EPP Options History — December 2022

In December 2022, EPP traded between $42.25 and $44.39. ATM implied volatility averaged 31.3%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 10.3% (HV 20d: 21.0%). Max pain ranged from $30.00 to $55.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-12-07: Highest Volume — 55 contracts
2022-12-08: Largest IV spike — 143.6% change
2022-12-12: Highest IV Rank — 98.9%
2022-12-14: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.31	$42.25	$44.39	$44.39	$42.80
Max Pain	$40.95	$30.00	$55.00	$55.00	$30.00
ATM IV	31.3%	17.9%	71.9%	31.6%	23.0%
Expected Move	7.0%	5.1%	9.6%	9.0%	6.6%
HV 20d	21.0%	16.7%	30.0%	30.0%	16.9%
HV 60d	25.3%	23.8%	27.2%	27.2%	23.8%
IV Rank	31.1%	8.1%	98.9%	33.0%	16.6%
IV Percentile	59.9%	9.1%	99.6%	91.3%	42.1%
Term Structure	0.6%	-10.0%	14.1%	-4.5%	0.1%
VWIV	33.0%	18.7%	47.2%	47.2%	18.7%
Skew 25d	5.5%	-5.8%	33.6%	9.4%	33.6%
Skew 10d	7.6%	-12.5%	39.1%	-0.8%	3.4%
Call IV 25d	20.8%	16.5%	31.8%	22.2%	16.5%
Put IV 25d	26.2%	21.2%	50.9%	31.6%	50.1%
Bid-Ask Spread %	109.48	90.46	129.42	117.13	112.48
Gamma HHI	0.44	0.24	0.72	0.62	0.26
Net GEX	-29.5K	-81.8K	-4.9K	-46.9K	-6.6K
Net DEX	238.1K	128.3K	412.3K	162.9K	136.4K
Net VEX	-805	-964	-658	-698	-823
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	5.905	0	55	4	0
Total OI	214.619	138	291	236	166

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-12-01	$44.39	$55.00	31.6%	9.0%	30.0%	33.0%	47.2%	9.4%	-4.5%	-46.9K	162.9K	-698	117.13	N/A	N/A	0	4	11	225
2022-12-02	$44.28	$55.00	32.5%	9.3%	29.2%	34.6%	0.0%	-5.8%	-10.0%	-23.3K	258.5K	-896	116.57	N/A	N/A	1	0	11	224
2022-12-05	$43.63	$42.00	29.8%	7.2%	26.8%	30.1%	0.0%	0.5%	0.5%	-25.5K	289.1K	-886	111.64	N/A	N/A	0	0	12	224
2022-12-06	$43.69	$42.00	34.3%	6.6%	26.8%	37.5%	0.0%	2.6%	0.5%	-37.3K	268.2K	-857	110.94	N/A	N/A	0	0	12	224
2022-12-07	$43.44	$42.00	19.7%	7.1%	27.0%	13.6%	33.1%	4.0%	1.8%	-55.6K	283.0K	-807	99.69	N/A	N/A	0	55	12	224
2022-12-08	$43.92	$48.00	48.0%	6.2%	25.5%	59.9%	0.0%	0.3%	-1.3%	-81.8K	410.9K	-846	109.11	N/A	N/A	0	3	12	279
2022-12-09	$44.09	$48.00	69.1%	8.1%	20.2%	94.4%	0.0%	4.9%	7.5%	-72.1K	404.0K	-875	125.16	N/A	N/A	0	1	12	279
2022-12-12	$44.05	$48.00	71.9%	8.0%	17.3%	98.9%	0.0%	0.2%	6.8%	-62.1K	385.8K	-721	122.91	N/A	N/A	0	1	12	279
2022-12-13	$44.22	$48.00	43.8%	7.0%	17.2%	51.5%	0.0%	30.1%	-5.0%	-33.4K	412.3K	-964	95.21	N/A	N/A	0	0	12	278
2022-12-14	$43.89	$42.00	33.6%	9.6%	16.7%	34.4%	0.0%	0.1%	-2.3%	-36.5K	198.7K	-756	129.42	N/A	N/A	0	2	12	222
2022-12-15	$42.80	$42.00	25.9%	7.4%	18.9%	21.4%	0.0%	7.2%	1.1%	-49.8K	305.3K	-727	114.40	N/A	N/A	0	4	12	222
2022-12-16	$42.64	$42.00	20.6%	5.9%	18.9%	12.6%	0.0%	4.3%	-5.1%	-42.3K	318.8K	-675	114.38	N/A	N/A	0	20	12	218
2022-12-19	$42.45	$42.00	19.7%	5.6%	19.0%	11.0%	0.0%	-0.7%	14.1%	-4.9K	135.9K	-658	96.13	N/A	N/A	0	30	12	126
2022-12-20	$42.41	$42.00	22.3%	6.4%	18.2%	15.5%	0.0%	4.0%	6.4%	-5.9K	169.4K	-853	103.01	N/A	N/A	0	0	12	156
2022-12-21	$42.94	$42.00	17.9%	5.1%	18.3%	8.1%	18.7%	3.4%	6.1%	-6.2K	160.7K	-782	110.20	N/A	N/A	2	0	12	156
2022-12-22	$42.25	$30.00	21.9%	6.3%	19.0%	14.8%	0.0%	1.8%	4.4%	-5.7K	160.7K	-831	104.08	N/A	N/A	0	0	13	154
2022-12-23	$42.81	$30.00	19.7%	5.6%	19.6%	11.0%	0.0%	2.3%	-0.8%	-6.1K	137.1K	-805	105.20	N/A	N/A	0	0	13	152
2022-12-27	$43.23	$30.00	20.3%	5.8%	19.2%	12.0%	0.0%	4.3%	1.4%	-6.0K	128.3K	-820	90.46	N/A	N/A	0	0	13	152
2022-12-28	$42.59	$30.00	25.4%	7.3%	19.3%	20.7%	0.0%	4.3%	0.7%	-5.6K	144.2K	-804	100.65	N/A	N/A	0	0	13	152
2022-12-29	$43.09	$30.00	26.4%	7.6%	17.0%	22.2%	0.0%	4.2%	-9.5%	-5.7K	129.5K	-812	110.29	N/A	N/A	0	1	13	152
2022-12-30	$42.80	$30.00	23.0%	6.6%	16.9%	16.6%	0.0%	33.6%	0.1%	-6.6K	136.4K	-823	112.48	N/A	N/A	0	0	13	153