EPP Options History — October 2023

In October 2023, EPP traded between $38.09 and $40.30. ATM implied volatility averaged 19.0%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 1.1% (HV 20d: 17.9%). Max pain ranged from $40.00 to $41.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 2.00.

Notable Days

  • 2023-10-23: Highest Volume — 11 contracts
  • 2023-10-03: Largest IV drop — 60.0% change
  • 2023-10-02: Highest IV Rank — 71.7%
  • 2023-10-02: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.09$38.09$40.30$39.09$38.41
Max Pain$40.09$40.00$41.00$40.00$40.00
ATM IV19.0%14.3%54.7%54.7%18.2%
Expected Move5.5%4.4%15.7%15.7%5.2%
HV 20d17.9%16.1%19.9%16.1%17.6%
HV 60d16.0%15.1%16.6%16.3%16.2%
IV Rank12.9%5.1%71.7%71.7%11.5%
IV Percentile47.0%17.1%98.8%98.8%54.8%
Term Structure0.3%-7.5%2.6%-7.5%-0.6%
VWIV15.8%15.6%16.1%16.1%15.6%
Skew 25d4.7%-1.2%34.7%34.7%6.3%
Skew 10d9.6%-2.3%27.5%4.2%5.0%
Call IV 25d15.4%12.1%19.3%12.1%13.3%
Put IV 25d20.2%17.5%46.9%46.9%19.6%
Bid-Ask Spread %89.8474.93116.57116.5784.24
Gamma HHI0.570.260.810.750.28
Net GEX-25.0K-90.6K7.7K-38.1K5.3K
Net DEX157.0K-8.7K384.7K208.5K5.6K
Net VEX-497-802-272-802-299
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.000.0010.000.000.00
Total Volume0.86401101
Total OI157.4558019118693

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$39.09$40.0054.7%15.7%16.1%71.7%0.0%34.7%-7.5%-38.1K208.5K-8020.00116.57N/AN/A0076110
2023-10-03$38.66$40.0021.9%6.3%16.2%17.7%0.0%1.2%-4.0%-22.2K258.1K-6110.00115.82N/AN/A0076110
2023-10-04$38.80$40.0016.4%4.7%16.3%8.5%0.0%5.1%1.3%-22.8K276.3K-6030.00109.18N/AN/A0077110
2023-10-05$39.19$41.0016.2%4.8%16.7%8.3%0.0%4.3%2.6%-33.8K257.0K-6530.0075.31N/AN/A0077110
2023-10-06$39.84$41.0014.3%4.6%17.9%5.1%16.1%2.9%1.6%-44.8K165.5K-7320.0076.59N/AN/A0277110
2023-10-09$39.72$40.0016.3%4.6%17.5%8.4%0.0%4.3%2.6%-44.3K187.4K-6910.0074.93N/AN/A0077112
2023-10-10$40.30$40.0014.9%4.8%18.4%6.1%15.7%3.1%2.3%-49.0K82.8K-6900.0086.57N/AN/A3077112
2023-10-11$40.30$40.0016.2%4.6%18.3%8.3%0.0%4.0%2.1%-49.7K84.8K-6680.0078.00N/AN/A0078112
2023-10-12$39.61$40.0015.3%4.4%18.3%6.7%0.0%0.7%2.2%-53.8K213.5K-6240.0099.40N/AN/A0078112
2023-10-13$39.34$40.0017.0%4.9%18.4%9.7%0.0%3.3%1.6%-43.1K260.1K-5580.0098.35N/AN/A0078112
2023-10-16$39.86$40.0015.7%4.5%19.1%7.5%0.0%3.1%1.2%-73.5K178.8K-5580.0085.65N/AN/A0078112
2023-10-17$39.91$40.0015.4%4.4%19.1%6.9%0.0%3.6%2.5%-90.6K168.1K-5370.0081.89N/AN/A0078112
2023-10-18$39.25$40.0017.2%4.9%19.9%10.0%0.0%3.6%1.9%-39.2K334.7K-3920.0088.85N/AN/A0079112
2023-10-19$38.75$40.0017.0%4.9%18.1%9.5%0.0%2.7%0.2%6.7K379.4K-2960.0096.04N/AN/A0079112
2023-10-20$38.30$40.0018.4%5.3%17.8%11.9%0.0%3.7%0.1%6.2K384.7K-2720.0091.30N/AN/A0079112
2023-10-23$38.41$40.0018.2%5.2%17.9%11.6%0.0%3.6%0.5%6.3K-6.2K-31110.0079.07N/AN/A1106812
2023-10-24$38.92$40.0022.4%6.4%18.2%18.4%0.0%-1.2%-3.0%7.7K-8.7K-3850.0097.57N/AN/A006922
2023-10-25$38.36$40.0018.3%5.2%18.8%11.8%0.0%4.2%0.0%5.7K5.6K-3120.0090.91N/AN/A006922
2023-10-26$38.20$40.0018.6%5.3%18.0%12.3%0.0%2.9%-0.2%5.4K6.5K-3190.0082.44N/AN/A106922
2023-10-27$38.09$40.0018.3%5.2%18.0%11.7%0.0%4.8%0.0%4.7K9.6K-3070.0087.68N/AN/A007022
2023-10-30$38.63$40.0017.0%4.9%18.0%9.6%15.6%3.5%0.2%6.2K1.3K-3210.0080.13N/AN/A107022
2023-10-31$38.41$40.0018.2%5.2%17.6%11.5%0.0%6.3%-0.6%5.3K5.6K-2990.0084.24N/AN/A107122