EPP Options History — September 2024

In September 2024, EPP traded between $44.56 and $48.78. ATM implied volatility averaged 16.3%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded below realized volatility by 0.4% (HV 20d: 16.7%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-09-20: Highest Volume — 108 contracts
  • 2024-09-18: Largest IV spike — 134.6% change
  • 2024-09-30: Highest IV Rank — 56.2%
  • 2024-09-30: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.52$44.56$48.78$44.89$48.78
Max Pain$45.30$45.00$47.00$45.00$45.00
ATM IV16.3%9.4%34.6%20.0%34.6%
Expected Move4.3%2.7%9.9%5.7%9.9%
HV 20d16.7%15.6%18.5%16.4%18.2%
HV 60d17.0%16.2%18.1%17.2%17.9%
IV Rank16.2%1.2%56.2%24.2%56.2%
IV Percentile49.7%0.8%98.4%89.3%98.4%
Term Structure-0.4%-11.9%7.4%-9.4%-8.3%
VWIV17.2%15.9%19.3%16.5%15.9%
Skew 25d1.8%-5.6%5.8%-5.6%5.8%
Skew 10d2.2%-19.2%14.1%-0.4%6.3%
Call IV 25d15.8%9.4%34.5%32.3%34.5%
Put IV 25d17.7%10.5%40.2%26.7%40.2%
Bid-Ask Spread %121.32112.57140.20140.20134.98
Gamma HHI0.310.240.390.260.26
Net GEX-142.2K-224.4K-47.2K-224.4K-82.0K
Net DEX98.5K-609.8K1.1M837.3K-235.8K
Net VEX-3.0K-5.4K-986-5.3K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume9.25010800
Total OI1,160.751,1251,2231,2231,125

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$44.89$45.0020.0%5.7%16.4%24.2%0.0%-5.6%-9.4%-224.4K837.3K-5.3K0.00140.20N/AN/A001991,024
2024-09-04$45.00$45.0020.6%5.9%16.1%25.5%0.0%-2.9%-11.9%-207.1K629.0K-4.9K0.00138.44N/AN/A001991,024
2024-09-05$45.22$45.0013.9%3.3%16.0%10.9%0.0%2.7%4.2%-211.4K702.3K-5.0K0.00115.45N/AN/A001991,024
2024-09-06$44.56$45.0016.3%3.4%15.8%16.0%16.5%5.3%4.1%-223.0K1.1M-5.4K0.00112.57N/AN/A0521991,024
2024-09-09$45.27$45.0015.4%3.4%16.6%14.2%0.0%3.5%4.3%-195.6K625.3K-4.5K0.00114.43N/AN/A00199972
2024-09-10$45.03$45.0028.1%3.4%16.7%42.0%19.3%1.1%4.0%-216.6K814.5K-4.5K0.00114.44N/AN/A023199972
2024-09-11$45.25$45.0011.6%3.3%15.8%5.8%0.0%3.2%4.3%-202.7K664.0K-4.3K0.00113.63N/AN/A00199949
2024-09-12$46.08$45.0010.4%3.0%16.5%3.3%0.0%2.4%1.5%-175.5K280.5K-3.6K0.00114.40N/AN/A00199949
2024-09-13$45.97$45.009.4%2.7%16.3%1.2%0.0%3.1%1.9%-175.7K242.8K-3.5K0.00115.88N/AN/A00199949
2024-09-16$46.47$45.0010.7%3.1%16.5%4.0%0.0%3.7%7.4%-149.7K-63.1K-2.8K0.00115.16N/AN/A00199949
2024-09-17$46.36$45.0011.7%3.3%15.8%6.0%0.0%3.1%-0.6%-149.6K-50.8K-2.7K0.00122.37N/AN/A00199949
2024-09-18$46.38$45.0027.4%7.8%15.6%40.3%0.0%5.7%-2.2%-148.5K-63.5K-2.5K0.00133.88N/AN/A00199949
2024-09-19$47.53$45.0017.4%5.0%17.4%18.5%0.0%-1.5%-0.4%-66.8K-597.7K-1.3K0.00120.69N/AN/A00199949
2024-09-20$47.28$45.0011.7%3.3%17.3%6.1%15.9%5.1%-2.4%-94.7K-467.4K-1.7K0.00116.65N/AN/A0108199949
2024-09-23$47.50$47.0011.9%3.4%15.8%6.5%0.0%3.2%-1.7%-81.4K-373.9K-1.4K0.00120.02N/AN/A00174966
2024-09-24$48.08$47.0011.9%3.4%16.1%6.5%0.0%-2.0%-0.5%-55.2K-531.1K-9860.00116.10N/AN/A20174966
2024-09-25$47.41$47.009.5%2.7%17.2%1.2%0.0%1.3%3.6%-86.4K-351.8K-1.4K0.00119.87N/AN/A00176966
2024-09-26$48.47$45.0017.5%5.0%18.5%18.8%0.0%0.0%-4.5%-49.8K-589.3K-1.1K0.00123.99N/AN/A00176949
2024-09-27$48.77$45.0016.2%4.6%18.4%15.9%0.0%-0.2%-1.5%-47.2K-609.8K-1.0K0.00123.19N/AN/A00176949
2024-09-30$48.78$45.0034.6%9.9%18.2%56.2%0.0%5.8%-8.3%-82.0K-235.8K-2.2K0.00134.98N/AN/A00176949