HYD Options History — June 2019

In June 2019, HYD traded between $63.31 and $63.75. ATM implied volatility averaged 4.5%, placing in the 0.8% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 2.1% (HV 20d: 2.3%). Max pain ranged from $63.00 to $65.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.35.

Notable Days

2019-06-28: Highest Volume — 143 contracts
2019-06-07: Largest IV drop — 19.8% change
2019-06-04: Highest IV Rank — 1.5%
2019-06-04: Largest Expected Move — 1.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.52	$63.31	$63.75	$63.55	$63.75
Max Pain	$63.30	$63.00	$65.00	$65.00	$63.00
ATM IV	4.5%	3.3%	6.4%	5.9%	3.4%
Expected Move	1.2%	1.0%	1.8%	1.7%	1.0%
HV 20d	2.3%	2.0%	2.8%	2.6%	2.0%
HV 60d	2.4%	2.1%	2.5%	2.4%	2.1%
IV Rank	0.8%	0.3%	1.5%	1.4%	0.4%
IV Percentile	22.7%	3.2%	59.1%	51.2%	4.4%
Term Structure	0.2%	-1.6%	1.3%	-1.6%	0.9%
VWIV	4.3%	3.6%	6.0%	6.0%	4.7%
Skew 25d	1.4%	0.2%	3.1%	0.7%	0.2%
Skew 10d	0.9%	-1.6%	3.8%	3.2%	0.8%
Call IV 25d	3.2%	2.5%	5.8%	5.8%	3.4%
Put IV 25d	4.7%	3.4%	7.0%	6.4%	3.6%
Bid-Ask Spread %	117.16	90.72	164.27	90.72	137.50
Gamma HHI	0.37	0.34	0.45	0.42	0.34
Net GEX	91.2K	-121.7K	128.5K	97.0K	109.8K
Net DEX	-298.9K	-439.8K	247.7K	-439.8K	-350.3K
Net VEX	-3.8K	-5.0K	-3.1K	-3.9K	-3.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.00	2.14	2.14	0.00
Total Volume	28.35	0	143	0	143
Total OI	1,148.6	371	1,399	1,389	509

Daily Data (20 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
2019-06-03	$63.55	$65.00	5.9%	1.7%	2.6%	1.4%	0.0%	0.7%	-1.6%	97.0K	-439.8K	-3.9K	0.00	90.72	0	0	215	1,174
2019-06-04	$63.42	$65.00	6.4%	1.8%	2.7%	1.5%	0.0%	3.1%	-1.0%	93.2K	-390.0K	-4.0K	0.00	100.54	0	0	215	1,169
2019-06-05	$63.34	$65.00	5.6%	1.6%	2.8%	1.2%	6.0%	3.0%	-0.3%	81.1K	-340.3K	-4.4K	0.00	92.47	0	3	215	1,169
2019-06-06	$63.31	$63.00	5.5%	1.3%	2.8%	1.2%	3.8%	1.1%	-0.1%	84.6K	-281.9K	-4.5K	0.00	109.08	0	15	215	1,172
2019-06-07	$63.40	$63.00	4.4%	1.2%	2.8%	0.8%	3.8%	1.2%	-0.1%	113.0K	-393.7K	-3.8K	2.14	105.63	7	15	215	1,184
2019-06-10	$63.34	$63.00	5.1%	1.1%	2.7%	1.0%	0.0%	1.4%	0.4%	105.1K	-282.6K	-3.5K	0.00	100.42	0	0	197	1,184
2019-06-11	$63.40	$63.00	4.9%	1.1%	2.6%	1.0%	3.6%	1.5%	0.5%	99.4K	-266.1K	-3.6K	0.00	99.24	3	0	197	1,184
2019-06-12	$63.43	$63.00	4.2%	1.2%	2.3%	0.7%	3.8%	1.5%	0.5%	104.1K	-313.4K	-3.5K	0.00	112.57	3	0	197	1,184
2019-06-13	$63.45	$63.00	4.5%	1.3%	2.1%	0.8%	4.6%	1.5%	0.5%	-121.7K	247.7K	-5.0K	0.67	164.27	3	2	197	1,184
2019-06-14	$63.45	$63.00	4.7%	1.3%	2.1%	0.9%	4.7%	1.7%	-0.0%	89.9K	-292.1K	-3.7K	0.67	110.59	3	2	197	1,185
2019-06-17	$63.47	$63.00	4.9%	1.4%	2.1%	1.0%	0.0%	1.8%	-0.3%	93.0K	-283.7K	-3.5K	0.00	110.47	2	0	196	1,185
2019-06-18	$63.57	$63.00	4.6%	1.3%	2.1%	0.8%	0.0%	0.3%	-1.6%	95.0K	-320.8K	-3.5K	0.00	106.79	4	0	198	1,185
2019-06-19	$63.53	$63.00	4.1%	1.2%	2.1%	0.6%	0.0%	0.8%	0.4%	128.5K	-363.2K	-3.1K	0.00	133.60	4	0	200	1,185
2019-06-20	$63.64	$63.00	3.9%	1.1%	2.1%	0.6%	0.0%	1.6%	0.0%	126.3K	-309.2K	-3.7K	0.00	118.94	5	0	200	1,185
2019-06-21	$63.59	$63.00	3.3%	1.0%	2.1%	0.3%	0.0%	2.1%	0.8%	52.6K	-290.1K	-3.1K	0.00	100.78	5	0	201	1,185
2019-06-24	$63.69	$63.00	3.5%	1.0%	2.2%	0.4%	0.0%	1.8%	1.0%	121.1K	-434.3K	-3.4K	0.00	112.05	0	36	201	170
2019-06-25	$63.73	$63.00	3.8%	1.1%	2.1%	0.5%	0.0%	0.7%	1.3%	119.9K	-269.8K	-4.1K	0.00	145.86	0	36	201	206
2019-06-26	$63.66	$63.00	3.3%	1.0%	2.2%	0.3%	0.0%	0.5%	0.9%	106.7K	-331.8K	-3.9K	0.00	132.57	0	138	201	206
2019-06-27	$63.75	$63.00	3.5%	1.0%	2.2%	0.4%	0.0%	2.2%	0.9%	125.7K	-272.7K	-4.1K	0.00	159.03	0	138	201	308
2019-06-28	$63.75	$63.00	3.4%	1.0%	2.0%	0.4%	0.0%	0.2%	0.9%	109.8K	-350.3K	-3.9K	0.00	137.50	0	143	201	308