HYD Options History — April 2019

In April 2019, HYD traded between $62.42 and $62.86. ATM implied volatility averaged 3.6%, placing in the 0.3% IV rank vs the trailing year. The 30-day expected move averaged 1.0%. IV traded above realized volatility by 1.0% (HV 20d: 2.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 3.00.

Notable Days

  • 2019-04-17: Highest Volume — 20 contracts
  • 2019-04-18: Largest IV spike — 32.5% change
  • 2019-04-08: Highest IV Rank — 0.6%
  • 2019-04-01: Largest Expected Move — 1.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.59$62.42$62.86$62.48$62.84
ATM IV3.6%2.5%4.8%4.4%3.2%
Expected Move1.0%0.7%1.4%1.4%0.9%
HV 20d2.6%1.6%2.9%2.7%1.6%
HV 60d2.6%2.2%2.8%2.8%2.2%
IV Rank0.3%0.0%0.6%0.5%0.3%
IV Percentile5.9%0.0%22.2%12.7%2.4%
Term Structure2.1%-0.1%7.3%-0.1%2.0%
Skew 25d1.4%0.0%2.3%0.9%1.5%
Skew 10d0.4%-3.7%1.0%0.6%-0.0%
Call IV 25d2.9%2.4%3.8%3.1%2.4%
Put IV 25d4.2%3.5%5.1%4.0%3.9%
Bid-Ask Spread %109.7074.74143.2394.03119.36
Gamma HHI0.720.600.920.650.83
Net GEX-296.4K-349.9K-260.7K-270.3K-322.1K
Net DEX884.7K711.6K1.1M763.7K907.8K
Net VEX-8.2K-9.0K-7.0K-8.4K-7.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.000.0010.0010.000.00
Total Volume6.476020113
Total OI1,2291,2121,2561,2121,232

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$62.48$0.004.4%1.4%2.7%0.5%0.0%0.9%-0.1%-270.3K763.7K-8.4K10.0094.03110961,116
2019-04-02$62.56$0.004.0%0.8%2.7%0.3%0.0%0.3%0.0%-260.7K778.0K-8.5K2.0094.29510971,126
2019-04-03$62.42$0.004.5%1.3%2.9%0.5%0.0%0.3%6.3%-275.2K711.6K-7.5K2.0099.665101021,126
2019-04-04$62.44$0.004.1%1.2%2.8%0.4%0.0%1.7%7.3%-272.2K814.5K-8.1K5.00112.582101021,126
2019-04-05$62.47$0.004.5%1.2%2.8%0.5%0.0%1.7%7.3%-279.8K911.7K-9.0K5.00111.432101021,126
2019-04-08$62.48$0.004.8%1.2%2.8%0.6%0.0%1.7%2.5%-266.0K820.9K-7.9K0.0074.74001001,126
2019-04-09$62.56$0.004.6%0.9%2.8%0.6%0.0%1.8%1.1%-264.3K838.0K-8.3K0.00115.86001001,126
2019-04-10$62.58$0.003.1%0.9%2.8%0.0%0.0%1.7%1.1%-265.2K882.8K-8.8K0.00114.35501001,126
2019-04-11$62.57$0.003.2%0.9%2.8%0.0%0.0%1.7%1.1%-274.8K877.8K-8.8K0.00114.04501001,126
2019-04-12$62.52$0.003.1%0.9%2.8%0.0%0.0%2.0%1.4%-283.8K902.3K-8.6K0.00104.12501001,126
2019-04-15$62.51$0.002.5%0.7%2.8%0.0%0.0%1.9%1.9%-287.0K910.4K-8.5K0.0097.00001001,126
2019-04-16$62.55$0.002.6%0.7%2.8%0.0%0.0%1.9%1.4%-297.5K924.1K-8.7K0.00100.000101001,136
2019-04-17$62.51$0.002.5%0.7%2.8%0.0%0.0%2.1%1.4%-309.5K938.0K-8.6K0.0099.370201001,136
2019-04-18$62.59$0.003.3%1.0%2.8%0.3%0.0%1.4%1.4%-332.2K1.1M-8.8K0.00116.070201001,156
2019-04-22$62.59$0.003.6%1.0%2.3%0.4%0.0%2.1%1.3%-349.9K1.0M-8.1K0.0098.2900731,156
2019-04-23$62.64$0.003.5%1.0%2.3%0.4%0.0%2.3%1.5%-344.4K1.0M-8.2K0.0096.6800731,156
2019-04-24$62.75$0.003.5%1.0%2.4%0.4%0.0%0.5%1.0%-313.0K821.4K-7.1K0.00141.0000731,156
2019-04-25$62.78$0.003.4%1.0%2.3%0.4%0.0%0.4%1.0%-326.1K930.3K-8.0K0.00143.2300731,156
2019-04-26$62.86$0.003.6%1.0%2.3%0.4%0.0%0.0%0.7%-317.6K895.8K-8.0K0.00134.3700731,156
2019-04-29$62.78$0.003.3%0.9%2.4%0.3%0.0%0.7%1.9%-313.1K853.3K-7.0K0.00123.2503731,156
2019-04-30$62.84$0.003.2%0.9%1.6%0.3%0.0%1.5%2.0%-322.1K907.8K-7.8K0.00119.3603731,159