HYD Options History — July 2016

Name: HYD Options Analytics - July 2016
Creator: Options Analysis Suite

In July 2016, HYD traded between $64.44 and $64.70. ATM implied volatility averaged 8.2%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 2.0%. IV traded above realized volatility by 5.5% (HV 20d: 2.6%). Max pain ranged from $62.00 to $62.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 4.23.

Notable Days

2016-07-15: Highest Volume — 212 contracts
2016-07-29: Largest IV spike — 79.6% change
2016-07-12: Highest IV Rank — 7.3%
2016-07-29: Largest Expected Move — 3.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$64.55	$64.44	$64.70	$64.44	$64.68
Max Pain	$62.00	$62.00	$62.00	$62.00	$62.00
ATM IV	8.2%	6.1%	13.3%	7.2%	13.3%
Expected Move	2.0%	1.7%	3.8%	2.1%	3.8%
HV 20d	2.6%	1.9%	3.0%	2.8%	1.9%
HV 60d	2.7%	2.3%	3.1%	3.1%	2.3%
IV Rank	3.6%	2.1%	7.3%	2.9%	7.3%
IV Percentile	17.5%	4.4%	48.8%	7.5%	48.4%
Term Structure	-2.6%	-15.1%	-1.0%	-3.5%	-15.1%
VWIV	9.8%	9.8%	9.8%	9.8%	9.8%
Skew 25d	-6.8%	-163.9%	2.5%	-0.8%	-163.9%
Skew 10d	-7.7%	-163.9%	2.4%	2.4%	-163.9%
Call IV 25d	14.1%	4.5%	176.2%	7.9%	176.2%
Put IV 25d	7.3%	6.4%	12.3%	7.1%	12.3%
Bid-Ask Spread %	119.28	101.89	197.28	104.20	197.28
Gamma HHI	0.65	0.25	1.00	0.63	1.00
Net GEX	35.1K	1.0K	99.1K	40.9K	44.3K
Net DEX	-168.9K	-387.5K	-78.0K	-130.7K	-283.0K
Net VEX	-943	-6.7K	-326	-425	-355
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.23	1.24	13.94	3.00	1.40
Total Volume	159.1	115	212	140	175
Total OI	613.8	515	789	518	772

Daily Data (20 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
2016-07-01	$64.44	$62.00	7.2%	2.1%	2.8%	2.9%	9.8%	-0.8%	-3.5%	40.9K	-130.7K	-425	3.00	104.20	35	105	60	458
2016-07-05	$64.50	$0.00	8.5%	1.9%	2.7%	3.8%	0.0%	1.9%	-2.2%	16.7K	-87.8K	-529	3.00	119.11	35	105	60	455
2016-07-06	$64.54	$0.00	8.9%	1.9%	2.7%	4.1%	0.0%	1.3%	-1.8%	1.0K	-78.0K	-572	2.80	105.91	38	105	60	455
2016-07-07	$64.54	$0.00	9.4%	2.0%	2.7%	4.5%	0.0%	2.5%	-3.3%	52.1K	-171.6K	-326	2.80	119.06	38	105	63	455
2016-07-08	$64.70	$0.00	9.7%	1.9%	2.8%	4.7%	0.0%	2.4%	-1.2%	34.7K	-144.2K	-630	2.80	101.89	38	105	63	455
2016-07-11	$64.62	$0.00	13.0%	2.0%	2.8%	7.1%	0.0%	2.1%	-2.2%	34.3K	-148.1K	-522	13.31	108.74	8	107	63	455
2016-07-12	$64.46	$0.00	13.3%	1.9%	3.0%	7.3%	0.0%	1.5%	-2.6%	6.7K	-82.6K	-520	13.31	106.02	8	107	58	457
2016-07-13	$64.48	$0.00	7.0%	2.0%	3.0%	2.8%	0.0%	1.7%	-2.1%	3.5K	-89.7K	-707	13.31	108.33	8	107	58	457
2016-07-14	$64.44	$0.00	6.2%	1.8%	3.0%	2.2%	0.0%	1.1%	-1.3%	6.3K	-80.8K	-717	13.94	117.90	8	112	58	457
2016-07-15	$64.44	$0.00	6.3%	1.8%	3.0%	2.3%	0.0%	1.8%	-1.0%	19.0K	-111.7K	-466	1.56	130.64	83	129	58	462
2016-07-18	$64.48	$0.00	6.5%	1.9%	2.8%	2.5%	0.0%	1.4%	-1.6%	60.6K	-174.3K	-1.1K	1.24	119.08	83	103	132	490
2016-07-19	$64.46	$0.00	6.7%	1.9%	2.8%	2.5%	0.0%	1.3%	-1.8%	69.3K	-181.3K	-1.2K	1.24	119.19	83	103	132	490
2016-07-20	$64.48	$0.00	6.1%	1.7%	2.7%	2.1%	0.0%	1.3%	-1.5%	53.0K	-142.3K	-804	1.24	116.46	83	103	132	490
2016-07-21	$64.52	$0.00	6.5%	1.9%	2.7%	2.4%	0.0%	1.3%	-1.8%	34.7K	-164.7K	-411	2.05	119.04	48	98	132	490
2016-07-22	$64.60	$0.00	6.2%	1.8%	2.7%	2.2%	0.0%	1.4%	-1.5%	34.6K	-164.3K	-410	1.69	118.76	73	123	167	550
2016-07-25	$64.56	$0.00	6.6%	1.9%	2.5%	2.5%	0.0%	1.3%	-1.9%	99.1K	-271.1K	-1.8K	1.69	119.45	73	123	197	580
2016-07-26	$64.64	$0.00	6.7%	1.9%	2.4%	2.6%	0.0%	1.6%	-1.4%	35.0K	-366.2K	-387	1.40	116.94	73	102	197	580
2016-07-27	$64.66	$0.00	8.4%	2.4%	1.9%	3.8%	0.0%	1.7%	-2.7%	18.0K	-118.0K	-6.7K	1.40	118.31	73	102	200	589
2016-07-28	$64.66	$0.00	7.4%	2.1%	1.9%	3.1%	0.0%	1.6%	-2.3%	38.7K	-387.5K	-366	1.40	119.20	73	102	200	589
2016-07-29	$64.68	$0.00	13.3%	3.8%	1.9%	7.3%	0.0%	-163.9%	-15.1%	44.3K	-283.0K	-355	1.40	197.28	73	102	183	589