EPP Options History — August 2023 In August 2023, EPP traded between $39.56 and $43.22. ATM implied volatility averaged 15.1%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded below realized volatility by 0.3% (HV 20d: 15.4%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 16.67.
Notable Days 2023-08-21 : Highest Volume — 101 contracts2023-08-29 : Largest IV spike — 94.7% change2023-08-29 : Highest IV Rank — 22.2%2023-08-29 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $41.11 $39.56 $43.22 $43.22 $41.22 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 15.1% 11.4% 24.8% 12.8% 11.4% Expected Move 4.3% 3.3% 7.1% 3.7% 3.3% HV 20d 15.4% 12.4% 20.5% 18.8% 15.1% HV 60d 18.1% 17.6% 18.6% 18.5% 17.6% IV Rank 6.5% 0.4% 22.2% 2.7% 0.4% IV Percentile 18.1% 0.8% 69.0% 3.2% 0.8% Term Structure 0.5% -10.9% 4.2% 0.4% 2.1% VWIV 14.9% 14.9% 14.9% 14.9% 14.9% Skew 25d 3.7% -1.9% 24.9% 2.2% 2.1% Skew 10d 10.2% 0.4% 50.3% 18.4% 2.0% Call IV 25d 13.9% 11.0% 18.8% 11.7% 11.0% Put IV 25d 17.7% 10.3% 39.1% 13.9% 13.1% Bid-Ask Spread % 108.21 86.01 129.38 100.61 98.35 Gamma HHI 0.63 0.46 0.80 0.57 0.55 Net GEX 8.2K -26.2K 33.5K 20.5K -14.5K Net DEX -17.0K -214.8K 203.6K -214.8K 88.0K Net VEX -585 -976 -249 -324 -776 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 16.67 0.00 100.00 0.00 0.00 Total Volume 7.174 0 101 10 10 Total OI 119.348 65 167 74 156
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 2023-08-01 $43.22 $42.00 12.8% 3.7% 18.8% 2.7% 0.0% 2.2% 0.4% 20.5K -214.8K -324 0.00 100.61 N/A N/A 10 0 74 0 2023-08-02 $42.20 $42.00 15.0% 4.3% 20.5% 6.2% 0.0% -1.9% -5.9% 21.6K -174.7K -488 0.00 123.18 N/A N/A 0 0 84 0 2023-08-03 $42.30 $0.00 15.0% 4.5% 18.0% 6.3% 0.0% 3.6% -0.0% 27.4K -177.6K -453 0.00 91.80 N/A N/A 0 10 84 0 2023-08-04 $42.23 $0.00 13.6% 4.2% 17.9% 4.0% 0.0% 2.8% 0.6% 28.9K -143.3K -522 0.00 91.34 N/A N/A 0 0 84 10 2023-08-07 $42.34 $0.00 16.4% 4.3% 17.9% 8.5% 0.0% 3.2% -0.0% 27.5K -147.4K -500 0.00 92.48 N/A N/A 0 0 84 10 2023-08-08 $42.00 $0.00 16.9% 4.3% 17.8% 9.4% 14.9% 3.9% 0.5% 28.6K -120.6K -484 0.00 90.11 N/A N/A 10 0 84 10 2023-08-09 $42.05 $42.00 15.3% 4.4% 15.9% 6.7% 0.0% 1.3% 1.7% 31.9K -145.2K -555 0.00 120.49 N/A N/A 0 0 94 10 2023-08-10 $42.02 $42.00 15.0% 4.3% 12.4% 6.3% 0.0% 2.1% 1.6% 26.2K -157.3K -535 0.00 113.34 N/A N/A 0 0 94 10 2023-08-11 $41.63 $42.00 14.5% 4.2% 12.5% 5.4% 0.0% -0.2% 1.1% 33.5K -112.8K -518 0.00 116.34 N/A N/A 0 0 94 10 2023-08-14 $41.34 $42.00 16.3% 4.7% 12.6% 8.3% 0.0% 4.4% -0.9% 30.8K -78.2K -453 0.00 121.54 N/A N/A 0 0 94 10 2023-08-15 $40.64 $42.00 13.7% 3.9% 13.6% 4.2% 0.0% 5.9% 4.2% 17.8K -42.6K -391 0.00 124.75 N/A N/A 0 0 94 10 2023-08-16 $40.22 $42.00 15.3% 4.4% 13.8% 6.7% 0.0% 2.5% 0.3% 8.4K -10.2K -302 0.00 86.01 N/A N/A 0 0 94 10 2023-08-17 $39.95 $42.00 15.1% 4.3% 13.9% 6.3% 0.0% 2.3% 0.6% 7.4K -3.0K -273 0.00 89.33 N/A N/A 0 0 94 10 2023-08-18 $39.92 $42.00 14.6% 4.2% 13.9% 5.6% 0.0% 3.6% 1.4% 7.0K 426 -260 0.00 86.33 N/A N/A 1 0 94 10 2023-08-21 $39.80 $42.00 13.6% 3.9% 13.8% 4.0% 0.0% 3.7% 1.8% 6.6K 1.9K -249 100.00 87.90 N/A N/A 1 100 55 10 2023-08-22 $39.56 $42.00 13.9% 4.0% 13.1% 4.4% 0.0% 3.6% 1.5% -20.5K 196.4K -908 0.00 115.68 N/A N/A 0 0 56 110 2023-08-23 $40.31 $42.00 13.7% 3.9% 15.1% 4.0% 0.0% 24.9% 2.8% -12.2K 144.8K -976 0.00 122.59 N/A N/A 0 0 57 110 2023-08-24 $39.75 $42.00 14.9% 4.3% 15.4% 6.0% 0.0% 3.1% 0.8% -20.1K 176.5K -908 0.00 125.56 N/A N/A 0 0 57 110 2023-08-25 $39.97 $42.00 21.1% 6.1% 15.5% 16.2% 0.0% 4.0% -10.9% -26.2K 203.6K -899 0.00 126.39 N/A N/A 0 0 57 110 2023-08-28 $40.36 $42.00 12.7% 3.6% 15.7% 2.5% 0.0% 5.3% 3.7% -18.4K 154.3K -900 0.00 120.44 N/A N/A 0 0 57 110 2023-08-29 $41.13 $42.00 24.8% 7.1% 17.0% 22.2% 0.0% 1.2% 2.9% -13.4K 109.4K -939 0.00 129.38 N/A N/A 0 0 57 110 2023-08-30 $41.28 $42.00 12.6% 3.6% 15.1% 2.4% 0.0% 1.7% 1.1% -9.2K 62.0K -834 0.00 114.83 N/A N/A 23 0 57 110 2023-08-31 $41.22 $42.00 11.4% 3.3% 15.1% 0.4% 0.0% 2.1% 2.1% -14.5K 88.0K -776 0.00 98.35 N/A N/A 10 0 46 110
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