EPP Options History — September 2022

In September 2022, EPP traded between $37.58 and $42.78. ATM implied volatility averaged 26.0%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 5.5% (HV 20d: 20.5%). Max pain ranged from $40.00 to $43.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 12.00.

Notable Days

  • 2022-09-13: Highest Volume — 139 contracts
  • 2022-09-13: Largest IV spike — 217.1% change
  • 2022-09-13: Highest IV Rank — 100.0%
  • 2022-09-29: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.23$37.58$42.78$41.34$37.58
Max Pain$40.29$40.00$43.00$43.00$40.00
ATM IV26.0%16.9%72.5%20.2%28.6%
Expected Move6.7%4.8%8.8%5.8%8.2%
HV 20d20.5%13.3%24.8%15.9%24.8%
HV 60d18.9%16.9%21.6%21.6%19.7%
IV Rank31.6%9.0%100.0%33.2%28.2%
IV Percentile62.1%13.9%100.0%40.1%87.3%
Term Structure0.3%-7.1%11.7%1.1%-1.3%
VWIV29.6%12.7%35.4%34.1%29.7%
Skew 25d7.5%-0.2%21.1%14.8%7.1%
Skew 10d13.2%1.7%23.1%12.4%11.6%
Call IV 25d21.3%14.1%30.5%16.2%26.4%
Put IV 25d28.7%21.4%38.7%30.9%33.5%
Bid-Ask Spread %107.4293.83116.99116.04102.55
Gamma HHI0.710.490.840.490.80
Net GEX-8.0K-12.9K-3.9K-10.3K-12.9K
Net DEX68.6K31.2K113.0K53.5K113.0K
Net VEX-252-393-108-210-282
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.000.0016.3314.2216.33
Total Volume54.048013950104
Total OI140.524125198198125

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$41.34$43.0020.2%5.8%15.9%33.2%34.1%14.8%1.1%-10.3K53.5K-2100.00116.04N/AN/A05010188
2022-09-02$41.25$43.0021.6%6.2%15.9%38.8%0.0%1.2%-2.4%-6.5K76.5K-3750.00116.99N/AN/A0010138
2022-09-06$40.90$40.0026.9%5.8%15.8%58.5%30.4%3.5%5.7%-6.8K62.0K-26014.22106.13N/AN/A912810138
2022-09-07$40.94$40.0022.3%6.1%15.7%41.5%29.0%5.9%2.0%-6.9K77.7K-28612.8093.83N/AN/A1012810138
2022-09-08$41.11$40.0020.5%6.1%13.3%34.4%0.0%7.8%1.3%-6.3K77.0K-2750.0096.37N/AN/A0011138
2022-09-09$42.32$40.0020.4%5.8%17.5%34.2%0.0%5.2%1.8%-4.2K44.9K-1860.0095.34N/AN/A0011138
2022-09-12$42.78$40.0022.9%5.4%17.7%43.5%12.7%8.3%-1.2%-3.9K41.3K-2020.00104.23N/AN/A1011138
2022-09-13$41.14$40.0072.5%7.6%22.1%100.0%34.8%-0.2%3.2%-5.5K56.3K-29511.64112.99N/AN/A1112812138
2022-09-14$41.09$40.0019.4%5.6%22.1%13.1%33.8%5.8%0.9%-6.7K59.0K-2080.00104.31N/AN/A0912138
2022-09-15$40.83$40.0020.6%5.9%21.9%15.1%0.0%5.4%11.7%-6.1K56.0K-1940.00116.77N/AN/A0112129
2022-09-16$40.64$40.0020.2%5.8%21.9%14.4%28.2%9.0%0.7%-7.3K61.4K-21211.64108.87N/AN/A1112812130
2022-09-19$40.93$40.0021.9%6.3%21.8%17.2%22.7%10.3%-3.8%-8.4K31.2K-1080.00106.83N/AN/A105124
2022-09-20$40.65$40.0016.9%4.8%21.8%9.0%0.0%7.6%-0.7%-5.4K32.0K-1560.00103.20N/AN/A006124
2022-09-21$39.95$40.0021.3%6.1%22.4%16.3%0.0%4.9%-2.1%-7.6K60.5K-2470.00115.89N/AN/A006124
2022-09-22$39.88$40.0027.6%7.9%22.3%26.5%0.0%21.1%-0.8%-8.1K58.8K-2450.00116.91N/AN/A006124
2022-09-23$38.59$40.0026.7%7.7%23.2%25.1%0.0%5.3%-7.1%-11.0K98.7K-3930.00113.63N/AN/A006124
2022-09-26$38.33$40.0028.1%8.1%22.9%27.4%33.3%7.4%-0.2%-10.4K91.5K-29816.33105.72N/AN/A6986124
2022-09-27$37.84$40.0029.9%8.6%23.0%30.2%35.4%11.5%4.2%-11.1K101.0K-34616.33108.51N/AN/A6986119
2022-09-28$38.60$40.0027.4%7.9%24.6%26.2%30.0%6.2%-3.8%-11.0K87.7K-24316.33107.75N/AN/A6986119
2022-09-29$38.05$40.0030.6%8.8%24.8%31.4%30.5%8.4%-3.0%-11.8K100.4K-28116.33103.00N/AN/A6986119
2022-09-30$37.58$40.0028.6%8.2%24.8%28.2%29.7%7.1%-1.3%-12.9K113.0K-28216.33102.55N/AN/A6986119