EPP Options History — June 2023 In June 2023, EPP traded between $41.59 and $43.70. ATM implied volatility averaged 18.6%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 1.3% (HV 20d: 19.9%). Max pain ranged from $44.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-02 : Highest Volume — 18 contracts2023-06-07 : Largest IV drop — 64.0% change2023-06-05 : Highest IV Rank — 53.4%2023-06-02 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $42.48 $41.59 $43.70 $42.00 $42.22 Max Pain $44.90 $44.00 $45.00 $44.00 $45.00 ATM IV 18.6% 11.3% 44.6% 25.2% 12.3% Expected Move 4.8% 3.2% 11.0% 7.2% 3.5% HV 20d 19.9% 18.2% 21.2% 18.3% 19.0% HV 60d 15.9% 15.1% 16.7% 15.2% 16.4% IV Rank 10.3% 0.0% 53.4% 21.1% 1.5% IV Percentile 20.4% 0.0% 97.6% 65.1% 0.4% Term Structure 1.0% -9.1% 8.7% -1.2% 1.2% VWIV 10.0% 10.0% 10.0% 10.0% 10.0% Skew 25d 5.9% -6.2% 21.7% 21.7% 2.3% Skew 10d 10.4% 0.4% 45.0% 24.1% 3.5% Call IV 25d 12.1% 9.3% 18.1% 15.8% 10.6% Put IV 25d 18.0% 9.4% 37.6% 37.6% 12.9% Bid-Ask Spread % 106.29 71.74 133.60 131.38 95.50 Gamma HHI 0.31 0.22 0.49 0.29 0.27 Net GEX 9.6K 2.7K 22.8K 2.7K 5.4K Net DEX -64.7K -150.4K -20.9K -20.9K -49.8K Net VEX -303 -363 -255 -311 -255 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 2 0 18 0 0 Total OI 90.048 80 98 80 85
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-06-01 $42.00 $44.00 25.2% 7.2% 18.3% 21.1% 0.0% 21.7% -1.2% 2.7K -20.9K -311 0.00 131.38 N/A N/A 0 0 37 43 2023-06-02 $42.81 $44.00 38.4% 11.0% 19.7% 43.1% 10.0% 16.2% 8.7% 2.9K -47.0K -289 0.00 133.60 N/A N/A 18 0 37 43 2023-06-05 $42.61 $45.00 44.6% 6.3% 18.2% 53.4% 0.0% 16.1% 4.1% 8.4K -77.6K -340 0.00 125.76 N/A N/A 0 0 55 43 2023-06-06 $42.88 $45.00 40.6% 7.0% 18.4% 46.8% 0.0% -6.2% 1.0% 10.9K -80.0K -327 0.00 125.34 N/A N/A 0 0 55 43 2023-06-07 $41.70 $45.00 14.6% 4.2% 20.5% 3.5% 0.0% 3.7% -0.1% 10.5K -48.1K -347 0.00 106.21 N/A N/A 0 0 55 43 2023-06-08 $42.23 $45.00 14.5% 5.5% 21.2% 3.2% 0.0% 8.8% -1.8% 12.5K -58.9K -363 0.00 113.79 N/A N/A 0 0 55 42 2023-06-09 $42.16 $45.00 15.5% 4.2% 21.0% 4.9% 0.0% 6.7% 1.8% 14.2K -58.5K -322 0.00 71.74 N/A N/A 0 0 55 42 2023-06-12 $42.36 $45.00 16.8% 4.2% 20.9% 7.1% 0.0% 3.1% 0.8% 15.3K -58.8K -309 0.00 93.63 N/A N/A 0 0 55 42 2023-06-13 $42.78 $45.00 17.0% 3.7% 20.3% 7.4% 0.0% 5.5% 1.8% 21.1K -82.5K -323 0.00 94.18 N/A N/A 0 0 55 42 2023-06-14 $42.95 $45.00 14.1% 4.0% 19.2% 2.6% 0.0% 4.9% 1.3% 22.8K -90.8K -306 0.00 97.79 N/A N/A 0 0 55 42 2023-06-15 $43.50 $45.00 14.5% 4.2% 19.8% 3.2% 0.0% 4.1% -1.2% 21.9K -131.5K -295 0.00 84.34 N/A N/A 3 0 55 42 2023-06-16 $43.70 $45.00 13.2% 3.8% 19.8% 1.1% 0.0% 4.1% 1.3% 14.9K -150.4K -313 0.00 88.53 N/A N/A 17 0 56 42 2023-06-20 $43.39 $45.00 14.4% 4.1% 19.8% 3.1% 0.0% 3.0% -0.5% 6.9K -68.9K -297 0.00 98.10 N/A N/A 0 0 39 42 2023-06-21 $43.25 $45.00 13.7% 3.9% 19.8% 2.0% 0.0% 5.1% 0.6% 6.7K -67.0K -292 0.00 101.68 N/A N/A 4 0 39 42 2023-06-22 $42.56 $45.00 14.3% 4.1% 20.2% 3.0% 0.0% 8.3% 2.7% 5.6K -58.1K -321 0.00 120.06 N/A N/A 0 0 43 42 2023-06-23 $41.59 $45.00 14.9% 4.3% 21.0% 4.0% 0.0% 2.5% -9.1% 3.5K -39.5K -291 0.00 123.12 N/A N/A 0 0 43 42 2023-06-26 $41.66 $45.00 13.7% 3.9% 20.8% 1.9% 0.0% 2.2% 1.0% 3.0K -38.2K -276 0.00 105.08 N/A N/A 0 0 43 42 2023-06-27 $42.05 $45.00 13.7% 3.9% 20.4% 1.8% 0.0% 3.3% 1.3% 4.3K -44.4K -265 0.00 117.05 N/A N/A 0 0 43 42 2023-06-28 $41.84 $45.00 11.3% 3.2% 20.1% 0.0% 0.0% 6.7% 5.6% 4.2K -44.5K -262 0.00 108.98 N/A N/A 0 0 43 42 2023-06-29 $41.89 $45.00 12.7% 3.6% 19.5% 2.2% 0.0% 2.6% 1.2% 4.0K -42.7K -258 0.00 96.29 N/A N/A 0 0 43 42 2023-06-30 $42.22 $45.00 12.3% 3.5% 19.0% 1.5% 0.0% 2.3% 1.2% 5.4K -49.8K -255 0.00 95.50 N/A N/A 0 0 43 42
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