EPP Options History — December 2019 In December 2019, EPP traded between $45.38 and $46.73. ATM implied volatility averaged 12.3%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 1.3% (HV 20d: 11.0%). Max pain ranged from $36.00 to $47.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-12-13 : Highest Volume — 9 contracts2019-12-05 : Largest IV spike — 42.9% change2019-12-05 : Highest IV Rank — 56.2%2019-12-03 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $46.07 $45.38 $46.73 $46.00 $46.22 Max Pain $43.86 $36.00 $47.00 $47.00 $36.00 ATM IV 12.3% 8.6% 25.0% 15.3% 11.0% Expected Move 3.4% 2.5% 5.1% 4.4% 3.2% HV 20d 11.0% 9.4% 12.0% 10.2% 9.4% HV 60d 10.5% 10.0% 10.8% 10.0% 10.2% IV Rank 14.1% 2.0% 56.2% 24.0% 9.9% IV Percentile 20.4% 0.4% 99.2% 66.3% 7.1% Term Structure 0.7% -3.6% 6.1% -2.3% 1.0% VWIV 10.9% 10.9% 10.9% 10.9% 10.9% Skew 25d 2.8% -1.1% 9.2% 6.4% 2.9% Skew 10d 6.5% -2.5% 22.7% 18.6% -2.5% Call IV 25d 10.1% 6.2% 14.2% 9.0% 9.6% Put IV 25d 12.9% 9.4% 18.4% 15.4% 12.6% Bid-Ask Spread % 100.73 86.05 123.00 107.16 112.75 Gamma HHI 0.29 0.18 0.48 0.18 0.46 Net GEX 7.7K -12.5K 16.1K 8.1K 14.7K Net DEX -432 -45.5K 44.7K 10.8K -30.6K Net VEX -283 -401 -195 -251 -240 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 0.571 0 9 0 0 Total OI 135.952 107 147 147 109
Daily Data (21 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 2019-12-02 $46.00 $47.00 15.3% 4.4% 10.2% 24.0% 0.0% 6.4% -2.3% 8.1K 10.8K -251 0.00 107.16 N/A N/A 0 0 52 95 2019-12-03 $45.38 $47.00 17.8% 5.1% 11.1% 32.3% 0.0% 9.2% -3.6% 6.4K 44.7K -401 0.00 106.30 N/A N/A 0 0 52 95 2019-12-04 $45.59 $47.00 17.5% 5.0% 11.3% 31.3% 0.0% 1.8% -3.2% 7.2K 29.3K -252 0.00 117.39 N/A N/A 0 0 52 95 2019-12-05 $45.64 $47.00 25.0% 4.5% 11.3% 56.2% 0.0% 5.2% -2.7% 7.6K 18.7K -303 0.00 108.95 N/A N/A 0 0 52 95 2019-12-06 $46.00 $47.00 14.3% 3.4% 11.2% 20.7% 0.0% 1.3% 0.7% 6.9K 7.9K -225 0.00 91.35 N/A N/A 0 0 52 95 2019-12-09 $45.76 $47.00 10.9% 3.4% 11.2% 9.5% 0.0% 4.0% 0.8% 4.5K 34.7K -284 0.00 95.84 N/A N/A 0 0 52 95 2019-12-10 $45.65 $47.00 9.9% 3.9% 11.2% 6.1% 0.0% -0.4% -1.3% 6.5K 31.9K -298 0.00 104.43 N/A N/A 0 0 52 95 2019-12-11 $46.12 $47.00 10.9% 3.1% 11.8% 9.4% 0.0% 1.3% 1.4% 4.3K 16.5K -209 0.00 89.37 N/A N/A 0 0 52 95 2019-12-12 $46.59 $47.00 8.7% 2.5% 11.6% 2.1% 0.0% 4.0% 2.1% 9.7K -11.7K -231 0.00 86.05 N/A N/A 0 0 52 95 2019-12-13 $46.73 $47.00 8.6% 2.5% 11.6% 2.0% 0.0% 5.8% 6.1% 14.3K -25.7K -206 0.00 92.24 N/A N/A 9 0 52 95 2019-12-16 $46.31 $47.00 10.8% 3.1% 11.9% 9.3% 0.0% 3.4% 1.8% 5.8K -3.3K -393 0.00 88.60 N/A N/A 1 0 52 95 2019-12-17 $46.15 $47.00 10.4% 3.0% 12.0% 7.7% 0.0% 1.9% 2.9% 6.2K 4.2K -369 0.00 104.97 N/A N/A 0 0 52 95 2019-12-18 $46.09 $47.00 11.1% 3.2% 11.8% 10.0% 0.0% 2.2% 1.6% 2.5K 10.0K -376 0.00 94.28 N/A N/A 0 0 52 95 2019-12-19 $46.00 $47.00 10.9% 3.1% 10.9% 9.4% 0.0% 0.9% 1.5% -452 15.0K -343 0.00 102.69 N/A N/A 0 0 52 95 2019-12-20 $46.05 $47.00 10.8% 3.1% 10.9% 8.9% 0.0% 1.3% 1.5% -12.5K 9.9K -338 0.00 102.32 N/A N/A 0 0 52 95 2019-12-23 $46.06 $36.00 10.9% 3.1% 10.8% 9.5% 0.0% 1.8% 3.9% 11.5K -24.6K -287 0.00 90.53 N/A N/A 0 1 37 70 2019-12-24 $46.03 $36.00 10.5% 3.0% 10.2% 8.1% 0.0% 1.3% 1.1% 11.9K -24.3K -265 0.00 95.53 N/A N/A 0 0 37 71 2019-12-26 $46.30 $36.00 10.9% 3.1% 10.4% 9.6% 10.9% 2.8% -0.2% 14.8K -39.8K -195 0.00 123.00 N/A N/A 1 0 37 71 2019-12-27 $46.40 $36.00 10.9% 3.1% 10.0% 9.6% 0.0% 2.0% 0.9% 16.1K -45.5K -204 0.00 99.34 N/A N/A 0 0 38 71 2019-12-30 $46.30 $36.00 11.0% 3.1% 9.4% 9.7% 0.0% -1.1% 0.8% 15.7K -37.2K -272 0.00 102.22 N/A N/A 0 0 38 71 2019-12-31 $46.22 $36.00 11.0% 3.2% 9.4% 9.9% 0.0% 2.9% 1.0% 14.7K -30.6K -240 0.00 112.75 N/A N/A 0 0 38 71
« Nov 2019 | All History | Jan 2020 » Home EPP History December 2019