EPP Options History — March 2026

In March 2026, EPP traded between $51.78 and $56.27. ATM implied volatility averaged 32.9%, placing in the 41.7% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 14.7% (HV 20d: 18.2%). Max pain ranged from $53.00 to $54.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.00.

Notable Days

  • 2026-03-30: Highest Volume — 16 contracts
  • 2026-03-06: Largest IV spike — 87.3% change
  • 2026-03-30: Highest IV Rank — 66.9%
  • 2026-03-30: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.71$51.78$56.27$56.27$53.09
Max Pain$53.15$53.00$54.00$54.00$53.00
ATM IV32.9%20.9%47.2%30.6%40.1%
Expected Move9.1%5.3%13.5%8.8%11.5%
HV 20d18.2%13.4%24.4%13.4%24.4%
HV 60d15.8%13.6%18.2%13.6%18.2%
IV Rank41.7%20.5%66.9%37.7%54.4%
IV Percentile85.1%63.9%98.0%86.5%94.8%
Term Structure-4.2%-17.5%12.2%-4.8%-6.8%
VWIV27.4%19.0%37.9%37.9%19.0%
Skew 25d6.9%-5.5%21.1%3.2%10.5%
Skew 10d8.1%-1.0%23.9%7.6%0.3%
Call IV 25d26.2%15.3%40.1%36.2%29.2%
Put IV 25d33.2%17.4%45.6%39.3%39.7%
Bid-Ask Spread %91.6940.76141.91141.9171.55
Gamma HHI0.170.140.220.220.14
Net GEX4.4K1.4K6.3K5.0K1.4K
Net DEX-69.7K-109.5K-32.7K-109.5K-48.7K
Net VEX-584-634-513-615-563
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.002.000.002.00
Total Volume1.5501613
Total OI62.458775877

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$56.27$54.0030.6%8.8%13.4%37.7%37.9%3.2%-4.8%5.0K-109.5K-6150.00141.91N/AN/A104117
2026-03-03$54.97$54.0038.2%11.0%16.2%51.1%0.0%8.7%-3.6%4.4K-88.9K-6170.00138.39N/AN/A014217
2026-03-04$55.11$54.0032.6%9.4%16.2%41.2%25.3%21.1%-6.7%4.6K-90.3K-6310.00133.41N/AN/A204218
2026-03-05$54.09$53.0020.9%6.8%17.3%20.5%0.0%2.1%-9.0%5.4K-81.8K-6340.00124.71N/AN/A004418
2026-03-06$53.72$53.0039.1%8.8%16.8%52.6%0.0%11.9%-4.4%4.5K-71.5K-6220.00133.41N/AN/A004418
2026-03-09$54.38$53.0034.9%9.0%17.0%45.1%0.0%14.5%-7.6%4.7K-79.7K-6190.00128.01N/AN/A004418
2026-03-10$54.67$53.0045.5%7.6%16.1%63.9%0.0%-5.5%-2.9%5.1K-89.2K-6240.00131.21N/AN/A004418
2026-03-11$54.69$53.0025.5%7.3%16.0%28.6%0.0%9.0%3.0%5.8K-96.2K-6190.00129.84N/AN/A014518
2026-03-12$53.75$53.0028.2%0.0%16.1%33.5%0.0%4.9%-3.3%5.5K-76.0K-6070.0059.15N/AN/A004519
2026-03-13$0.00$0.0026.3%0.0%16.1%30.0%0.0%0.0%0.0%5.5K-52.5K-5910.000.00N/AN/A0000
2026-03-16$54.03$53.0021.5%5.3%16.1%21.6%0.0%6.1%6.8%6.2K-79.9K-5771.0061.50N/AN/A224519
2026-03-17$54.28$53.0035.4%10.3%16.1%46.1%0.0%10.2%-10.8%6.3K-90.0K-6020.0040.76N/AN/A004619
2026-03-18$53.25$53.0037.5%11.0%17.2%49.8%0.0%13.1%-11.4%4.5K-67.4K-5730.0066.66N/AN/A004619
2026-03-19$53.64$53.0029.6%7.3%17.3%35.9%0.0%9.4%2.9%5.0K-75.7K-5730.0068.70N/AN/A004619
2026-03-20$52.02$53.0030.0%9.8%20.0%36.6%0.0%8.7%-2.3%4.9K-41.2K-5290.0079.58N/AN/A004618
2026-03-23$53.14$53.0026.7%9.7%21.8%30.8%0.0%1.4%-4.5%3.1K-58.4K-5480.0068.45N/AN/A004018
2026-03-24$52.50$53.0041.5%9.9%21.3%56.8%0.0%3.8%-6.4%2.7K-44.2K-5440.0055.52N/AN/A004018
2026-03-25$53.00$53.0021.6%5.7%21.7%21.8%19.0%2.6%12.2%3.3K-55.9K-5332.0053.22N/AN/A124018
2026-03-27$51.83$53.0037.5%10.8%22.5%49.8%0.0%5.3%-7.7%2.1K-34.6K-5250.0080.40N/AN/A004120
2026-03-30$51.78$53.0047.2%13.5%22.0%66.9%0.0%-2.4%-17.5%2.2K-32.7K-5130.0067.52N/AN/A0164120
2026-03-31$53.09$53.0040.1%11.5%24.4%54.4%0.0%10.5%-6.8%1.4K-48.7K-5632.0071.55N/AN/A124136