EPP Options History — August 2024

In August 2024, EPP traded between $41.28 and $45.80. ATM implied volatility averaged 18.0%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 1.8% (HV 20d: 19.8%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-08-05: Highest Volume — 108 contracts
  • 2024-08-08: Largest IV spike — 133.8% change
  • 2024-08-08: Highest IV Rank — 67.7%
  • 2024-08-08: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.87$41.28$45.80$42.97$45.53
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV18.0%9.8%39.9%14.0%11.0%
Expected Move4.2%2.8%8.1%4.0%3.1%
HV 20d19.8%15.6%21.8%15.6%18.8%
HV 60d16.3%14.3%17.0%14.3%16.9%
IV Rank19.8%2.0%67.7%11.1%4.5%
IV Percentile55.6%2.0%98.8%48.8%7.1%
Term Structure-4.9%-21.8%7.6%-3.2%-1.8%
VWIV10.0%10.0%10.0%10.0%10.0%
Skew 25d1.2%-10.5%10.6%1.2%9.7%
Skew 10d2.9%-10.8%20.3%0.5%-7.2%
Call IV 25d14.9%9.1%30.4%13.9%11.6%
Put IV 25d16.1%10.9%30.4%15.1%21.3%
Bid-Ask Spread %134.07122.78145.69134.40132.47
Gamma HHI0.250.220.290.250.28
Net GEX-197.0K-270.0K-119.8K-181.9K-200.7K
Net DEX1.2M292.3K2.2M1.7M466.0K
Net VEX-5.8K-6.5K-4.7K-6.2K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume14.909010800
Total OI1,112.2738951,2238951,223

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$42.97$0.0014.0%4.0%15.6%11.1%0.0%1.2%-3.2%-181.9K1.7M-6.2K0.00134.40N/AN/A0087808
2024-08-02$42.41$0.0017.1%4.9%16.1%18.0%0.0%2.5%-5.2%-169.5K1.9M-6.0K0.00131.05N/AN/A0087808
2024-08-05$41.28$45.0039.8%6.9%18.4%67.5%0.0%-5.0%-7.0%-119.8K2.2M-5.5K0.00138.99N/AN/A108087808
2024-08-06$41.83$45.0023.9%4.8%19.1%32.7%0.0%2.0%-6.4%-130.3K1.8M-6.1K0.00142.04N/AN/A00195808
2024-08-07$41.78$45.0017.1%3.5%18.3%17.8%0.0%1.7%-2.8%-136.7K1.9M-5.9K0.00127.57N/AN/A00195808
2024-08-08$42.70$45.0039.9%8.1%19.9%67.7%0.0%5.3%-21.8%-157.5K1.5M-6.4K0.00139.86N/AN/A00195808
2024-08-09$42.86$45.0023.6%4.2%19.0%32.2%0.0%1.5%-7.6%-156.8K1.4M-6.4K0.00122.78N/AN/A00195808
2024-08-12$42.75$45.0022.8%3.4%18.9%30.4%0.0%1.1%-3.5%-169.3K1.5M-6.1K0.00134.12N/AN/A00195808
2024-08-13$43.50$45.0027.1%3.6%20.2%39.7%0.0%2.2%-4.2%-175.6K1.1M-6.1K0.00129.85N/AN/A0108195808
2024-08-14$43.23$45.0011.5%3.3%20.2%5.6%0.0%1.1%-4.0%-228.8K1.5M-6.5K0.00129.28N/AN/A0108195916
2024-08-15$43.72$45.0010.2%2.9%20.3%2.8%0.0%-0.8%-2.9%-270.0K1.6M-6.4K0.00130.92N/AN/A001951,024
2024-08-16$44.09$45.0010.0%2.9%20.5%2.4%0.0%1.9%-3.3%-262.9K1.3M-6.3K0.00135.39N/AN/A001951,024
2024-08-19$44.78$45.009.8%2.8%21.2%2.0%10.0%1.5%0.9%-250.5K929.2K-5.8K0.00133.03N/AN/A201951,024
2024-08-20$44.52$45.0010.4%3.0%21.2%3.3%0.0%-0.0%1.4%-248.5K1.1M-6.1K0.00134.44N/AN/A001971,024
2024-08-21$44.84$45.0016.5%4.7%20.4%16.6%0.0%0.5%-0.0%-254.6K891.4K-5.5K0.00134.23N/AN/A001971,024
2024-08-22$44.53$45.0014.5%4.2%20.6%12.3%0.0%0.7%-12.1%-244.4K1.0M-5.9K0.00130.59N/AN/A001971,024
2024-08-23$45.53$45.0016.2%4.7%21.8%16.0%0.0%10.6%2.7%-194.5K469.3K-5.3K0.00145.69N/AN/A201971,024
2024-08-26$45.53$45.0020.6%5.9%21.7%25.5%0.0%-0.4%-19.9%-200.2K446.8K-5.0K0.00136.15N/AN/A001991,024
2024-08-27$45.53$45.0010.8%3.1%21.8%4.1%0.0%0.7%-1.1%-196.2K464.6K-5.1K0.00128.37N/AN/A001991,024
2024-08-28$45.42$45.0017.4%5.0%21.4%18.6%0.0%-10.5%-13.8%-203.1K627.4K-5.5K0.00145.10N/AN/A001991,024
2024-08-29$45.80$45.0011.1%3.2%19.4%4.7%0.0%-0.6%7.6%-183.2K292.3K-4.7K0.00133.14N/AN/A001991,024
2024-08-30$45.53$45.0011.0%3.1%18.8%4.5%0.0%9.7%-1.8%-200.7K466.0K-4.9K0.00132.47N/AN/A001991,024