EPP Options History — January 2025 In January 2025, EPP traded between $43.27 and $45.20. ATM implied volatility averaged 20.6%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 5.0% (HV 20d: 15.7%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days.
Notable Days 2025-01-06 : Largest IV spike — 152.1% change2025-01-13 : Highest IV Rank — 96.9%2025-01-06 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $44.40 $43.27 $45.20 $43.78 $44.91 Max Pain $47.00 $47.00 $47.00 $47.00 $47.00 ATM IV 20.6% 10.7% 50.5% 13.0% 12.4% Expected Move 4.3% 3.1% 6.6% 3.7% 3.6% HV 20d 15.7% 13.4% 18.3% 16.9% 13.5% HV 60d 15.9% 15.3% 16.3% 15.5% 16.1% IV Rank 27.3% 4.2% 96.9% 9.5% 8.3% IV Percentile 52.5% 6.7% 99.6% 27.8% 23.8% Term Structure -1.9% -16.6% 15.0% -1.5% -1.3% Skew 25d -0.1% -13.8% 8.3% 2.0% 1.0% Skew 10d -2.6% -17.3% 20.1% 3.2% -14.0% Call IV 25d 14.3% 10.7% 27.4% 13.5% 12.4% Put IV 25d 14.3% 11.2% 19.2% 15.5% 13.4% Bid-Ask Spread % 139.79 135.20 145.90 138.86 140.52 Gamma HHI 0.15 0.13 0.21 0.14 0.14 Net GEX -3.0K -3.8K -452 -3.0K -3.7K Net DEX 78.1K 58.8K 112.3K 92.3K 65.6K Net VEX -453 -561 -380 -488 -413 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 70.5 54 84 84 54
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 2025-01-02 $43.78 $47.00 13.0% 3.7% 16.9% 9.5% 0.0% 2.0% -1.5% -3.0K 92.3K -488 0.00 138.86 N/A N/A 0 0 42 42 2025-01-03 $44.20 $47.00 15.8% 4.5% 17.6% 16.2% 0.0% 2.0% -9.1% -2.5K 87.7K -495 0.00 137.05 N/A N/A 0 0 42 42 2025-01-06 $44.34 $0.00 39.9% 6.6% 17.7% 72.4% 0.0% 1.3% -14.5% -1.0K 71.0K -526 0.00 145.71 N/A N/A 0 0 42 42 2025-01-07 $44.16 $0.00 39.9% 5.1% 17.3% 72.3% 0.0% -13.8% -1.1% -452 61.1K -561 0.00 145.90 N/A N/A 0 0 42 42 2025-01-08 $44.36 $0.00 21.4% 4.6% 15.7% 29.3% 0.0% 3.9% -1.8% -2.1K 81.2K -501 0.00 135.32 N/A N/A 0 0 42 42 2025-01-10 $43.28 $0.00 33.9% 3.5% 17.0% 58.3% 0.0% 2.6% 1.4% -3.8K 109.5K -397 0.00 136.71 N/A N/A 0 0 42 42 2025-01-13 $43.27 $0.00 50.5% 6.4% 17.0% 96.9% 0.0% 0.7% -0.6% -3.6K 112.3K -380 0.00 135.20 N/A N/A 0 0 42 42 2025-01-14 $43.47 $0.00 35.3% 4.1% 17.0% 61.6% 0.0% -1.6% 0.4% -3.3K 102.3K -435 0.00 137.14 N/A N/A 0 0 42 42 2025-01-15 $44.16 $0.00 11.0% 3.2% 18.3% 5.0% 0.0% 8.3% 1.5% -3.4K 93.0K -445 0.00 137.74 N/A N/A 0 0 42 42 2025-01-16 $44.09 $0.00 16.1% 4.6% 18.3% 16.7% 0.0% 0.2% 15.0% -3.3K 93.0K -457 0.00 137.34 N/A N/A 0 0 42 42 2025-01-17 $44.25 $0.00 16.9% 4.8% 17.3% 18.6% 0.0% -0.3% -6.1% -2.9K 91.0K -427 0.00 141.91 N/A N/A 0 0 42 42 2025-01-21 $44.94 $0.00 18.9% 5.4% 13.9% 23.2% 0.0% 4.4% -16.6% -3.1K 66.8K -448 0.00 142.31 N/A N/A 0 0 17 37 2025-01-22 $44.80 $0.00 16.0% 4.6% 13.9% 16.6% 0.0% -4.3% -0.4% -3.4K 60.6K -451 0.00 138.95 N/A N/A 0 0 17 37 2025-01-23 $44.86 $0.00 12.6% 3.6% 13.9% 8.6% 0.0% -6.6% -0.8% -3.4K 66.8K -438 0.00 139.41 N/A N/A 0 0 17 37 2025-01-24 $45.11 $0.00 10.7% 3.1% 13.8% 4.2% 0.0% 0.3% -1.3% -3.8K 64.7K -417 0.00 140.50 N/A N/A 0 0 17 37 2025-01-27 $45.00 $0.00 12.7% 3.6% 13.7% 8.9% 0.0% 0.1% 1.7% -3.3K 60.1K -442 0.00 144.19 N/A N/A 0 0 17 37 2025-01-28 $44.97 $0.00 11.4% 3.3% 13.7% 5.7% 0.0% 1.0% -0.9% -3.1K 59.0K -450 0.00 140.59 N/A N/A 0 0 17 37 2025-01-29 $44.88 $0.00 12.2% 3.5% 13.4% 7.6% 0.0% -2.8% -0.8% -3.2K 64.4K -436 0.00 141.22 N/A N/A 0 0 17 37 2025-01-30 $45.20 $0.00 11.8% 3.4% 13.5% 6.7% 0.0% 0.2% -1.5% -2.8K 58.8K -450 0.00 139.15 N/A N/A 0 0 17 37 2025-01-31 $44.91 $0.00 12.4% 3.6% 13.5% 8.3% 0.0% 1.0% -1.3% -3.7K 65.6K -413 0.00 140.52 N/A N/A 0 0 17 37
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