3% 13.3% Skew 25d 2.8% 0.7% 4.7% 3.7% 0.7% Skew 10d 6.0% 0.7% 11.4% 11.4% 2.9% Call IV 25d 12.6% 9.7% 14.2% 12.9% 11.7% Put IV 25d 15.4% 12.5% 17.2% 16.7% 12.5% Bid-Ask Spread % 94.05 87.46 102.43 93.43 102.43 Gamma HHI 0.37 0.34 0.42 0.38 0.36 Net GEX 82.5K 59.3K 109.6K 59.3K 109.6K Net DEX -638.5K -950.6K -345.2K -345.2K -866.5K Net VEX -2.8K -3.1K -2.4K -3.1K -2.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.03 1.80 0.19 1.80 Total Volume 10.947 0 37 37 0 Total OI 540.842 519 569 519 569
Daily Data (19 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-02-01 $43.66 $43.00 14.8% 4.1% 16.7% 17.1% 13.3% 3.7% 1.4% 59.3K -345.2K -3.1K 0.19 93.43 N/A N/A 31 6 319 200 2019-02-04 $43.99 $43.00 14.2% 4.1% 13.0% 15.8% 0.0% 2.1% 0.4% 61.0K -413.8K -3.1K 0.00 91.48 N/A N/A 0 0 320 200 2019-02-05 $44.64 $43.00 15.0% 4.0% 13.6% 17.6% 0.0% 1.7% 0.3% 67.8K -566.6K -3.0K 0.00 96.14 N/A N/A 0 0 320 200 2019-02-06 $44.17 $43.00 14.2% 4.1% 14.4% 15.9% 0.0% 3.1% 1.3% 66.9K -480.7K -3.0K 0.00 93.55 N/A N/A 0 0 320 200 2019-02-07 $44.03 $43.00 15.6% 4.5% 14.0% 18.8% 0.0% 3.0% -0.1% 61.4K -438.5K -3.1K 0.00 91.25 N/A N/A 0 0 320 200 2019-02-08 $44.09 $43.00 15.1% 4.3% 13.9% 17.7% 0.0% 3.2% 0.1% 64.0K -440.9K -3.0K 0.00 88.25 N/A N/A 0 0 320 200 2019-02-11 $44.10 $43.00 15.2% 4.4% 13.8% 18.0% 0.0% 3.4% 0.5% 68.7K -451.0K -2.9K 0.00 95.06 N/A N/A 0 0 320 200 2019-02-12 $44.39 $43.00 14.3% 4.1% 13.7% 16.0% 0.0% 2.7% 1.2% 72.5K -520.7K -2.8K 0.00 89.73 N/A N/A 0 0 320 200 2019-02-13 $44.41 $43.00 13.9% 4.0% 13.6% 15.0% 13.0% 2.0% 0.8% 75.4K -542.8K -2.8K 0.03 95.79 N/A N/A 31 1 320 200 2019-02-14 $44.53 $43.00 13.8% 4.0% 13.5% 15.0% 13.1% 2.1% 0.5% 85.0K -556.4K -3.0K 0.03 90.05 N/A N/A 31 1 351 201 2019-02-15 $44.76 $43.00 13.5% 3.9% 13.6% 14.2% 13.3% 1.5% 0.9% 90.4K -623.0K -2.9K 0.03 92.50 N/A N/A 31 1 351 201 2019-02-19 $45.16 $43.00 13.2% 3.8% 13.7% 13.7% 0.0% 2.1% 0.9% 95.9K -735.3K -2.7K 0.00 87.46 N/A N/A 0 11 351 191 2019-02-20 $45.23 $43.00 12.9% 3.7% 10.7% 13.0% 0.0% 3.0% 1.8% 100.2K -785.3K -2.6K 0.00 99.75 N/A N/A 0 18 351 206 2019-02-21 $45.15 $43.00 14.4% 4.1% 10.8% 16.2% 0.0% 2.8% 0.4% 92.3K -736.8K -2.8K 0.00 91.62 N/A N/A 0 18 351 208 2019-02-22 $45.55 $43.00 12.8% 3.7% 11.0% 12.7% 0.0% 4.7% 0.8% 95.6K -870.2K -2.4K 1.80 93.66 N/A N/A 10 18 351 208 2019-02-25 $45.72 $43.00 13.3% 3.8% 10.1% 13.8% 0.0% 2.9% 0.4% 95.8K -950.6K -2.5K 0.00 98.37 N/A N/A 0 0 361 208 2019-02-26 $45.69 $43.00 13.4% 3.9% 9.7% 14.1% 0.0% 4.3% 0.1% 101.6K -913.6K -2.5K 0.00 97.51 N/A N/A 0 0 361 208 2019-02-27 $45.48 $43.00 14.5% 4.2% 10.0% 16.5% 0.0% 4.6% 0.7% 104.0K -893.7K -2.4K 0.00 98.90 N/A N/A 0 0 361 208 2019-02-28 $45.40 $43.00 14.1% 4.0% 9.2% 15.6% 0.0% 0.7% 1.0% 109.6K -866.5K -2.5K 0.00 102.43 N/A N/A 0 0 361 208
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