EPP Options History — April 2024

In April 2024, EPP traded between $40.63 and $43.22. ATM implied volatility averaged 14.4%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 1.0% (HV 20d: 13.4%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 1.00.

Notable Days

  • 2024-04-22: Highest Volume — 11 contracts
  • 2024-04-16: Largest IV spike — 59.1% change
  • 2024-04-16: Highest IV Rank — 33.5%
  • 2024-04-16: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.01$40.63$43.22$42.78$41.80
Max Pain$43.00$43.00$43.00$43.00$43.00
ATM IV14.4%11.6%25.8%12.2%13.3%
Expected Move4.2%3.5%7.4%3.5%3.8%
HV 20d13.4%10.0%16.9%13.1%16.9%
HV 60d14.3%13.5%15.0%14.2%15.0%
IV Rank7.5%0.9%33.5%2.4%4.8%
IV Percentile38.7%2.4%96.0%4.4%22.6%
Term Structure2.3%-6.4%28.3%0.9%2.4%
VWIV15.4%15.1%15.7%15.7%15.1%
Skew 25d3.2%-6.3%15.0%-0.8%4.2%
Skew 10d0.9%-18.6%10.4%-0.9%1.5%
Call IV 25d12.7%9.7%18.7%12.3%9.7%
Put IV 25d15.8%11.5%28.8%11.5%13.9%
Bid-Ask Spread %116.43110.27127.94116.80116.26
Gamma HHI0.860.730.910.890.88
Net GEX-29.7K-44.6K-11.7K-33.3K-36.1K
Net DEX229.5K119.6K312.4K160.3K309.5K
Net VEX-467-618-246-618-384
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.002.000.002.00
Total Volume1.40901100
Total OI112.31898115114113

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$42.78$43.0012.2%3.5%13.1%2.4%0.0%-0.8%0.9%-33.3K160.3K-6180.00116.80N/AN/A0014100
2024-04-02$42.78$43.0013.3%3.8%13.0%4.9%0.0%-0.4%0.3%-31.7K158.2K-6120.00114.57N/AN/A0014100
2024-04-03$42.78$43.0012.3%3.5%12.6%2.5%0.0%-0.1%0.2%-34.8K159.8K-6040.00118.37N/AN/A0014100
2024-04-04$42.59$43.0011.6%4.0%10.9%0.9%0.0%1.0%0.6%-32.7K172.4K-5920.00116.79N/AN/A0014100
2024-04-05$42.81$43.0012.9%3.8%10.0%3.9%0.0%4.0%1.0%-35.5K155.7K-5930.00116.41N/AN/A0014100
2024-04-08$43.00$43.0013.4%3.8%10.2%5.0%0.0%15.0%3.8%-37.9K130.0K-5640.00116.92N/AN/A0214100
2024-04-09$43.22$43.0012.0%4.1%10.1%2.0%0.0%-0.0%4.4%-36.8K119.6K-5510.00115.72N/AN/A0014100
2024-04-10$42.41$43.0015.2%4.4%12.1%9.3%0.0%1.2%0.0%-33.5K198.2K-5390.00112.39N/AN/A0014100
2024-04-11$42.61$43.0013.2%3.8%11.9%4.7%0.0%4.6%1.6%-34.4K185.1K-5330.00114.37N/AN/A0014100
2024-04-12$41.64$43.0014.2%4.1%12.7%7.0%0.0%6.1%0.2%-24.5K254.3K-4340.00119.47N/AN/A0014100
2024-04-15$41.25$43.0016.2%4.6%13.1%11.5%0.0%6.7%0.2%-19.7K272.3K-3880.00123.76N/AN/A0014100
2024-04-16$40.63$43.0025.8%7.4%13.9%33.5%0.0%13.4%-6.4%-13.3K254.8K-3970.00127.94N/AN/A2014100
2024-04-17$40.91$43.0016.1%4.6%14.3%11.3%0.0%-6.3%-0.2%-15.6K292.1K-3230.00114.69N/AN/A0014100
2024-04-18$40.75$43.0014.2%4.1%13.7%6.9%0.0%1.1%28.3%-11.7K312.4K-2460.00117.64N/AN/A0114100
2024-04-19$40.75$43.0015.3%4.4%13.7%9.4%15.7%1.6%1.7%-14.8K304.5K-2730.00118.24N/AN/A01014101
2024-04-22$41.41$43.0015.3%4.4%15.0%9.4%15.1%2.2%5.0%-23.3K256.6K-3710.00110.27N/AN/A0111286
2024-04-23$41.92$43.0015.0%4.3%15.7%8.7%0.0%1.9%1.0%-33.0K265.6K-4650.00114.97N/AN/A001297
2024-04-24$41.86$43.0013.9%4.0%15.7%6.2%0.0%7.4%2.5%-33.6K282.4K-4330.00113.71N/AN/A011297
2024-04-25$41.80$43.0014.7%4.2%15.3%8.1%0.0%2.5%1.1%-32.3K284.5K-4360.00112.66N/AN/A001298
2024-04-26$42.09$43.0012.9%3.7%15.6%3.9%0.0%2.5%1.7%-39.4K279.2K-4410.00113.69N/AN/A011298
2024-04-29$42.48$43.0014.9%4.3%16.0%8.5%0.0%1.6%0.4%-44.6K240.9K-4672.00115.74N/AN/A121299
2024-04-30$41.80$43.0013.3%3.8%16.9%4.8%0.0%4.2%2.4%-36.1K309.5K-3840.00116.26N/AN/A0013100