EPP Options History — April 2023 In April 2023, EPP traded between $43.45 and $45.00. ATM implied volatility averaged 16.4%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 4.1% (HV 20d: 12.3%). Max pain ranged from $43.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 3.14.
Notable Days 2023-04-11 : Highest Volume — 38 contracts2023-04-20 : Largest IV spike — 35.0% change2023-04-20 : Highest IV Rank — 12.5%2023-04-20 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $44.28 $43.45 $45.00 $44.47 $44.11 Max Pain $44.68 $43.00 $45.00 $43.00 $45.00 ATM IV 16.4% 14.3% 20.0% 17.0% 15.0% Expected Move 4.7% 4.1% 5.7% 4.9% 4.3% HV 20d 12.3% 9.9% 16.2% 16.2% 12.2% HV 60d 14.0% 13.6% 15.0% 15.0% 13.8% IV Rank 6.4% 2.9% 12.5% 7.4% 4.0% IV Percentile 7.4% 0.8% 31.7% 6.7% 3.2% Term Structure 2.8% 0.2% 14.1% 2.3% 2.5% VWIV 16.0% 13.5% 18.5% 18.5% 16.1% Skew 25d 4.4% 1.1% 12.8% 2.5% 2.3% Skew 10d 5.5% -7.1% 16.6% 7.9% 3.7% Call IV 25d 14.1% 11.3% 16.4% 16.0% 13.7% Put IV 25d 18.5% 15.1% 25.3% 18.5% 16.0% Bid-Ask Spread % 100.57 90.71 113.55 99.76 98.77 Gamma HHI 0.66 0.52 0.90 0.69 0.60 Net GEX 21.5K 8.1K 59.8K 20.1K 11.1K Net DEX -91.6K -151.4K -53.3K -123.5K -80.6K Net VEX -514 -626 -421 -547 -423 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.14 0.00 10.00 0.91 0.00 Total Volume 5.632 0 38 21 1 Total OI 127.842 88 159 118 88
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 2023-04-03 $44.47 $43.00 17.0% 4.9% 16.2% 7.4% 0.0% 2.5% 2.3% 20.1K -123.5K -547 0.91 99.76 N/A N/A 11 10 66 52 2023-04-04 $44.25 $43.00 17.8% 5.1% 15.4% 8.8% 18.5% 5.4% 0.4% 19.6K -115.7K -526 1.00 99.97 N/A N/A 1 1 66 52 2023-04-05 $44.13 $43.00 16.9% 4.9% 15.5% 7.3% 13.5% 2.7% 0.2% 18.0K -95.1K -504 1.62 101.17 N/A N/A 13 21 65 53 2023-04-06 $44.25 $45.00 16.8% 5.2% 14.7% 7.1% 0.0% 4.0% 1.6% 17.6K -89.2K -626 0.00 92.50 N/A N/A 0 0 78 65 2023-04-10 $44.09 $45.00 17.1% 4.8% 12.9% 7.6% 0.0% 4.0% 2.3% 17.9K -68.5K -571 0.00 90.71 N/A N/A 0 0 78 65 2023-04-11 $44.38 $45.00 17.8% 4.8% 13.0% 8.8% 16.1% 3.3% 2.2% 21.7K -100.1K -588 5.33 93.21 N/A N/A 6 32 78 65 2023-04-12 $44.41 $45.00 16.7% 4.8% 12.9% 7.0% 0.0% 5.1% 1.4% 20.7K -56.6K -604 0.00 94.75 N/A N/A 0 0 82 77 2023-04-13 $45.00 $45.00 15.3% 4.4% 9.9% 4.6% 0.0% 5.8% 2.5% 22.2K -114.9K -601 0.00 105.13 N/A N/A 0 0 82 77 2023-04-14 $44.56 $45.00 14.9% 4.3% 10.5% 3.9% 0.0% 1.1% 1.8% 27.9K -53.3K -572 0.00 111.02 N/A N/A 0 0 82 77 2023-04-17 $44.61 $45.00 14.9% 4.3% 10.4% 3.9% 0.0% 4.4% 2.3% 29.3K -114.1K -533 0.00 101.32 N/A N/A 0 0 82 65 2023-04-18 $44.72 $45.00 14.3% 4.1% 10.4% 2.9% 0.0% 3.1% 3.1% 59.8K -151.4K -519 0.00 101.92 N/A N/A 0 0 82 65 2023-04-19 $44.59 $45.00 14.8% 4.3% 10.5% 3.8% 0.0% 6.9% 1.3% 34.7K -96.0K -492 10.00 105.38 N/A N/A 1 10 82 65 2023-04-20 $44.45 $45.00 20.0% 5.7% 10.6% 12.5% 0.0% 12.8% 14.1% 26.7K -119.3K -503 0.00 113.55 N/A N/A 0 0 83 61 2023-04-21 $44.16 $45.00 15.8% 4.5% 10.7% 5.5% 0.0% 1.8% 2.9% 23.6K -68.3K -456 0.00 108.01 N/A N/A 0 0 83 61 2023-04-24 $44.20 $45.00 14.7% 4.2% 10.6% 3.5% 0.0% 4.8% 4.2% 10.9K -84.4K -432 0.00 98.03 N/A N/A 0 0 47 41 2023-04-25 $43.45 $45.00 17.9% 5.1% 12.5% 9.0% 0.0% 4.1% 3.5% 8.1K -66.4K -422 0.00 98.87 N/A N/A 0 0 47 41 2023-04-26 $43.47 $45.00 18.3% 5.3% 12.3% 9.6% 0.0% 4.0% 1.8% 8.3K -68.2K -424 0.00 99.31 N/A N/A 0 0 47 41 2023-04-27 $44.02 $45.00 15.6% 4.5% 12.7% 5.1% 0.0% 5.2% 2.6% 10.8K -75.5K -421 0.00 97.41 N/A N/A 0 0 47 41 2023-04-28 $44.11 $45.00 15.0% 4.3% 12.2% 4.0% 0.0% 2.3% 2.5% 11.1K -80.6K -423 0.00 98.77 N/A N/A 1 0 47 41
« Mar 2023 | All History | May 2023 » Home EPP History April 2023