EPP Options History — October 2024

In October 2024, EPP traded between $46.00 and $49.22. ATM implied volatility averaged 17.0%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 1.4% (HV 20d: 15.6%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 15.53.

Notable Days

  • 2024-10-03: Highest Volume — 109 contracts
  • 2024-10-25: Largest IV spike — 115.7% change
  • 2024-10-25: Highest IV Rank — 57.1%
  • 2024-10-25: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.58$46.00$49.22$48.83$46.00
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV17.0%12.8%29.8%13.3%17.8%
Expected Move4.8%3.7%8.5%3.8%5.1%
HV 20d15.6%11.7%18.3%17.0%11.7%
HV 60d17.5%15.9%18.1%17.7%16.0%
IV Rank21.9%9.6%57.1%9.6%24.2%
IV Percentile68.1%26.6%98.0%36.5%84.5%
Term Structure-0.7%-7.7%5.6%0.5%-2.6%
Skew 25d1.0%-7.0%8.9%-0.6%6.2%
Skew 10d-2.0%-20.0%16.3%-2.6%-4.2%
Call IV 25d16.1%12.3%37.6%15.3%17.6%
Put IV 25d17.0%12.9%30.6%14.7%23.7%
Bid-Ask Spread %128.67105.07151.30118.54142.65
Gamma HHI0.380.200.510.390.20
Net GEX-45.9K-120.8K1.5K-27.5K1.5K
Net DEX-192.9K-751.0K-6.0K-727.9K-7.8K
Net VEX-459-1.3K-71-536-209
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio15.530.00108.000.000.00
Total Volume6.217010910
Total OI743.82671,2381,12526

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$48.83$45.0013.3%3.8%17.0%9.6%0.0%-0.6%0.5%-27.5K-727.9K-5360.00118.54N/AN/A10176949
2024-10-02$49.22$45.0015.4%4.4%17.0%14.2%0.0%8.9%-1.4%-24.5K-751.0K-5000.00119.73N/AN/A00177949
2024-10-03$48.52$0.0014.7%5.6%18.3%15.9%0.0%0.4%-7.2%-30.3K-691.3K-588108.00121.97N/AN/A1108177949
2024-10-04$48.53$0.0015.6%4.6%17.0%18.2%0.0%3.9%-1.0%-88.8K-386.2K-1.0K0.00114.34N/AN/A201781,057
2024-10-07$48.50$0.0019.2%5.2%16.5%28.2%0.0%1.2%0.9%-89.8K-351.0K-1.0K0.00116.83N/AN/A001801,057
2024-10-08$47.72$0.0028.4%4.7%17.7%53.3%0.0%0.9%-5.2%-120.8K-47.1K-1.3K0.00129.44N/AN/A021801,057
2024-10-09$47.64$0.0016.6%4.8%17.8%21.1%0.0%-0.7%-0.4%-103.5K-119.3K-9630.00125.21N/AN/A001801,058
2024-10-10$47.70$0.0016.8%4.8%16.8%21.5%0.0%3.0%-0.0%-98.3K-151.9K-8550.00122.12N/AN/A001801,058
2024-10-11$48.14$0.0016.5%4.7%16.9%20.8%0.0%-1.7%-0.1%-91.9K-307.0K-6800.00124.25N/AN/A001801,058
2024-10-14$48.03$0.0020.4%5.9%16.7%31.6%0.0%1.0%-0.6%-113.8K-147.5K-8380.00146.59N/AN/A001801,058
2024-10-15$47.39$0.0013.0%3.7%17.5%11.2%0.0%-0.1%5.6%-75.3K-71.2K-4400.00126.33N/AN/A001801,058
2024-10-16$47.67$0.0017.8%5.1%17.6%24.4%0.0%-1.0%-5.9%-73.1K-186.1K-3170.00105.07N/AN/A001801,058
2024-10-17$47.55$0.0015.4%4.4%15.3%17.7%0.0%0.6%1.7%-64.4K-149.4K-2330.00130.99N/AN/A401801,058
2024-10-18$47.91$0.0014.1%4.0%15.4%14.2%0.0%1.5%-2.8%-61.4K-271.6K-1040.00121.77N/AN/A001761,058
2024-10-21$47.23$0.0012.8%3.7%16.2%10.7%0.0%0.6%2.4%894-7.6K-770.00126.51N/AN/A0061
2024-10-22$47.25$0.0016.8%4.8%15.5%21.7%0.0%1.3%2.1%721-7.4K-750.00131.20N/AN/A0061
2024-10-23$46.75$0.0013.5%3.9%15.2%12.6%0.0%2.6%-1.2%685-6.0K-710.00131.70N/AN/A0061
2024-10-24$46.92$0.0013.8%4.0%12.7%13.4%0.0%1.5%2.0%596-7.3K-730.00138.87N/AN/A0061
2024-10-25$46.73$0.0029.8%8.5%12.4%57.1%0.0%-7.0%-7.7%618-8.4K-780.11151.30N/AN/A9161
2024-10-28$47.00$0.0014.3%4.1%12.7%14.9%0.0%-2.5%-0.4%1.5K-11.5K-1140.63137.51N/AN/A85112
2024-10-29$46.64$0.0018.8%5.4%12.8%27.1%0.0%2.8%4.0%1.0K-11.2K-2070.00136.87N/AN/A00177
2024-10-30$46.36$0.0016.0%4.6%12.3%19.4%0.0%-0.5%0.5%1.0K-10.8K-2090.00139.51N/AN/A20177
2024-10-31$46.00$0.0017.8%5.1%11.7%24.2%0.0%6.2%-2.6%1.5K-7.8K-2090.00142.65N/AN/A00197