HYD Options History — April 2012

Name: HYD Options Analytics - April 2012
Creator: Options Analysis Suite

In April 2012, HYD traded between $62.42 and $63.48. ATM implied volatility averaged 8.9%. The 30-day expected move averaged 2.6%. IV traded above realized volatility by 5.7% (HV 20d: 3.1%). Net GEX was positive for 8 of 18 trading days. Term structure was in contango for 11 of 18 days. Put/call ratio averaged 1.00.

Notable Days

2012-04-18: Highest Volume — 10 contracts
2012-04-30: Largest IV spike — 37.2% change
2012-04-10: Largest Expected Move — 3.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.90	$62.42	$63.48	$62.48	$63.48
ATM IV	8.9%	6.3%	10.7%	8.7%	9.1%
Expected Move	2.6%	1.8%	3.1%	2.5%	2.6%
HV 20d	3.1%	3.0%	3.2%	3.2%	3.0%
Term Structure	0.5%	-3.5%	2.9%	2.4%	-0.6%
Skew 25d	2.5%	0.9%	3.8%	1.7%	3.1%
Skew 10d	0.5%	-2.2%	3.7%	2.2%	0.2%
Call IV 25d	8.2%	5.2%	10.0%	9.5%	7.1%
Put IV 25d	10.7%	8.6%	13.2%	11.2%	10.3%
Bid-Ask Spread %	109.90	107.16	114.99	114.41	112.05
Gamma HHI	0.65	0.52	0.99	0.73	0.55
Net GEX	499	0	2.2K	0	933
Net DEX	-3.4K	-15.7K	0	0	-5.3K
Net VEX	-57	-157	0	0	-152
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	0.556	0	10	0	0
Total OI	4.444	0	10	0	10

Daily Data (18 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 Vol	Put Vol	Call OI	Put OI
2012-04-04	$62.48	$0.00	8.7%	2.5%	0.0%	0.0%	0.0%	1.7%	2.4%	0	0	0	0.00	114.41	0	0	0	0
2012-04-05	$62.46	$0.00	8.5%	2.4%	0.0%	0.0%	0.0%	2.7%	2.9%	0	0	0	0.00	114.99	0	0	0	0
2012-04-09	$62.42	$0.00	9.8%	3.1%	0.0%	0.0%	0.0%	2.1%	0.4%	0	0	0	0.00	107.45	0	0	0	0
2012-04-10	$62.52	$0.00	10.1%	3.1%	0.0%	0.0%	0.0%	2.1%	0.4%	0	0	0	0.00	107.16	0	0	0	0
2012-04-11	$62.88	$0.00	10.0%	2.9%	0.0%	0.0%	0.0%	2.7%	1.3%	0	0	0	0.00	108.47	0	0	0	0
2012-04-12	$62.76	$0.00	8.5%	2.4%	0.0%	0.0%	0.0%	0.9%	2.8%	0	0	0	0.00	108.17	0	0	0	0
2012-04-13	$62.60	$0.00	10.1%	2.9%	0.0%	0.0%	0.0%	1.8%	1.0%	0	0	0	0.00	108.48	0	0	0	0
2012-04-16	$62.72	$0.00	10.4%	3.0%	0.0%	0.0%	0.0%	1.8%	1.1%	0	0	0	0.00	108.90	0	0	0	0
2012-04-17	$62.82	$0.00	10.4%	3.0%	0.0%	0.0%	0.0%	2.6%	0.8%	0	0	0	0.00	108.97	0	0	0	0
2012-04-18	$62.78	$0.00	10.7%	3.1%	0.0%	0.0%	0.0%	2.7%	-0.7%	0	0	0	1.00	109.19	5	5	0	0
2012-04-19	$62.90	$0.00	10.5%	3.0%	0.0%	0.0%	0.0%	2.8%	-0.3%	1.7K	-13.7K	-82	0.00	109.40	0	0	5	5
2012-04-20	$63.08	$0.00	7.6%	2.2%	0.0%	0.0%	0.0%	3.8%	-0.8%	1.8K	-14.4K	-81	0.00	109.83	0	0	5	5
2012-04-23	$63.12	$0.00	7.7%	2.2%	0.0%	0.0%	0.0%	1.7%	-3.5%	594	-2.3K	-157	0.00	111.51	0	0	5	5
2012-04-24	$63.14	$0.00	6.5%	1.9%	0.0%	0.0%	0.0%	2.8%	1.6%	593	-2.3K	-156	0.00	107.30	0	0	5	5
2012-04-25	$63.20	$0.00	6.3%	1.8%	0.0%	0.0%	0.0%	3.4%	1.4%	2.2K	-15.7K	-80	0.00	107.64	0	0	5	5
2012-04-26	$63.32	$0.00	8.0%	2.3%	3.2%	0.0%	0.0%	2.7%	-0.9%	544	-3.4K	-156	0.00	112.01	0	0	5	5
2012-04-27	$63.44	$0.00	6.6%	1.9%	3.1%	0.0%	0.0%	3.4%	-0.6%	595	-4.3K	-155	0.00	112.31	0	0	5	5
2012-04-30	$63.48	$0.00	9.1%	2.6%	3.0%	0.0%	0.0%	3.1%	-0.6%	933	-5.3K	-152	0.00	112.05	0	0	5	5