EPP Options History — January 2024 In January 2024, EPP traded between $40.44 and $42.89. ATM implied volatility averaged 13.8%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 4.3% (HV 20d: 18.1%). Max pain ranged from $43.00 to $44.00. 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 2024-01-05 : Highest Volume — 24 contracts2024-01-24 : Largest IV drop — 15.8% change2024-01-17 : Highest IV Rank — 9.6%2024-01-17 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $41.77 $40.44 $42.89 $42.89 $41.58 Max Pain $43.10 $43.00 $44.00 $44.00 $43.00 ATM IV 13.8% 12.3% 16.6% 12.7% 14.0% Expected Move 4.0% 3.5% 4.8% 3.6% 4.0% HV 20d 18.1% 14.4% 21.0% 21.0% 14.4% HV 60d 17.9% 17.1% 18.5% 18.5% 17.1% IV Rank 4.6% 2.0% 9.6% 2.7% 4.9% IV Percentile 22.5% 4.0% 57.5% 7.5% 27.4% Term Structure 0.5% -0.7% 2.2% 1.3% -0.2% VWIV 13.8% 13.6% 13.9% 13.9% 13.6% Skew 25d 2.8% -0.0% 5.2% -0.0% 2.6% Skew 10d 3.4% -16.6% 10.9% -8.5% 2.7% Call IV 25d 12.7% 10.7% 14.3% 14.0% 12.6% Put IV 25d 15.5% 13.9% 18.7% 13.9% 15.2% Bid-Ask Spread % 112.83 96.09 131.87 104.93 129.59 Gamma HHI 0.45 0.29 0.76 0.45 0.52 Net GEX 8.5K 2.3K 17.8K 14.9K 6.5K Net DEX 5.4K -40.3K 58.2K -9.0K -20.9K Net VEX -262 -348 -182 -289 -288 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 1.762 0 24 0 0 Total OI 90.81 66 111 87 76
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 2024-01-02 $42.89 $44.00 12.7% 3.6% 21.0% 2.7% 0.0% -0.0% 1.3% 14.9K -9.0K -289 0.00 104.93 N/A N/A 0 0 52 35 2024-01-03 $42.53 $44.00 12.3% 3.5% 20.5% 2.0% 0.0% 3.3% 0.1% 11.4K 8.4K -267 0.00 96.89 N/A N/A 0 0 52 35 2024-01-04 $42.30 $43.00 13.0% 4.2% 20.2% 3.3% 0.0% 2.5% 0.1% 8.4K 20.9K -242 0.00 100.71 N/A N/A 0 0 52 35 2024-01-05 $42.28 $43.00 13.0% 4.1% 20.1% 3.2% 13.9% 2.4% -0.2% 7.4K 23.6K -232 0.00 110.44 N/A N/A 24 0 52 35 2024-01-08 $42.42 $43.00 13.4% 4.2% 20.0% 3.9% 0.0% 3.4% -0.2% 17.8K -22.8K -348 0.00 105.59 N/A N/A 1 0 76 35 2024-01-09 $42.02 $43.00 13.3% 4.0% 20.4% 3.7% 0.0% 2.0% 0.6% 13.3K 2.0K -317 0.00 112.08 N/A N/A 0 0 75 35 2024-01-10 $41.92 $43.00 13.8% 4.0% 20.4% 4.6% 0.0% 4.0% 0.4% 12.0K 6.7K -311 0.00 120.53 N/A N/A 0 0 75 35 2024-01-11 $41.91 $43.00 13.7% 3.9% 20.4% 4.4% 0.0% 4.6% 1.3% 11.5K 7.0K -305 0.00 119.96 N/A N/A 0 0 75 35 2024-01-12 $42.13 $43.00 14.1% 4.0% 18.4% 5.1% 0.0% 3.6% -0.1% 12.6K 1.4K -303 0.00 112.74 N/A N/A 0 0 75 35 2024-01-16 $41.02 $43.00 15.0% 4.3% 19.6% 6.7% 13.6% 2.3% -0.2% 4.8K 45.0K -218 0.00 106.03 N/A N/A 1 0 75 35 2024-01-17 $40.44 $43.00 16.6% 4.8% 20.0% 9.6% 0.0% 3.9% -0.7% 2.3K 58.2K -183 0.00 111.20 N/A N/A 0 0 75 35 2024-01-18 $40.77 $43.00 14.5% 4.2% 20.2% 5.9% 0.0% 3.7% 0.7% 2.5K 55.2K -182 0.00 110.85 N/A N/A 0 0 75 35 2024-01-19 $41.17 $43.00 14.9% 4.3% 19.5% 6.5% 0.0% 5.1% 0.9% 5.2K 47.0K -205 0.00 115.59 N/A N/A 0 0 75 35 2024-01-22 $40.97 $43.00 14.4% 4.1% 15.6% 5.7% 0.0% 4.1% 0.8% 3.0K 10.0K -191 0.00 96.09 N/A N/A 0 0 41 25 2024-01-23 $41.41 $43.00 14.6% 4.2% 14.8% 6.0% 0.0% 2.5% 0.2% 4.8K 451 -210 0.00 112.47 N/A N/A 0 0 41 25 2024-01-24 $41.75 $43.00 12.3% 3.5% 15.1% 2.0% 0.0% 0.8% 1.5% 5.5K -4.8K -206 0.00 119.26 N/A N/A 0 0 41 25 2024-01-25 $41.80 $43.00 13.5% 3.9% 14.9% 4.1% 0.0% 1.1% 0.4% 7.0K -8.3K -223 0.00 108.62 N/A N/A 10 0 41 25 2024-01-26 $41.98 $43.00 13.2% 3.8% 14.9% 3.5% 0.0% 1.3% 2.2% 9.5K -37.8K -335 0.00 122.57 N/A N/A 0 0 51 25 2024-01-29 $42.09 $43.00 13.9% 4.0% 14.8% 4.7% 0.0% 5.2% 0.5% 9.8K -40.3K -324 0.00 131.87 N/A N/A 0 0 51 25 2024-01-30 $41.86 $43.00 13.7% 3.9% 14.8% 4.5% 0.0% 1.6% 0.0% 8.7K -29.5K -318 0.00 121.32 N/A N/A 1 0 51 25 2024-01-31 $41.58 $43.00 14.0% 4.0% 14.4% 4.9% 0.0% 2.6% -0.2% 6.5K -20.9K -288 0.00 129.59 N/A N/A 0 0 51 25
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