EPP Options History — May 2020 In May 2020, EPP traded between $35.20 and $37.68. ATM implied volatility averaged 31.8%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 0.9% (HV 20d: 32.7%). Max pain ranged from $34.00 to $41.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-05-18 : Highest Volume — 45 contracts2020-05-13 : Largest IV spike — 43.1% change2020-05-01 : Highest IV Rank — 36.6%2020-05-01 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $36.52 $35.20 $37.68 $35.20 $37.16 Max Pain $40.22 $34.00 $41.00 $34.00 $41.00 ATM IV 31.8% 24.6% 45.6% 45.6% 30.2% Expected Move 9.5% 7.8% 13.1% 13.1% 8.7% HV 20d 32.7% 27.9% 42.4% 42.4% 31.5% HV 60d 64.6% 64.2% 65.3% 64.2% 65.2% IV Rank 23.1% 16.1% 36.6% 36.6% 21.6% IV Percentile 82.2% 79.0% 91.3% 91.3% 79.4% Term Structure -2.2% -10.7% 18.6% -9.1% 18.6% VWIV 30.1% 24.2% 34.4% 24.2% 34.4% Skew 25d 7.8% 1.0% 12.7% 12.7% 2.0% Skew 10d 10.9% 0.1% 23.7% 11.0% 8.1% Call IV 25d 26.5% 18.7% 45.1% 45.1% 31.3% Put IV 25d 34.3% 27.5% 57.8% 57.8% 33.3% Bid-Ask Spread % 101.85 72.72 129.87 124.63 125.52 Gamma HHI 0.21 0.19 0.26 0.20 0.21 Net GEX -5.1K -10.8K -946 -946 -9.6K Net DEX 161.8K 67.5K 299.1K 99.7K 276.3K Net VEX -776 -842 -691 -839 -738 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 2.95 0 45 0 3 Total OI 170.15 142 193 158 193
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 2020-05-01 $35.20 $34.00 45.6% 13.1% 42.4% 36.6% 0.0% 12.7% -9.1% -946 99.7K -839 0.00 124.63 N/A N/A 0 0 77 81 2020-05-04 $35.76 $0.00 38.8% 10.6% 40.8% 30.0% 0.0% 7.0% -4.5% -1.2K 90.9K -842 0.00 107.98 N/A N/A 0 0 77 81 2020-05-05 $36.08 $0.00 41.1% 10.2% 35.0% 32.1% 0.0% 1.0% -10.0% -1.9K 87.8K -805 0.00 118.31 N/A N/A 0 0 77 81 2020-05-06 $35.84 $0.00 30.3% 10.2% 35.1% 21.7% 0.0% 9.8% -5.4% -1.5K 87.0K -797 0.00 72.72 N/A N/A 0 0 77 81 2020-05-07 $36.09 $0.00 29.1% 10.1% 35.1% 20.5% 0.0% 10.5% -0.3% -2.0K 87.8K -773 0.00 78.10 N/A N/A 0 0 77 81 2020-05-08 $36.57 $0.00 25.1% 9.3% 33.6% 16.6% 0.0% 6.8% 1.3% -2.7K 69.6K -816 0.00 79.31 N/A N/A 0 0 77 81 2020-05-11 $36.74 $0.00 24.6% 10.2% 33.6% 16.1% 0.0% 10.9% -2.1% -4.0K 67.5K -769 0.00 82.36 N/A N/A 0 0 77 81 2020-05-12 $36.17 $0.00 25.7% 9.7% 32.4% 17.1% 0.0% 7.9% -1.1% -3.7K 80.3K -721 0.00 87.67 N/A N/A 0 0 77 81 2020-05-13 $35.75 $0.00 36.7% 10.5% 30.3% 27.9% 0.0% 9.9% -6.1% -1.2K 90.5K -730 0.00 80.73 N/A N/A 0 0 77 81 2020-05-14 $35.74 $0.00 37.1% 10.6% 30.3% 28.3% 0.0% 10.5% -10.7% -1.5K 91.3K -732 0.00 94.85 N/A N/A 0 0 77 81 2020-05-15 $35.69 $0.00 31.6% 9.1% 29.2% 22.9% 0.0% 12.5% -4.9% -4.3K 92.5K -691 0.00 83.29 N/A N/A 0 0 77 81 2020-05-18 $37.30 $0.00 27.3% 7.8% 32.4% 18.7% 24.2% 9.8% -0.5% -6.1K 117.3K -715 0.00 91.21 N/A N/A 0 45 61 81 2020-05-19 $37.06 $41.00 29.6% 8.5% 29.0% 20.9% 0.0% 7.2% -0.1% -8.0K 275.5K -788 0.00 93.50 N/A N/A 1 0 61 126 2020-05-20 $37.66 $41.00 27.6% 7.9% 27.9% 19.1% 0.0% 4.4% -2.8% -9.0K 260.9K -802 0.00 116.84 N/A N/A 0 0 62 126 2020-05-21 $36.87 $41.00 31.4% 9.0% 29.2% 22.8% 0.0% 5.2% 4.1% -7.5K 274.0K -797 0.00 115.69 N/A N/A 0 0 62 126 2020-05-22 $36.08 $41.00 29.9% 8.6% 30.2% 21.3% 31.6% 8.9% 0.4% -6.4K 299.1K -702 0.00 109.94 N/A N/A 0 5 62 126 2020-05-26 $37.39 $41.00 31.4% 9.0% 32.5% 22.8% 0.0% 6.7% -3.5% -10.0K 265.5K -820 0.00 128.91 N/A N/A 0 0 62 131 2020-05-27 $37.48 $41.00 31.0% 8.9% 32.5% 22.3% 34.4% 3.5% -5.4% -10.0K 266.5K -803 0.00 115.66 N/A N/A 0 5 62 131 2020-05-28 $37.68 $41.00 31.1% 8.9% 31.4% 22.5% 0.0% 9.3% -2.0% -10.8K 255.1K -836 0.00 129.87 N/A N/A 0 0 62 131 2020-05-29 $37.16 $41.00 30.2% 8.7% 31.5% 21.6% 0.0% 2.0% 18.6% -9.6K 276.3K -738 0.00 125.52 N/A N/A 3 0 62 131
« Apr 2020 | All History | Jun 2020 » Home EPP History May 2020