EPP Options History — January 2022 In January 2022, EPP traded between $44.83 and $48.41. ATM implied volatility averaged 21.3%, placing in the 49.7% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 6.1% (HV 20d: 15.3%). Max pain ranged from $49.00 to $54.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 5.48.
Notable Days 2022-01-21 : Highest Volume — 106 contracts2022-01-10 : Largest IV spike — 76.8% change2022-01-31 : Highest IV Rank — 80.1%2022-01-31 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $47.10 $44.83 $48.41 $47.82 $45.42 Max Pain $53.05 $49.00 $54.00 $49.00 $52.00 ATM IV 21.3% 14.3% 27.5% 16.1% 27.5% Expected Move 6.0% 4.6% 7.9% 4.6% 7.9% HV 20d 15.3% 12.6% 17.9% 17.9% 16.7% HV 60d 15.8% 15.0% 16.7% 15.0% 16.7% IV Rank 49.7% 14.6% 80.1% 23.4% 80.1% IV Percentile 72.7% 6.7% 98.0% 31.7% 98.0% Term Structure -0.9% -9.9% 4.6% 1.0% -9.9% VWIV 20.7% 13.5% 27.5% 16.5% 24.3% Skew 25d 7.2% 3.8% 12.0% 4.9% 11.9% Skew 10d 14.6% 6.7% 20.9% 14.9% 17.4% Call IV 25d 17.5% 11.3% 27.5% 14.8% 20.4% Put IV 25d 24.7% 19.1% 34.3% 19.6% 32.3% Bid-Ask Spread % 99.76 71.82 119.22 92.76 116.04 Gamma HHI 0.33 0.24 0.48 0.25 0.30 Net GEX 1.7K -5.3K 11.5K 3.2K -5.2K Net DEX 74.8K 37.1K 104.7K 62.4K 99.4K Net VEX -327 -451 -253 -451 -291 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.48 1.19 20.50 1.21 8.67 Total Volume 84.85 29 106 104 29 Total OI 99.5 62 122 122 64
Daily Data (20 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 2022-01-03 $47.82 $49.00 16.1% 4.6% 17.9% 23.4% 16.5% 4.9% 1.0% 3.2K 62.4K -451 1.21 92.76 N/A N/A 47 57 45 77 2022-01-04 $48.41 $49.00 16.0% 4.6% 17.5% 23.2% 15.9% 7.8% -0.1% 7.8K 37.1K -424 1.21 98.21 N/A N/A 47 57 45 69 2022-01-05 $47.75 $49.00 17.5% 5.0% 17.5% 30.4% 16.2% 6.0% -0.8% 6.1K 54.4K -424 1.21 108.41 N/A N/A 47 57 45 69 2022-01-06 $47.28 $54.00 25.1% 5.2% 17.4% 68.4% 15.6% 4.6% 3.6% 2.2K 69.9K -332 1.21 108.42 N/A N/A 47 57 45 69 2022-01-07 $47.58 $54.00 14.3% 5.0% 17.7% 14.6% 16.3% 8.5% 0.0% 3.3K 79.4K -339 1.21 92.22 N/A N/A 47 57 45 69 2022-01-10 $47.30 $54.00 25.3% 6.8% 17.7% 69.3% 20.5% 5.3% -3.8% 3.4K 71.4K -358 1.21 101.90 N/A N/A 47 57 45 69 2022-01-11 $47.79 $54.00 16.6% 4.6% 12.6% 26.0% 21.6% 5.5% 1.7% 3.2K 81.6K -291 1.19 96.94 N/A N/A 48 57 45 69 2022-01-12 $48.37 $54.00 20.2% 5.8% 12.9% 44.2% 13.5% 7.2% -1.5% 11.5K 48.3K -353 1.19 71.82 N/A N/A 48 57 46 69 2022-01-13 $48.18 $54.00 22.5% 6.5% 12.9% 55.6% 25.6% 8.6% -8.2% 10.8K 38.2K -359 1.19 110.77 N/A N/A 48 57 46 69 2022-01-14 $48.07 $54.00 18.9% 5.4% 13.0% 37.4% 18.2% 3.8% -0.9% 6.6K 37.2K -373 1.19 105.69 N/A N/A 48 57 46 69 2022-01-18 $47.25 $54.00 17.6% 5.0% 14.1% 31.0% 21.0% 4.6% -1.5% 2.2K 84.5K -308 1.19 119.22 N/A N/A 48 57 46 69 2022-01-19 $47.66 $54.00 22.4% 6.4% 14.2% 55.2% 19.9% 6.0% -0.6% 2.9K 87.9K -314 1.19 98.28 N/A N/A 48 57 46 69 2022-01-20 $47.69 $54.00 21.0% 6.0% 13.6% 47.9% 17.6% 7.3% -3.2% 4.1K 91.1K -275 1.19 79.06 N/A N/A 48 57 46 69 2022-01-21 $46.87 $54.00 20.1% 5.8% 14.4% 43.4% 23.3% 6.9% 2.6% -3.5K 104.7K -253 1.21 87.34 N/A N/A 48 58 46 69 2022-01-24 $46.25 $54.00 24.0% 6.9% 14.8% 63.1% 25.3% 12.0% -2.1% -5.3K 93.0K -313 20.50 72.36 N/A N/A 2 41 1 61 2022-01-25 $46.41 $54.00 23.9% 6.9% 14.7% 62.5% 27.5% 10.4% 4.0% -4.9K 83.0K -254 20.50 108.02 N/A N/A 2 41 1 62 2022-01-26 $45.77 $54.00 26.0% 7.5% 15.2% 73.1% 25.6% 4.7% -3.4% -4.6K 81.6K -275 20.50 111.87 N/A N/A 2 41 1 62 2022-01-27 $45.23 $54.00 27.2% 7.8% 15.5% 79.1% 24.7% 10.5% 0.9% -5.1K 97.3K -299 13.67 110.73 N/A N/A 3 41 1 62 2022-01-28 $44.83 $52.00 24.7% 7.1% 15.6% 66.5% 24.6% 6.9% 4.6% -4.4K 93.7K -255 9.00 105.07 N/A N/A 3 27 2 62 2022-01-31 $45.42 $52.00 27.5% 7.9% 16.7% 80.1% 24.3% 11.9% -9.9% -5.2K 99.4K -291 8.67 116.04 N/A N/A 3 26 2 62
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