HYD Options History — October 2017

In October 2017, HYD traded between $62.10 and $62.68. ATM implied volatility averaged 5.5%, placing in the 1.7% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 3.2% (HV 20d: 2.2%). Max pain ranged from $62.00 to $62.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.29.

Notable Days

2017-10-13: Highest Volume — 153 contracts
2017-10-13: Largest IV spike — 52.1% change
2017-10-05: Highest IV Rank — 3.4%
2017-10-02: Largest Expected Move — 1.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.41	$62.10	$62.68	$62.48	$62.38
Max Pain	$62.00	$62.00	$62.00	$62.00	$62.00
ATM IV	5.5%	3.4%	7.4%	6.5%	5.1%
Expected Move	1.5%	1.0%	1.9%	1.9%	1.5%
HV 20d	2.2%	1.9%	2.9%	2.2%	2.9%
HV 60d	3.3%	2.7%	3.6%	3.6%	2.7%
IV Rank	1.7%	0.0%	3.4%	2.5%	1.8%
IV Percentile	17.0%	0.0%	43.7%	33.7%	11.1%
Term Structure	-0.8%	-2.8%	1.4%	-2.5%	-1.3%
VWIV	5.2%	3.4%	5.9%	5.8%	5.3%
Skew 25d	-46.8%	-184.9%	2.3%	-184.9%	-97.3%
Skew 10d	-59.7%	-185.9%	4.0%	-182.9%	-181.0%
Call IV 25d	54.6%	4.4%	196.7%	196.7%	108.2%
Put IV 25d	7.8%	5.7%	11.8%	11.8%	10.9%
Bid-Ask Spread %	182.12	163.15	199.00	190.06	199.00
Gamma HHI	0.62	0.41	0.72	0.52	0.70
Net GEX	-35.3K	-46.4K	-23.9K	-23.9K	-35.7K
Net DEX	134.9K	102.0K	186.8K	122.8K	162.6K
Net VEX	-1.3K	-1.5K	-1.1K	-1.4K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.29	0.94	1.47	1.30	0.94
Total Volume	144.273	127	153	138	128
Total OI	175.909	169	184	169	172

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
2017-10-02	$62.48	$0.00	6.5%	1.9%	2.2%	2.5%	0.0%	-184.9%	-2.5%	-23.9K	122.8K	-1.4K	1.30	190.06	60	78	49	120
2017-10-03	$62.44	$0.00	6.3%	1.8%	1.9%	2.2%	0.0%	1.4%	-1.7%	-24.4K	131.0K	-1.4K	1.34	189.34	60	81	49	120
2017-10-04	$62.30	$0.00	6.1%	1.8%	2.0%	2.1%	0.0%	1.0%	-2.0%	-29.4K	143.4K	-1.3K	1.34	193.15	60	81	49	123
2017-10-05	$62.40	$62.00	7.4%	1.6%	2.1%	3.4%	5.8%	1.0%	-0.1%	-27.8K	132.9K	-1.3K	1.47	163.15	60	88	49	123
2017-10-06	$62.40	$62.00	5.9%	1.5%	1.9%	1.8%	5.7%	1.4%	-0.0%	-33.4K	145.9K	-1.4K	1.47	169.35	60	88	49	130
2017-10-09	$62.34	$62.00	6.8%	1.6%	1.9%	2.7%	5.6%	1.1%	-0.3%	-44.5K	132.4K	-1.3K	1.47	173.01	60	88	49	130
2017-10-10	$62.36	$62.00	7.1%	1.4%	1.9%	3.0%	5.0%	0.7%	0.1%	-45.9K	142.4K	-1.3K	1.47	169.83	60	88	49	130
2017-10-11	$62.38	$62.00	5.0%	1.4%	1.9%	0.9%	5.0%	2.3%	0.1%	-46.4K	141.6K	-1.3K	1.47	169.84	60	88	49	130
2017-10-12	$62.50	$62.00	3.6%	1.0%	2.0%	0.0%	4.0%	1.4%	0.6%	-36.5K	135.4K	-1.3K	1.47	164.17	60	88	49	130
2017-10-13	$62.56	$62.00	5.5%	1.6%	2.0%	2.0%	5.5%	0.9%	-0.7%	-41.5K	114.6K	-1.3K	1.35	175.19	65	88	49	130
2017-10-16	$62.56	$62.00	5.0%	1.4%	2.0%	1.4%	5.3%	-136.4%	-2.2%	-39.3K	105.0K	-1.3K	1.35	190.07	65	88	54	130
2017-10-17	$62.68	$62.00	5.3%	1.5%	2.0%	1.7%	5.7%	-139.3%	-2.6%	-29.0K	103.4K	-1.3K	1.35	187.43	65	88	54	130
2017-10-18	$62.62	$62.00	5.1%	1.5%	2.1%	1.5%	5.4%	-142.2%	-2.2%	-35.2K	102.0K	-1.3K	1.35	186.62	65	88	54	130
2017-10-19	$62.68	$62.00	5.5%	1.6%	2.0%	1.9%	5.9%	-144.2%	-2.8%	-35.8K	115.6K	-1.2K	1.35	187.43	65	88	49	130
2017-10-20	$62.40	$62.00	5.8%	1.6%	2.5%	2.2%	5.8%	-1.4%	-0.7%	-32.5K	121.3K	-1.2K	1.35	180.67	65	88	49	130
2017-10-23	$62.42	$62.00	5.7%	1.6%	2.4%	2.1%	5.6%	-1.1%	0.0%	-33.5K	127.4K	-1.2K	1.24	180.67	65	81	49	123
2017-10-24	$62.40	$62.00	5.0%	1.4%	2.3%	1.4%	4.9%	-1.4%	0.7%	-33.3K	123.2K	-1.2K	1.24	177.89	65	81	49	123
2017-10-25	$62.24	$62.00	4.9%	1.4%	2.5%	1.3%	4.9%	-1.7%	-0.5%	-37.9K	158.3K	-1.5K	1.24	182.75	65	81	49	123
2017-10-26	$62.10	$62.00	4.1%	1.2%	2.6%	0.5%	4.5%	-76.4%	-0.2%	-39.3K	186.8K	-1.2K	0.95	189.00	65	62	49	123
2017-10-27	$62.14	$62.00	3.4%	1.0%	2.6%	0.0%	3.4%	-10.4%	1.4%	-37.6K	164.3K	-1.1K	0.95	188.96	65	62	49	123
2017-10-30	$62.34	$62.00	5.0%	1.4%	2.9%	1.7%	5.3%	-103.2%	-0.1%	-33.7K	155.6K	-1.1K	0.94	199.00	66	62	49	123
2017-10-31	$62.38	$62.00	5.1%	1.5%	2.9%	1.8%	5.3%	-97.3%	-1.3%	-35.7K	162.6K	-1.1K	0.94	199.00	66	62	49	123