EPP Options History — July 2024

In July 2024, EPP traded between $42.80 and $45.22. ATM implied volatility averaged 14.0%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 0.3% (HV 20d: 13.7%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-07-31: Highest Volume — 23 contracts
  • 2024-07-19: Largest IV spike — 98.7% change
  • 2024-07-31: Highest IV Rank — 29.5%
  • 2024-07-31: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.85$42.80$45.22$42.80$43.97
Max Pain$46.00$46.00$46.00$46.00$46.00
ATM IV14.0%8.9%22.4%11.5%22.4%
Expected Move4.0%2.6%6.4%3.3%6.4%
HV 20d13.7%11.7%15.8%14.8%14.3%
HV 60d14.5%13.6%15.5%15.2%13.6%
IV Rank11.1%0.0%29.5%4.2%29.5%
IV Percentile41.1%0.0%96.0%6.3%96.0%
Term Structure-4.5%-18.6%3.3%-1.8%-8.6%
Skew 25d1.5%-4.3%9.2%2.7%-4.3%
Skew 10d-0.7%-16.5%6.9%3.0%-2.6%
Call IV 25d11.8%8.0%20.7%9.0%19.0%
Put IV 25d13.3%9.1%21.4%11.7%14.7%
Bid-Ask Spread %130.41121.69134.42121.69132.21
Gamma HHI0.290.260.370.260.27
Net GEX-221.5K-326.1K-177.5K-195.2K-183.8K
Net DEX1.5M970.9K2.1M2.1M1.3M
Net VEX-6.7K-7.7K-6.1K-7.7K-6.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.045023023
Total OI941.364872981981872

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$42.80$46.0011.5%3.3%14.8%4.2%0.0%2.7%-1.8%-195.2K2.1M-7.7K0.00121.69N/AN/A0066915
2024-07-02$43.00$46.0021.3%6.1%14.6%25.9%0.0%6.9%-1.8%-204.2K2.0M-7.6K0.00123.02N/AN/A0066915
2024-07-03$43.67$46.008.9%2.6%15.8%0.0%0.0%4.5%3.3%-227.5K1.7M-7.5K0.00125.87N/AN/A0066915
2024-07-05$43.83$0.0011.8%2.8%15.5%6.4%0.0%-1.2%-2.6%-215.3K1.5M-7.4K0.00134.02N/AN/A0066915
2024-07-08$43.47$0.0015.4%3.3%15.6%14.2%0.0%1.9%-2.4%-255.5K2.1M-7.1K0.00130.07N/AN/A0066915
2024-07-09$43.59$0.009.1%2.8%14.8%0.5%0.0%9.2%-2.7%-222.4K1.7M-7.2K0.00129.89N/AN/A0066915
2024-07-10$44.16$0.009.9%2.8%15.5%2.1%0.0%0.4%-1.4%-257.0K1.5M-7.0K0.00132.60N/AN/A0066915
2024-07-11$44.55$0.0014.6%4.2%11.7%12.4%0.0%2.2%-9.6%-247.9K1.3M-6.7K0.00130.64N/AN/A0066915
2024-07-12$45.22$0.009.7%2.8%12.2%1.7%0.0%-0.9%-1.4%-207.3K970.9K-6.5K0.00130.15N/AN/A0066915
2024-07-15$44.86$0.009.6%2.7%12.6%1.5%0.0%5.1%-1.1%-238.8K1.2M-6.7K0.00133.67N/AN/A0066915
2024-07-16$44.84$0.0014.8%4.2%11.9%12.8%0.0%-1.4%-10.0%-236.1K1.1M-6.6K0.00133.96N/AN/A0066915
2024-07-17$44.59$0.0018.7%5.4%12.2%21.4%0.0%0.9%-14.0%-267.1K1.3M-6.6K0.00126.58N/AN/A0066915
2024-07-18$44.11$0.0010.0%2.9%12.8%2.3%0.0%1.5%-0.7%-284.3K1.5M-6.8K0.00129.20N/AN/A0066915
2024-07-19$43.86$0.0019.8%5.7%13.0%23.8%0.0%-0.4%-18.6%-326.1K1.9M-6.6K0.00132.08N/AN/A0066915
2024-07-22$44.03$0.0015.4%4.4%12.9%14.3%0.0%2.0%-0.6%-189.9K1.4M-6.4K0.00132.36N/AN/A0064808
2024-07-23$43.83$0.0010.2%2.9%13.0%2.9%0.0%0.6%-0.7%-178.6K1.4M-6.4K0.00134.42N/AN/A0064808
2024-07-24$43.16$0.0012.0%3.5%14.2%6.8%0.0%0.4%-2.0%-181.4K1.6M-6.5K0.00130.32N/AN/A0064808
2024-07-25$43.03$0.0020.4%5.9%13.6%25.2%0.0%0.7%-5.7%-177.5K1.7M-6.4K0.00133.98N/AN/A0064808
2024-07-26$43.36$0.0018.2%5.2%13.7%20.4%0.0%-0.0%-13.5%-192.9K1.5M-6.2K0.00129.65N/AN/A0064808
2024-07-29$43.30$0.0011.9%3.4%13.7%6.5%0.0%1.2%-1.7%-189.9K1.7M-6.2K0.00128.98N/AN/A0064808
2024-07-30$43.39$0.0013.1%3.8%13.6%9.2%0.0%1.9%-1.9%-195.0K1.6M-6.1K0.00133.71N/AN/A0064808
2024-07-31$43.97$0.0022.4%6.4%14.3%29.5%0.0%-4.3%-8.6%-183.8K1.3M-6.2K0.00132.21N/AN/A23064808