EPP Options History — March 2024 In March 2024, EPP traded between $42.05 and $43.50. ATM implied volatility averaged 15.7%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 1.0% (HV 20d: 14.7%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-14 : Highest Volume — 74 contracts2024-03-12 : Largest IV spike — 152.9% change2024-03-12 : Highest IV Rank — 60.0%2024-03-08 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $42.80 $42.05 $43.50 $42.55 $42.84 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 15.7% 11.8% 45.5% 13.9% 13.0% Expected Move 3.9% 3.4% 4.3% 4.0% 3.7% HV 20d 14.7% 13.1% 16.9% 15.6% 13.4% HV 60d 15.9% 14.3% 17.3% 16.8% 14.3% IV Rank 8.5% 1.4% 60.0% 4.7% 4.2% IV Percentile 35.3% 2.4% 98.8% 29.8% 15.5% Term Structure 0.8% -0.5% 1.9% -0.1% 0.2% VWIV 25.7% 25.7% 25.7% 25.7% 25.7% Skew 25d 1.6% -2.8% 10.0% 3.2% 0.6% Skew 10d 0.8% -3.9% 4.0% 0.6% -0.2% Call IV 25d 11.6% 10.3% 14.4% 13.4% 10.6% Put IV 25d 13.2% 11.2% 21.1% 16.6% 11.2% Bid-Ask Spread % 113.47 107.66 119.50 119.50 114.85 Gamma HHI 0.73 0.57 0.88 0.58 0.88 Net GEX -15.7K -30.8K -2.9K -3.3K -30.6K Net DEX 74.3K -15.3K 172.2K 1.4K 153.1K Net VEX -453 -747 -192 -197 -650 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 4.15 0 74 0 0 Total OI 77.7 38 117 38 114
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 2024-03-01 $42.55 $0.00 13.9% 4.0% 15.6% 4.7% 0.0% 3.2% -0.1% -3.3K 1.4K -197 0.00 119.50 N/A N/A 0 0 13 25 2024-03-04 $42.38 $43.00 12.0% 3.9% 15.5% 1.5% 0.0% 1.2% 1.9% -3.3K 872 -192 0.00 113.63 N/A N/A 0 0 13 25 2024-03-05 $42.05 $43.00 16.8% 4.2% 15.6% 9.8% 0.0% 0.3% 0.7% -3.1K 7.6K -200 0.00 107.66 N/A N/A 0 0 13 26 2024-03-06 $42.83 $43.00 16.4% 4.2% 16.4% 9.2% 25.7% 1.1% 1.1% -3.4K -2.9K -201 0.00 113.17 N/A N/A 1 0 13 26 2024-03-07 $43.36 $43.00 16.4% 4.1% 16.8% 9.1% 0.0% 0.0% 1.8% -3.5K -6.2K -196 0.00 111.26 N/A N/A 2 0 12 26 2024-03-08 $43.36 $43.00 17.5% 4.3% 16.6% 11.1% 0.0% 1.4% 1.9% -2.9K -13.3K -213 0.00 111.20 N/A N/A 0 0 14 26 2024-03-11 $43.09 $43.00 18.0% 4.2% 16.9% 11.9% 0.0% 2.5% 1.1% -3.3K -7.7K -213 0.00 113.36 N/A N/A 0 0 14 26 2024-03-12 $43.19 $43.00 45.5% 4.3% 16.9% 60.0% 0.0% -0.3% 0.5% -3.2K -9.9K -211 0.00 112.62 N/A N/A 0 0 14 26 2024-03-13 $43.50 $43.00 14.2% 4.1% 13.1% 5.3% 0.0% -2.8% 1.1% -3.7K -15.3K -203 0.00 114.03 N/A N/A 2 0 14 26 2024-03-14 $42.67 $43.00 13.1% 3.7% 14.4% 3.3% 0.0% 1.6% 1.4% -3.6K -5.7K -226 0.00 112.37 N/A N/A 0 74 16 26 2024-03-15 $42.55 $43.00 12.8% 3.7% 13.6% 3.8% 0.0% 1.6% 0.9% -25.5K 158.8K -747 0.00 112.31 N/A N/A 1 0 16 100 2024-03-18 $42.53 $43.00 13.8% 4.0% 13.6% 6.0% 0.0% 0.1% 1.0% -25.4K 164.4K -734 0.00 113.30 N/A N/A 0 0 17 100 2024-03-19 $42.47 $43.00 14.8% 4.2% 13.5% 8.3% 0.0% 4.3% -0.5% -25.9K 162.2K -721 0.00 111.38 N/A N/A 0 0 17 100 2024-03-20 $42.86 $43.00 13.5% 3.9% 13.9% 5.3% 0.0% 0.9% 0.3% -27.1K 140.3K -723 0.00 118.64 N/A N/A 0 0 17 100 2024-03-21 $42.92 $43.00 13.2% 3.8% 13.6% 4.7% 0.0% 3.3% 0.6% -26.9K 133.5K -714 0.00 113.22 N/A N/A 0 0 17 100 2024-03-22 $42.58 $43.00 12.6% 3.6% 13.9% 3.4% 0.0% 0.8% 0.6% -28.3K 157.9K -711 0.00 113.59 N/A N/A 0 0 17 100 2024-03-25 $42.70 $43.00 12.7% 3.6% 13.9% 3.5% 0.0% 1.5% 0.1% -29.8K 151.7K -690 0.00 114.60 N/A N/A 3 0 17 100 2024-03-26 $42.59 $43.00 11.8% 3.4% 13.8% 1.4% 0.0% 10.0% 1.4% -30.8K 172.2K -661 0.00 114.63 N/A N/A 0 0 14 100 2024-03-27 $42.95 $43.00 12.5% 3.6% 13.4% 3.0% 0.0% 0.6% -0.0% -30.8K 143.4K -655 0.00 114.15 N/A N/A 0 0 14 100 2024-03-28 $42.84 $43.00 13.0% 3.7% 13.4% 4.2% 0.0% 0.6% 0.2% -30.6K 153.1K -650 0.00 114.85 N/A N/A 0 0 14 100
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