EPP Options History — November 2019 In November 2019, EPP traded between $45.67 and $46.99. ATM implied volatility averaged 13.0%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 3.1% (HV 20d: 9.9%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.92.
Notable Days 2019-11-20 : Highest Volume — 26 contracts2019-11-29 : Largest IV spike — 61.1% change2019-11-26 : Highest IV Rank — 32.1%2019-11-26 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $46.29 $45.67 $46.99 $46.50 $46.14 Max Pain $46.86 $45.00 $47.00 $45.00 $47.00 ATM IV 13.0% 8.0% 19.0% 11.8% 13.0% Expected Move 4.0% 2.3% 5.5% 3.4% 3.7% HV 20d 9.9% 8.3% 11.4% 10.8% 11.4% HV 60d 10.9% 9.9% 12.6% 12.6% 10.0% IV Rank 10.5% 0.0% 32.1% 3.5% 16.2% IV Percentile 26.2% 0.0% 90.1% 3.2% 19.4% Term Structure -1.4% -7.0% 5.4% 2.1% -1.6% VWIV 14.5% 13.1% 15.9% 13.1% 14.4% Skew 25d 2.8% 0.2% 6.6% 0.2% 0.4% Skew 10d 10.7% -7.6% 16.5% -3.6% 2.2% Call IV 25d 12.6% 8.9% 20.2% 10.7% 13.0% Put IV 25d 15.4% 10.9% 21.1% 10.9% 13.4% Bid-Ask Spread % 109.86 81.92 131.42 105.99 110.10 Gamma HHI 0.23 0.19 0.30 0.25 0.20 Net GEX 7.3K -941 13.0K 5.7K 7.2K Net DEX -14.8K -70.9K 22.5K -27.0K 9.4K Net VEX -355 -452 -266 -368 -315 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.00 3.00 0.00 0.00 Total Volume 2.7 0 26 2 0 Total OI 130.6 113 147 124 147
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 2019-11-01 $46.50 $45.00 11.8% 3.4% 10.8% 3.5% 0.0% 0.2% 2.1% 5.7K -27.0K -368 0.00 105.99 N/A N/A 2 0 46 78 2019-11-04 $46.59 $0.00 12.1% 4.0% 10.6% 4.5% 0.0% 3.5% 5.4% 4.5K -38.4K -431 0.00 83.97 N/A N/A 0 0 48 78 2019-11-05 $46.67 $0.00 11.8% 4.0% 10.0% 3.2% 0.0% 2.2% -1.2% 8.2K -43.2K -381 0.00 81.92 N/A N/A 0 0 48 78 2019-11-06 $46.59 $0.00 11.0% 4.0% 10.1% 0.5% 0.0% 2.5% -1.3% 9.0K -40.8K -359 0.00 96.40 N/A N/A 0 0 48 78 2019-11-07 $46.99 $0.00 10.8% 4.0% 10.3% 0.0% 0.0% 2.1% -3.0% 5.0K -70.9K -451 0.00 104.28 N/A N/A 0 0 48 78 2019-11-08 $46.73 $0.00 11.2% 3.9% 8.8% 1.4% 0.0% 2.0% 1.4% 6.8K -54.1K -429 0.00 114.35 N/A N/A 0 0 48 78 2019-11-11 $46.65 $0.00 11.2% 3.8% 8.3% 1.3% 13.1% 1.1% -2.3% 13.0K -43.8K -266 3.00 100.90 N/A N/A 2 6 48 78 2019-11-12 $46.42 $47.00 9.9% 4.1% 8.3% 0.0% 0.0% 1.4% -2.8% 10.2K -20.3K -335 0.00 104.60 N/A N/A 0 0 48 84 2019-11-13 $45.91 $47.00 14.3% 4.1% 9.3% 15.6% 0.0% 1.7% -2.4% 127 12.4K -330 0.00 103.95 N/A N/A 0 0 48 84 2019-11-14 $45.80 $47.00 13.4% 3.8% 9.3% 12.2% 0.0% 4.5% 4.8% -941 22.5K -323 0.00 118.87 N/A N/A 0 0 48 84 2019-11-15 $46.09 $47.00 12.7% 3.7% 9.4% 9.9% 0.0% 6.6% 2.6% 4.2K -6.3K -324 0.00 118.37 N/A N/A 4 0 48 84 2019-11-18 $46.11 $47.00 13.1% 3.7% 9.1% 11.0% 0.0% 3.6% -2.5% 10.6K 5.3K -325 0.00 131.42 N/A N/A 0 0 49 64 2019-11-19 $46.38 $47.00 14.2% 4.1% 9.3% 15.2% 0.0% 3.6% -4.2% 11.6K -20.7K -349 0.00 116.17 N/A N/A 0 0 49 64 2019-11-20 $45.80 $47.00 16.1% 4.6% 10.4% 21.9% 0.0% 5.2% -5.7% 11.5K 3.7K -306 0.00 125.97 N/A N/A 0 26 49 64 2019-11-21 $45.67 $47.00 18.7% 5.4% 10.4% 30.9% 0.0% 0.8% -7.0% 8.3K 20.0K -452 0.00 129.50 N/A N/A 1 0 49 90 2019-11-22 $45.77 $47.00 14.3% 4.1% 10.3% 15.6% 15.9% 6.1% -1.5% 9.2K 11.6K -347 0.00 112.75 N/A N/A 0 5 50 90 2019-11-25 $46.25 $47.00 13.9% 4.0% 10.8% 13.9% 14.4% 3.5% -2.4% 9.2K 6.7K -291 2.50 107.12 N/A N/A 2 5 50 95 2019-11-26 $46.20 $47.00 19.0% 5.5% 10.7% 32.1% 0.0% 3.8% -6.6% 8.0K -6.1K -388 0.00 115.65 N/A N/A 0 0 52 95 2019-11-27 $46.57 $47.00 8.0% 2.3% 11.0% 0.0% 0.0% 1.1% 1.0% 4.8K -15.6K -326 0.00 114.92 N/A N/A 1 0 52 95 2019-11-29 $46.14 $47.00 13.0% 3.7% 11.4% 16.2% 0.0% 0.4% -1.6% 7.2K 9.4K -315 0.00 110.10 N/A N/A 0 0 52 95
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