HYD Options History — July 2019

In July 2019, HYD traded between $63.51 and $63.90. ATM implied volatility averaged 3.8%, placing in the 0.5% IV rank vs the trailing year. The 30-day expected move averaged 1.1%. IV traded above realized volatility by 1.9% (HV 20d: 2.0%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.19.

Notable Days

  • 2019-07-22: Highest Volume — 45 contracts
  • 2019-07-26: Largest IV spike — 322.4% change
  • 2019-07-26: Highest IV Rank — 4.0%
  • 2019-07-26: Largest Expected Move — 3.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.74$63.51$63.90$63.51$63.88
Max Pain$63.00$63.00$63.00$63.00$63.00
ATM IV3.8%2.8%12.6%3.6%4.5%
Expected Move1.1%0.8%3.6%1.0%1.3%
HV 20d2.0%1.0%2.2%2.2%1.0%
HV 60d2.2%2.1%2.2%2.2%2.1%
IV Rank0.5%0.1%4.0%0.5%0.8%
IV Percentile11.6%1.2%90.5%8.7%32.9%
Term Structure-0.4%-8.7%1.0%-0.2%-1.6%
VWIV6.2%2.5%13.8%3.9%13.8%
Skew 25d-3.7%-71.0%2.1%-71.0%-5.7%
Skew 10d-8.4%-87.8%1.4%-87.8%-10.0%
Call IV 25d8.2%2.6%75.4%75.4%9.8%
Put IV 25d4.5%2.9%15.4%4.4%4.2%
Bid-Ask Spread %137.71113.35185.70167.30159.11
Gamma HHI0.370.230.600.290.60
Net GEX29.7K-52.9K141.4K-30.2K141.4K
Net DEX-38.1K-286.6K109.9K100.9K-198.1K
Net VEX-2.8K-3.3K-2.1K-2.6K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.001.001.000.00
Total Volume11.27304506
Total OI445.409407488407487

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$63.51$63.003.6%1.0%2.2%0.5%0.0%-71.0%-0.2%-30.2K100.9K-2.6K0.00167.300094313
2019-07-02$63.64$63.004.1%1.2%2.2%0.7%0.0%-1.1%-0.7%-32.5K64.7K-2.8K1.00119.135594313
2019-07-03$63.65$63.003.3%0.9%2.1%0.3%0.0%-2.3%0.4%-22.8K44.1K-2.9K1.00135.265599318
2019-07-05$63.58$63.003.9%0.9%2.2%0.6%0.0%1.6%0.3%-12.8K-25.4K-2.1K0.80129.0910899318
2019-07-08$63.64$63.003.3%0.9%2.1%0.3%0.0%1.4%0.1%-52.9K109.9K-3.3K0.00122.72110101318
2019-07-09$63.69$63.003.9%0.9%2.1%0.6%0.0%2.0%0.2%-23.5K32.0K-3.2K0.00125.21160112318
2019-07-10$63.66$63.003.5%1.0%2.1%0.4%0.0%0.5%-0.8%4.5K12.4K-2.9K0.00140.88160117318
2019-07-11$63.64$63.003.2%0.9%2.1%0.3%0.0%-0.1%0.8%3.8K45.9K-2.8K0.00165.49160117318
2019-07-12$63.66$63.002.9%0.8%2.1%0.2%0.0%2.1%0.6%-19.4K-40.1K-2.9K0.00124.34160117318
2019-07-15$63.69$63.002.9%0.8%2.1%0.2%0.0%1.9%0.5%3.3K15.5K-2.9K0.00121.6100117318
2019-07-16$63.72$63.003.0%0.9%2.1%0.2%0.0%2.0%0.4%4.3K7.7K-2.9K0.00121.0600117318
2019-07-17$63.76$63.003.6%1.0%2.1%0.5%0.0%1.0%-0.8%6.7K11.8K-2.9K0.00113.3500117318
2019-07-18$63.81$63.003.7%1.1%2.1%0.5%0.0%1.3%-0.7%10.7K10.7K-2.9K0.00115.5600117318
2019-07-19$63.80$63.003.2%0.9%2.0%0.3%0.0%-0.1%0.3%12.0K15.5K-2.8K0.00115.0202117318
2019-07-22$63.82$63.003.8%1.1%1.9%0.5%3.9%-0.6%-0.8%17.4K-1.9K-2.8K0.00134.00450117314
2019-07-23$63.83$63.002.9%0.8%1.9%0.2%2.5%0.2%0.6%110.6K-99.8K-3.0K0.00137.90450162314
2019-07-24$63.85$63.003.2%0.9%1.9%0.3%2.9%-0.0%-0.0%105.9K-128.7K-3.1K0.00130.82120162314
2019-07-25$63.83$63.003.0%0.9%1.8%0.2%2.6%-8.1%0.2%80.1K-213.9K-2.9K0.00172.62120174314
2019-07-26$63.90$63.0012.6%3.6%1.8%4.0%11.6%0.2%-8.7%68.9K-286.6K-2.8K0.00185.70120174314
2019-07-29$63.82$63.002.8%0.8%1.9%0.1%0.0%-0.6%1.0%137.5K-154.1K-2.7K0.00148.4100174314
2019-07-30$63.84$63.003.2%0.9%1.2%0.3%0.0%-5.0%0.5%140.9K-159.9K-2.6K0.00145.0810174314
2019-07-31$63.88$63.004.5%1.3%1.0%0.8%13.8%-5.7%-1.6%141.4K-198.1K-2.6K0.00159.1160173314