EPP Options History — June 2021

In June 2021, EPP traded between $51.64 and $53.94. ATM implied volatility averaged 15.5%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 4.5% (HV 20d: 11.0%). Max pain ranged from $53.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.47.

Notable Days

  • 2021-06-23: Highest Volume — 314 contracts
  • 2021-06-02: Largest IV drop — 21.1% change
  • 2021-06-07: Highest IV Rank — 17.3%
  • 2021-06-04: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.73$51.64$53.94$53.55$51.64
Max Pain$58.59$53.00$60.00$53.00$56.00
ATM IV15.5%13.7%18.4%17.3%13.8%
Expected Move4.4%3.7%5.0%5.0%4.0%
HV 20d11.0%9.5%13.7%13.7%9.6%
HV 60d12.9%12.4%13.1%13.1%12.4%
IV Rank9.0%3.9%17.3%14.2%4.3%
IV Percentile8.9%0.8%28.2%17.5%1.6%
Term Structure1.3%-5.4%4.1%-0.9%3.3%
VWIV14.5%8.5%19.4%16.6%14.7%
Skew 25d1.6%-3.5%6.6%-0.3%2.3%
Skew 10d6.3%-2.1%27.7%20.0%5.7%
Call IV 25d15.0%11.1%19.2%16.5%14.2%
Put IV 25d16.6%13.2%24.7%16.2%16.5%
Bid-Ask Spread %96.0877.47112.2999.07100.53
Gamma HHI0.240.150.350.200.15
Net GEX21.2K2.4K47.0K26.3K2.4K
Net DEX1.2M928.4K1.4M997.7K1.2M
Net VEX-945-1.4K-651-1.4K-711
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.002.170.002.17
Total Volume33.455031410
Total OI461.864413497481413

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$53.55$53.0017.3%5.0%13.7%14.2%16.6%-0.3%-0.9%26.3K997.7K-1.4K0.0099.07N/AN/A01137344
2021-06-02$53.68$53.0013.7%3.9%13.3%3.9%0.0%2.6%-0.1%32.9K971.8K-1.1K0.0094.51N/AN/A20137345
2021-06-03$53.29$59.0015.1%4.7%13.1%7.8%0.0%0.2%0.7%27.4K1.0M-1.2K0.0097.83N/AN/A02137345
2021-06-04$53.94$59.0017.1%5.0%13.7%13.6%0.0%1.5%-0.1%37.1K983.8K-1.3K0.0097.62N/AN/A016137347
2021-06-07$53.80$59.0018.4%3.9%13.1%17.3%14.9%-0.0%4.0%36.9K970.7K-1.1K0.0096.23N/AN/A30137349
2021-06-08$53.91$59.0016.9%3.7%13.1%13.0%8.5%0.6%3.8%47.0K928.4K-8040.0077.47N/AN/A04140349
2021-06-09$53.49$59.0015.4%4.4%12.3%8.6%16.3%-1.2%4.1%28.3K988.2K-8940.2594.61N/AN/A164140353
2021-06-10$53.16$59.0016.1%4.6%10.8%10.6%16.2%2.6%1.4%30.4K1.0M-1.2K0.0099.28N/AN/A10140357
2021-06-11$53.06$59.0015.9%4.6%10.8%10.3%14.5%0.4%1.5%35.2K1.0M-1.1K0.0092.12N/AN/A10139357
2021-06-14$53.16$60.0014.7%4.2%10.5%6.7%12.1%1.7%3.9%27.9K1.3M-9331.0092.21N/AN/A33101345
2021-06-15$52.89$60.0015.2%4.3%10.7%8.1%15.0%3.0%3.0%21.2K1.3M-9030.0581.95N/AN/A392101348
2021-06-16$52.76$59.0014.0%4.0%10.7%4.9%0.0%5.5%2.9%27.0K1.2M-1.1K0.00112.29N/AN/A02130348
2021-06-17$52.42$59.0016.1%4.6%9.8%10.8%15.0%-3.5%3.7%8.4K1.3M-9550.00103.61N/AN/A10130350
2021-06-18$51.66$60.0015.0%4.3%9.7%7.8%0.0%2.0%0.9%2.7K1.4M-9280.0091.35N/AN/A02129350
2021-06-21$51.98$60.0014.5%4.1%9.9%6.1%19.4%2.3%2.3%9.4K1.3M-8460.00102.49N/AN/A0493343
2021-06-22$51.99$60.0014.4%4.1%9.6%6.1%11.5%6.6%-5.4%11.8K1.3M-6580.0079.04N/AN/A1093343
2021-06-23$51.78$60.0014.7%4.2%9.5%6.9%14.0%4.7%-2.8%9.3K1.3M-7372.1790.27N/AN/A9921592343
2021-06-24$52.11$60.0015.9%4.6%9.6%10.1%14.9%1.9%0.5%11.3K1.3M-7960.00105.72N/AN/A1092343
2021-06-25$52.22$60.0015.0%4.3%9.5%7.7%0.0%-2.3%1.6%14.8K1.3M-7370.00107.67N/AN/A0092343
2021-06-28$51.86$60.0016.5%4.7%9.7%11.9%0.0%2.5%-0.9%9.4K1.3M-7150.00102.82N/AN/A0092343
2021-06-29$51.82$56.0014.9%4.3%9.7%7.5%14.7%2.2%1.8%10.2K1.2M-6512.1795.06N/AN/A9921592322
2021-06-30$51.64$56.0013.8%4.0%9.6%4.3%0.0%2.3%3.3%2.4K1.2M-7110.00100.53N/AN/A0092321