HYD Options History — August 2019

In August 2019, HYD traded between $63.73 and $64.91. ATM implied volatility averaged 4.8%, placing in the 0.9% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 2.7% (HV 20d: 2.2%). Max pain ranged from $63.00 to $64.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 2.07.

Notable Days

  • 2019-08-23: Highest Volume — 147 contracts
  • 2019-08-30: Largest IV spike — 148.8% change
  • 2019-08-01: Highest IV Rank — 3.0%
  • 2019-08-01: Largest Expected Move — 2.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.49$63.73$64.91$63.73$64.91
Max Pain$63.91$63.00$64.00$63.00$64.00
ATM IV4.8%3.1%10.1%10.1%8.0%
Expected Move1.2%0.9%2.9%2.9%2.3%
HV 20d2.2%1.3%2.6%1.3%2.3%
HV 60d2.1%2.0%2.2%2.1%2.0%
IV Rank0.9%0.3%3.0%3.0%2.1%
IV Percentile33.0%3.6%84.5%84.5%77.8%
Term Structure-0.1%-12.6%6.4%-12.6%6.4%
VWIV4.0%2.4%6.2%6.2%2.4%
Skew 25d0.2%-5.5%2.1%-5.1%0.3%
Skew 10d0.4%-9.2%5.8%-0.8%-2.1%
Call IV 25d4.3%2.7%14.0%9.3%14.0%
Put IV 25d4.4%3.0%14.2%4.2%14.2%
Bid-Ask Spread %129.38101.13194.42130.27152.36
Gamma HHI0.430.210.640.420.21
Net GEX69.5K-186.7K221.7K82.4K-20.8K
Net DEX-272.9K-697.6K237.1K-156.3K237.1K
Net VEX-4.5K-8.2K-1.9K-3.1K-8.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.070.0020.000.000.00
Total Volume26.5014760
Total OI680.318481941489941

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$63.73$63.0010.1%2.9%1.3%3.0%6.2%-5.1%-12.6%82.4K-156.3K-3.1K0.00130.2760175314
2019-08-02$63.83$63.004.2%1.2%1.4%0.7%0.0%0.1%-0.8%132.1K-192.9K-2.9K0.11155.8991174314
2019-08-05$63.99$64.005.1%1.3%1.6%1.0%4.4%-0.1%-2.3%221.7K-326.5K-1.9K0.45113.50209166315
2019-08-06$64.12$64.004.3%1.1%1.7%0.7%0.0%-0.1%-1.8%208.6K-371.4K-2.0K0.00110.2000174323
2019-08-07$64.22$64.007.7%1.4%1.7%2.0%0.0%0.7%-1.5%100.0K-399.3K-2.5K0.00162.6690174323
2019-08-08$64.13$64.004.9%1.0%1.8%0.9%0.0%0.7%0.5%190.2K-447.8K-2.6K0.00119.1100183323
2019-08-09$64.22$64.003.6%1.0%1.9%0.5%0.0%0.0%0.2%210.4K-449.7K-2.5K0.00106.71200183323
2019-08-12$64.38$64.007.2%1.1%2.0%1.9%4.5%1.0%0.4%202.1K-555.7K-2.7K0.00118.8701203323
2019-08-13$64.34$64.007.4%1.1%2.0%1.9%0.0%1.3%0.3%221.2K-601.4K-2.2K0.00101.130100203323
2019-08-14$64.60$64.003.9%1.1%2.4%0.6%2.4%0.4%0.7%164.6K-618.4K-2.6K0.48118.034220203423
2019-08-15$64.70$64.004.3%1.2%2.4%0.7%0.0%0.1%-0.2%190.4K-697.6K-3.5K0.00107.31240245440
2019-08-16$64.67$64.003.7%1.1%2.4%0.5%0.0%1.7%0.9%143.3K-670.1K-5.1K0.00114.84014269440
2019-08-19$64.60$64.003.5%1.0%2.5%0.4%3.9%1.9%1.1%110.0K-387.2K-4.8K3.85115.3926100211449
2019-08-20$64.73$64.003.3%0.9%2.6%0.3%0.0%2.0%0.8%-46.0K-180.2K-6.2K0.00111.7700215549
2019-08-21$64.69$64.003.1%0.9%2.6%0.3%0.0%1.8%0.9%-18.6K-127.7K-6.0K0.00107.1100215549
2019-08-22$64.67$64.003.5%1.0%2.6%0.4%0.0%0.4%1.1%-25.5K-133.8K-5.6K0.00115.77250215549
2019-08-23$64.80$64.003.9%1.1%2.6%0.6%0.0%2.1%0.8%-36.6K-46.5K-5.9K20.00190.567140240549
2019-08-26$64.76$64.004.1%1.2%2.6%0.6%0.0%-0.8%-0.4%-170.0K8.7K-7.5K0.00159.0750247689
2019-08-27$64.83$64.003.4%1.0%2.6%0.4%0.0%-0.6%0.3%-186.0K18.1K-7.4K0.00111.7300247689
2019-08-28$64.87$64.003.9%1.1%2.6%0.6%2.4%1.4%0.8%41.6K160.6K-6.7K0.00194.4250247689
2019-08-29$64.88$64.003.2%0.9%2.3%0.3%0.0%-5.5%1.3%-186.7K-65.8K-7.1K0.00129.6100252689
2019-08-30$64.91$64.008.0%2.3%2.3%2.1%0.0%0.3%6.4%-20.8K237.1K-8.2K0.00152.3600252689