EPP Options History — October 2022

In October 2022, EPP traded between $37.17 and $39.66. ATM implied volatility averaged 28.1%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 2.8% (HV 20d: 25.3%). Max pain ranged from $39.00 to $40.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 7.12.

Notable Days

2022-10-31: Highest Volume — 129 contracts
2022-10-27: Largest IV spike — 22.3% change
2022-10-27: Highest IV Rank — 36.5%
2022-10-27: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.10	$37.17	$39.66	$38.45	$37.88
Max Pain	$39.38	$39.00	$40.00	$40.00	$39.00
ATM IV	28.1%	25.5%	33.7%	28.6%	28.2%
Expected Move	8.0%	7.2%	9.6%	8.2%	8.1%
HV 20d	25.3%	22.0%	28.9%	26.7%	22.0%
HV 60d	21.0%	20.3%	21.7%	20.3%	21.7%
IV Rank	27.4%	23.1%	36.5%	28.2%	27.5%
IV Percentile	83.0%	69.8%	97.2%	86.9%	82.5%
Term Structure	1.7%	-10.1%	20.2%	0.3%	-1.1%
VWIV	30.1%	25.6%	37.8%	32.1%	28.4%
Skew 25d	9.5%	4.6%	19.0%	7.2%	8.2%
Skew 10d	11.1%	2.3%	19.0%	15.0%	6.3%
Call IV 25d	24.0%	18.9%	29.3%	25.9%	27.6%
Put IV 25d	33.5%	29.8%	42.4%	33.1%	35.8%
Bid-Ask Spread %	102.85	87.44	118.84	103.09	105.00
Gamma HHI	0.63	0.29	0.91	0.78	0.46
Net GEX	-9.5K	-21.8K	-215	-11.7K	-434
Net DEX	56.7K	10.8K	124.5K	83.4K	16.2K
Net VEX	-149	-321	-7	-244	-74
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.12	2.56	16.33	16.33	15.13
Total Volume	103.762	65	129	104	129
Total OI	115.524	61	146	125	66

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
2022-10-03	$38.45	$40.00	28.6%	8.2%	26.7%	28.2%	32.1%	7.2%	0.3%	-11.7K	83.4K	-244	16.33	103.09	N/A	N/A	6	98	6	119
2022-10-04	$39.47	$40.00	26.6%	7.6%	28.6%	24.9%	34.2%	11.5%	-0.7%	-9.3K	54.9K	-179	16.33	103.01	N/A	N/A	6	98	6	119
2022-10-05	$39.66	$40.00	26.0%	7.4%	28.7%	23.9%	33.1%	10.8%	-1.6%	-8.3K	50.4K	-166	16.33	103.53	N/A	N/A	6	98	6	119
2022-10-06	$39.09	$0.00	26.1%	7.2%	28.9%	24.0%	0.0%	7.5%	-0.4%	-6.2K	49.2K	-210	3.63	92.65	N/A	N/A	27	98	27	119
2022-10-07	$38.50	$0.00	27.0%	7.4%	26.7%	25.5%	0.0%	13.1%	4.8%	-5.2K	53.0K	-321	3.63	106.78	N/A	N/A	27	98	27	119
2022-10-10	$38.11	$0.00	27.5%	7.2%	26.1%	26.4%	0.0%	4.6%	11.7%	-12.3K	82.0K	-281	3.63	99.44	N/A	N/A	27	98	27	119
2022-10-11	$37.60	$0.00	28.2%	8.6%	23.2%	27.6%	0.0%	12.1%	-10.1%	-15.7K	103.8K	-264	3.63	101.47	N/A	N/A	27	98	27	119
2022-10-12	$37.57	$0.00	32.6%	9.3%	23.2%	34.6%	0.0%	13.1%	-8.4%	-14.6K	104.3K	-204	3.63	111.34	N/A	N/A	27	98	27	119
2022-10-13	$38.03	$0.00	28.8%	8.3%	24.0%	28.5%	0.0%	9.2%	-0.6%	-12.1K	74.9K	-175	3.63	93.25	N/A	N/A	27	98	27	119
2022-10-14	$37.17	$0.00	29.3%	8.4%	24.9%	29.4%	0.0%	6.2%	-2.0%	-20.6K	124.5K	-206	3.63	91.40	N/A	N/A	27	98	27	119
2022-10-17	$37.87	$0.00	27.8%	8.0%	25.9%	26.9%	0.0%	6.7%	-1.1%	-21.8K	80.9K	-126	3.33	87.44	N/A	N/A	27	90	27	119
2022-10-18	$37.89	$0.00	27.2%	7.8%	26.0%	25.9%	0.0%	6.4%	-2.0%	-14.0K	54.0K	-91	3.33	89.22	N/A	N/A	27	90	27	97
2022-10-19	$37.50	$0.00	26.1%	7.5%	25.6%	24.1%	0.0%	19.0%	1.8%	-14.4K	65.8K	-115	2.56	105.52	N/A	N/A	27	69	27	97
2022-10-20	$37.56	$0.00	30.1%	8.6%	25.6%	30.6%	0.0%	5.8%	15.1%	-19.2K	65.5K	-92	2.56	112.98	N/A	N/A	27	69	27	97
2022-10-21	$38.11	$0.00	25.5%	7.3%	23.8%	23.1%	0.0%	8.9%	4.3%	-10.2K	58.3K	-65	2.56	115.09	N/A	N/A	27	69	27	97
2022-10-24	$37.32	$0.00	30.5%	8.8%	24.8%	31.3%	26.9%	10.8%	0.0%	-881	19.0K	-61	15.25	106.81	N/A	N/A	4	61	3	58
2022-10-25	$37.85	$39.00	26.4%	7.6%	24.9%	24.5%	26.2%	8.8%	3.4%	-513	10.8K	-7	7.63	99.78	N/A	N/A	8	61	4	58
2022-10-26	$38.36	$39.00	27.5%	7.9%	24.4%	26.4%	25.6%	9.5%	0.1%	-215	10.9K	-57	7.63	101.15	N/A	N/A	8	61	8	58
2022-10-27	$38.18	$39.00	33.7%	9.6%	23.9%	36.5%	37.8%	10.8%	2.1%	-873	17.0K	-104	7.63	112.15	N/A	N/A	8	61	8	58
2022-10-28	$38.03	$39.00	27.5%	7.9%	23.5%	26.4%	26.5%	9.5%	20.2%	-336	12.4K	-93	7.63	118.84	N/A	N/A	8	61	8	58
2022-10-31	$37.88	$39.00	28.2%	8.1%	22.0%	27.5%	28.4%	8.2%	-1.1%	-434	16.2K	-74	15.13	105.00	N/A	N/A	8	121	8	58