EPP Options History — February 2023 In February 2023, EPP traded between $43.23 and $47.53. ATM implied volatility averaged 20.1%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 6.5% (HV 20d: 13.6%). Max pain ranged from $42.00 to $49.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.05.
Notable Days 2023-02-27 : Highest Volume — 36 contracts2023-02-28 : Largest IV spike — 62.6% change2023-02-01 : Highest IV Rank — 36.3%2023-02-01 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $45.27 $43.23 $47.53 $47.53 $43.44 Max Pain $46.94 $42.00 $49.00 $42.00 $45.00 ATM IV 20.1% 16.4% 34.4% 34.4% 27.4% Expected Move 5.7% 4.7% 9.8% 9.8% 7.9% HV 20d 13.6% 12.7% 15.1% 14.8% 13.5% HV 60d 18.0% 16.0% 22.0% 22.0% 16.0% IV Rank 12.7% 6.5% 36.3% 36.3% 24.8% IV Percentile 23.5% 4.4% 94.0% 94.0% 71.8% Term Structure 0.9% -5.1% 6.3% 5.8% -5.1% VWIV 18.2% 15.7% 20.0% 15.7% 20.0% Skew 25d 7.0% -1.0% 49.0% 49.0% 7.5% Skew 10d 7.9% -2.5% 27.1% 27.1% 3.5% Call IV 25d 17.4% 14.9% 24.1% 24.1% 18.4% Put IV 25d 24.4% 15.8% 73.1% 73.1% 25.9% Bid-Ask Spread % 105.74 93.78 134.75 134.75 117.46 Gamma HHI 0.37 0.25 0.57 0.30 0.28 Net GEX 2.8K -13.5K 21.4K -7.4K -3.8K Net DEX 31.1K -81.5K 161.6K -39.6K 96.3K Net VEX -579 -720 -431 -616 -594 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.10 0.10 0.00 Total Volume 3.263 0 36 0 3 Total OI 157.368 118 178 157 154
Daily Data (19 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 2023-02-01 $47.53 $42.00 34.4% 9.8% 14.8% 36.3% 0.0% 49.0% 5.8% -7.4K -39.6K -616 0.00 134.75 N/A N/A 0 0 45 112 2023-02-02 $46.94 $0.00 18.3% 5.6% 14.5% 9.6% 0.0% 5.5% -1.2% 4.1K -81.5K -589 0.00 93.78 N/A N/A 0 0 45 112 2023-02-03 $46.34 $0.00 16.8% 5.0% 15.1% 7.1% 15.7% 4.7% 1.0% 8.2K -49.2K -616 0.10 93.89 N/A N/A 20 2 45 112 2023-02-06 $45.97 $49.00 20.8% 5.6% 13.3% 13.7% 0.0% 5.3% -0.6% 9.9K -31.0K -720 0.00 95.29 N/A N/A 0 0 65 112 2023-02-07 $46.23 $49.00 21.8% 5.4% 13.4% 15.5% 0.0% 8.7% 1.1% 10.5K -34.3K -711 0.00 96.45 N/A N/A 0 0 65 112 2023-02-08 $45.95 $49.00 19.5% 5.6% 13.7% 11.6% 0.0% -1.0% 1.6% 9.2K -31.1K -687 0.00 110.23 N/A N/A 0 0 65 112 2023-02-09 $46.00 $49.00 16.4% 4.7% 13.5% 6.5% 0.0% 1.7% 6.3% 11.2K -68.5K -693 0.00 112.65 N/A N/A 0 0 65 112 2023-02-10 $45.67 $49.00 17.8% 5.1% 12.7% 8.7% 0.0% 4.5% -0.3% 15.9K -11.1K -633 0.00 110.25 N/A N/A 0 0 65 112 2023-02-13 $45.98 $49.00 19.4% 5.6% 12.7% 11.5% 0.0% 5.1% -0.1% 18.8K -33.8K -591 0.00 95.64 N/A N/A 0 0 65 112 2023-02-14 $46.00 $49.00 18.0% 5.2% 12.7% 9.1% 0.0% 4.2% 0.4% 21.4K -28.7K -560 0.00 98.22 N/A N/A 0 0 65 112 2023-02-15 $45.08 $49.00 17.8% 5.1% 14.5% 8.7% 0.0% 4.6% 0.7% 5.8K 59.8K -525 0.00 99.60 N/A N/A 0 0 65 112 2023-02-16 $45.09 $49.00 18.9% 5.4% 14.2% 10.5% 18.8% 5.3% -0.1% 7.6K 47.7K -519 0.00 99.82 N/A N/A 0 1 65 112 2023-02-17 $44.73 $45.00 16.5% 4.7% 13.8% 6.6% 0.0% 5.6% 1.9% -1.6K 83.5K -522 0.00 99.49 N/A N/A 0 0 65 113 2023-02-21 $44.39 $45.00 23.5% 6.7% 13.3% 18.3% 0.0% 4.1% -1.2% -11.2K 130.0K -524 0.00 104.55 N/A N/A 0 0 22 97 2023-02-22 $44.09 $45.00 20.1% 5.8% 13.4% 12.6% 0.0% 2.6% 1.5% -9.6K 138.7K -523 0.00 113.60 N/A N/A 0 0 22 97 2023-02-23 $43.97 $45.00 18.9% 5.4% 12.7% 10.5% 0.0% 1.1% 3.3% -11.8K 136.2K -431 0.00 114.14 N/A N/A 0 0 22 97 2023-02-24 $43.23 $45.00 19.6% 5.6% 13.0% 11.8% 0.0% 11.3% 2.4% -10.5K 161.6K -504 0.00 120.58 N/A N/A 0 0 22 97 2023-02-27 $43.55 $45.00 16.9% 4.8% 13.6% 7.2% 0.0% 3.8% 0.6% -13.5K 145.8K -444 0.00 98.75 N/A N/A 36 0 22 96 2023-02-28 $43.44 $45.00 27.4% 7.9% 13.5% 24.8% 20.0% 7.5% -5.1% -3.8K 96.3K -594 0.00 117.46 N/A N/A 0 3 58 96
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