EPP Options History — October 2019

In October 2019, EPP traded between $43.69 and $46.20. ATM implied volatility averaged 13.8%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 3.6% (HV 20d: 10.2%). Max pain ranged from $34.00 to $45.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.03.

Notable Days

  • 2019-10-30: Highest Volume — 15 contracts
  • 2019-10-03: Largest IV drop — 24.5% change
  • 2019-10-02: Highest IV Rank — 27.8%
  • 2019-10-02: Largest Expected Move — 5.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.95$43.69$46.20$44.20$45.82
Max Pain$43.84$34.00$45.00$34.00$45.00
ATM IV13.8%11.3%18.5%17.7%12.6%
Expected Move4.0%3.2%5.3%5.1%3.6%
HV 20d10.2%7.8%11.7%11.1%9.8%
HV 60d14.5%12.6%15.3%14.2%12.6%
IV Rank10.6%1.7%27.8%25.1%6.3%
IV Percentile27.0%1.2%83.7%77.4%9.9%
Term Structure1.4%-2.1%7.6%7.6%1.7%
VWIV11.1%9.2%13.0%9.2%13.0%
Skew 25d3.4%-4.2%7.2%2.9%5.3%
Skew 10d3.2%-2.9%11.2%1.6%4.9%
Call IV 25d11.7%7.3%18.7%12.7%9.2%
Put IV 25d15.1%10.1%18.6%15.7%14.5%
Bid-Ask Spread %103.3473.17128.93128.93117.03
Gamma HHI0.280.180.390.180.29
Net GEX-250-4.4K6.1K6.1K-182
Net DEX31.9K44186.5K8.6K1.9K
Net VEX-303-418-218-287-418
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.150.000.15
Total Volume1.08701500
Total OI138.391104167145124

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$44.20$34.0017.7%5.1%11.1%25.1%0.0%2.9%7.6%6.1K8.6K-2870.00128.93N/AN/A007471
2019-10-02$43.70$34.0018.5%5.3%8.7%27.8%0.0%3.3%-2.1%5.1K19.9K-2490.00117.27N/AN/A007471
2019-10-03$43.94$0.0014.0%4.6%8.4%11.3%0.0%7.2%-0.8%5.6K22.0K-2320.00115.82N/AN/A007471
2019-10-04$44.08$0.0015.6%4.4%8.1%17.2%0.0%4.0%0.6%5.2K19.5K-2350.0075.59N/AN/A007471
2019-10-07$44.01$0.0017.2%4.6%8.0%23.0%0.0%3.6%-0.1%5.1K20.0K-2270.0087.72N/AN/A007471
2019-10-08$43.69$0.0016.8%4.7%8.2%21.7%0.0%4.0%-1.0%3.7K24.5K-2180.0073.17N/AN/A007471
2019-10-09$43.80$45.0014.7%4.2%7.8%14.1%0.0%3.7%0.4%-2.0K86.5K-3010.0084.32N/AN/A107491
2019-10-10$44.01$45.0014.5%4.2%8.0%13.2%0.0%3.7%0.2%-2.5K82.7K-3030.0076.12N/AN/A007491
2019-10-11$44.88$45.0012.0%3.4%10.9%4.1%9.2%2.0%4.1%-39948.0K-3620.00120.89N/AN/A207491
2019-10-14$44.58$45.0013.8%4.0%10.9%10.9%0.0%2.3%0.2%-2.1K57.9K-3400.00117.25N/AN/A207691
2019-10-15$44.94$45.0011.3%3.2%11.4%1.7%0.0%0.2%2.6%-2.8K51.9K-3340.00123.43N/AN/A007691
2019-10-16$45.23$45.0012.8%3.7%11.5%7.2%0.0%3.8%1.2%-1.8K39.1K-3350.0096.85N/AN/A007691
2019-10-17$45.30$45.0013.3%3.8%11.5%8.8%0.0%2.4%1.0%-1.4K35.7K-3420.00109.13N/AN/A007691
2019-10-18$45.14$45.0013.2%3.8%11.3%8.5%0.0%3.8%0.8%-4.4K44.5K-3230.0098.06N/AN/A007691
2019-10-21$45.49$45.0013.1%3.7%11.7%8.0%13.0%5.1%3.1%-4.1K41.4K-3070.00101.01N/AN/A102876
2019-10-22$45.55$45.0012.3%3.5%11.6%5.2%0.0%5.4%1.8%-3.4K35.7K-3080.0097.58N/AN/A002976
2019-10-23$45.60$45.0011.8%3.4%11.5%3.3%0.0%4.7%1.2%-3.8K35.3K-2910.00102.50N/AN/A402976
2019-10-24$45.74$45.0012.0%3.4%11.4%4.2%0.0%3.8%1.6%-2.8K23.2K-3380.00106.35N/AN/A003376
2019-10-25$45.93$45.0011.9%3.4%11.4%3.7%0.0%2.4%2.2%-1.6K15.3K-3140.0098.05N/AN/A003376
2019-10-28$46.20$45.0012.9%3.7%11.5%7.3%0.0%6.9%0.9%-323441-3090.00106.58N/AN/A003376
2019-10-29$46.00$45.0012.6%3.6%10.7%6.2%0.0%1.7%1.9%-1.6K11.1K-2930.00101.25N/AN/A003376
2019-10-30$46.03$45.0012.3%3.5%9.5%5.4%0.0%-4.2%2.9%-1.5K8.5K-2970.15122.02N/AN/A1323376
2019-10-31$45.82$45.0012.6%3.6%9.8%6.3%0.0%5.3%1.7%-1821.9K-4180.00117.03N/AN/A004678