HYD Options History — June 2018

Name: HYD Options Analytics - June 2018
Creator: Options Analysis Suite

In June 2018, HYD traded between $62.54 and $62.92. ATM implied volatility averaged 7.6%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 4.3% (HV 20d: 3.3%). Max pain ranged from $62.00 to $62.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 3.87.

Notable Days

2018-06-15: Highest Volume — 200 contracts
2018-06-28: Largest IV spike — 69.9% change
2018-06-12: Highest IV Rank — 10.1%
2018-06-28: Largest Expected Move — 3.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.73	$62.54	$62.92	$62.62	$62.90
Max Pain	$62.00	$62.00	$62.00	$62.00	$62.00
ATM IV	7.6%	4.8%	13.0%	6.0%	11.3%
Expected Move	1.8%	1.3%	3.6%	1.7%	3.2%
HV 20d	3.3%	1.7%	3.6%	3.5%	1.7%
HV 60d	2.8%	2.7%	2.8%	2.8%	2.8%
IV Rank	4.5%	1.7%	10.1%	3.0%	8.3%
IV Percentile	69.6%	19.4%	97.6%	60.7%	95.6%
Term Structure	-1.2%	-13.3%	1.9%	-2.8%	-13.3%
VWIV	6.0%	4.1%	10.4%	10.4%	5.0%
Skew 25d	1.2%	-1.8%	4.0%	-1.8%	-0.6%
Skew 10d	-1.8%	-11.0%	5.7%	-0.4%	-11.0%
Call IV 25d	4.8%	3.8%	6.9%	6.9%	6.3%
Put IV 25d	6.0%	4.7%	10.0%	5.0%	5.7%
Bid-Ask Spread %	123.25	75.44	141.99	126.81	141.99
Gamma HHI	0.39	0.31	0.54	0.34	0.41
Net GEX	-11.8K	-45.3K	5.8K	-5.1K	3.7K
Net DEX	10.9K	-42.7K	106.0K	-28.0K	-11.6K
Net VEX	-898	-1.5K	-582	-582	-719
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.87	1.62	7.36	1.69	7.36
Total Volume	157.667	115	200	169	117
Total OI	192.333	161	225	204	165

Daily Data (21 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
2018-06-01	$62.62	$62.00	6.0%	1.7%	3.5%	3.0%	10.4%	-1.8%	-2.8%	-5.1K	-28.0K	-582	1.69	126.81	63	106	59	145
2018-06-04	$62.64	$62.00	6.8%	1.4%	3.5%	3.7%	4.7%	1.4%	1.3%	-3.9K	-22.1K	-647	1.62	124.14	65	106	59	145
2018-06-05	$62.72	$62.00	7.6%	1.5%	3.5%	4.6%	5.1%	1.6%	1.2%	-1.2K	-42.7K	-671	2.00	121.76	65	130	61	145
2018-06-06	$62.56	$62.00	7.7%	1.3%	3.6%	4.7%	4.5%	1.7%	1.9%	-23.6K	7.6K	-724	1.97	123.53	66	130	61	163
2018-06-07	$62.62	$62.00	8.1%	1.4%	3.6%	5.1%	4.8%	1.4%	1.3%	-43.9K	101.4K	-1.5K	1.97	125.70	66	130	62	163
2018-06-08	$62.64	$62.00	8.5%	1.4%	3.6%	5.5%	4.9%	1.5%	1.7%	-45.3K	100.8K	-1.5K	1.97	75.44	66	130	62	163
2018-06-11	$62.70	$62.00	11.1%	1.5%	3.6%	8.2%	5.1%	1.5%	1.6%	-40.6K	105.3K	-1.5K	1.97	124.14	66	130	62	163
2018-06-12	$62.66	$62.00	13.0%	1.5%	3.6%	10.1%	5.3%	1.3%	1.4%	-42.4K	106.0K	-1.5K	1.97	125.40	66	130	62	163
2018-06-13	$62.54	$62.00	5.4%	1.5%	3.5%	2.3%	5.4%	0.9%	0.7%	-29.9K	-3.5K	-645	1.97	127.79	66	130	62	163
2018-06-14	$62.64	$62.00	5.5%	1.6%	3.5%	2.4%	5.4%	1.3%	0.7%	-12.4K	9.6K	-630	1.97	126.38	66	130	62	163
2018-06-15	$62.68	$62.00	6.0%	1.7%	3.5%	2.9%	6.3%	1.8%	0.4%	-8.5K	56.5K	-1.4K	2.13	116.28	64	136	62	163
2018-06-18	$62.72	$62.00	4.8%	1.4%	3.5%	1.7%	5.3%	1.1%	1.7%	572	-24.6K	-685	3.13	121.14	32	99	35	126
2018-06-19	$62.80	$62.00	5.1%	1.5%	3.5%	2.0%	4.1%	-0.0%	-1.0%	-14.5K	80.5K	-1.5K	3.13	129.31	32	99	35	126
2018-06-20	$62.76	$62.00	6.4%	1.8%	3.5%	3.3%	6.4%	1.6%	-1.7%	3.3K	-34.8K	-666	3.19	125.12	32	101	35	126
2018-06-21	$62.84	$62.00	6.5%	1.9%	3.4%	3.4%	6.7%	2.1%	-1.5%	1.2K	-31.7K	-688	7.18	122.95	14	101	35	128
2018-06-22	$62.80	$62.00	6.3%	1.8%	3.3%	3.2%	6.4%	1.5%	-1.3%	1.3K	-16.8K	-715	7.18	122.14	14	101	35	128
2018-06-25	$62.84	$62.00	7.0%	2.0%	3.2%	4.0%	7.1%	1.8%	-1.9%	1.7K	-31.9K	-659	7.18	124.21	14	101	35	128
2018-06-26	$62.84	$62.00	5.8%	1.7%	2.9%	2.8%	4.7%	-0.1%	-2.2%	5.8K	-35.5K	-587	7.18	126.68	14	101	35	128
2018-06-27	$62.92	$62.00	7.3%	2.1%	2.7%	4.3%	7.6%	2.3%	-2.1%	1.9K	-34.1K	-664	7.18	121.49	14	101	35	128
2018-06-28	$62.90	$62.00	12.4%	3.6%	2.6%	9.5%	9.7%	4.0%	-10.5%	3.6K	-22.3K	-686	7.36	135.91	14	103	35	128
2018-06-29	$62.90	$62.00	11.3%	3.2%	1.7%	8.3%	5.0%	-0.6%	-13.3%	3.7K	-11.6K	-719	7.36	141.99	14	103	35	130