EPP Options History — June 2022

In June 2022, EPP traded between $40.58 and $47.11. ATM implied volatility averaged 25.1%, placing in the 51.9% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 2.0% (HV 20d: 27.1%). Max pain ranged from $40.00 to $47.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 93.27.

Notable Days

  • 2022-06-08: Highest Volume — 118 contracts
  • 2022-06-13: Largest IV spike — 36.1% change
  • 2022-06-17: Highest IV Rank — 95.3%
  • 2022-06-17: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.11$40.58$47.11$46.44$41.55
Max Pain$40.33$40.00$47.00$47.00$40.00
ATM IV25.1%18.3%36.6%21.2%23.8%
Expected Move7.1%5.1%10.5%6.1%6.8%
HV 20d27.1%19.6%30.1%26.6%28.9%
HV 60d23.5%21.7%24.8%21.8%24.6%
IV Rank51.9%26.2%95.3%37.3%46.8%
IV Percentile75.2%45.2%99.2%64.3%71.4%
Term Structure0.7%-3.5%7.3%-1.8%0.3%
VWIV31.8%19.1%43.4%19.1%28.9%
Skew 25d6.4%-0.8%18.6%1.1%5.9%
Skew 10d10.6%-1.0%21.8%6.2%19.6%
Call IV 25d22.9%16.8%32.8%19.4%24.2%
Put IV 25d29.3%18.0%44.1%20.5%30.2%
Bid-Ask Spread %99.9571.81119.1699.91107.40
Gamma HHI0.400.280.510.460.41
Net GEX-8.5K-12.2K-5.9K-6.5K-7.7K
Net DEX84.0K26.8K151.7K39.2K78.9K
Net VEX-586-872-218-319-609
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio93.2722.40117.0097.0022.40
Total Volume112.0959811898117
Total OI173.952161181161180

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$46.44$47.0021.2%6.1%26.6%37.3%19.1%1.1%-1.8%-6.5K39.2K-31997.0099.91N/AN/A1971160
2022-06-02$47.11$40.0018.3%5.8%26.2%26.2%21.7%3.1%1.5%-6.4K26.8K-21897.0087.21N/AN/A1971160
2022-06-03$46.53$40.0022.9%5.1%23.4%43.7%23.0%4.2%3.3%-5.9K37.5K-31097.0089.47N/AN/A1971160
2022-06-06$46.70$40.0019.3%5.2%22.8%30.0%23.7%3.1%2.7%-6.8K29.7K-24197.0085.63N/AN/A1971160
2022-06-07$46.73$40.0019.8%5.3%19.6%32.0%24.9%5.6%3.7%-6.2K36.7K-31297.0091.91N/AN/A1971160
2022-06-08$46.09$40.0019.8%5.7%20.5%31.9%25.5%-0.8%4.0%-6.9K39.3K-282117.0090.26N/AN/A11171160
2022-06-09$43.90$40.0022.4%6.4%27.4%41.9%40.7%7.0%1.3%-8.7K92.4K-682117.0071.81N/AN/A11171180
2022-06-10$42.93$40.0025.4%7.3%28.1%53.1%31.6%2.6%0.3%-7.8K92.8K-656117.0092.22N/AN/A11171180
2022-06-13$41.32$40.0034.6%9.9%28.5%87.7%40.2%18.6%-1.5%-10.6K141.3K-872117.00106.05N/AN/A11171180
2022-06-14$41.11$40.0026.1%7.5%28.4%55.6%37.8%9.8%-0.5%-11.0K128.7K-792117.0093.19N/AN/A11171180
2022-06-15$41.83$40.0025.8%7.4%28.3%54.6%36.0%10.0%-3.1%-12.2K127.5K-759117.00115.65N/AN/A11171180
2022-06-16$40.95$40.0034.4%9.9%28.4%87.1%42.6%11.3%7.3%-10.8K151.7K-864117.00116.28N/AN/A11171180
2022-06-17$40.58$40.0036.6%10.5%27.6%95.3%43.4%12.1%-1.4%-10.5K148.4K-866117.00119.16N/AN/A11171180
2022-06-21$41.47$40.0028.0%8.0%28.9%62.8%38.8%7.8%-0.1%-9.2K90.3K-649112.00104.04N/AN/A11121175
2022-06-22$41.03$40.0024.9%7.1%28.6%51.1%40.6%8.5%1.0%-11.8K120.7K-800112.00104.08N/AN/A11121175
2022-06-23$40.98$40.0028.2%8.1%28.7%63.6%38.0%7.5%0.8%-10.3K102.1K-723112.00106.94N/AN/A11121175
2022-06-24$41.85$40.0024.6%7.1%30.1%50.1%31.0%6.2%-3.5%-9.3K75.3K-573112.00108.56N/AN/A11121175
2022-06-27$42.09$40.0024.9%7.1%30.1%51.1%28.3%2.4%-0.6%-7.6K72.7K-59922.40106.29N/AN/A51121175
2022-06-28$42.07$40.0023.4%6.7%29.0%45.7%25.1%3.3%-1.2%-6.1K69.7K-60822.4098.20N/AN/A51125175
2022-06-29$41.99$40.0022.7%6.5%29.0%42.8%27.3%5.1%2.8%-6.3K63.2K-56322.40104.75N/AN/A51125175
2022-06-30$41.55$40.0023.8%6.8%28.9%46.8%28.9%5.9%0.3%-7.7K78.9K-60922.40107.40N/AN/A51125175