HYD Options History — August 2017

In August 2017, HYD traded between $61.72 and $62.88. ATM implied volatility averaged 14.1%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 9.6% (HV 20d: 4.5%). Max pain ranged from $62.00 to $62.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 6.03.

Notable Days

  • 2017-08-31: Highest Volume — 456 contracts
  • 2017-08-30: Largest IV spike — 1009.6% change
  • 2017-08-30: Highest IV Rank — 100.0%
  • 2017-08-31: Largest Expected Move — 28.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.25$61.72$62.88$61.72$62.88
Max Pain$62.00$62.00$62.00$62.00$62.00
ATM IV14.1%4.2%100.5%6.0%100.5%
Expected Move4.0%1.2%28.8%1.7%28.8%
HV 20d4.5%2.8%5.1%5.1%2.8%
HV 60d4.7%4.6%4.7%4.6%4.7%
IV Rank10.7%0.1%100.0%2.3%100.0%
IV Percentile27.3%0.4%100.0%20.2%100.0%
Term Structure-16.3%-188.8%3.2%-0.9%-188.2%
VWIV15.1%4.9%34.7%11.0%28.2%
Skew 25d-16.1%-90.0%16.4%-0.5%16.4%
Skew 10d-26.0%-128.7%9.2%3.9%-0.0%
Call IV 25d24.5%4.6%100.7%7.8%7.0%
Put IV 25d8.4%4.9%23.4%7.3%23.4%
Bid-Ask Spread %181.78142.22198.16175.27196.24
Gamma HHI0.470.250.900.420.36
Net GEX-17.3K-85.7K41.3K-77.4K-41.8K
Net DEX124.6K-187.0K634.8K448.9K626.6K
Net VEX-2.5K-4.4K-1.4K-4.4K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.034.688.555.234.87
Total Volume429.174406456427456
Total OI661619680644619

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-08-01$61.72$0.006.0%1.7%5.1%2.3%0.0%-0.5%-0.9%-77.4K448.9K-4.4K5.23175.2769358122522
2017-08-02$61.76$0.006.2%1.8%4.7%2.5%0.0%-90.0%-2.2%-85.7K404.7K-4.0K5.23198.1669358122537
2017-08-03$62.04$62.005.5%1.4%4.9%1.6%11.0%1.5%3.2%-13.5K51.9K-2.2K5.23184.2269358122537
2017-08-04$61.88$62.006.2%1.2%5.0%2.4%11.1%0.3%0.4%-76.2K382.7K-3.9K5.23172.7469358122537
2017-08-07$62.00$62.007.0%1.4%5.1%3.4%10.8%1.2%1.8%-3.7K63.2K-2.0K4.68188.1377358122537
2017-08-08$61.90$62.006.7%1.4%5.1%3.1%11.7%0.3%0.3%-71.2K328.3K-3.8K4.68174.1977358133537
2017-08-09$61.96$62.005.3%1.5%4.9%1.5%10.8%1.1%1.8%-1.8K23.7K-2.1K4.68185.9577358133537
2017-08-10$61.98$62.006.1%1.7%4.9%2.4%11.4%2.0%1.4%-6.0K22.7K-2.1K4.68185.0277358133537
2017-08-11$62.00$62.004.2%1.2%4.8%0.1%4.9%0.5%1.5%19.7K33.0K-1.8K4.75143.8077363133537
2017-08-14$62.08$62.004.9%1.4%4.8%1.0%33.5%-73.5%2.2%12.2K-5.7K-1.8K4.75192.3077363133537
2017-08-15$62.06$62.005.3%1.5%4.7%1.4%7.5%-0.2%2.1%8.8K15.9K-1.8K4.75153.9277363131537
2017-08-16$62.20$62.004.6%1.3%4.8%0.6%34.7%-81.2%2.6%16.2K-44.2K-1.8K8.54189.9243363131537
2017-08-17$62.24$62.005.1%1.5%4.8%1.2%31.9%-83.5%1.4%19.3K-67.8K-1.8K8.55188.8143364132537
2017-08-18$62.36$62.004.6%1.3%4.8%0.6%13.0%-80.0%1.0%41.3K-89.5K-1.7K7.90185.6846364137538
2017-08-21$62.50$62.006.0%1.7%4.8%2.2%6.1%-0.8%-1.3%24.6K-97.9K-2.1K8.01186.8246369137538
2017-08-22$62.36$62.005.5%1.6%4.9%1.6%9.6%-0.5%-0.3%-27.8K-3.1K-2.3K8.01142.2246369137543
2017-08-23$62.50$62.005.5%1.6%4.9%1.6%15.8%2.3%-0.9%-58.2K241.2K-3.2K8.01194.7646369137543
2017-08-24$62.52$62.006.0%1.7%4.8%2.3%16.1%2.7%-1.9%-58.0K275.1K-3.1K8.05195.1746371133543
2017-08-25$62.68$62.007.9%2.3%3.6%4.5%7.8%0.3%-2.9%-21.0K-51.3K-1.4K5.66181.226637198545
2017-08-28$62.54$62.007.3%2.1%3.3%3.8%7.5%-0.8%-2.9%12.2K-139.7K-1.5K5.66185.3166371113530
2017-08-29$62.78$62.009.0%2.6%3.1%5.8%8.1%-0.6%-4.7%16.6K-187.0K-1.4K5.76184.5066378113530
2017-08-30$62.82$62.0099.8%28.6%3.1%100.0%25.4%12.2%-188.8%-25.7K634.8K-3.3K5.76196.6366378113521
2017-08-31$62.88$62.00100.5%28.8%2.8%100.0%28.2%16.4%-188.2%-41.8K626.6K-3.0K4.87196.247837898521