EPP Options History — March 2023 In March 2023, EPP traded between $41.78 and $44.42. ATM implied volatility averaged 22.8%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 7.9% (HV 20d: 14.9%). Max pain ranged from $43.00 to $45.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 1.09.
Notable Days 2023-03-30 : Highest Volume — 41 contracts2023-03-14 : Largest IV spike — 105.7% change2023-03-14 : Highest IV Rank — 93.0%2023-03-14 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $43.03 $41.78 $44.42 $43.89 $43.80 Max Pain $43.57 $43.00 $45.00 $44.00 $43.00 ATM IV 22.8% 14.6% 68.3% 28.1% 19.9% Expected Move 5.9% 4.7% 10.2% 8.1% 5.7% HV 20d 14.9% 13.0% 16.3% 14.4% 15.3% HV 60d 16.1% 14.8% 16.6% 16.1% 14.8% IV Rank 17.1% 3.5% 93.0% 26.0% 12.2% IV Percentile 33.8% 1.2% 98.8% 75.8% 28.6% Term Structure 0.5% -6.1% 7.3% -6.1% 2.3% VWIV 21.6% 21.1% 22.2% 22.2% 21.1% Skew 25d 6.7% 0.3% 26.5% 26.5% 4.1% Skew 10d 10.2% -1.2% 39.9% 39.9% 6.3% Call IV 25d 17.9% 12.7% 24.7% 23.8% 12.7% Put IV 25d 24.6% 16.7% 50.4% 50.4% 16.7% Bid-Ask Spread % 105.69 93.12 132.01 114.75 111.25 Gamma HHI 0.33 0.25 0.53 0.26 0.53 Net GEX -383 -4.8K 11.9K -2.3K 11.9K Net DEX 39.8K -87.5K 137.5K 82.3K -87.5K Net VEX -500 -704 -324 -704 -598 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.09 0.91 1.28 0.91 1.28 Total Volume 3.043 0 41 0 0 Total OI 134.87 105 158 158 118
Daily Data (23 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 2023-03-01 $43.89 $44.00 28.1% 8.1% 14.4% 26.0% 0.0% 26.5% -6.1% -2.3K 82.3K -704 0.00 114.75 N/A N/A 0 0 63 95 2023-03-02 $44.03 $44.00 19.3% 5.5% 13.2% 11.2% 0.0% 3.0% -1.1% -1.8K 67.7K -698 0.00 102.75 N/A N/A 0 0 63 95 2023-03-03 $44.42 $44.00 18.0% 5.2% 13.5% 9.1% 0.0% 5.5% -0.3% -1.1K 31.6K -636 0.00 100.15 N/A N/A 0 0 63 95 2023-03-06 $44.20 $45.00 19.4% 4.7% 13.0% 11.4% 0.0% 4.4% 2.3% -749 40.7K -583 0.00 93.12 N/A N/A 0 0 63 95 2023-03-07 $43.58 $45.00 14.6% 5.0% 13.5% 3.5% 0.0% 4.4% 0.3% -812 86.0K -588 0.00 94.04 N/A N/A 0 0 63 95 2023-03-08 $43.70 $45.00 17.5% 4.7% 13.3% 8.3% 0.0% 3.5% 2.2% -503 79.7K -542 0.00 96.48 N/A N/A 0 0 63 95 2023-03-09 $43.17 $45.00 21.3% 5.8% 13.7% 14.7% 0.0% 3.8% 0.0% -1.6K 97.1K -587 0.00 94.11 N/A N/A 0 0 63 95 2023-03-10 $42.38 $45.00 26.4% 6.5% 14.6% 23.0% 22.2% 4.3% 0.4% -3.3K 137.5K -541 0.00 95.50 N/A N/A 0 4 63 95 2023-03-13 $42.41 $43.00 33.2% 6.5% 14.7% 34.4% 0.0% 7.0% 0.6% -295 45.1K -456 0.00 96.05 N/A N/A 0 0 63 70 2023-03-14 $42.72 $43.00 68.3% 10.2% 14.7% 93.0% 0.0% 23.4% 1.2% 878 -977 -426 0.00 132.01 N/A N/A 0 0 63 68 2023-03-15 $41.78 $43.00 24.2% 6.9% 16.0% 19.5% 0.0% 10.5% -2.7% -869 38.9K -324 0.00 120.28 N/A N/A 0 0 63 68 2023-03-16 $42.25 $43.00 20.7% 5.9% 15.9% 13.6% 0.0% 7.0% 2.0% -3.9K 50.0K -406 0.00 124.98 N/A N/A 0 0 63 68 2023-03-17 $42.14 $43.00 20.2% 5.8% 15.8% 12.8% 0.0% 0.3% -1.4% -3.0K 47.7K -390 0.00 118.45 N/A N/A 0 0 63 68 2023-03-20 $42.34 $43.00 21.4% 6.1% 16.0% 14.7% 0.0% 9.9% 0.6% -2.6K 42.4K -441 0.00 119.26 N/A N/A 0 0 38 67 2023-03-21 $42.55 $43.00 18.6% 5.3% 16.1% 10.0% 0.0% 4.6% 1.8% -1.8K 36.0K -333 0.00 94.30 N/A N/A 0 2 38 67 2023-03-22 $42.78 $43.00 19.2% 5.5% 16.2% 11.1% 0.0% 3.8% 0.2% -53 18.0K -330 0.91 99.19 N/A N/A 11 10 38 67 2023-03-23 $42.53 $43.00 17.1% 4.9% 16.3% 7.6% 0.0% 3.9% 7.3% -1.3K 30.4K -525 0.00 116.42 N/A N/A 0 0 48 77 2023-03-24 $42.44 $43.00 23.4% 6.7% 15.3% 18.0% 0.0% 7.9% -2.5% -4.8K 49.9K -513 0.00 107.34 N/A N/A 0 0 48 77 2023-03-27 $42.61 $43.00 17.9% 5.1% 15.1% 8.9% 0.0% 3.2% 2.3% -2.4K 36.8K -498 0.00 103.09 N/A N/A 0 0 48 77 2023-03-28 $42.94 $43.00 19.0% 5.5% 15.4% 10.8% 0.0% 3.1% 1.2% 22 12.5K -450 0.00 100.27 N/A N/A 0 0 48 77 2023-03-29 $43.31 $43.00 19.7% 5.6% 15.2% 11.9% 21.3% 5.5% 0.7% 2.5K 5.4K -515 0.00 100.58 N/A N/A 0 2 48 77 2023-03-30 $43.77 $43.00 16.7% 4.8% 15.7% 6.9% 21.1% 5.2% 0.8% 8.9K -32.3K -410 1.28 96.46 N/A N/A 18 23 48 75 2023-03-31 $43.80 $43.00 19.9% 5.7% 15.3% 12.2% 0.0% 4.1% 2.3% 11.9K -87.5K -598 0.00 111.25 N/A N/A 0 0 66 52
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