EPP Options History — July 2021 In July 2021, EPP traded between $50.03 and $51.82. ATM implied volatility averaged 15.6%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 3.2% (HV 20d: 12.4%). Max pain ranged from $52.00 to $56.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.67.
Notable Days 2021-07-09 : Highest Volume — 33 contracts2021-07-12 : Largest IV spike — 44.9% change2021-07-19 : Highest IV Rank — 29.4%2021-07-19 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $51.28 $50.03 $51.82 $51.47 $51.02 Max Pain $52.89 $52.00 $56.00 $56.00 $52.00 ATM IV 15.6% 11.9% 18.2% 15.3% 15.6% Expected Move 4.4% 3.4% 5.1% 4.4% 4.5% HV 20d 12.4% 8.3% 15.3% 9.4% 15.3% HV 60d 12.8% 12.1% 13.4% 12.4% 12.7% IV Rank 16.6% 0.0% 29.4% 8.3% 18.6% IV Percentile 16.3% 0.0% 35.7% 10.7% 14.7% Term Structure 1.4% -0.1% 7.3% 0.1% 0.9% VWIV 14.7% 14.7% 14.7% 14.7% 14.7% Skew 25d 5.0% 0.8% 9.2% 2.4% 3.1% Skew 10d 7.2% -0.1% 12.9% 1.3% 7.9% Call IV 25d 13.3% 10.1% 16.9% 11.4% 15.0% Put IV 25d 18.3% 13.8% 26.0% 13.8% 18.1% Bid-Ask Spread % 92.49 68.18 115.06 95.71 86.04 Gamma HHI 0.26 0.17 0.43 0.18 0.39 Net GEX 3.9K -4.7K 12.1K 4.0K 10.6K Net DEX 1.0M 785.9K 1.3M 1.3M 797.5K Net VEX -392 -547 -262 -540 -405 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.67 0.00 5.00 0.00 0.00 Total Volume 3.286 0 33 0 0 Total OI 312.476 208 413 413 229
Daily Data (21 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 2021-07-01 $51.47 $56.00 15.3% 4.4% 9.4% 8.3% 0.0% 2.4% 0.1% 4.0K 1.3M -540 0.00 95.71 N/A N/A 0 0 92 321 2021-07-02 $51.76 $56.00 11.9% 3.4% 8.3% 0.0% 0.0% 3.6% 1.5% 4.6K 1.3M -547 0.00 98.44 N/A N/A 0 0 92 321 2021-07-06 $51.41 $0.00 17.0% 4.6% 8.5% 14.0% 0.0% 7.4% 1.8% 2.3K 1.3M -482 0.00 81.24 N/A N/A 0 0 92 321 2021-07-07 $51.82 $0.00 14.4% 4.3% 9.1% 6.9% 0.0% 3.7% 1.3% 4.8K 1.3M -436 0.00 81.36 N/A N/A 0 2 92 321 2021-07-08 $50.96 $0.00 17.3% 5.0% 10.3% 21.2% 0.0% 3.0% 0.3% -4.7K 1.3M -403 0.00 81.72 N/A N/A 0 0 92 319 2021-07-09 $51.66 $0.00 12.6% 4.3% 11.7% 2.4% 0.0% 8.4% 1.1% -494 1.3M -389 0.00 97.58 N/A N/A 33 0 92 319 2021-07-12 $51.79 $0.00 18.2% 4.1% 11.8% 24.7% 0.0% 4.7% 2.1% -1.4K 1.3M -354 0.00 89.70 N/A N/A 0 1 66 318 2021-07-13 $51.61 $0.00 15.9% 4.1% 11.7% 15.8% 0.0% 4.7% 2.5% -1.4K 1.3M -328 0.00 101.50 N/A N/A 0 0 66 318 2021-07-14 $51.66 $0.00 14.1% 4.0% 11.7% 9.2% 0.0% 1.9% 2.1% -686 1.3M -308 0.00 68.18 N/A N/A 0 0 66 318 2021-07-15 $51.33 $0.00 15.5% 4.4% 11.8% 17.8% 0.0% 3.7% 7.3% -3.4K 1.3M -321 0.00 106.29 N/A N/A 0 0 66 318 2021-07-16 $51.14 $0.00 14.9% 4.3% 11.7% 15.0% 0.0% 0.8% 0.1% 1.2K 1.0M -262 5.00 110.30 N/A N/A 2 10 66 259 2021-07-19 $50.03 $0.00 17.7% 5.1% 13.0% 29.4% 0.0% 9.2% 2.3% 164 831.0K -312 0.00 107.16 N/A N/A 0 0 19 189 2021-07-20 $50.71 $0.00 16.8% 4.8% 13.9% 24.6% 0.0% 7.2% 1.2% 50 833.1K -330 0.00 108.36 N/A N/A 0 0 19 189 2021-07-21 $51.28 $0.00 16.5% 4.7% 14.5% 23.3% 14.7% 7.4% 0.7% 189 833.6K -315 0.00 113.67 N/A N/A 21 0 19 189 2021-07-22 $51.49 $52.00 15.4% 4.4% 14.6% 17.7% 0.0% 7.8% 1.2% 11.4K 788.3K -418 0.00 115.06 N/A N/A 0 0 40 189 2021-07-23 $51.50 $52.00 14.5% 4.2% 14.4% 13.2% 0.0% 4.1% 0.3% 11.4K 785.9K -438 0.00 68.97 N/A N/A 0 0 40 189 2021-07-26 $51.33 $52.00 15.8% 4.5% 14.4% 19.8% 0.0% 4.3% 0.1% 12.1K 790.8K -407 0.00 75.10 N/A N/A 0 0 40 189 2021-07-27 $50.68 $52.00 17.5% 5.0% 14.8% 28.3% 0.0% 8.8% -0.1% 8.6K 800.4K -405 0.00 93.47 N/A N/A 0 0 40 189 2021-07-28 $50.90 $52.00 15.6% 4.5% 15.0% 18.6% 0.0% 5.2% 2.5% 9.9K 800.3K -425 0.00 88.55 N/A N/A 0 0 40 189 2021-07-29 $51.28 $52.00 16.0% 4.6% 15.2% 20.6% 0.0% 2.7% 0.5% 11.9K 788.6K -409 0.00 73.89 N/A N/A 0 0 40 189 2021-07-30 $51.02 $52.00 15.6% 4.5% 15.3% 18.6% 0.0% 3.1% 0.9% 10.6K 797.5K -405 0.00 86.04 N/A N/A 0 0 40 189
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