HYD Options History — February 2019

In February 2019, HYD traded between $61.25 and $61.73. ATM implied volatility averaged 8.7%, placing in the 2.2% IV rank vs the trailing year. The 30-day expected move averaged 2.6%. IV traded above realized volatility by 5.8% (HV 20d: 2.9%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-02-26: Highest Volume — 10 contracts
  • 2019-02-06: Largest IV spike — 48.2% change
  • 2019-02-28: Highest IV Rank — 3.7%
  • 2019-02-28: Largest Expected Move — 3.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.51$61.25$61.73$61.25$61.68
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV8.7%4.5%12.6%4.5%12.6%
Expected Move2.6%1.4%3.6%1.4%3.6%
HV 20d2.9%2.3%3.4%3.4%2.4%
HV 60d2.9%2.8%3.0%3.0%2.8%
IV Rank2.2%0.5%3.7%0.5%3.7%
IV Percentile75.5%11.1%91.7%11.1%91.7%
Term Structure-7.6%-14.7%-0.3%-0.3%-14.7%
Skew 25d1.2%-1.6%1.9%0.9%1.6%
Skew 10d-0.4%-8.5%4.1%-4.5%3.5%
Call IV 25d4.1%3.6%6.2%3.7%3.9%
Put IV 25d5.3%4.4%6.0%4.6%5.5%
Bid-Ask Spread %105.7171.45128.73107.39100.76
Gamma HHI0.990.921.001.000.97
Net GEX-497.9K-524.4K-466.0K-516.2K-466.0K
Net DEX1.5M1.2M1.6M1.6M1.4M
Net VEX-10.4K-11.8K-8.9K-11.4K-9.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.684010010
Total OI1,010.1051,0071,0171,0101,017

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-02-01$61.25$55.004.5%1.4%3.4%0.5%0.0%0.9%-0.3%-516.2K1.6M-11.4K0.00107.390021,008
2019-02-04$61.25$55.005.7%2.1%3.2%1.0%0.0%0.7%-6.2%-498.8K1.6M-11.8K0.00128.730021,008
2019-02-05$61.33$55.005.2%2.1%3.2%0.8%0.0%0.9%-4.9%-497.9K1.6M-11.2K0.00126.510021,008
2019-02-06$61.33$55.007.8%2.2%3.2%1.8%0.0%1.0%-6.3%-471.8K1.6M-11.1K0.00126.560021,008
2019-02-07$61.42$55.007.9%2.3%3.2%1.8%0.0%0.6%-5.9%-489.6K1.5M-10.6K0.00106.120121,008
2019-02-08$61.52$55.008.0%2.3%3.3%1.9%0.0%-1.6%-7.7%-497.2K1.5M-11.8K0.00105.430121,009
2019-02-11$61.46$55.008.5%2.4%3.2%2.1%0.0%1.5%-6.8%-484.8K1.5M-10.5K0.00105.890021,009
2019-02-12$61.48$55.008.6%2.5%3.2%2.1%0.0%1.8%-6.9%-485.0K1.5M-10.5K0.00105.890021,009
2019-02-13$61.46$55.008.6%2.5%3.2%2.1%0.0%1.8%-5.0%-524.4K1.5M-10.7K0.00107.460021,009
2019-02-14$61.56$55.008.7%2.5%3.3%2.2%0.0%1.9%-5.3%-496.7K1.4M-10.1K0.00103.820021,009
2019-02-15$61.51$55.008.5%2.4%3.3%2.1%0.0%1.8%-5.2%-516.9K1.5M-10.5K0.00106.050021,009
2019-02-19$61.59$55.009.3%2.7%2.5%2.4%0.0%1.4%-10.2%-507.2K1.4M-9.9K0.00101.960001,007
2019-02-20$61.61$55.0010.1%2.9%2.4%2.7%0.0%1.8%-11.1%-503.8K1.4M-9.7K0.00102.090001,007
2019-02-21$61.58$55.006.9%2.0%2.4%1.5%0.0%1.6%-4.6%-505.3K1.4M-9.7K0.0071.450001,007
2019-02-22$61.60$55.0010.0%2.9%2.4%2.7%0.0%1.6%-11.4%-504.7K1.4M-9.8K0.00102.770001,007
2019-02-25$61.59$55.0010.8%3.1%2.3%3.0%0.0%1.6%-12.9%-508.0K1.4M-9.6K0.00102.770001,007
2019-02-26$61.73$55.0011.3%3.3%2.4%3.2%0.0%0.8%-13.1%-487.9K1.3M-8.9K0.00100.7610001,007
2019-02-27$61.66$55.0012.1%3.5%2.4%3.5%0.0%0.4%-6.2%-497.4K1.2M-9.3K0.0096.07100101,007
2019-02-28$61.68$55.0012.6%3.6%2.4%3.7%0.0%1.6%-14.7%-466.0K1.4M-9.9K0.00100.76100101,007