EPP Options History — December 2023 In December 2023, EPP traded between $40.39 and $43.61. ATM implied volatility averaged 16.1%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 1.5% (HV 20d: 17.5%). Max pain ranged from $41.00 to $44.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-19 : Highest Volume — 25 contracts2023-12-26 : Largest IV spike — 70.3% change2023-12-19 : Highest IV Rank — 25.0%2023-12-19 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $42.13 $40.39 $43.61 $41.41 $43.41 Max Pain $43.25 $41.00 $44.00 $41.00 $44.00 ATM IV 16.1% 11.8% 25.4% 13.9% 12.3% Expected Move 4.6% 3.4% 7.3% 4.0% 3.5% HV 20d 17.5% 15.2% 21.4% 15.5% 21.0% HV 60d 17.9% 17.1% 19.0% 17.1% 18.3% IV Rank 8.4% 1.1% 25.0% 4.4% 1.9% IV Percentile 37.8% 2.0% 93.3% 17.5% 3.6% Term Structure -0.5% -6.7% 2.9% 0.6% 0.9% VWIV 16.4% 9.0% 28.1% 12.9% 13.3% Skew 25d 0.9% -12.8% 16.6% 4.3% 3.4% Skew 10d 15.4% -13.4% 60.9% 5.3% 1.4% Call IV 25d 15.4% 8.1% 62.3% 11.2% 9.6% Put IV 25d 16.3% 1.7% 78.9% 15.5% 13.0% Bid-Ask Spread % 107.21 72.37 127.49 111.39 102.14 Gamma HHI 0.31 0.21 0.51 0.23 0.49 Net GEX 11.4K 3.1K 18.2K 7.9K 17.3K Net DEX -82.5K -287.3K 57.7K -105.3K -38.4K Net VEX -336 -503 -124 -503 -336 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 3.3 0 25 0 1 Total OI 130.15 71 168 161 87
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 2023-12-01 $41.41 $41.00 13.9% 4.0% 15.5% 4.4% 0.0% 4.3% 0.6% 7.9K -105.3K -503 0.00 111.39 N/A N/A 0 0 93 68 2023-12-04 $40.80 $44.00 13.7% 4.4% 15.4% 4.2% 0.0% 1.1% 1.0% 7.1K -23.7K -459 0.00 110.73 N/A N/A 0 0 93 68 2023-12-05 $40.39 $44.00 15.4% 4.1% 15.9% 6.9% 0.0% 5.0% 1.6% 5.9K 57.7K -421 0.00 110.19 N/A N/A 2 0 93 68 2023-12-06 $40.64 $44.00 13.8% 6.6% 15.5% 4.2% 0.0% 1.9% 1.0% 6.8K -1.4K -474 0.00 113.10 N/A N/A 0 0 95 68 2023-12-07 $40.95 $44.00 15.7% 3.8% 15.6% 7.4% 0.0% 1.5% 0.2% 7.7K -16.1K -443 0.00 112.54 N/A N/A 0 0 95 68 2023-12-08 $41.05 $44.00 14.3% 3.8% 15.3% 5.1% 0.0% 3.3% 0.2% 8.2K -53.6K -418 0.00 115.88 N/A N/A 0 0 95 68 2023-12-11 $41.03 $44.00 17.0% 3.8% 15.3% 9.6% 12.9% -1.8% 0.9% 7.4K -44.9K -352 0.00 109.72 N/A N/A 4 0 95 68 2023-12-12 $41.05 $42.00 19.5% 3.8% 15.2% 13.7% 0.0% 16.6% -0.0% 3.1K -64.0K -287 0.00 112.77 N/A N/A 0 0 100 68 2023-12-13 $42.11 $42.00 12.0% 3.4% 15.2% 1.3% 0.0% 6.0% 2.9% 14.0K -265.4K -191 0.00 127.49 N/A N/A 0 0 100 68 2023-12-14 $42.83 $42.00 11.8% 3.4% 16.1% 1.1% 9.0% -1.4% 2.3% 11.7K -287.3K -167 0.00 121.16 N/A N/A 1 0 100 68 2023-12-15 $42.64 $42.00 12.9% 3.7% 15.7% 3.0% 0.0% 0.3% -1.7% 14.9K -284.0K -174 0.00 120.97 N/A N/A 0 0 100 68 2023-12-18 $42.83 $42.00 20.7% 5.9% 15.6% 16.7% 11.1% -4.3% -3.7% 14.5K -79.5K -205 0.00 121.19 N/A N/A 1 0 52 20 2023-12-19 $43.55 $42.00 25.4% 7.3% 16.2% 25.0% 14.4% -12.8% -1.9% 15.7K -102.5K -124 0.00 110.59 N/A N/A 25 0 51 20 2023-12-20 $42.08 $44.00 21.1% 6.1% 20.7% 17.4% 0.0% -8.8% -5.8% 10.9K -63.0K -264 0.00 97.85 N/A N/A 0 15 66 20 2023-12-21 $42.78 $44.00 12.8% 3.7% 21.4% 2.8% 0.0% 2.6% 0.4% 13.7K -63.4K -416 0.00 98.96 N/A N/A 2 0 66 35 2023-12-22 $42.94 $44.00 12.7% 3.6% 21.4% 2.6% 0.0% 2.6% 1.4% 14.2K -58.1K -395 0.00 97.37 N/A N/A 0 0 63 35 2023-12-26 $43.17 $44.00 21.6% 6.2% 21.1% 18.3% 28.1% 3.1% -5.3% 12.8K -51.1K -357 0.00 88.03 N/A N/A 3 0 62 35 2023-12-27 $43.36 $44.00 22.2% 6.4% 21.1% 19.4% 25.7% -5.9% -6.7% 15.4K -50.8K -371 0.00 89.82 N/A N/A 11 0 61 35 2023-12-28 $43.61 $44.00 12.4% 3.5% 20.9% 2.1% 0.0% 0.8% 0.8% 18.2K -56.0K -358 0.00 72.37 N/A N/A 1 0 53 35 2023-12-29 $43.41 $44.00 12.3% 3.5% 21.0% 1.9% 13.3% 3.4% 0.9% 17.3K -38.4K -336 0.00 102.14 N/A N/A 1 0 52 35
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