EPP Options History — March 2020 In March 2020, EPP traded between $29.21 and $42.72. ATM implied volatility averaged 57.3%, placing in the 69.2% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 8.8% (HV 20d: 66.1%). Max pain ranged from $42.00 to $44.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 3.59.
Notable Days 2020-03-13 : Highest Volume — 33 contracts2020-03-16 : Largest IV spike — 104.3% change2020-03-06 : Highest IV Rank — 100.0%2020-03-16 : Largest Expected Move — 31.8%Monthly Statistics Metric Avg Min Max Open Close Price $35.63 $29.21 $42.72 $42.15 $33.81 Max Pain $42.59 $42.00 $44.00 $44.00 $42.00 ATM IV 57.3% 20.2% 110.9% 28.7% 55.0% Expected Move 15.7% 4.8% 31.8% 8.2% 15.8% HV 20d 66.1% 20.5% 101.0% 20.9% 101.0% HV 60d 40.9% 16.0% 59.6% 16.1% 59.6% IV Rank 69.2% 40.3% 100.0% 68.4% 45.6% IV Percentile 98.1% 94.0% 100.0% 98.8% 95.6% Term Structure -13.9% -84.5% 52.5% -6.6% -24.9% VWIV 45.7% 22.1% 77.6% 25.8% 47.3% Skew 25d 19.1% -2.5% 82.2% 8.8% 24.8% Skew 10d 24.0% -23.2% 90.8% 13.4% 46.2% Call IV 25d 47.5% 19.7% 76.4% 24.0% 51.7% Put IV 25d 66.7% 23.4% 139.8% 32.7% 76.5% Bid-Ask Spread % 112.37 87.39 145.97 106.07 101.97 Gamma HHI 0.15 0.13 0.18 0.17 0.15 Net GEX -3.3K -8.6K -1.2K -6.6K -2.7K Net DEX 142.9K 76.3K 181.1K 92.5K 181.1K Net VEX -720 -887 -550 -617 -775 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.59 0.00 15.00 0.67 0.00 Total Volume 5.227 0 33 1 18 Total OI 137.864 108 160 108 154
Daily Data (22 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 2020-03-02 $42.15 $44.00 28.7% 8.2% 20.9% 68.4% 25.8% 8.8% -6.6% -6.6K 92.5K -617 0.00 106.07 N/A N/A 0 1 37 71 2020-03-03 $42.09 $44.00 30.0% 8.6% 20.5% 72.8% 0.0% 14.1% -12.1% -7.9K 90.4K -594 0.00 96.27 N/A N/A 0 0 37 72 2020-03-04 $42.72 $44.00 20.3% 5.8% 20.5% 40.7% 26.4% 9.9% -3.5% -6.3K 76.3K -584 0.67 89.53 N/A N/A 3 2 37 72 2020-03-05 $42.00 $43.00 20.2% 4.8% 20.8% 40.3% 0.0% 3.7% 3.0% -8.6K 96.0K -622 0.00 87.39 N/A N/A 0 0 40 74 2020-03-06 $41.35 $43.00 38.6% 7.2% 20.9% 100.0% 0.0% -1.4% -3.1% -6.9K 109.1K -695 0.00 103.49 N/A N/A 0 1 40 74 2020-03-09 $37.88 $43.00 56.0% 11.6% 35.9% 100.0% 22.1% 24.4% -20.0% -4.3K 153.0K -619 0.00 102.79 N/A N/A 0 1 40 73 2020-03-10 $40.02 $43.00 53.3% 9.8% 42.4% 94.3% 0.0% 13.9% 3.8% -4.8K 131.6K -657 0.00 97.77 N/A N/A 21 0 40 72 2020-03-11 $37.90 $43.00 45.7% 13.1% 45.3% 78.5% 34.4% 4.1% -11.7% -2.5K 105.7K -860 0.00 120.05 N/A N/A 0 2 61 72 2020-03-12 $33.64 $43.00 58.9% 16.9% 58.7% 100.0% 66.5% 29.2% -13.4% -1.4K 127.1K -713 15.00 145.97 N/A N/A 1 15 61 72 2020-03-13 $36.42 $43.00 54.3% 15.6% 67.8% 91.0% 40.6% 32.4% -6.5% -1.6K 111.1K -791 2.30 142.45 N/A N/A 10 23 62 69 2020-03-16 $32.29 $42.00 110.9% 31.8% 77.6% 100.0% 70.0% 12.4% -72.9% -1.4K 162.1K -825 0.00 125.46 N/A N/A 0 6 72 87 2020-03-17 $33.96 $42.00 74.0% 21.2% 81.3% 64.1% 0.0% 41.5% -42.8% -1.6K 153.9K -887 0.00 122.08 N/A N/A 0 0 72 88 2020-03-18 $30.70 $42.00 79.3% 22.7% 86.3% 69.3% 0.0% -0.7% -20.2% -1.2K 171.6K -713 0.00 130.36 N/A N/A 0 0 72 88 2020-03-19 $31.26 $42.00 110.4% 31.6% 87.3% 99.5% 0.0% 82.2% -84.5% -1.3K 175.7K -732 0.00 116.77 N/A N/A 0 0 72 88 2020-03-20 $30.37 $42.00 69.6% 20.0% 87.2% 59.9% 0.0% 29.5% 2.9% -1.2K 173.1K -697 0.00 110.08 N/A N/A 0 0 72 88 2020-03-23 $29.21 $42.00 68.4% 19.6% 87.3% 58.8% 77.6% -2.5% 52.5% -1.2K 167.8K -550 0.00 112.24 N/A N/A 0 1 64 80 2020-03-24 $31.84 $42.00 54.2% 15.5% 95.3% 44.9% 0.0% 31.6% 3.7% -1.8K 171.0K -624 0.00 111.71 N/A N/A 0 10 64 80 2020-03-25 $33.40 $42.00 63.7% 18.3% 97.8% 54.2% 0.0% 16.1% -20.8% -2.4K 174.2K -831 0.00 115.08 N/A N/A 0 0 64 90 2020-03-26 $34.26 $42.00 51.1% 14.7% 98.8% 41.9% 0.0% 16.8% -2.9% -2.8K 169.5K -849 0.00 115.63 N/A N/A 0 0 64 90 2020-03-27 $32.62 $42.00 62.1% 17.8% 99.5% 52.6% 0.0% 10.1% -20.2% -2.2K 179.2K -784 0.00 114.22 N/A N/A 0 0 64 90 2020-03-30 $33.99 $42.00 55.4% 15.9% 101.0% 46.0% 0.0% 20.3% -5.3% -2.7K 172.1K -828 0.00 104.82 N/A N/A 0 0 64 90 2020-03-31 $33.81 $42.00 55.0% 15.8% 101.0% 45.6% 47.3% 24.8% -24.9% -2.7K 181.1K -775 0.00 101.97 N/A N/A 18 0 64 90
« Feb 2020 | All History | Apr 2020 » Home EPP History March 2020