EPP Options History — March 2025

In March 2025, EPP traded between $43.73 and $45.86. ATM implied volatility averaged 15.1%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 1.3% (HV 20d: 16.3%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-03-14: Highest Volume — 3 contracts
  • 2025-03-07: Largest IV spike — 56.5% change
  • 2025-03-07: Highest IV Rank — 37.6%
  • 2025-03-11: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.57$43.73$45.86$44.38$44.17
Max Pain$46.23$46.00$47.00$46.00$47.00
ATM IV15.1%9.5%24.8%20.3%11.7%
Expected Move4.6%3.0%7.2%5.8%3.3%
HV 20d16.3%11.8%18.4%11.8%18.3%
HV 60d14.8%14.1%15.6%14.4%14.6%
IV Rank15.0%2.0%37.6%27.0%7.2%
IV Percentile44.9%2.0%82.9%77.0%19.8%
Term Structure0.7%-7.5%9.0%-1.7%2.1%
Skew 25d0.7%-8.6%9.0%1.8%2.5%
Skew 10d-3.2%-16.4%6.4%5.3%1.7%
Call IV 25d14.6%11.5%24.6%15.8%12.2%
Put IV 25d15.3%10.9%21.6%17.6%14.6%
Bid-Ask Spread %129.14119.30139.17139.17122.68
Gamma HHI0.250.160.390.270.18
Net GEX653-4.9K6.7K2.1K-3.7K
Net DEX63.7K8.6K85.6K62.2K74.8K
Net VEX-351-440-281-389-357
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.6670303
Total OI71.52459787466

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$44.38$46.0020.3%5.8%11.8%27.0%0.0%1.8%-1.7%2.1K62.2K-3890.00139.17N/AN/A003737
2025-03-04$44.92$46.0014.5%4.2%12.4%13.7%0.0%-8.6%-1.3%3.6K48.9K-3990.00135.21N/AN/A003737
2025-03-05$45.86$46.0016.6%4.8%14.0%18.5%0.0%1.5%-0.9%5.4K8.6K-4390.00136.48N/AN/A003737
2025-03-06$45.38$46.0015.9%4.5%14.6%16.8%0.0%6.1%4.9%6.7K23.8K-4400.00133.62N/AN/A003737
2025-03-07$45.13$46.0024.8%7.1%14.6%37.6%0.0%9.0%0.5%4.2K36.5K-4130.00137.13N/AN/A003737
2025-03-10$44.19$46.0021.6%6.2%16.2%30.1%0.0%-1.6%6.5%1.9K64.1K-3710.00130.00N/AN/A003737
2025-03-11$44.17$46.0017.8%7.2%15.9%21.3%0.0%0.7%-0.3%2.3K65.2K-3720.00135.21N/AN/A003737
2025-03-12$44.17$46.0013.0%5.7%15.9%10.2%0.0%1.4%9.0%79475.1K-3160.00134.85N/AN/A003737
2025-03-13$43.73$46.0019.5%4.9%15.5%25.2%0.0%1.3%-7.5%-57285.6K-3090.00136.52N/AN/A003737
2025-03-14$44.30$46.0012.9%6.0%15.5%9.9%0.0%1.9%-0.5%7877.6K-2810.00130.54N/AN/A303737
2025-03-17$45.00$47.0012.4%3.7%16.8%8.7%0.0%-1.1%1.3%5.3K55.6K-3450.00124.21N/AN/A004037
2025-03-18$44.36$47.0013.7%3.7%17.4%11.7%0.0%0.5%-0.5%1.3K74.7K-3240.00127.78N/AN/A104037
2025-03-19$44.86$47.0014.8%3.5%17.8%14.2%0.0%-3.9%0.9%5.5K54.0K-3740.00130.61N/AN/A004137
2025-03-20$44.45$0.0011.7%3.2%18.0%7.2%0.0%0.5%-0.4%75675.1K-3090.00122.79N/AN/A004137
2025-03-21$44.11$0.0015.1%3.9%17.7%15.0%0.0%1.3%-1.8%56175.6K-3180.00124.03N/AN/A004137
2025-03-24$44.50$0.0013.8%3.4%18.0%12.0%0.0%0.8%-2.0%-4.9K82.0K-2900.00120.57N/AN/A002237
2025-03-25$44.70$0.0011.9%5.0%18.1%7.6%0.0%1.1%6.9%-4.9K77.3K-2950.00119.30N/AN/A202237
2025-03-26$44.52$0.009.5%3.0%18.1%2.0%0.0%-0.6%1.2%-4.8K80.8K-3030.00123.90N/AN/A202437
2025-03-27$44.84$0.0011.9%4.9%17.8%7.5%0.0%-0.3%-0.8%-4.4K67.0K-3470.00123.91N/AN/A302637
2025-03-28$44.20$0.0013.2%3.0%18.4%10.7%0.0%0.1%-1.5%-3.6K72.4K-3720.00123.43N/AN/A002937
2025-03-31$44.17$0.0011.7%3.3%18.3%7.2%0.0%2.5%2.1%-3.7K74.8K-3570.00122.68N/AN/A302937