EPP Options History — October 2021

In October 2021, EPP traded between $48.97 and $51.75. ATM implied volatility averaged 18.1%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 2.5% (HV 20d: 15.6%). Max pain ranged from $47.00 to $65.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.82.

Notable Days

2021-10-25: Highest Volume — 89 contracts
2021-10-07: Largest IV spike — 35.7% change
2021-10-04: Highest IV Rank — 84.0%
2021-10-01: Largest Expected Move — 6.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.54	$48.97	$51.75	$48.97	$51.23
Max Pain	$49.76	$47.00	$65.00	$65.00	$52.00
ATM IV	18.1%	13.4%	27.1%	23.6%	15.7%
Expected Move	4.9%	3.8%	6.8%	6.8%	4.5%
HV 20d	15.6%	9.7%	19.0%	17.7%	10.9%
HV 60d	13.9%	13.5%	14.6%	14.4%	13.8%
IV Rank	36.1%	10.7%	84.0%	65.4%	23.2%
IV Percentile	42.7%	2.4%	96.0%	90.1%	25.4%
Term Structure	1.3%	-3.9%	8.2%	-3.9%	2.5%
VWIV	14.4%	9.8%	18.7%	18.7%	11.0%
Skew 25d	5.8%	2.7%	9.8%	6.9%	4.6%
Skew 10d	8.3%	-15.7%	19.0%	4.5%	11.7%
Call IV 25d	14.2%	10.2%	19.1%	13.5%	14.8%
Put IV 25d	20.0%	15.8%	25.3%	20.3%	19.4%
Bid-Ask Spread %	94.50	61.59	113.69	113.69	83.35
Gamma HHI	0.34	0.19	0.49	0.19	0.40
Net GEX	9.5K	1.7K	28.9K	3.7K	7.2K
Net DEX	345.9K	-64.6K	842.7K	833.8K	-13.3K
Net VEX	-480	-607	-308	-390	-560
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.82	0.00	1.48	0.00	1.48
Total Volume	32.429	0	89	0	67
Total OI	174.143	53	293	278	91

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
2021-10-01	$48.97	$65.00	23.6%	6.8%	17.7%	65.4%	0.0%	6.9%	-3.9%	3.7K	833.8K	-390	0.00	113.69	N/A	N/A	0	0	64	214
2021-10-04	$49.00	$47.00	27.1%	6.4%	17.6%	84.0%	0.0%	4.2%	-3.6%	5.4K	818.6K	-386	0.00	97.95	N/A	N/A	0	0	64	214
2021-10-05	$49.52	$47.00	18.3%	5.5%	18.3%	36.8%	0.0%	6.4%	1.6%	7.1K	822.6K	-349	0.00	92.60	N/A	N/A	0	0	64	214
2021-10-06	$49.16	$47.00	19.5%	6.2%	18.3%	43.8%	0.0%	6.5%	-1.6%	4.6K	842.4K	-308	0.00	61.59	N/A	N/A	0	15	64	214
2021-10-07	$49.73	$47.00	26.5%	5.6%	18.9%	81.1%	0.0%	6.9%	-1.4%	9.3K	817.2K	-329	0.00	64.13	N/A	N/A	0	0	64	214
2021-10-08	$49.79	$47.00	20.5%	5.5%	18.9%	48.8%	0.0%	7.1%	-0.8%	9.8K	842.7K	-546	0.00	90.91	N/A	N/A	0	0	64	229
2021-10-11	$49.67	$47.00	23.1%	5.3%	18.8%	63.0%	18.7%	7.1%	0.3%	8.4K	555.2K	-493	0.00	93.70	N/A	N/A	5	0	64	169
2021-10-12	$49.75	$47.00	23.3%	4.5%	18.7%	64.1%	0.0%	8.7%	5.5%	9.6K	559.4K	-470	0.00	109.84	N/A	N/A	0	0	64	169
2021-10-13	$50.14	$47.00	16.8%	4.8%	18.9%	29.1%	0.0%	9.8%	1.6%	14.3K	540.4K	-459	0.00	105.30	N/A	N/A	0	0	65	169
2021-10-14	$50.53	$47.00	16.2%	4.6%	19.0%	25.7%	15.9%	5.3%	8.2%	22.7K	506.8K	-455	0.00	104.61	N/A	N/A	12	0	65	169
2021-10-15	$50.82	$47.00	15.9%	4.6%	18.4%	24.5%	0.0%	5.6%	2.0%	28.9K	481.2K	-389	0.00	103.16	N/A	N/A	0	0	65	169
2021-10-18	$50.66	$47.00	14.5%	4.2%	14.6%	17.0%	9.8%	8.6%	1.3%	1.7K	-5.8K	-423	0.00	102.64	N/A	N/A	0	8	23	30
2021-10-19	$51.28	$47.00	16.1%	4.6%	14.1%	25.2%	15.3%	6.7%	0.8%	1.8K	-16.4K	-426	0.00	101.58	N/A	N/A	23	0	23	30
2021-10-20	$51.75	$52.00	14.9%	4.3%	14.1%	19.0%	15.0%	5.1%	0.4%	10.9K	-59.5K	-573	0.78	91.50	N/A	N/A	49	38	46	38
2021-10-21	$51.22	$52.00	15.8%	4.5%	14.6%	23.5%	15.1%	3.9%	2.2%	9.4K	-42.3K	-607	0.78	104.06	N/A	N/A	49	38	46	38
2021-10-22	$51.44	$52.00	15.4%	4.4%	13.2%	21.4%	12.6%	3.4%	1.2%	10.9K	-49.0K	-594	0.78	100.47	N/A	N/A	49	38	46	38
2021-10-25	$51.75	$52.00	14.6%	4.2%	13.2%	17.1%	15.1%	5.5%	1.8%	10.6K	-64.6K	-566	0.82	87.15	N/A	N/A	49	40	46	38
2021-10-26	$51.64	$52.00	14.2%	4.1%	9.7%	15.3%	14.8%	2.7%	1.5%	8.1K	-37.1K	-602	1.48	95.98	N/A	N/A	27	40	46	45
2021-10-27	$51.48	$52.00	14.9%	4.3%	9.9%	18.8%	15.0%	2.7%	2.4%	7.5K	-28.5K	-581	1.48	90.86	N/A	N/A	27	40	46	45
2021-10-28	$51.73	$52.00	13.4%	3.8%	9.9%	10.7%	14.8%	4.4%	4.3%	8.5K	-40.1K	-575	1.48	89.45	N/A	N/A	27	40	46	45
2021-10-29	$51.23	$52.00	15.7%	4.5%	10.9%	23.2%	11.0%	4.6%	2.5%	7.2K	-13.3K	-560	1.48	83.35	N/A	N/A	27	40	46	45