EPP Options History — January 2026

In January 2026, EPP traded between $51.06 and $54.69. ATM implied volatility averaged 23.7%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 10.8% (HV 20d: 13.0%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.33.

Notable Days

  • 2026-01-27: Highest Volume — 10 contracts
  • 2026-01-28: Largest IV spike — 143.9% change
  • 2026-01-13: Highest IV Rank — 59.6%
  • 2026-01-15: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.25$51.06$54.69$51.06$53.61
Max Pain$52.00$52.00$52.00$52.00$52.00
ATM IV23.7%10.3%42.8%12.2%20.3%
Expected Move5.5%2.9%7.9%3.5%5.8%
HV 20d13.0%10.6%14.9%14.4%13.7%
HV 60d13.2%12.8%13.9%13.8%13.9%
IV Rank26.4%2.8%59.6%6.3%20.4%
IV Percentile66.2%8.3%96.8%27.4%68.3%
Term Structure0.1%-11.6%13.2%10.2%3.6%
Skew 25d4.5%-0.4%14.4%-0.4%8.6%
Skew 10d2.5%-8.6%49.4%49.4%0.4%
Call IV 25d15.2%9.4%25.1%14.5%22.2%
Put IV 25d19.7%11.0%30.7%14.1%30.7%
Bid-Ask Spread %135.42115.31147.24115.31134.50
Gamma HHI0.260.140.490.320.24
Net GEX-3.8K-9.4K2.1K-5.2K1.4K
Net DEX5.6K-49.4K46.4K29.2K-37.1K
Net VEX-222-349-149-207-349
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.001.000.001.00
Total Volume0.7501000
Total OI56.720858334

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$51.06$52.0012.2%3.5%14.4%6.3%0.0%-0.4%10.2%-5.2K29.2K-2070.00115.31N/AN/A00875
2026-01-05$51.53$0.0023.9%3.0%14.7%26.6%0.0%3.2%-1.8%-6.9K22.4K-2260.00128.60N/AN/A00875
2026-01-06$51.66$0.0038.3%6.7%14.7%51.7%0.0%12.9%-2.5%-8.0K31.5K-2550.00142.80N/AN/A00875
2026-01-07$51.22$0.0040.9%5.1%14.9%56.3%0.0%7.4%5.5%-9.4K46.4K-2550.00140.47N/AN/A00875
2026-01-08$51.25$0.0016.8%5.9%14.9%14.3%0.0%9.7%-3.6%-8.3K32.8K-2380.00143.29N/AN/A00875
2026-01-09$51.22$0.0029.5%6.2%14.4%36.5%0.0%2.2%-3.6%-9.0K39.4K-2460.00145.67N/AN/A00875
2026-01-12$51.59$0.0021.6%5.2%14.6%22.6%0.0%0.2%1.0%-7.0K22.3K-2060.00140.47N/AN/A00875
2026-01-13$51.39$0.0042.8%3.4%14.5%59.6%0.0%9.2%8.5%-7.7K28.4K-2050.00123.00N/AN/A00875
2026-01-14$51.50$0.0027.6%7.9%14.5%33.1%0.0%-0.3%-7.2%-7.5K25.7K-1950.00138.72N/AN/A00875
2026-01-15$51.86$0.0027.7%7.9%11.5%33.2%0.0%-0.1%-5.1%-6.8K15.3K-1800.00133.06N/AN/A10875
2026-01-16$51.84$0.0025.3%7.3%10.6%29.1%0.0%1.3%-3.2%-8.8K22.4K-1970.00140.65N/AN/A00976
2026-01-20$51.39$0.0018.6%5.3%10.8%17.4%0.0%0.2%-2.5%-184997-1990.00147.24N/AN/A00911
2026-01-21$51.81$0.0021.5%6.2%11.0%22.4%0.0%0.8%6.8%-54-4.5K-1980.00142.63N/AN/A00911
2026-01-22$52.43$0.0025.0%7.2%11.4%28.6%0.0%12.4%-11.6%885-13.5K-1670.00136.02N/AN/A00911
2026-01-23$52.97$0.0010.9%3.1%11.2%4.0%0.0%-0.0%0.8%768-17.1K-1650.00119.29N/AN/A00911
2026-01-26$53.30$0.0010.4%3.0%11.3%3.2%0.0%0.3%0.1%189-14.4K-1820.00131.05N/AN/A01911
2026-01-27$54.27$0.0010.3%2.9%12.6%2.8%0.0%0.5%13.2%908-26.6K-1490.00126.64N/AN/A100912
2026-01-28$54.41$0.0025.0%7.2%11.8%28.5%0.0%6.9%2.8%1.8K-42.6K-3081.00140.72N/AN/A111912
2026-01-29$54.69$0.0026.2%7.5%11.8%30.6%0.0%14.4%-8.6%2.1K-49.4K-3160.00138.23N/AN/A012013
2026-01-30$53.61$0.0020.3%5.8%13.7%20.4%0.0%8.6%3.6%1.4K-37.1K-3490.00134.50N/AN/A002014