HYD Options History — August 2018

In August 2018, HYD traded between $62.58 and $63.12. ATM implied volatility averaged 20.1%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 17.6% (HV 20d: 2.5%). Max pain ranged from $62.00 to $62.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 13.26.

Notable Days

  • 2018-08-22: Highest Volume — 187 contracts
  • 2018-08-28: Largest IV spike — 653.9% change
  • 2018-08-13: Highest IV Rank — 87.1%
  • 2018-08-29: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.85$62.58$63.12$62.64$63.12
Max Pain$62.00$62.00$62.00$62.00$62.00
ATM IV20.1%4.3%87.9%5.6%12.7%
Expected Move4.2%1.0%23.0%1.6%3.6%
HV 20d2.5%1.5%2.8%2.7%1.5%
HV 60d3.0%2.5%3.2%3.2%2.6%
IV Rank17.5%1.2%87.1%2.5%9.8%
IV Percentile75.0%6.3%99.2%44.4%95.2%
Term Structure-3.0%-30.0%-0.0%-3.7%-0.3%
VWIV5.0%2.9%8.3%4.4%5.8%
Skew 25d-2.9%-14.1%0.8%-13.2%-2.2%
Skew 10d-5.9%-16.4%-1.1%-15.3%-9.1%
Call IV 25d8.3%3.1%19.3%18.7%7.8%
Put IV 25d5.4%3.0%11.0%5.5%5.6%
Bid-Ask Spread %150.38126.55197.46137.51153.72
Gamma HHI0.370.320.450.320.33
Net GEX-34.6K-57.2K-16.5K-19.4K-25.6K
Net DEX111.7K-22.0K222.8K103.9K31.6K
Net VEX-1.8K-2.3K-1.1K-1.5K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio13.268.5421.1911.688.54
Total Volume179140187140187
Total OI329.304260348260348

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-08-01$62.64$62.005.6%1.6%2.7%2.5%4.4%-13.2%-3.7%-19.4K103.9K-1.5K11.68137.511112943217
2018-08-02$62.64$62.005.8%1.7%2.7%2.7%4.6%-13.5%-2.7%-21.6K59.1K-1.3K13.41136.901114843217
2018-08-03$62.60$62.006.0%1.7%2.6%3.0%4.6%-14.1%-4.2%-57.2K175.1K-2.1K13.41136.851114843237
2018-08-06$62.66$62.006.0%1.1%2.6%2.9%3.0%-0.4%-0.4%-55.5K196.0K-2.3K13.04131.711317043237
2018-08-07$62.58$62.006.5%1.0%2.6%3.4%2.9%-0.5%-0.2%-45.3K146.3K-1.7K13.04132.101317044294
2018-08-08$62.58$62.006.2%1.0%2.6%3.1%2.9%-0.5%-0.1%-48.7K154.6K-1.9K13.04132.611317044294
2018-08-09$62.64$62.007.1%1.2%2.6%4.1%3.6%0.1%-2.0%-45.8K133.9K-1.7K13.04132.211317044294
2018-08-10$62.82$62.0016.1%1.3%2.7%13.3%3.9%0.7%-1.8%-40.1K135.2K-1.9K13.04126.551317044294
2018-08-13$62.86$62.0087.9%1.3%2.7%87.1%3.9%-2.8%-1.9%-46.3K174.3K-2.1K18.83175.75917044294
2018-08-14$62.88$62.0027.1%1.4%2.7%24.6%4.0%0.8%-2.5%-39.5K130.1K-1.9K18.83127.64917044294
2018-08-15$62.82$62.005.0%1.4%2.7%1.9%3.9%0.6%-1.6%-37.1K114.7K-1.7K21.19130.32817044294
2018-08-16$62.84$62.004.3%1.2%2.7%1.2%3.2%-0.0%-1.0%-38.4K126.1K-1.8K21.19129.20817045294
2018-08-17$62.92$62.006.4%1.8%2.8%3.3%3.7%0.6%-6.0%-37.1K122.8K-1.9K17.84133.751017045294
2018-08-20$62.88$62.005.6%1.6%2.8%2.6%4.6%0.4%-3.5%-31.4K87.7K-1.7K17.53144.181016747291
2018-08-21$62.90$62.0018.9%5.4%2.7%16.2%8.2%-4.1%-30.0%-39.1K222.8K-2.1K17.53197.461016747291
2018-08-22$62.98$62.0010.1%2.9%2.7%7.1%6.5%0.2%-2.5%-33.0K87.9K-1.7K8.54180.072016747291
2018-08-23$63.00$62.0010.2%2.9%2.7%7.2%6.2%-0.5%-3.4%-23.6K50.9K-1.8K8.54144.982016757291
2018-08-24$63.06$62.0035.4%10.2%2.6%33.2%8.3%-5.6%-0.0%-23.0K72.6K-1.5K8.54196.192016757291
2018-08-27$63.06$62.0010.4%3.0%2.5%7.5%5.0%0.6%-0.1%-18.2K11.5K-1.6K8.54142.532016757291
2018-08-28$63.02$62.0078.5%22.5%2.5%77.4%6.9%-6.5%-0.2%-31.7K151.9K-2.1K8.54196.202016757291
2018-08-29$63.02$62.0080.2%23.0%1.5%79.2%7.3%-6.4%-0.2%-22.0K102.1K-1.5K8.54196.772016757291
2018-08-30$63.02$62.0011.1%3.2%1.5%8.1%6.5%0.0%-0.3%-16.5K-22.0K-1.1K8.54143.542016757291
2018-08-31$63.12$62.0012.7%3.6%1.5%9.8%5.8%-2.2%-0.3%-25.6K31.6K-1.6K8.54153.722016757291