EPP Options History — January 2021 In January 2021, EPP traded between $47.87 and $50.43. ATM implied volatility averaged 20.1%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 6.4% (HV 20d: 13.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 9.07.
Notable Days 2021-01-26 : Highest Volume — 81 contracts2021-01-07 : Largest IV spike — 34.3% change2021-01-28 : Highest IV Rank — 13.5%2021-01-28 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $49.41 $47.87 $50.43 $48.12 $47.87 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 20.1% 16.2% 24.3% 22.4% 23.3% Expected Move 5.7% 5.0% 7.0% 5.7% 6.7% HV 20d 13.7% 12.3% 18.5% 12.3% 18.5% HV 60d 17.1% 16.4% 18.2% 16.7% 18.2% IV Rank 9.8% 6.7% 13.5% 12.8% 12.5% IV Percentile 28.6% 14.3% 50.4% 39.7% 43.7% Term Structure 0.3% -3.9% 6.4% 0.1% -0.4% VWIV 14.7% 10.6% 18.9% 18.9% 10.6% Skew 25d 4.9% -29.7% 14.5% 5.2% 5.4% Skew 10d 7.8% -25.6% 16.1% 15.2% 9.3% Call IV 25d 17.6% 11.7% 51.5% 18.5% 17.3% Put IV 25d 22.5% 18.8% 27.5% 23.7% 22.8% Bid-Ask Spread % 99.87 70.85 123.78 70.85 116.08 Gamma HHI 0.48 0.26 0.68 0.26 0.52 Net GEX 7.4K -32.2K 27.2K 3.5K 19.0K Net DEX -272.2K -396.7K -17.8K -100.6K -17.8K Net VEX -2.1K -2.5K -2.0K -2.0K -2.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 9.07 0.00 80.00 0.00 1.00 Total Volume 9.211 0 81 2 4 Total OI 278.211 236 301 277 299
Daily Data (19 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 2021-01-04 $48.12 $0.00 22.4% 5.7% 12.3% 12.8% 0.0% 5.2% 0.1% 3.5K -100.6K -2.0K 0.00 70.85 N/A N/A 2 0 153 124 2021-01-05 $49.01 $0.00 23.0% 5.6% 13.5% 13.4% 0.0% 6.5% -2.2% 1.7K -188.2K -2.0K 0.00 97.31 N/A N/A 0 2 155 124 2021-01-06 $49.15 $0.00 16.2% 5.5% 13.2% 6.7% 0.0% 5.2% 0.3% -4.9K -237.7K -2.0K 0.00 104.61 N/A N/A 18 0 155 124 2021-01-07 $49.33 $0.00 21.8% 5.9% 13.2% 12.2% 0.0% 5.0% -0.7% 3.8K -269.5K -2.2K 0.00 98.00 N/A N/A 0 0 173 124 2021-01-08 $49.62 $0.00 17.4% 5.3% 13.2% 7.9% 0.0% 5.4% 0.2% -885 -329.7K -2.1K 0.00 88.25 N/A N/A 0 0 173 124 2021-01-11 $49.00 $0.00 21.1% 5.9% 13.8% 11.6% 0.0% 6.3% 0.7% -6.0K -243.3K -2.1K 0.00 79.83 N/A N/A 0 0 173 124 2021-01-12 $49.34 $0.00 21.0% 5.8% 13.6% 11.4% 0.0% 4.2% 0.1% -14.4K -293.0K -2.0K 0.00 80.25 N/A N/A 0 0 173 124 2021-01-13 $49.26 $0.00 20.0% 5.7% 13.2% 9.3% 0.0% 6.3% 0.3% -17.1K -299.6K -2.0K 0.00 84.59 N/A N/A 0 0 173 124 2021-01-14 $49.62 $0.00 18.8% 5.4% 13.2% 8.1% 0.0% 5.8% -3.9% -5.7K -353.9K -2.0K 0.00 87.84 N/A N/A 0 0 173 128 2021-01-15 $49.26 $0.00 19.1% 5.5% 13.6% 8.4% 18.9% 4.1% 2.4% -32.2K -351.9K -2.0K 0.00 97.17 N/A N/A 40 0 173 128 2021-01-19 $49.73 $50.00 18.8% 5.4% 13.7% 8.1% 0.0% 6.0% -0.9% 24.1K -338.0K -2.1K 0.00 110.14 N/A N/A 0 0 168 68 2021-01-20 $50.34 $50.00 17.4% 5.0% 13.4% 6.7% 10.6% 6.4% 0.2% 25.5K -368.4K -2.1K 0.00 101.84 N/A N/A 1 0 168 68 2021-01-21 $50.43 $50.00 19.7% 5.7% 12.7% 9.0% 0.0% 10.7% -1.4% 21.1K -396.7K -2.1K 0.60 107.74 N/A N/A 10 6 169 68 2021-01-22 $50.00 $50.00 19.4% 5.6% 12.9% 8.7% 0.0% 6.0% 2.9% 26.6K -365.8K -2.2K 0.00 110.33 N/A N/A 0 0 179 74 2021-01-25 $50.18 $50.00 18.2% 5.2% 12.4% 7.5% 0.0% 6.7% 1.9% 27.2K -383.1K -2.2K 0.00 105.93 N/A N/A 1 0 179 74 2021-01-26 $50.18 $50.00 21.6% 6.2% 12.5% 10.9% 0.0% 13.6% 3.2% 25.2K -395.3K -2.2K 80.00 110.33 N/A N/A 1 80 181 74 2021-01-27 $49.00 $50.00 19.2% 5.5% 15.5% 8.5% 0.0% -29.7% 6.4% 21.1K -132.1K -2.5K 0.00 123.78 N/A N/A 0 8 182 114 2021-01-28 $49.26 $50.00 24.3% 7.0% 15.6% 13.5% 0.0% 14.5% -3.8% 22.5K -106.4K -2.3K 0.00 122.74 N/A N/A 2 0 182 117 2021-01-29 $47.87 $50.00 23.3% 6.7% 18.5% 12.5% 0.0% 5.4% -0.4% 19.0K -17.8K -2.2K 1.00 116.08 N/A N/A 2 2 182 117
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