HYD Options History — September 2019

In September 2019, HYD traded between $63.68 and $64.75. ATM implied volatility averaged 4.2%, placing in the 0.7% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 1.0% (HV 20d: 3.2%). Max pain ranged from $64.00 to $64.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 16.33.

Notable Days

  • 2019-09-18: Highest Volume — 81 contracts
  • 2019-09-30: Largest IV spike — 70.4% change
  • 2019-09-30: Highest IV Rank — 2.0%
  • 2019-09-30: Largest Expected Move — 2.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.27$63.68$64.75$64.74$64.44
Max Pain$64.00$64.00$64.00$64.00$64.00
ATM IV4.2%2.8%7.5%3.9%7.5%
Expected Move1.2%0.8%2.2%1.1%2.2%
HV 20d3.2%2.5%3.8%2.5%3.8%
HV 60d2.6%2.1%2.9%2.1%2.8%
IV Rank0.7%0.2%2.0%0.6%2.0%
IV Percentile31.7%1.6%75.8%21.8%75.8%
Term Structure-0.7%-7.5%0.9%-1.3%-7.5%
VWIV3.1%2.1%4.1%4.1%2.1%
Skew 25d-3.4%-92.5%2.9%-0.3%0.0%
Skew 10d-3.9%-89.8%4.9%-0.4%-4.0%
Call IV 25d8.0%2.1%97.5%4.1%4.0%
Put IV 25d4.6%3.8%6.0%3.8%4.0%
Bid-Ask Spread %138.4260.21167.4160.21163.79
Gamma HHI0.530.320.690.370.49
Net GEX-507.3K-855.4K-137.6K-137.6K-315.1K
Net DEX702.7K-183.8K1.5M-115.6K644.7K
Net VEX-5.7K-7.0K-4.5K-6.8K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.330.0080.000.0080.00
Total Volume10.75081150
Total OI882.77271,005942733

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-09-03$64.74$64.003.9%1.1%2.5%0.6%0.0%-0.3%-1.3%-137.6K-115.6K-6.8K0.0060.21150253689
2019-09-04$64.75$64.003.4%1.0%2.5%0.4%4.1%-92.5%-1.1%-151.1K-183.8K-6.9K0.60139.7953284689
2019-09-05$64.48$64.003.7%1.2%2.9%0.5%2.1%2.1%-0.0%-158.4K30.2K-7.0K0.05153.25201289689
2019-09-06$64.44$64.005.3%1.1%2.9%1.1%0.0%1.3%0.9%-218.5K117.2K-6.8K0.00155.11045289689
2019-09-09$64.38$64.004.0%1.2%2.9%0.6%0.0%1.4%0.1%-433.1K803.2K-6.7K0.00154.0400193729
2019-09-10$64.19$64.004.8%1.1%2.9%0.9%0.0%2.3%0.5%-523.1K817.4K-5.9K0.00155.0006193729
2019-09-11$63.99$64.003.8%1.1%3.1%0.5%0.0%1.6%0.2%-558.1K1.2M-6.4K0.00150.76010193725
2019-09-12$64.00$64.003.7%1.1%2.7%0.5%0.0%1.7%-0.0%-592.5K1.1M-5.9K0.00167.4102193733
2019-09-13$63.72$64.003.7%1.1%2.9%0.5%0.0%1.3%-0.4%-585.8K1.4M-5.6K1.00123.501010193734
2019-09-16$63.68$64.002.8%0.8%2.9%0.2%0.0%2.9%0.6%-511.0K1.4M-5.1K0.00127.9501198726
2019-09-17$63.76$64.003.8%1.1%3.0%0.5%0.0%2.1%-0.1%-534.7K1.5M-5.9K0.00133.1700198726
2019-09-18$64.06$64.004.2%1.2%3.4%0.7%0.0%0.3%-0.3%-624.3K961.0K-4.5K80.00160.22180198726
2019-09-19$64.28$64.003.9%1.1%3.7%0.6%0.0%1.1%0.3%-636.6K852.8K-5.4K0.00143.0000199806
2019-09-20$64.38$64.004.2%1.2%3.8%0.7%0.0%0.8%-1.1%-700.7K696.9K-5.0K0.00123.4300199806
2019-09-23$64.44$64.004.7%1.3%3.7%0.9%0.0%1.4%-1.2%-607.8K551.2K-4.6K0.00139.9900185542
2019-09-24$64.53$64.003.8%1.1%3.7%0.5%0.0%1.5%-0.4%-554.7K481.0K-5.2K0.00117.9706185542
2019-09-25$64.37$64.004.4%1.3%3.8%0.8%0.0%1.0%-1.1%-779.6K643.5K-4.8K0.00105.2100185548
2019-09-26$64.44$64.004.5%1.3%3.8%0.8%0.0%0.6%-1.4%-667.0K559.7K-4.7K0.00147.3200185548
2019-09-27$64.42$64.004.4%1.3%3.8%0.8%0.0%1.5%-1.2%-855.4K512.5K-5.0K0.00147.3100185548
2019-09-30$64.44$64.007.5%2.2%3.8%2.0%0.0%0.0%-7.5%-315.1K644.7K-5.0K0.00163.7900185548