HYD Options History — February 2014 In February 2014, HYD traded between $57.32 and $59.22. ATM implied volatility averaged 9.2%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 2.7%. IV traded above realized volatility by 1.7% (HV 20d: 7.5%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.47.
Notable Days 2014-02-06 : Highest Volume — 25 contracts2014-02-13 : Largest IV spike — 22.9% change2014-02-03 : Highest IV Rank — 15.9%2014-02-03 : Largest Expected Move — 3.8%Monthly Statistics Metric Avg Min Max Open Close Price $58.31 $57.32 $59.22 $58.04 $59.22 Max Pain $58.00 $58.00 $58.00 $58.00 $58.00 ATM IV 9.2% 7.1% 13.2% 13.2% 8.5% Expected Move 2.7% 2.1% 3.8% 3.8% 2.4% HV 20d 7.5% 5.5% 7.9% 5.5% 7.5% HV 60d 7.2% 6.6% 7.3% 6.6% 6.9% IV Rank 8.1% 3.9% 15.9% 15.9% 6.6% IV Percentile 53.0% 18.7% 81.0% 81.0% 45.6% Term Structure 0.5% -1.5% 2.9% -0.7% 2.9% VWIV 8.5% 6.0% 9.5% 9.5% 6.0% Skew 25d 3.3% 1.3% 5.5% 5.5% 4.8% Skew 10d 3.9% 1.9% 6.8% 5.8% 3.6% Call IV 25d 7.4% 5.0% 10.6% 9.6% 5.0% Put IV 25d 10.7% 7.6% 15.1% 15.1% 9.8% Bid-Ask Spread % 40.67 16.79 104.30 61.38 23.56 Gamma HHI 0.39 0.28 0.52 0.30 0.47 Net GEX 35.6K -39.9K 91.3K -16.0K 31.7K Net DEX 148.3K -187.6K 653.8K 347.7K -187.6K Net VEX -3.5K -4.9K -2.4K -4.9K -2.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.00 3.00 0.00 0.00 Total Volume 5.895 0 25 3 0 Total OI 623.737 483 691 643 483
Daily Data (19 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 2014-02-03 $58.04 $58.00 13.2% 3.8% 5.5% 15.9% 0.0% 5.5% -0.7% -16.0K 347.7K -4.9K 0.00 61.38 0 3 258 385 2014-02-04 $57.32 $58.00 11.0% 3.2% 7.2% 11.6% 0.0% 2.4% 0.3% -39.9K 653.8K -4.6K 0.00 41.54 6 0 258 387 2014-02-05 $57.84 $58.00 11.6% 3.3% 7.9% 12.7% 0.0% 4.1% 0.4% -32.1K 434.2K -4.5K 0.00 66.60 2 0 259 387 2014-02-06 $57.72 $58.00 11.1% 3.2% 7.8% 11.6% 9.5% 4.0% -0.6% -22.6K 472.2K -4.5K 0.00 39.00 25 0 259 387 2014-02-07 $57.94 $58.00 8.9% 2.8% 7.9% 7.4% 9.4% 3.4% 0.8% 18.6K 359.8K -3.9K 1.54 25.42 7 10 284 387 2014-02-10 $58.06 $58.00 9.5% 2.8% 7.5% 8.5% 0.0% 4.3% 0.6% 36.5K 257.4K -3.7K 0.00 104.30 7 0 290 386 2014-02-11 $58.14 $58.00 8.6% 2.5% 7.5% 6.8% 0.0% 3.4% 1.1% 48.8K 250.7K -3.9K 0.00 31.93 0 0 296 386 2014-02-12 $58.20 $58.00 7.1% 2.6% 7.5% 3.9% 0.0% 4.1% 0.8% 21.2K 244.6K -3.7K 0.00 42.01 1 0 296 386 2014-02-13 $58.46 $58.00 8.7% 2.5% 7.6% 7.0% 0.0% 2.2% 1.0% 49.1K 43.9K -3.8K 0.00 50.67 1 0 297 386 2014-02-14 $58.04 $58.00 8.8% 2.5% 7.9% 7.3% 8.9% 3.2% 0.2% 76.1K 215.5K -3.5K 3.00 36.97 5 15 297 386 2014-02-18 $58.20 $58.00 8.7% 2.5% 7.8% 7.1% 8.4% 4.3% 0.8% 87.1K 108.8K -3.2K 1.08 37.08 7 7 302 378 2014-02-19 $58.28 $58.00 9.2% 2.6% 7.7% 8.1% 9.1% 3.9% 0.4% 91.3K 23.8K -3.1K 0.00 32.43 3 0 308 382 2014-02-20 $58.56 $58.00 9.2% 2.6% 7.8% 8.1% 0.0% 2.0% 0.5% 80.1K -134.4K -3.0K 0.00 47.30 0 0 309 382 2014-02-21 $58.54 $58.00 8.9% 2.6% 7.5% 7.5% 8.9% 2.1% 0.5% 83.0K -124.9K -3.1K 0.00 33.64 1 0 309 382 2014-02-24 $58.54 $58.00 7.5% 2.1% 7.4% 4.6% 7.4% 1.3% 1.1% 39.2K 4.9K -2.4K 0.00 27.72 1 0 198 297 2014-02-25 $58.74 $58.00 8.5% 2.4% 7.3% 6.6% 6.0% 2.3% -0.2% 35.6K 10.8K -2.7K 0.00 29.34 0 8 198 297 2014-02-26 $58.92 $58.00 8.9% 2.5% 7.4% 7.4% 0.0% 3.4% 0.4% 40.0K -40.5K -2.7K 0.00 25.04 0 3 193 293 2014-02-27 $59.20 $58.00 7.5% 2.2% 7.5% 4.7% 0.0% 2.2% -1.5% 48.7K -123.0K -2.6K 0.00 16.79 0 0 193 290 2014-02-28 $59.22 $58.00 8.5% 2.4% 7.5% 6.6% 0.0% 4.8% 2.9% 31.7K -187.6K -2.6K 0.00 23.56 0 0 193 290
« Jan 2014 | All History | Mar 2014 » Home HYD History February 2014