EPP Options History — February 2024 In February 2024, EPP traded between $40.77 and $42.52. ATM implied volatility averaged 15.0%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded below realized volatility by 0.1% (HV 20d: 15.1%). Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-16 : Highest Volume — 1 contracts2024-02-26 : Largest IV spike — 112.5% change2024-02-26 : Highest IV Rank — 28.2%2024-02-26 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $41.91 $40.77 $42.52 $41.83 $42.19 ATM IV 15.0% 11.4% 27.3% 13.9% 16.2% Expected Move 4.3% 3.3% 7.8% 3.8% 4.6% HV 20d 15.1% 14.4% 15.8% 14.4% 15.5% HV 60d 17.0% 16.0% 17.4% 16.8% 17.1% IV Rank 6.7% 0.4% 28.2% 4.7% 8.8% IV Percentile 33.5% 1.2% 95.6% 26.2% 62.7% Term Structure -1.5% -18.9% 1.7% 1.1% 0.2% Skew 25d 2.2% -0.9% 6.3% 2.4% -0.0% Skew 10d 2.8% -2.4% 9.2% 2.8% 1.6% Call IV 25d 13.0% 10.8% 17.5% 12.7% 15.4% Put IV 25d 15.2% 12.2% 19.3% 15.1% 15.4% Bid-Ask Spread % 118.92 111.11 144.86 115.42 115.94 Gamma HHI 0.54 0.39 0.61 0.57 0.61 Net GEX 100 -3.9K 8.0K 8.0K -3.9K Net DEX -6.0K -23.5K 11.4K -23.5K 6.1K Net VEX -225 -294 -194 -294 -197 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 0.2 0 1 0 0 Total OI 61.35 38 76 76 38
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 2024-02-01 $41.83 $0.00 13.9% 3.8% 14.4% 4.7% 0.0% 2.4% 1.1% 8.0K -23.5K -294 0.00 115.42 N/A N/A 0 0 51 25 2024-02-02 $41.55 $0.00 12.8% 3.8% 14.5% 2.9% 0.0% 2.0% 0.6% 5.8K -14.3K -272 0.00 112.51 N/A N/A 0 0 51 25 2024-02-05 $41.30 $0.00 13.6% 4.0% 14.6% 4.2% 0.0% 2.8% -0.0% 2.1K -971 -235 0.00 112.40 N/A N/A 0 0 51 25 2024-02-06 $41.78 $0.00 12.4% 3.7% 15.2% 2.1% 0.0% 2.9% 1.4% 6.0K -14.7K -259 0.00 117.01 N/A N/A 0 0 51 25 2024-02-07 $41.75 $0.00 13.0% 3.7% 14.9% 3.2% 0.0% 2.7% 0.2% 5.6K -13.0K -249 0.00 119.35 N/A N/A 0 0 51 25 2024-02-08 $41.56 $0.00 13.0% 3.7% 14.9% 3.2% 0.0% 2.1% 0.4% 2.1K -4.2K -237 0.00 111.11 N/A N/A 0 0 51 25 2024-02-09 $41.75 $0.00 12.8% 3.7% 15.0% 2.9% 0.0% 2.1% 0.7% 2.0K -6.3K -233 0.00 113.17 N/A N/A 0 0 51 25 2024-02-12 $41.89 $0.00 13.0% 3.7% 15.0% 3.2% 0.0% 1.0% -0.3% 3.6K -10.2K -234 0.00 115.47 N/A N/A 0 0 51 25 2024-02-13 $40.77 $0.00 14.4% 4.1% 15.0% 5.6% 0.0% 6.3% -0.5% -1.1K 11.4K -200 0.00 120.61 N/A N/A 0 0 51 25 2024-02-14 $41.45 $0.00 13.3% 3.8% 15.2% 3.7% 0.0% 3.2% -0.1% -2.0K 1.8K -211 0.00 111.76 N/A N/A 0 0 51 25 2024-02-15 $42.05 $0.00 15.0% 4.3% 15.8% 6.8% 0.0% -0.6% -0.5% -2.1K -8.1K -220 0.00 120.39 N/A N/A 0 0 51 25 2024-02-16 $42.23 $0.00 23.1% 6.6% 15.5% 20.8% 0.0% 1.4% -18.9% -3.0K -9.6K -217 0.00 144.86 N/A N/A 1 0 51 25 2024-02-20 $42.14 $0.00 13.0% 3.7% 15.4% 3.1% 0.0% -0.9% -0.9% -3.2K -8.9K -210 0.00 120.98 N/A N/A 0 0 16 25 2024-02-21 $42.17 $0.00 17.3% 5.0% 15.0% 10.7% 0.0% 4.8% -3.8% -2.6K -10.0K -213 0.00 134.93 N/A N/A 0 0 16 25 2024-02-22 $42.52 $0.00 11.4% 3.3% 15.0% 0.4% 0.0% 1.9% 1.5% -3.3K -10.4K -209 0.00 119.24 N/A N/A 1 0 15 25 2024-02-23 $42.50 $0.00 12.8% 3.7% 15.0% 2.9% 0.0% 1.1% -0.5% -3.6K -7.2K -207 0.00 119.81 N/A N/A 1 0 14 25 2024-02-26 $42.31 $0.00 27.3% 7.8% 15.1% 28.2% 0.0% 4.8% -12.1% -2.9K -1.8K -203 0.00 121.22 N/A N/A 0 0 14 25 2024-02-27 $42.47 $0.00 15.5% 4.4% 15.1% 7.6% 0.0% 2.4% 1.7% -2.8K -4.6K -202 0.00 118.02 N/A N/A 1 0 14 25 2024-02-28 $41.97 $0.00 16.0% 4.6% 15.6% 8.5% 0.0% 1.4% -0.7% -2.9K 8.5K -194 0.00 114.17 N/A N/A 0 0 13 25 2024-02-29 $42.19 $0.00 16.2% 4.6% 15.5% 8.8% 0.0% -0.0% 0.2% -3.9K 6.1K -197 0.00 115.94 N/A N/A 0 0 13 25
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