EPP Options History — September 2023 In September 2023, EPP traded between $39.28 and $41.30. ATM implied volatility averaged 16.9%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 1.7% (HV 20d: 15.2%). Max pain ranged from $40.00 to $42.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.33.
Notable Days 2023-09-29 : Highest Volume — 24 contracts2023-09-05 : Largest IV spike — 185.8% change2023-09-05 : Highest IV Rank — 59.4%2023-09-26 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $40.33 $39.28 $41.30 $41.30 $39.78 Max Pain $40.10 $40.00 $42.00 $42.00 $40.00 ATM IV 16.9% 11.2% 47.6% 16.7% 16.1% Expected Move 4.3% 3.2% 6.6% 4.8% 4.6% HV 20d 15.2% 14.2% 16.2% 15.1% 15.2% HV 60d 16.5% 15.7% 16.9% 16.7% 16.0% IV Rank 9.4% 0.0% 59.4% 8.9% 8.2% IV Percentile 26.9% 0.0% 98.0% 31.3% 33.3% Term Structure 2.3% -10.4% 9.9% -10.4% 2.3% VWIV 14.5% 12.8% 16.1% 12.8% 16.1% Skew 25d 1.7% -5.4% 16.3% -2.2% -4.3% Skew 10d 5.1% -6.1% 40.1% 12.8% -4.9% Call IV 25d 14.4% 10.3% 19.6% 19.6% 16.2% Put IV 25d 16.1% 11.8% 32.6% 17.4% 11.8% Bid-Ask Spread % 117.63 98.99 132.31 132.31 127.15 Gamma HHI 0.75 0.48 0.84 0.48 0.83 Net GEX -29.4K -45.0K -11.0K -11.0K -36.6K Net DEX 139.2K 55.1K 230.6K 55.1K 184.1K Net VEX -781 -889 -676 -857 -690 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 2.00 0.00 0.00 Total Volume 1.9 0 24 2 24 Total OI 163.35 159 170 166 162
Daily Data (20 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 2023-09-01 $41.30 $42.00 16.7% 4.8% 15.1% 8.9% 0.0% -2.2% -10.4% -11.0K 55.1K -857 0.00 132.31 N/A N/A 2 0 56 110 2023-09-05 $40.94 $40.00 47.6% 4.2% 15.3% 59.4% 0.0% 7.0% 2.6% -19.9K 99.0K -867 0.00 119.52 N/A N/A 0 0 54 110 2023-09-06 $40.61 $40.00 19.5% 3.7% 15.3% 13.6% 0.0% 16.3% 4.3% -22.9K 117.2K -833 0.00 119.15 N/A N/A 0 0 54 110 2023-09-07 $40.33 $40.00 13.6% 4.3% 15.4% 4.0% 0.0% 1.5% 5.3% -25.6K 148.2K -856 0.00 118.36 N/A N/A 0 0 54 110 2023-09-08 $40.22 $40.00 13.8% 4.2% 15.4% 4.2% 0.0% 2.4% 4.6% -26.8K 155.0K -827 0.00 116.63 N/A N/A 2 0 54 110 2023-09-11 $40.59 $40.00 20.0% 4.8% 15.6% 14.4% 0.0% -1.6% 6.9% -22.4K 111.1K -889 0.00 120.48 N/A N/A 0 0 56 110 2023-09-12 $40.61 $40.00 13.6% 3.7% 15.5% 3.9% 12.8% 1.7% 4.1% -26.8K 118.7K -715 2.00 108.18 N/A N/A 1 2 56 110 2023-09-13 $40.42 $40.00 13.6% 3.9% 14.3% 3.9% 0.0% 2.0% 3.0% -29.9K 124.4K -787 0.00 111.85 N/A N/A 4 0 56 110 2023-09-14 $41.05 $40.00 12.7% 3.6% 14.9% 2.4% 0.0% 2.4% 8.3% -23.1K 64.7K -784 0.00 107.42 N/A N/A 0 0 60 110 2023-09-15 $40.88 $40.00 12.4% 3.6% 14.7% 2.1% 0.0% -1.6% 7.0% -25.0K 65.3K -811 0.00 110.54 N/A N/A 0 0 60 110 2023-09-18 $40.70 $40.00 11.2% 3.2% 14.8% 0.0% 0.0% -1.6% 2.0% -36.9K 91.4K -771 0.00 98.99 N/A N/A 0 0 49 110 2023-09-19 $40.70 $40.00 14.6% 4.2% 14.8% 5.7% 16.1% -5.4% -1.0% -29.0K 116.5K -793 0.00 119.11 N/A N/A 2 0 49 110 2023-09-20 $40.56 $40.00 13.2% 3.8% 14.6% 3.3% 0.0% -3.0% -5.5% -45.0K 115.9K -771 0.00 121.09 N/A N/A 0 1 50 110 2023-09-21 $39.50 $40.00 13.9% 4.0% 16.2% 4.4% 0.0% 3.7% 4.2% -35.9K 206.1K -767 0.00 113.50 N/A N/A 0 0 50 110 2023-09-22 $40.00 $40.00 13.8% 4.0% 16.1% 4.3% 0.0% 1.9% 9.9% -37.2K 155.8K -780 0.00 119.99 N/A N/A 0 0 51 110 2023-09-25 $39.86 $40.00 14.3% 4.1% 16.0% 5.2% 0.0% 11.5% 3.1% -38.2K 199.9K -746 0.00 123.24 N/A N/A 0 0 51 110 2023-09-26 $39.38 $40.00 22.9% 6.6% 16.1% 19.3% 0.0% 0.2% -2.6% -31.9K 230.6K -676 0.00 126.00 N/A N/A 0 0 51 110 2023-09-27 $39.28 $40.00 18.3% 5.2% 14.2% 11.7% 0.0% -1.8% -1.2% -30.5K 228.1K -701 0.00 120.02 N/A N/A 0 0 52 110 2023-09-28 $39.81 $40.00 16.9% 4.8% 15.2% 9.4% 0.0% 5.7% 0.1% -33.8K 196.4K -708 0.00 119.08 N/A N/A 0 0 52 110 2023-09-29 $39.78 $40.00 16.1% 4.6% 15.2% 8.2% 0.0% -4.3% 2.3% -36.6K 184.1K -690 0.00 127.15 N/A N/A 24 0 52 110
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