EPP Options History — November 2024

In November 2024, EPP traded between $46.19 and $47.80. ATM implied volatility averaged 31.3%, placing in the 61.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 15.7% (HV 20d: 15.7%). Max pain ranged from $47.00 to $48.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.13.

Notable Days

2024-11-08: Highest Volume — 17 contracts
2024-11-12: Largest IV spike — 55.0% change
2024-11-29: Highest IV Rank — 88.2%
2024-11-29: Largest Expected Move — 11.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.87	$46.19	$47.80	$46.19	$47.63
Max Pain	$47.21	$47.00	$48.00	$48.00	$47.00
ATM IV	31.3%	15.5%	41.2%	40.9%	41.2%
Expected Move	9.7%	6.8%	11.8%	11.7%	11.8%
HV 20d	15.7%	11.9%	17.0%	11.9%	16.7%
HV 60d	16.1%	15.4%	16.6%	15.5%	16.1%
IV Rank	61.4%	18.1%	88.2%	87.4%	88.2%
IV Percentile	93.8%	70.2%	99.6%	99.6%	99.6%
Term Structure	-9.2%	-26.4%	-0.1%	-26.4%	-9.9%
VWIV	21.3%	21.3%	21.3%	21.3%	21.3%
Skew 25d	24.2%	-9.3%	35.1%	7.5%	29.5%
Skew 10d	24.5%	-1.8%	41.8%	-1.8%	28.0%
Call IV 25d	27.9%	15.2%	42.4%	25.2%	42.4%
Put IV 25d	52.1%	9.4%	71.9%	32.6%	71.9%
Bid-Ask Spread %	145.77	127.96	151.04	142.34	149.04
Gamma HHI	0.30	0.20	0.37	0.21	0.30
Net GEX	2.6K	1.3K	4.5K	1.5K	2.8K
Net DEX	-25.3K	-47.4K	-6.6K	-6.6K	-39.7K
Net VEX	-489	-659	-201	-201	-659
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	0.40	0.40	0.00
Total Volume	2.95	0	17	0	0
Total OI	56.05	26	76	26	76

Daily Data (20 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
2024-11-01	$46.19	$0.00	40.9%	11.7%	11.9%	87.4%	0.0%	7.5%	-26.4%	1.5K	-6.6K	-201	0.00	142.34	N/A	N/A	0	0	19	7
2024-11-04	$46.33	$48.00	19.4%	6.8%	12.0%	28.6%	0.0%	-9.3%	-7.2%	1.4K	-11.7K	-212	0.00	127.96	N/A	N/A	0	0	19	7
2024-11-05	$46.91	$48.00	22.8%	8.2%	11.9%	37.9%	0.0%	11.8%	-4.1%	1.3K	-17.1K	-214	0.40	135.30	N/A	N/A	10	4	19	7
2024-11-06	$46.47	$48.00	23.0%	8.8%	12.3%	38.5%	0.0%	34.0%	-0.1%	2.1K	-22.0K	-377	0.00	146.21	N/A	N/A	0	0	29	11
2024-11-07	$47.80	$48.00	15.8%	7.2%	16.2%	18.9%	21.3%	30.3%	-2.2%	2.6K	-32.3K	-383	0.00	143.59	N/A	N/A	12	0	29	11
2024-11-08	$47.00	$47.00	15.5%	7.4%	16.9%	18.1%	0.0%	32.1%	-1.7%	4.5K	-47.4K	-459	0.00	145.42	N/A	N/A	0	17	41	11
2024-11-11	$47.02	$47.00	19.1%	7.7%	16.9%	27.7%	0.0%	14.0%	-2.4%	2.4K	-31.1K	-526	0.00	145.62	N/A	N/A	0	0	41	19
2024-11-12	$46.35	$47.00	29.5%	9.1%	17.0%	56.4%	0.0%	31.6%	-8.6%	2.4K	-20.3K	-516	0.00	147.09	N/A	N/A	0	0	41	19
2024-11-13	$46.31	$47.00	33.8%	9.7%	16.8%	68.1%	0.0%	35.1%	-14.8%	2.2K	-10.4K	-456	0.00	147.50	N/A	N/A	0	0	41	19
2024-11-14	$46.30	$47.00	37.8%	10.8%	16.8%	79.0%	0.0%	34.2%	-20.7%	3.6K	-20.8K	-531	0.00	147.39	N/A	N/A	0	0	41	19
2024-11-15	$46.26	$47.00	29.2%	8.4%	16.4%	55.4%	0.0%	29.6%	-0.1%	2.6K	-29.7K	-542	0.00	147.19	N/A	N/A	0	0	41	19
2024-11-18	$46.83	$47.00	30.3%	8.7%	16.4%	58.6%	0.0%	34.3%	-8.5%	2.3K	-25.7K	-491	0.00	147.09	N/A	N/A	0	3	41	19
2024-11-19	$47.22	$47.00	38.0%	10.9%	16.7%	79.5%	0.0%	21.4%	-7.9%	3.2K	-35.4K	-581	0.00	149.03	N/A	N/A	0	0	41	22
2024-11-20	$46.99	$47.00	35.9%	10.3%	16.4%	73.7%	0.0%	21.9%	-8.2%	3.2K	-28.8K	-570	0.00	148.58	N/A	N/A	0	4	41	22
2024-11-21	$47.28	$47.00	37.8%	10.8%	16.5%	79.0%	0.0%	22.6%	-7.6%	2.8K	-32.2K	-607	0.00	151.04	N/A	N/A	0	0	41	26
2024-11-22	$47.21	$47.00	38.5%	11.0%	16.4%	80.9%	0.0%	25.7%	-8.8%	2.9K	-28.9K	-605	0.00	149.84	N/A	N/A	0	0	41	26
2024-11-25	$47.29	$47.00	39.4%	11.3%	16.3%	83.4%	0.0%	24.9%	-9.4%	2.8K	-33.3K	-580	0.00	150.10	N/A	N/A	0	5	41	26
2024-11-26	$46.73	$47.00	39.5%	11.3%	16.6%	83.6%	0.0%	24.5%	-22.3%	2.2K	-10.5K	-641	0.00	149.18	N/A	N/A	4	0	41	31
2024-11-27	$47.25	$47.00	39.7%	11.4%	16.9%	84.3%	0.0%	27.9%	-13.1%	2.6K	-22.8K	-622	0.00	145.99	N/A	N/A	0	0	45	31
2024-11-29	$47.63	$47.00	41.2%	11.8%	16.7%	88.2%	0.0%	29.5%	-9.9%	2.8K	-39.7K	-659	0.00	149.04	N/A	N/A	0	0	45	31