EPP Options History — September 2019 In September 2019, EPP traded between $43.81 and $46.11. ATM implied volatility averaged 14.5%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 1.6% (HV 20d: 12.9%). Max pain ranged from $34.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-09-18 : Highest Volume — 2 contracts2019-09-09 : Largest IV spike — 10.6% change2019-09-03 : Highest IV Rank — 25.4%2019-09-03 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $45.25 $43.81 $46.11 $43.81 $44.70 Max Pain $34.60 $34.00 $40.00 $40.00 $34.00 ATM IV 14.5% 12.8% 17.8% 17.8% 14.3% Expected Move 4.2% 3.7% 5.1% 5.1% 4.1% HV 20d 12.9% 10.1% 17.6% 15.7% 10.3% HV 60d 14.8% 14.1% 15.8% 15.2% 14.1% IV Rank 13.5% 7.0% 25.4% 25.4% 12.7% IV Percentile 41.4% 11.1% 78.6% 78.6% 39.7% Term Structure 1.6% -1.5% 20.8% -1.5% 3.3% Skew 25d 2.2% -8.1% 7.4% 3.6% 3.6% Skew 10d 4.6% -1.3% 10.3% 8.8% -1.3% Call IV 25d 13.6% 7.7% 24.7% 16.4% 12.5% Put IV 25d 15.8% 14.1% 20.1% 20.1% 16.1% Bid-Ask Spread % 103.03 79.79 141.63 92.42 127.27 Gamma HHI 0.17 0.15 0.19 0.15 0.18 Net GEX 7.3K 3.6K 10.4K 3.6K 6.7K Net DEX -8.0K -26.2K 24.7K 24.7K 6.4K Net VEX -381 -478 -280 -476 -280 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 0.2 0 2 0 0 Total OI 144.3 143 146 144 145
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 2019-09-03 $43.81 $40.00 17.8% 5.1% 15.7% 25.4% 0.0% 3.6% -1.5% 3.6K 24.7K -476 0.00 92.42 N/A N/A 0 0 72 72 2019-09-04 $44.76 $40.00 16.0% 4.6% 17.5% 18.9% 0.0% 3.3% -1.0% 5.3K 7.5K -478 0.00 96.70 N/A N/A 0 0 72 72 2019-09-05 $45.12 $34.00 14.5% 4.2% 17.6% 13.4% 0.0% 3.3% 0.8% 6.1K -629 -468 0.00 99.66 N/A N/A 0 0 72 72 2019-09-06 $45.40 $34.00 13.6% 4.0% 17.1% 10.1% 0.0% 2.8% 1.1% 7.0K -8.0K -437 0.00 86.88 N/A N/A 0 0 72 72 2019-09-09 $45.45 $34.00 15.1% 4.1% 16.7% 15.4% 0.0% 2.5% 0.5% 7.4K -12.7K -422 0.00 89.98 N/A N/A 0 0 72 72 2019-09-10 $45.51 $34.00 13.8% 3.8% 15.3% 10.7% 0.0% 2.7% 1.3% 7.3K -11.9K -421 0.00 79.79 N/A N/A 0 0 72 72 2019-09-11 $45.78 $34.00 12.8% 3.7% 14.9% 7.0% 0.0% 7.4% 1.4% 7.7K -18.1K -401 0.00 96.53 N/A N/A 0 0 72 72 2019-09-12 $45.91 $34.00 13.6% 3.9% 11.8% 10.1% 0.0% 2.5% 0.5% 8.1K -20.8K -414 0.00 86.56 N/A N/A 0 0 72 72 2019-09-13 $46.11 $34.00 13.1% 3.8% 11.8% 8.1% 0.0% 2.5% 1.3% 8.3K -26.2K -415 0.00 96.31 N/A N/A 0 0 72 72 2019-09-16 $45.82 $34.00 14.2% 4.1% 11.7% 12.3% 0.0% 2.5% 0.2% 8.0K -20.5K -411 0.00 84.98 N/A N/A 0 0 72 72 2019-09-17 $45.90 $34.00 13.6% 3.9% 11.3% 9.8% 0.0% 2.9% 1.1% 8.0K -19.6K -408 0.00 89.56 N/A N/A 0 0 72 72 2019-09-18 $45.61 $34.00 13.6% 3.9% 11.7% 9.9% 0.0% -8.1% 2.1% 10.4K -23.8K -371 0.00 96.31 N/A N/A 2 0 72 72 2019-09-19 $45.44 $34.00 13.6% 3.9% 11.8% 10.1% 0.0% 3.0% 1.7% 8.3K -12.6K -320 0.00 103.80 N/A N/A 0 0 74 72 2019-09-20 $45.17 $34.00 15.0% 4.3% 11.6% 15.0% 0.0% 3.8% 0.2% 8.1K -13.6K -339 0.00 128.23 N/A N/A 0 0 74 72 2019-09-23 $45.18 $34.00 14.8% 4.2% 10.1% 14.3% 0.0% 2.5% 20.8% 7.7K -7.0K -311 0.00 127.86 N/A N/A 0 0 74 69 2019-09-24 $45.00 $34.00 15.5% 4.4% 10.3% 16.8% 0.0% 1.9% -0.4% 7.6K -8.7K -320 0.00 114.01 N/A N/A 0 2 74 69 2019-09-25 $44.89 $34.00 16.0% 4.6% 10.4% 18.7% 0.0% -0.2% -0.3% 7.1K 170 -312 0.00 113.45 N/A N/A 0 0 74 71 2019-09-26 $44.75 $34.00 15.8% 4.5% 10.6% 17.9% 0.0% -0.7% 0.5% 6.7K -648 -323 0.00 108.64 N/A N/A 0 0 74 71 2019-09-27 $44.64 $34.00 14.2% 4.1% 10.3% 12.4% 0.0% 1.5% -1.2% 6.5K 5.3K -297 0.00 141.63 N/A N/A 0 0 74 71 2019-09-30 $44.70 $34.00 14.3% 4.1% 10.3% 12.7% 0.0% 3.6% 3.3% 6.7K 6.4K -280 0.00 127.27 N/A N/A 0 0 74 71
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