EPP Options History — June 2019 In June 2019, EPP traded between $45.07 and $47.34. ATM implied volatility averaged 15.7%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 2.3% (HV 20d: 13.4%). Max pain ranged from $42.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.25.
Notable Days 2019-06-27 : Highest Volume — 139 contracts2019-06-10 : Largest IV spike — 33.0% change2019-06-03 : Highest IV Rank — 30.6%2019-06-03 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $46.33 $45.07 $47.34 $45.07 $47.18 Max Pain $42.95 $42.00 $45.00 $45.00 $44.00 ATM IV 15.7% 13.8% 20.1% 20.1% 15.0% Expected Move 4.4% 4.0% 5.8% 5.8% 4.3% HV 20d 13.4% 10.1% 14.9% 14.2% 14.5% HV 60d 12.1% 11.1% 13.1% 11.2% 12.7% IV Rank 17.9% 11.4% 30.6% 30.6% 13.8% IV Percentile 62.7% 38.9% 94.8% 94.8% 57.9% Term Structure 0.2% -3.6% 6.1% -3.6% -0.1% VWIV 17.8% 11.6% 32.9% 32.9% 19.7% Skew 25d 3.6% 1.9% 12.6% 3.8% 3.7% Skew 10d 6.4% -0.4% 11.9% 4.2% 3.1% Call IV 25d 14.2% 8.4% 19.5% 19.5% 12.5% Put IV 25d 17.8% 15.8% 23.3% 23.3% 16.2% Bid-Ask Spread % 90.20 79.49 129.84 97.70 109.37 Gamma HHI 0.22 0.16 0.35 0.18 0.22 Net GEX 20.6K 5.2K 45.3K 11.4K 26.3K Net DEX -232.4K -700.7K -83.4K -83.4K -700.7K Net VEX -764 -1.1K -533 -1.1K -835 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 1.00 0.00 0.68 Total Volume 18.8 0 139 0 37 Total OI 288.3 152 335 325 285
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-06-03 $45.07 $45.00 20.1% 5.8% 14.2% 30.6% 0.0% 3.8% -3.6% 11.4K -83.4K -1.1K 0.00 97.70 N/A N/A 0 0 166 159 2019-06-04 $45.56 $45.00 16.1% 4.6% 13.6% 20.8% 0.0% 4.7% -1.8% 13.5K -123.5K -1.1K 0.00 90.78 N/A N/A 0 0 166 159 2019-06-05 $45.41 $45.00 19.6% 5.6% 13.0% 29.2% 0.0% 12.6% -2.5% 14.1K -126.6K -1.1K 0.00 92.89 N/A N/A 0 0 166 159 2019-06-06 $45.81 $42.00 16.0% 4.3% 13.3% 20.6% 0.0% 4.2% 0.1% 14.2K -157.2K -1.0K 0.00 81.81 N/A N/A 0 0 166 159 2019-06-07 $46.26 $42.00 14.8% 4.4% 13.6% 17.7% 0.0% 3.5% -0.4% 20.2K -216.3K -849 0.00 81.36 N/A N/A 0 0 166 159 2019-06-10 $46.44 $42.00 19.8% 4.4% 13.3% 29.7% 0.0% 3.5% -0.1% 22.3K -251.9K -778 0.00 81.17 N/A N/A 0 0 166 159 2019-06-11 $46.82 $42.00 13.8% 4.3% 10.1% 15.1% 0.0% 4.1% 1.4% 24.2K -284.9K -769 0.00 81.97 N/A N/A 12 0 166 159 2019-06-12 $46.23 $42.00 15.2% 4.4% 11.2% 18.5% 0.0% 3.4% 1.0% 19.4K -222.0K -722 0.00 79.49 N/A N/A 12 0 160 159 2019-06-13 $46.26 $42.00 15.2% 4.4% 11.1% 18.6% 0.0% 3.9% 0.9% 19.4K -226.5K -687 0.00 82.21 N/A N/A 12 0 160 159 2019-06-14 $46.00 $42.00 14.7% 4.2% 11.3% 17.2% 32.9% 4.1% 1.8% 21.4K -176.8K -717 0.00 84.88 N/A N/A 86 0 160 159 2019-06-17 $45.14 $42.00 15.8% 4.5% 12.8% 19.9% 0.0% 2.4% 0.1% 5.2K -183.8K -702 0.00 92.10 N/A N/A 0 0 160 159 2019-06-18 $46.03 $42.00 15.2% 4.3% 14.0% 17.4% 0.0% 2.2% -0.3% 21.6K -275.1K -573 1.00 87.91 N/A N/A 2 2 160 159 2019-06-19 $46.53 $42.00 15.2% 4.4% 14.4% 14.3% 17.1% 1.9% 6.1% 16.1K -310.5K -599 0.50 129.84 N/A N/A 4 2 162 161 2019-06-20 $47.02 $42.00 14.8% 4.2% 14.9% 13.1% 14.8% 2.1% -0.2% 39.5K -375.9K -533 0.14 88.76 N/A N/A 14 2 164 161 2019-06-21 $46.84 $42.00 14.2% 4.1% 14.5% 11.5% 13.9% 2.2% 0.8% 45.3K -370.6K -662 0.08 97.48 N/A N/A 24 2 174 161 2019-06-24 $46.94 $44.00 14.7% 4.2% 14.5% 12.9% 0.0% 2.4% 0.1% 20.3K -156.4K -601 0.00 93.17 N/A N/A 0 0 69 83 2019-06-25 $46.72 $44.00 14.1% 4.0% 14.5% 11.4% 0.0% 2.9% 1.1% 20.4K -147.8K -603 0.00 85.33 N/A N/A 0 11 69 83 2019-06-26 $46.95 $44.00 14.5% 4.2% 14.5% 12.5% 11.6% 2.2% 0.3% 19.0K -118.9K -718 0.00 82.19 N/A N/A 0 15 69 94 2019-06-27 $47.34 $44.00 15.1% 4.3% 14.5% 13.9% 14.4% 2.0% -0.5% 18.8K -138.6K -709 0.12 83.62 N/A N/A 124 15 69 92 2019-06-28 $47.18 $44.00 15.0% 4.3% 14.5% 13.8% 19.7% 3.7% -0.1% 26.3K -700.7K -835 0.68 109.37 N/A N/A 22 15 193 92
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