EPP Options History — November 2022

In November 2022, EPP traded between $37.81 and $44.13. ATM implied volatility averaged 29.8%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 1.9% (HV 20d: 27.8%). Max pain ranged from $39.00 to $55.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 8.91.

Notable Days

  • 2022-11-21: Highest Volume — 127 contracts
  • 2022-11-28: Largest IV spike — 41.8% change
  • 2022-11-28: Highest IV Rank — 55.9%
  • 2022-11-28: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.41$37.81$44.13$38.57$44.13
Max Pain$49.67$39.00$55.00$39.00$55.00
ATM IV29.8%21.0%45.6%21.0%36.4%
Expected Move8.6%6.0%13.1%6.0%10.4%
HV 20d27.8%20.7%30.7%20.8%30.4%
HV 60d25.4%21.6%27.2%22.0%27.2%
IV Rank30.1%15.7%55.9%15.7%40.9%
IV Percentile78.9%37.7%99.6%37.7%97.2%
Term Structure-4.1%-15.0%8.8%2.3%-7.0%
VWIV27.1%21.9%35.3%25.0%22.3%
Skew 25d1.5%-13.6%14.1%6.0%-13.6%
Skew 10d12.5%-14.9%68.8%12.8%68.8%
Call IV 25d26.5%20.3%36.4%25.2%36.1%
Put IV 25d28.0%13.8%41.7%31.3%22.6%
Bid-Ask Spread %102.9788.02125.75110.52125.75
Gamma HHI0.510.330.720.330.62
Net GEX-19.0K-53.5K-5.5K-6.0K-53.5K
Net DEX258.6K152.6K378.6K179.3K226.7K
Net VEX-545-998-233-318-756
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.913.4017.1413.0017.14
Total Volume67.61901271125
Total OI180.238125237125237

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$38.57$39.0021.0%6.0%20.8%15.7%25.0%6.0%2.3%-6.0K179.3K-31813.00110.52N/AN/A81048117
2022-11-02$38.34$39.0025.4%7.3%20.7%23.0%26.5%-2.5%8.8%-6.9K246.4K-31710.13116.23N/AN/A8818134
2022-11-03$37.81$45.0026.1%8.1%20.7%24.1%31.6%14.1%-7.6%-5.5K263.3K-25810.0098.88N/AN/A88012140
2022-11-04$39.54$45.0025.6%8.0%25.8%23.3%35.3%3.5%-4.0%-7.5K248.9K-3068.7591.35N/AN/A87012139
2022-11-07$39.62$45.0026.7%7.4%25.4%25.0%29.9%6.4%-2.0%-8.6K254.7K-3278.6391.61N/AN/A86912140
2022-11-08$39.99$45.0025.5%8.1%24.9%23.1%24.2%6.8%-4.1%-9.6K267.9K-3077.9088.02N/AN/A107912145
2022-11-09$39.17$45.0029.9%8.6%26.3%30.3%21.9%3.8%-4.7%-6.5K276.4K-2337.9089.01N/AN/A107914143
2022-11-10$41.07$45.0025.2%7.2%30.7%22.7%29.7%3.1%-1.8%-12.8K228.3K-3696.8091.22N/AN/A106814143
2022-11-11$42.38$45.0027.2%7.8%30.4%25.9%24.6%8.6%-5.5%-16.4K181.4K-4213.4091.65N/AN/A103414142
2022-11-14$42.28$45.0026.1%7.5%30.2%24.0%25.2%5.2%-5.2%-15.2K177.7K-3844.4089.69N/AN/A104414141
2022-11-15$42.98$55.0024.8%7.1%30.4%22.0%25.9%5.3%-7.0%-17.9K152.6K-4014.2092.96N/AN/A104214142
2022-11-16$42.62$55.0024.4%7.0%30.3%21.3%26.5%7.0%-4.3%-16.5K176.0K-3905.0096.66N/AN/A105014145
2022-11-17$42.66$55.0029.2%8.4%30.3%29.2%29.5%3.0%-6.1%-17.9K202.4K-4505.00112.77N/AN/A105014153
2022-11-18$42.67$55.0031.2%9.0%30.2%32.5%29.6%2.4%-7.1%-17.3K200.2K-4435.00110.94N/AN/A105014153
2022-11-21$42.05$55.0038.9%11.2%29.6%45.1%30.2%1.0%-5.4%-20.9K365.5K-99617.14111.33N/AN/A712011209
2022-11-22$42.52$55.0032.4%9.3%29.5%34.3%25.7%-3.6%-7.7%-24.5K378.6K-98817.14118.76N/AN/A712011224
2022-11-23$42.89$55.0032.7%9.4%29.4%34.9%23.7%-9.1%-4.7%-30.2K353.7K-99817.14119.18N/AN/A712011224
2022-11-25$42.97$55.0032.1%9.2%29.1%33.9%0.0%-9.0%6.5%-49.5K347.5K-8760.0095.23N/AN/A0011224
2022-11-28$42.36$55.0045.6%13.1%29.8%55.9%0.0%6.8%-15.0%-25.3K368.5K-9710.00119.75N/AN/A0011224
2022-11-29$42.94$55.0038.6%11.1%29.7%44.5%0.0%-13.2%-3.8%-30.2K335.4K-9400.00100.89N/AN/A0411224
2022-11-30$44.13$55.0036.4%10.4%30.4%40.9%22.3%-13.6%-7.0%-53.5K226.7K-7560.00125.75N/AN/A0511226