EPP Options History — July 2019

In July 2019, EPP traded between $46.48 and $47.90. ATM implied volatility averaged 12.7%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 2.1% (HV 20d: 10.6%). Max pain ranged from $42.00 to $44.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-07-12: Highest Volume — 126 contracts
  • 2019-07-08: Largest IV spike — 20.3% change
  • 2019-07-11: Highest IV Rank — 22.3%
  • 2019-07-11: Largest Expected Move — 4.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.44$46.48$47.90$47.34$46.48
Max Pain$42.27$42.00$44.00$44.00$42.00
ATM IV12.7%11.1%14.6%13.3%13.3%
Expected Move3.7%3.3%4.2%3.8%3.8%
HV 20d10.6%7.0%14.5%14.5%8.0%
HV 60d12.7%12.2%12.8%12.7%12.2%
IV Rank13.5%6.5%22.3%9.4%15.8%
IV Percentile18.0%2.0%49.6%26.6%25.4%
Term Structure0.9%-1.3%10.4%0.4%10.4%
VWIV12.7%12.1%13.3%13.2%12.5%
Skew 25d2.3%0.5%7.1%3.4%7.1%
Skew 10d3.8%-4.2%8.1%3.5%-4.2%
Call IV 25d11.9%10.5%12.8%11.2%11.9%
Put IV 25d14.2%11.5%19.1%14.6%19.1%
Bid-Ask Spread %92.2876.24119.9896.88119.98
Gamma HHI0.450.250.630.250.60
Net GEX54.3K24.5K85.2K29.5K70.8K
Net DEX-931.3K-1.2M-763.4K-780.8K-821.3K
Net VEX-1.1K-1.5K-742-884-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.020.000.00
Total Volume15.409012605
Total OI349.591305431305353

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$47.34$44.0013.3%3.8%14.5%9.4%0.0%3.4%0.4%29.5K-780.8K-8840.0096.88N/AN/A0021590
2019-07-02$47.45$44.0013.0%3.7%14.1%14.9%0.0%2.8%0.4%27.7K-794.5K-8130.0099.48N/AN/A0021590
2019-07-03$47.90$44.0011.5%3.3%14.2%8.0%0.0%1.1%1.5%24.5K-841.5K-7730.0097.06N/AN/A0021590
2019-07-05$47.77$42.0011.1%3.7%14.1%6.5%0.0%2.5%1.0%26.5K-830.9K-7420.0076.24N/AN/A17021590
2019-07-08$47.36$42.0013.4%3.9%14.3%16.8%0.0%2.5%0.4%32.3K-825.9K-9730.0077.87N/AN/A10023290
2019-07-09$47.09$42.0013.6%3.8%14.5%17.8%0.0%2.8%0.9%27.7K-763.4K-9300.0081.12N/AN/A18022290
2019-07-10$47.26$42.0012.7%3.6%14.3%13.8%0.0%1.5%0.8%30.0K-786.3K-9510.0089.79N/AN/A18023090
2019-07-11$47.32$42.0014.6%4.2%13.4%22.3%0.0%2.1%-1.3%29.4K-799.7K-9520.00105.17N/AN/A18023090
2019-07-12$47.50$42.0013.4%3.8%13.4%16.9%13.2%1.8%0.6%30.2K-809.0K-9210.0090.52N/AN/A126023090
2019-07-15$47.53$42.0011.7%3.4%13.2%9.3%13.3%3.0%1.2%79.3K-1.1M-1.5K0.0092.95N/AN/A2033890
2019-07-16$47.43$42.0012.7%3.6%10.8%13.7%12.8%2.0%0.7%80.3K-1.1M-1.4K0.0084.76N/AN/A10033990
2019-07-17$47.47$42.0012.7%3.7%8.8%13.9%12.8%2.0%0.7%78.5K-1.1M-1.4K0.0084.79N/AN/A10034190
2019-07-18$47.69$42.0011.9%3.4%8.2%10.0%12.8%2.2%1.1%85.2K-1.2M-1.4K0.0083.48N/AN/A10034190
2019-07-19$47.83$42.0012.0%3.4%7.4%10.4%12.7%1.6%1.3%80.0K-1.1M-1.3K0.0288.20N/AN/A45131490
2019-07-22$47.64$42.0012.2%3.5%7.4%11.6%0.0%2.6%0.5%54.6K-975.6K-1.3K0.0084.86N/AN/A0028549
2019-07-23$47.84$42.0012.2%3.5%7.5%11.3%12.2%1.5%0.2%55.3K-1.0M-1.2K0.0086.61N/AN/A10028549
2019-07-24$47.78$42.0012.1%3.5%7.3%11.1%12.2%1.2%0.2%64.7K-1.0M-1.3K0.0088.22N/AN/A10029549
2019-07-25$47.49$42.0013.2%3.8%7.6%15.8%12.1%1.6%-0.1%67.5K-979.3K-1.3K0.0094.27N/AN/A10029549
2019-07-26$47.40$42.0012.5%3.6%7.0%12.9%12.5%0.5%0.2%69.3K-973.2K-1.2K0.00114.23N/AN/A14029549
2019-07-29$47.28$42.0013.7%3.9%7.0%18.1%0.0%3.6%-0.7%73.9K-941.1K-1.2K0.0096.98N/AN/A0029949
2019-07-30$46.93$42.0013.5%3.9%7.3%16.8%0.0%2.1%-0.7%77.1K-886.9K-1.2K0.0096.63N/AN/A5030449
2019-07-31$46.48$42.0013.3%3.8%8.0%15.8%0.0%7.1%10.4%70.8K-821.3K-1.1K0.00119.98N/AN/A5030449