EPP Options History — May 2021

In May 2021, EPP traded between $51.90 and $53.56. ATM implied volatility averaged 17.7%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 2.8% (HV 20d: 14.9%). Max pain ranged from $47.00 to $53.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-05-27: Highest Volume — 24 contracts
  • 2021-05-11: Largest IV spike — 60.2% change
  • 2021-05-19: Highest IV Rank — 24.9%
  • 2021-05-19: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.70$51.90$53.56$52.30$53.56
Max Pain$50.95$47.00$53.00$47.00$53.00
ATM IV17.7%12.3%21.1%18.6%16.1%
Expected Move5.3%4.6%6.1%5.3%4.6%
HV 20d14.9%13.5%16.2%13.8%13.8%
HV 60d14.2%13.1%15.0%13.9%13.1%
IV Rank14.5%0.0%24.9%14.4%10.6%
IV Percentile22.7%0.0%47.2%24.2%8.7%
Term Structure-0.6%-4.9%3.1%-1.8%0.9%
VWIV16.1%16.1%16.1%16.1%16.1%
Skew 25d1.6%-2.4%10.2%3.1%0.2%
Skew 10d6.3%-5.9%18.1%1.4%18.1%
Call IV 25d16.7%11.1%19.6%13.6%15.2%
Put IV 25d18.3%15.4%21.8%16.7%15.4%
Bid-Ask Spread %98.4981.38118.74111.5394.39
Gamma HHI0.210.160.330.180.22
Net GEX25.1K12.3K54.0K19.7K32.3K
Net DEX1.1M974.2K1.2M1.0M984.4K
Net VEX-1.5K-1.9K-1.1K-1.6K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume3.3502400
Total OI452.55423481457481

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$52.30$47.0018.6%5.3%13.8%14.4%0.0%3.1%-1.8%19.7K1.0M-1.6K0.00111.53N/AN/A00133324
2021-05-04$51.91$47.0020.2%5.8%13.7%19.1%0.0%5.7%-0.8%17.6K1.1M-1.6K0.00118.74N/AN/A00133324
2021-05-05$52.52$47.0018.1%5.2%14.1%12.9%0.0%10.2%3.1%15.5K1.0M-1.9K0.00115.84N/AN/A00133324
2021-05-06$52.74$51.0014.9%5.3%13.5%3.4%0.0%0.9%-0.7%23.4K1.1M-1.6K0.00100.55N/AN/A00123324
2021-05-07$53.37$51.0012.3%5.0%14.0%0.0%0.0%3.8%-0.3%29.5K988.0K-1.5K0.00103.60N/AN/A00123324
2021-05-10$53.54$51.0012.7%5.2%13.7%1.0%0.0%-0.3%-1.3%22.3K974.2K-1.6K0.0085.07N/AN/A70123324
2021-05-11$52.77$51.0020.3%5.9%14.8%22.5%0.0%-1.3%-1.0%21.1K1.0M-1.7K0.0084.78N/AN/A00130324
2021-05-12$51.90$51.0020.8%6.0%15.9%24.1%0.0%2.3%-0.9%18.3K1.1M-1.7K0.00104.21N/AN/A00130324
2021-05-13$52.15$51.0016.1%4.6%15.3%10.7%0.0%2.1%0.4%20.6K1.1M-1.6K0.00101.81N/AN/A00130324
2021-05-14$52.52$51.0018.6%5.3%15.6%17.7%0.0%-0.2%-1.4%27.6K1.1M-1.5K0.00102.31N/AN/A00130324
2021-05-17$52.46$51.0019.4%5.5%15.5%19.9%0.0%-0.1%-1.2%21.3K1.1M-1.4K0.00101.14N/AN/A00130324
2021-05-18$52.65$51.0019.4%5.6%14.9%20.0%0.0%-0.1%-3.2%35.0K1.0M-1.4K0.00101.86N/AN/A00130324
2021-05-19$51.96$52.0021.1%6.1%15.3%24.9%0.0%0.5%-4.9%16.6K1.2M-1.3K0.0086.19N/AN/A00130325
2021-05-20$52.73$52.0020.8%5.9%16.2%23.9%0.0%1.7%-0.1%54.0K1.1M-1.3K0.0098.65N/AN/A00130325
2021-05-21$52.48$52.0015.9%4.6%15.7%10.1%0.0%-2.4%1.2%40.0K1.1M-1.2K0.00103.60N/AN/A00130325
2021-05-24$52.77$52.0016.8%4.8%15.8%12.6%0.0%0.1%-0.5%12.3K1.1M-1.2K0.0081.38N/AN/A210104319
2021-05-25$53.00$52.0016.6%4.8%15.8%12.3%16.1%-1.9%0.7%19.3K1.1M-1.3K0.0082.33N/AN/A02125319
2021-05-26$53.26$53.0017.9%5.1%15.7%15.8%0.0%3.2%-0.3%24.3K1.0M-1.1K0.0097.99N/AN/A130125320
2021-05-27$53.47$53.0017.6%5.0%15.8%15.0%0.0%4.7%0.6%31.4K988.0K-1.2K0.0093.87N/AN/A024137320
2021-05-28$53.56$53.0016.1%4.6%13.8%10.6%0.0%0.2%0.9%32.3K984.4K-1.3K0.0094.39N/AN/A00137344