EPP Options History — October 2020

In October 2020, EPP traded between $40.20 and $42.49. ATM implied volatility averaged 23.4%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 9.7% (HV 20d: 13.7%). Max pain ranged from $38.00 to $39.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2020-10-15: Highest Volume — 79 contracts
2020-10-12: Largest IV drop — 42.6% change
2020-10-16: Highest IV Rank — 21.2%
2020-10-16: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.60	$40.20	$42.49	$40.85	$40.20
Max Pain	$38.91	$38.00	$39.00	$38.00	$39.00
ATM IV	23.4%	16.2%	29.9%	18.7%	28.2%
Expected Move	6.9%	5.4%	8.6%	5.4%	8.1%
HV 20d	13.7%	10.5%	17.6%	17.6%	14.0%
HV 60d	14.9%	14.1%	15.7%	15.4%	14.6%
IV Rank	15.0%	7.9%	21.2%	10.4%	19.6%
IV Percentile	50.7%	33.3%	69.0%	38.1%	65.5%
Term Structure	0.4%	-4.7%	9.4%	9.4%	0.1%
VWIV	20.5%	19.6%	21.5%	19.6%	21.5%
Skew 25d	6.1%	1.9%	9.9%	3.7%	3.1%
Skew 10d	12.9%	-3.1%	24.8%	3.2%	21.4%
Call IV 25d	20.2%	16.9%	26.8%	19.8%	16.9%
Put IV 25d	26.4%	20.1%	34.4%	23.5%	20.1%
Bid-Ask Spread %	92.45	67.94	119.27	112.69	102.63
Gamma HHI	0.59	0.29	0.95	0.37	0.51
Net GEX	32.0K	9.8K	102.3K	19.5K	9.8K
Net DEX	-144.1K	-295.6K	-43.1K	-85.7K	-43.1K
Net VEX	-456	-619	-282	-387	-458
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	6.227	0	79	0	0
Total OI	162.5	89	223	186	123

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2020-10-01	$40.85	$38.00	18.7%	5.4%	17.6%	10.4%	0.0%	3.7%	9.4%	19.5K	-85.7K	-387	112.69	N/A	N/A	0	129	57
2020-10-02	$40.83	$38.00	24.6%	7.1%	15.8%	16.1%	0.0%	9.1%	5.0%	18.1K	-112.2K	-488	119.27	N/A	N/A	0	129	57
2020-10-05	$41.45	$39.00	23.7%	7.9%	16.8%	15.2%	0.0%	7.9%	0.0%	22.8K	-119.8K	-433	86.77	N/A	N/A	24	129	57
2020-10-06	$41.15	$39.00	26.2%	7.2%	16.6%	17.7%	0.0%	4.7%	0.2%	32.2K	-151.9K	-496	96.60	N/A	N/A	0	153	57
2020-10-07	$41.77	$39.00	19.2%	6.9%	16.4%	10.8%	0.0%	8.2%	-0.9%	43.2K	-200.0K	-496	80.56	N/A	N/A	0	153	57
2020-10-08	$42.09	$39.00	21.6%	7.2%	14.6%	13.1%	0.0%	8.3%	-1.7%	43.3K	-235.2K	-464	67.94	N/A	N/A	0	153	57
2020-10-09	$42.23	$39.00	28.1%	6.2%	14.4%	19.5%	0.0%	6.5%	0.5%	43.2K	-248.4K	-455	80.44	N/A	N/A	0	153	57
2020-10-12	$42.49	$39.00	16.2%	6.1%	14.2%	7.9%	0.0%	5.5%	0.1%	59.7K	-295.6K	-363	87.65	N/A	N/A	0	153	57
2020-10-13	$42.28	$39.00	19.6%	6.6%	14.2%	11.2%	0.0%	5.4%	-1.8%	65.5K	-247.4K	-362	80.80	N/A	N/A	0	153	57
2020-10-14	$42.22	$39.00	21.6%	6.2%	14.2%	13.1%	0.0%	4.3%	1.8%	70.3K	-252.3K	-318	84.61	N/A	N/A	0	153	57
2020-10-15	$41.91	$39.00	22.8%	6.5%	14.3%	14.3%	19.6%	3.6%	2.2%	102.3K	-182.4K	-282	84.74	N/A	N/A	79	153	57
2020-10-16	$41.84	$39.00	29.9%	8.6%	14.1%	21.2%	0.0%	3.7%	-4.7%	48.3K	-197.0K	-436	98.56	N/A	N/A	0	166	57
2020-10-19	$41.67	$39.00	21.8%	6.3%	11.2%	13.4%	0.0%	5.5%	1.7%	10.6K	-67.3K	-416	90.46	N/A	N/A	3	61	28
2020-10-20	$41.77	$39.00	24.0%	6.9%	11.2%	15.5%	0.0%	3.2%	0.2%	10.9K	-75.3K	-452	94.41	N/A	N/A	4	64	28
2020-10-21	$41.73	$39.00	22.6%	6.5%	10.7%	14.1%	0.0%	9.2%	0.2%	12.0K	-75.1K	-480	90.00	N/A	N/A	3	68	28
2020-10-22	$42.07	$39.00	22.4%	6.4%	10.8%	14.0%	21.5%	9.5%	-0.8%	13.2K	-94.6K	-525	94.50	N/A	N/A	24	71	28
2020-10-23	$42.21	$39.00	23.3%	6.7%	10.5%	14.8%	0.0%	5.9%	0.4%	19.9K	-140.1K	-619	93.28	N/A	N/A	0	95	28
2020-10-26	$41.69	$39.00	23.5%	6.7%	11.5%	15.1%	0.0%	7.0%	1.2%	17.7K	-113.6K	-582	90.03	N/A	N/A	0	95	28
2020-10-27	$41.38	$39.00	26.4%	7.6%	11.7%	17.9%	0.0%	8.8%	-2.4%	16.9K	-88.4K	-532	90.24	N/A	N/A	0	95	28
2020-10-28	$40.61	$39.00	27.9%	8.0%	13.6%	19.3%	0.0%	1.9%	-1.3%	12.5K	-73.4K	-497	105.00	N/A	N/A	0	95	28
2020-10-29	$40.66	$39.00	23.3%	6.7%	13.4%	14.9%	0.0%	9.9%	-1.3%	11.7K	-71.9K	-490	102.73	N/A	N/A	0	95	28
2020-10-30	$40.20	$39.00	28.2%	8.1%	14.0%	19.6%	0.0%	3.1%	0.1%	9.8K	-43.1K	-458	102.63	N/A	N/A	0	95	28