HYD Options History — October 2018

In October 2018, HYD traded between $60.58 and $61.92. ATM implied volatility averaged 20.7%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 16.0% (HV 20d: 4.7%). Max pain ranged from $58.00 to $60.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 2.24.

Notable Days

  • 2018-10-26: Highest Volume — 257 contracts
  • 2018-10-26: Largest IV spike — 1847.1% change
  • 2018-10-26: Highest IV Rank — 100.0%
  • 2018-10-26: Largest Expected Move — 74.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.13$60.58$61.92$61.82$61.03
Max Pain$58.67$58.00$60.00$60.00$58.00
ATM IV20.7%3.7%259.0%5.0%10.0%
Expected Move5.6%1.1%74.2%1.4%2.9%
HV 20d4.7%3.5%5.5%3.8%4.7%
HV 60d3.5%2.9%3.8%2.9%3.7%
IV Rank11.1%0.7%100.0%2.1%2.7%
IV Percentile71.6%1.6%100.0%25.0%85.3%
Term Structure-4.9%-16.6%1.6%-0.6%-5.2%
VWIV26.1%23.5%27.7%23.5%27.2%
Skew 25d-0.3%-5.9%5.2%1.2%-0.5%
Skew 10d-6.2%-23.3%1.7%-2.4%-1.2%
Call IV 25d6.6%3.7%11.4%6.2%6.5%
Put IV 25d6.3%4.8%10.2%7.5%6.1%
Bid-Ask Spread %154.79128.38173.58167.58161.62
Gamma HHI0.410.330.770.410.33
Net GEX-42.9K-74.8K0-34.4K0
Net DEX150.7K-342.5K383.8K103.1K-341.8K
Net VEX-969-1.8K0-1.3K0
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.241.475.915.791.47
Total Volume154.478104257116257
Total OI266.217236474236355

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$61.82$60.005.0%1.4%3.8%2.1%23.5%1.2%-0.6%-34.4K103.1K-1.3K5.79167.58179935201
2018-10-02$61.92$58.003.7%1.1%3.5%0.7%27.7%1.7%0.8%-26.3K90.8K-9745.12162.80178735206
2018-10-03$61.78$58.004.3%1.2%3.5%1.3%27.2%1.7%0.0%-31.8K100.4K-1.0K5.35158.07179135206
2018-10-04$61.56$0.006.3%1.3%3.6%3.7%0.0%-3.1%0.9%-36.1K147.4K-1.4K5.91144.691710135206
2018-10-05$61.36$0.0013.5%1.2%3.7%12.1%0.0%0.9%1.6%-42.5K184.1K-1.2K1.81128.415610135215
2018-10-08$61.32$0.0015.3%1.1%3.6%14.3%0.0%1.1%-0.3%-65.3K249.5K-1.5K1.81128.385610127215
2018-10-09$61.22$0.0016.5%2.8%3.6%15.8%0.0%-2.8%-0.4%-66.6K260.8K-1.4K1.81139.485610127215
2018-10-10$60.58$0.005.0%1.4%4.9%2.2%0.0%0.0%-0.9%-58.6K312.2K-9221.47148.74568227215
2018-10-11$60.84$0.005.5%1.6%5.3%2.8%0.0%0.7%-2.1%-56.0K282.5K-9271.47147.81568227216
2018-10-12$60.82$0.005.3%1.5%5.3%2.5%0.0%-5.9%-1.7%-39.6K276.1K-7471.47173.58568227216
2018-10-15$60.84$0.005.5%1.6%5.3%2.8%0.0%0.5%-1.7%-37.9K272.7K-7311.47149.45568227216
2018-10-16$60.88$0.0011.4%3.3%5.4%9.7%0.0%-3.1%-12.8%-37.3K269.4K-7151.55155.29538227216
2018-10-17$60.96$0.0012.8%3.7%5.4%11.4%0.0%5.2%-11.4%-61.1K293.9K-1.2K1.55148.67538227216
2018-10-18$60.88$0.007.9%2.3%5.4%5.6%0.0%1.7%-3.1%-62.1K303.7K-1.2K1.55146.36538227216
2018-10-19$60.82$0.0011.7%3.3%5.4%10.1%0.0%-2.5%-13.7%-74.8K383.8K-1.8K1.55160.94538227216
2018-10-22$60.90$0.0012.7%3.6%5.4%11.3%0.0%-0.1%-15.4%-61.2K301.0K-1.1K1.47159.96527726211
2018-10-23$60.94$0.0015.1%4.3%5.5%14.1%0.0%-2.4%-16.3%-67.6K309.0K-1.2K1.47164.95527726211
2018-10-24$61.06$0.0013.0%3.7%5.4%11.6%0.0%0.2%-1.7%-65.9K337.3K-1.5K1.47153.26527726211
2018-10-25$61.04$0.0013.3%3.8%5.4%12.0%0.0%-0.5%-1.8%-62.0K332.7K-1.5K1.47173.08527726211
2018-10-26$61.07$0.00259.0%74.2%5.4%100.0%0.0%0.0%0.0%0-317.6K01.47173.0810415352422
2018-10-29$61.14$0.0013.8%3.9%4.7%4.2%0.0%0.0%-16.6%0-342.4K01.47159.6810415356299
2018-10-30$61.16$0.0010.2%2.9%4.7%2.8%0.0%0.0%-4.9%0-342.5K01.47154.4010415356299
2018-10-31$61.03$0.0010.0%2.9%4.7%2.7%0.0%0.0%-5.2%0-341.8K01.47161.6210415356299