EPP Options History — January 2023 In January 2023, EPP traded between $42.64 and $47.39. ATM implied volatility averaged 19.5%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 1.4% (HV 20d: 18.1%). Max pain ranged from $30.00 to $42.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.17.
Notable Days 2023-01-04 : Highest Volume — 36 contracts2023-01-04 : Largest IV spike — 76.4% change2023-01-04 : Highest IV Rank — 34.9%2023-01-04 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $45.53 $42.64 $47.39 $42.64 $46.89 Max Pain $40.80 $30.00 $42.00 $30.00 $42.00 ATM IV 19.5% 12.6% 33.9% 19.2% 18.8% Expected Move 5.6% 3.6% 9.7% 5.5% 5.4% HV 20d 18.1% 14.7% 21.0% 16.9% 14.9% HV 60d 23.1% 22.2% 24.0% 23.6% 22.2% IV Rank 11.0% 0.0% 34.9% 10.2% 10.5% IV Percentile 19.3% 0.0% 93.7% 12.7% 12.7% Term Structure 3.3% -0.3% 8.4% 4.5% 0.4% VWIV 22.0% 20.4% 22.9% 22.9% 22.9% Skew 25d 8.0% -6.5% 36.2% 36.2% 4.3% Skew 10d 9.7% -2.9% 38.0% 14.8% -2.9% Call IV 25d 17.9% 12.9% 24.5% 19.4% 17.4% Put IV 25d 25.9% 15.3% 55.7% 55.7% 21.7% Bid-Ask Spread % 109.71 90.18 130.58 112.97 106.69 Gamma HHI 0.40 0.23 0.61 0.23 0.42 Net GEX 1.8K -6.1K 7.1K -6.1K 3.2K Net DEX -2.8K -102.9K 144.7K 144.7K -61.4K Net VEX -806 -1.0K -563 -802 -647 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.00 0.50 0.00 0.50 Total Volume 4.3 0 36 0 0 Total OI 186.4 150 211 166 157
Daily Data (20 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 2023-01-03 $42.64 $30.00 19.2% 5.5% 16.9% 10.2% 0.0% 36.2% 4.5% -6.1K 144.7K -802 0.00 112.97 N/A N/A 0 0 13 153 2023-01-04 $43.67 $30.00 33.9% 9.7% 18.5% 34.9% 0.0% -6.5% 7.2% -5.4K 121.4K -769 0.00 120.05 N/A N/A 36 0 13 153 2023-01-05 $43.33 $42.00 18.8% 6.0% 18.7% 9.6% 22.9% 22.8% 1.6% 485 94.8K -951 0.00 98.66 N/A N/A 0 8 49 153 2023-01-06 $44.41 $42.00 27.5% 6.9% 20.6% 24.1% 0.0% 27.8% 8.4% -3.1K 76.6K -991 0.00 118.41 N/A N/A 0 0 49 161 2023-01-09 $44.36 $42.00 17.0% 6.0% 20.2% 6.6% 20.4% 13.8% 0.6% 558 47.8K -976 0.00 90.18 N/A N/A 16 0 49 161 2023-01-10 $44.36 $42.00 22.5% 6.3% 20.2% 15.7% 0.0% 3.6% 5.1% 105 60.6K -1.0K 0.00 93.03 N/A N/A 0 4 50 161 2023-01-11 $44.70 $42.00 21.0% 6.0% 20.4% 13.2% 0.0% 2.3% -0.3% 823 42.9K -998 0.00 92.02 N/A N/A 0 4 50 161 2023-01-12 $45.39 $42.00 19.9% 5.7% 21.0% 11.4% 0.0% 0.3% 3.6% 3.5K 10.1K -959 0.00 107.33 N/A N/A 0 2 50 161 2023-01-13 $45.72 $42.00 17.6% 5.0% 20.8% 7.5% 21.7% 5.3% 7.4% 3.6K -18.6K -845 0.50 130.58 N/A N/A 2 1 50 159 2023-01-17 $45.75 $42.00 20.5% 5.9% 18.2% 12.5% 0.0% 9.1% 2.9% 3.3K -31.9K -842 0.00 117.00 N/A N/A 0 0 50 160 2023-01-18 $45.44 $42.00 20.7% 5.9% 18.4% 12.8% 0.0% 4.9% 2.1% 3.7K -23.7K -813 0.00 116.16 N/A N/A 0 0 50 160 2023-01-19 $45.77 $42.00 18.8% 5.4% 18.2% 9.6% 0.0% -0.4% 8.3% 7.1K -16.6K -785 0.00 120.14 N/A N/A 0 0 50 160 2023-01-20 $46.23 $42.00 18.8% 5.4% 18.3% 9.5% 0.0% 0.5% 2.9% 4.6K -51.1K -677 0.00 123.44 N/A N/A 0 0 50 160 2023-01-23 $46.67 $42.00 12.6% 3.6% 18.1% 0.0% 22.9% 0.1% 2.2% 3.4K -58.0K -746 0.00 111.10 N/A N/A 0 9 45 105 2023-01-24 $46.69 $42.00 17.3% 4.9% 16.5% 7.9% 0.0% 1.6% 1.6% 3.1K -61.9K -684 0.00 101.65 N/A N/A 0 2 45 112 2023-01-25 $47.08 $42.00 15.9% 4.6% 16.3% 5.6% 0.0% 3.1% 1.9% 3.6K -79.0K -664 0.00 107.42 N/A N/A 0 2 45 112 2023-01-26 $47.39 $42.00 16.0% 4.6% 16.2% 5.7% 0.0% -0.4% 1.4% 3.0K -84.2K -704 0.00 110.02 N/A N/A 0 0 45 112 2023-01-27 $47.31 $42.00 16.0% 4.6% 14.7% 5.8% 0.0% 27.5% 2.1% 2.7K -102.9K -563 0.00 111.25 N/A N/A 0 0 45 112 2023-01-30 $46.89 $42.00 17.0% 4.9% 15.3% 7.4% 0.0% 3.7% 1.7% 4.4K -64.9K -701 0.00 106.10 N/A N/A 0 0 45 112 2023-01-31 $46.89 $42.00 18.8% 5.4% 14.9% 10.5% 0.0% 4.3% 0.4% 3.2K -61.4K -647 0.00 106.69 N/A N/A 0 0 45 112
« Dec 2022 | All History | Feb 2023 » Home EPP History January 2023