EPP Options History — June 2024 In June 2024, EPP traded between $42.66 and $44.48. ATM implied volatility averaged 12.6%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded below realized volatility by 2.0% (HV 20d: 14.6%). Max pain ranged from $45.00 to $46.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days.
Notable Days 2024-06-12 : Highest Volume — 23 contracts2024-06-28 : Largest IV spike — 82.5% change2024-06-28 : Highest IV Rank — 26.6%2024-06-28 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $43.34 $42.66 $44.48 $44.05 $42.94 Max Pain $45.68 $45.00 $46.00 $45.00 $46.00 ATM IV 12.6% 9.6% 21.6% 18.3% 21.6% Expected Move 3.6% 2.7% 6.2% 5.3% 6.2% HV 20d 14.6% 11.9% 16.7% 12.1% 14.9% HV 60d 14.7% 13.6% 15.2% 13.9% 15.2% IV Rank 6.2% 0.0% 26.6% 16.5% 26.6% IV Percentile 22.3% 0.0% 94.4% 89.7% 94.4% Term Structure -2.0% -20.5% 4.3% -2.8% -20.5% VWIV 9.3% 9.3% 9.3% 9.3% 9.3% Skew 25d 1.6% -1.3% 5.9% 0.9% -0.3% Skew 10d 9.6% -2.2% 52.5% 52.5% 3.9% Call IV 25d 10.7% 7.9% 15.0% 12.1% 12.9% Put IV 25d 12.4% 10.1% 15.2% 13.1% 12.6% Bid-Ask Spread % 119.72 115.67 128.44 128.44 118.68 Gamma HHI 0.31 0.26 0.41 0.31 0.26 Net GEX -294.2K -439.0K -187.5K -292.4K -202.7K Net DEX 2.1M 1.7M 2.8M 2.1M 2.2M Net VEX -8.7K -9.9K -7.6K -9.7K -7.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2.211 0 23 0 0 Total OI 1,155.632 981 1,242 1,242 981
Daily Data (19 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 2024-06-03 $44.05 $45.00 18.3% 5.3% 12.1% 16.5% 0.0% 0.9% -2.8% -292.4K 2.1M -9.7K 0.00 128.44 N/A N/A 0 0 127 1,115 2024-06-04 $43.89 $45.00 14.8% 4.2% 11.9% 8.3% 0.0% 0.2% -6.7% -286.7K 2.1M -9.9K 0.00 116.45 N/A N/A 0 0 127 1,115 2024-06-05 $44.28 $45.00 14.3% 4.1% 12.2% 7.1% 0.0% -0.6% -6.6% -267.1K 1.9M -9.7K 0.00 118.16 N/A N/A 0 0 127 1,115 2024-06-06 $44.48 $45.00 13.3% 2.8% 11.9% 4.8% 0.0% -1.3% 4.3% -286.9K 1.7M -9.4K 0.00 117.53 N/A N/A 0 19 127 1,115 2024-06-07 $43.84 $45.00 9.6% 2.7% 13.0% 0.0% 0.0% -0.1% 3.0% -344.0K 2.0M -9.4K 0.00 118.83 N/A N/A 0 0 127 1,096 2024-06-10 $43.92 $45.00 10.3% 2.8% 12.9% 1.6% 0.0% 0.7% 2.9% -345.5K 1.9M -8.9K 0.00 118.89 N/A N/A 0 0 127 1,096 2024-06-11 $42.72 $46.00 11.0% 3.0% 16.2% 3.2% 0.0% 1.6% -0.3% -308.5K 2.8M -8.7K 0.00 120.00 N/A N/A 0 0 117 1,096 2024-06-12 $43.20 $46.00 11.3% 3.2% 16.7% 3.8% 9.3% 0.2% 1.0% -330.3K 2.2M -9.3K 0.00 116.51 N/A N/A 0 23 117 1,096 2024-06-13 $43.05 $46.00 10.3% 3.0% 16.0% 1.7% 0.0% 0.9% -1.7% -345.6K 2.2M -8.9K 0.00 119.41 N/A N/A 0 0 117 1,085 2024-06-14 $42.66 $46.00 10.8% 3.1% 15.9% 2.7% 0.0% 5.9% -2.3% -342.2K 2.5M -8.8K 0.00 119.17 N/A N/A 0 0 117 1,085 2024-06-17 $42.91 $46.00 10.8% 3.1% 15.8% 2.7% 0.0% 1.6% -2.2% -359.9K 2.4M -8.7K 0.00 121.49 N/A N/A 0 0 117 1,085 2024-06-18 $43.22 $46.00 14.6% 4.2% 16.2% 11.1% 0.0% 5.9% -1.4% -383.6K 2.3M -8.5K 0.00 119.53 N/A N/A 0 0 117 1,085 2024-06-20 $43.22 $46.00 11.4% 3.3% 16.2% 4.2% 0.0% 0.3% -1.0% -267.2K 2.2M -8.6K 0.00 118.07 N/A N/A 0 0 117 1,085 2024-06-21 $43.03 $46.00 11.0% 3.1% 15.3% 3.1% 0.0% 3.2% -0.6% -439.0K 2.3M -8.3K 0.00 125.24 N/A N/A 0 0 117 1,085 2024-06-24 $43.25 $46.00 12.3% 3.5% 15.3% 6.1% 0.0% 1.4% -1.4% -198.8K 1.8M -8.1K 0.00 117.24 N/A N/A 0 0 66 915 2024-06-25 $43.16 $46.00 11.8% 3.4% 15.1% 4.9% 0.0% 4.6% -1.4% -202.4K 1.9M -8.0K 0.00 121.11 N/A N/A 0 0 66 915 2024-06-26 $42.70 $46.00 11.3% 3.2% 15.5% 3.8% 0.0% 1.0% -1.1% -187.5K 2.1M -7.9K 0.00 124.27 N/A N/A 0 0 66 915 2024-06-27 $43.00 $46.00 11.8% 3.4% 15.0% 5.0% 0.0% 4.9% 0.5% -199.8K 2.1M -7.7K 0.00 115.67 N/A N/A 0 0 66 915 2024-06-28 $42.94 $46.00 21.6% 6.2% 14.9% 26.6% 0.0% -0.3% -20.5% -202.7K 2.2M -7.6K 0.00 118.68 N/A N/A 0 0 66 915
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