HYD Options History — October 2019

In October 2019, HYD traded between $64.01 and $64.59. ATM implied volatility averaged 4.4%, placing in the 1.4% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 1.6% (HV 20d: 2.8%). Max pain ranged from $64.00 to $64.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-10-31: Highest Volume — 50 contracts
  • 2019-10-31: Largest IV spike — 316.8% change
  • 2019-10-31: Highest IV Rank — 17.6%
  • 2019-10-31: Largest Expected Move — 4.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.28$64.01$64.59$64.28$64.33
Max Pain$64.00$64.00$64.00$64.00$64.00
ATM IV4.4%2.9%13.9%3.9%13.9%
Expected Move1.2%0.8%4.0%1.1%4.0%
HV 20d2.8%2.1%3.8%3.8%2.2%
HV 60d2.9%2.8%3.0%2.8%2.9%
IV Rank1.4%0.2%17.6%0.6%17.6%
IV Percentile32.5%2.4%98.8%26.2%98.8%
Term Structure-0.7%-20.9%1.4%0.3%-20.9%
VWIV4.4%4.0%4.7%4.7%4.0%
Skew 25d1.2%-4.0%2.9%0.9%-4.0%
Skew 10d-1.3%-13.9%2.9%-2.3%1.1%
Call IV 25d3.3%2.2%8.9%3.1%8.9%
Put IV 25d4.5%3.6%5.6%3.9%4.9%
Bid-Ask Spread %150.6481.77188.97142.94188.97
Gamma HHI0.430.260.810.480.45
Net GEX-301.0K-1.3M-55.6K-404.1K-74.5K
Net DEX484.4K121.5K733.5K574.3K121.5K
Net VEX-3.8K-5.2K-2.1K-4.8K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume4.696050050
Total OI642.783473750733496

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$64.28$64.003.9%1.1%3.8%0.6%0.0%0.9%0.3%-404.1K574.3K-4.8K0.00142.9400185548
2019-10-02$64.31$64.004.2%1.2%3.8%0.7%0.0%0.6%0.2%-360.1K627.8K-5.2K0.00148.9100185548
2019-10-03$64.45$0.004.1%1.2%3.6%0.6%0.0%2.0%0.8%-332.6K437.3K-4.8K0.00123.6404185548
2019-10-04$64.49$0.004.2%1.3%3.6%0.7%0.0%2.9%0.0%-335.2K389.8K-4.7K0.00128.2200185552
2019-10-07$64.48$0.004.8%1.2%3.6%0.9%0.0%2.1%-0.4%-246.1K505.5K-4.6K0.00137.0000185552
2019-10-08$64.59$0.004.6%0.9%3.5%0.8%4.7%2.3%1.1%-282.1K322.5K-4.4K0.00148.0509185552
2019-10-09$64.57$64.002.9%0.8%3.2%0.2%0.0%2.3%1.4%-310.0K309.2K-4.4K0.00132.5400185558
2019-10-10$64.51$64.003.4%1.0%3.3%0.4%0.0%2.2%1.2%-104.9K670.0K-4.6K0.00143.1700185558
2019-10-11$64.36$64.004.5%1.3%2.9%0.8%0.0%1.6%-0.9%-268.5K679.5K-4.4K0.00157.9400185558
2019-10-14$64.42$64.004.5%1.3%2.9%0.8%4.3%0.0%-0.9%-290.6K629.3K-4.2K0.0096.0820185558
2019-10-15$64.30$64.004.3%1.2%3.0%0.7%0.0%1.7%0.1%-381.5K674.6K-3.9K0.00172.9400187558
2019-10-16$64.24$64.004.2%1.2%2.6%0.7%0.0%1.4%0.1%-484.4K733.5K-3.7K0.00175.56010187558
2019-10-17$64.19$64.004.0%1.1%2.3%0.6%0.0%1.5%0.6%-867.5K729.3K-3.6K0.00173.4700187563
2019-10-18$64.17$64.004.2%1.2%2.2%0.7%0.0%1.5%0.3%-1.3M647.7K-3.3K0.00174.5710187563
2019-10-21$64.01$64.004.4%1.3%2.3%0.8%0.0%0.5%-0.6%-124.3K220.0K-2.8K0.00170.9800150323
2019-10-22$64.13$64.003.6%1.0%2.4%0.5%4.0%0.0%0.7%-55.6K343.5K-3.0K0.0088.30022150323
2019-10-23$64.12$64.003.6%1.0%2.2%0.5%0.0%0.3%0.6%-100.0K435.9K-3.5K0.0081.7700150345
2019-10-24$64.15$64.004.0%1.1%2.2%0.6%0.0%1.3%-0.7%-85.3K391.9K-3.2K0.00173.2300150345
2019-10-25$64.09$64.004.1%1.2%2.2%0.6%0.0%0.9%-0.3%-113.2K382.2K-3.0K0.00164.47010150345
2019-10-28$64.02$64.003.2%0.9%2.2%0.3%0.0%2.5%0.6%-115.1K520.0K-3.3K0.00185.7100150345
2019-10-29$64.08$64.003.8%1.1%2.1%0.5%0.0%1.1%0.5%-108.8K416.9K-2.9K0.00183.5900150345
2019-10-30$64.15$64.003.3%1.0%2.1%1.4%0.0%-0.3%-0.9%-153.2K379.0K-2.7K0.00172.7900150345
2019-10-31$64.33$64.0013.9%4.0%2.2%17.6%0.0%-4.0%-20.9%-74.5K121.5K-2.1K0.00188.97050150346