HYD Options History — May 2013

Name: HYD Options Analytics - May 2013
Creator: Options Analysis Suite

In May 2013, HYD traded between $65.78 and $66.68. ATM implied volatility averaged 7.0%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 2.0%. IV traded above realized volatility by 3.0% (HV 20d: 4.0%). Max pain ranged from $66.00 to $66.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.26.

Notable Days

2013-05-14: Highest Volume — 76 contracts
2013-05-31: Largest IV spike — 39.5% change
2013-05-31: Highest IV Rank — 6.9%
2013-05-31: Largest Expected Move — 3.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$66.28	$65.78	$66.68	$66.20	$66.10
Max Pain	$66.00	$66.00	$66.00	$66.00	$66.00
ATM IV	7.0%	5.1%	10.3%	5.7%	10.3%
Expected Move	2.0%	1.4%	3.0%	1.6%	3.0%
HV 20d	4.0%	3.8%	4.5%	3.8%	4.5%
HV 60d	4.3%	3.9%	4.5%	3.9%	4.4%
IV Rank	3.4%	1.5%	6.9%	2.1%	6.9%
IV Percentile	39.2%	2.8%	90.9%	6.3%	90.9%
Term Structure	0.8%	-0.2%	2.5%	1.8%	0.1%
VWIV	6.0%	5.2%	6.7%	5.2%	6.7%
Skew 25d	1.5%	-1.2%	5.9%	2.0%	5.9%
Skew 10d	2.1%	-1.5%	9.1%	3.3%	9.1%
Call IV 25d	6.0%	5.3%	8.4%	5.7%	8.4%
Put IV 25d	7.5%	5.1%	14.4%	7.7%	14.4%
Bid-Ask Spread %	39.70	26.28	71.83	38.86	49.42
Gamma HHI	0.69	0.36	0.93	0.50	0.79
Net GEX	41.7K	-39.5K	142.8K	-37.8K	99.3K
Net DEX	-46.4K	-284.8K	190.3K	147.5K	-159.9K
Net VEX	-1.1K	-1.6K	-528	-691	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.26	0.00	0.51	0.51	0.00
Total Volume	5.864	0	76	0	0
Total OI	172.091	116	226	116	218

Daily Data (22 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
2013-05-01	$66.20	$66.00	5.7%	1.6%	3.8%	2.1%	0.0%	2.0%	1.8%	-37.8K	147.5K	-691	0.00	38.86	0	0	12	104
2013-05-02	$66.20	$66.00	5.1%	1.5%	3.8%	1.5%	0.0%	1.9%	1.4%	-39.3K	146.3K	-670	0.00	46.84	0	0	12	104
2013-05-03	$65.78	$66.00	5.6%	1.6%	4.2%	2.0%	0.0%	-0.3%	1.7%	-32.1K	190.3K	-787	0.00	71.83	0	0	12	104
2013-05-06	$66.08	$66.00	7.0%	2.0%	4.1%	3.4%	0.0%	-0.2%	0.2%	-31.8K	188.9K	-790	0.00	51.92	0	0	12	104
2013-05-07	$65.88	$66.00	6.0%	2.0%	4.0%	2.4%	0.0%	-0.4%	-0.2%	-33.2K	181.5K	-710	0.00	53.06	0	0	12	104
2013-05-08	$66.10	$66.00	6.6%	1.9%	4.0%	3.0%	0.0%	-0.4%	0.8%	-39.5K	142.7K	-528	0.00	33.08	0	0	12	104
2013-05-09	$66.06	$66.00	6.0%	2.0%	3.9%	2.4%	0.0%	-0.4%	0.3%	-34.5K	143.2K	-541	0.00	28.68	0	0	12	104
2013-05-10	$65.94	$66.00	5.5%	1.8%	3.9%	1.9%	0.0%	-1.2%	0.4%	-39.4K	182.4K	-662	0.00	31.93	0	0	12	104
2013-05-13	$66.06	$66.00	6.5%	1.4%	3.9%	2.9%	5.2%	4.4%	2.0%	-34.4K	183.8K	-645	0.51	26.28	23	12	12	104
2013-05-14	$66.22	$66.00	7.0%	1.9%	3.9%	3.5%	6.7%	0.2%	1.1%	-6.8K	122.7K	-947	0.00	42.38	76	0	34	116
2013-05-15	$66.26	$66.00	8.0%	1.9%	3.9%	4.5%	0.0%	0.4%	0.1%	95.0K	-159.4K	-1.4K	0.00	45.19	0	0	110	116
2013-05-16	$66.38	$66.00	7.0%	2.0%	3.9%	3.5%	0.0%	0.4%	0.9%	88.5K	-161.9K	-1.6K	0.00	41.67	0	0	110	116
2013-05-17	$66.32	$66.00	7.2%	2.1%	4.0%	3.6%	0.0%	0.3%	0.5%	81.0K	-156.0K	-1.6K	0.00	37.49	0	0	110	116
2013-05-20	$66.60	$66.00	8.0%	2.3%	4.1%	4.4%	0.0%	1.6%	-0.2%	88.7K	-232.3K	-1.5K	0.00	26.72	0	0	110	106
2013-05-21	$66.52	$66.00	7.2%	2.1%	4.1%	3.6%	0.0%	0.5%	0.7%	100.9K	-225.8K	-1.5K	0.00	38.51	0	0	110	106
2013-05-22	$66.62	$66.00	7.2%	2.1%	4.1%	3.6%	0.0%	1.2%	0.8%	109.3K	-240.7K	-1.5K	0.00	37.15	0	0	110	106
2013-05-23	$66.64	$66.00	6.9%	2.0%	4.1%	3.3%	0.0%	4.1%	1.0%	115.0K	-254.5K	-1.4K	0.00	36.55	0	8	110	106
2013-05-24	$66.68	$66.00	7.4%	2.1%	4.1%	3.8%	0.0%	1.5%	0.5%	107.6K	-283.4K	-1.3K	0.00	33.48	0	0	110	98
2013-05-28	$66.54	$66.00	7.4%	2.1%	4.1%	3.8%	0.0%	1.0%	0.7%	115.4K	-255.2K	-1.2K	0.00	39.58	0	0	110	98
2013-05-29	$66.56	$66.00	9.0%	2.6%	4.1%	5.5%	0.0%	5.5%	0.0%	103.6K	-235.3K	-1.2K	0.00	29.20	0	0	110	98
2013-05-30	$66.44	$66.00	7.4%	2.1%	4.1%	3.9%	0.0%	5.0%	2.5%	142.8K	-284.8K	-1.1K	0.00	33.49	0	10	110	98
2013-05-31	$66.10	$66.00	10.3%	3.0%	4.5%	6.9%	0.0%	5.9%	0.1%	99.3K	-159.9K	-1.2K	0.00	49.42	0	0	110	108