HYD Options History — November 2019

In November 2019, HYD traded between $63.90 and $64.42. ATM implied volatility averaged 6.0%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 3.7% (HV 20d: 2.3%). 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 4 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-11-08: Highest Volume — 80 contracts
  • 2019-11-29: Largest IV spike — 254.6% change
  • 2019-11-29: Highest IV Rank — 61.1%
  • 2019-11-29: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.10$63.90$64.42$64.09$64.42
Max Pain$64.00$64.00$64.00$64.00$64.00
ATM IV6.0%3.2%42.4%3.4%42.4%
Expected Move1.7%0.9%12.1%1.0%12.1%
HV 20d2.3%2.0%2.6%2.6%2.0%
HV 60d2.8%2.7%3.0%3.0%2.7%
IV Rank5.5%1.2%61.1%1.5%61.1%
IV Percentile30.6%8.7%99.6%13.9%99.6%
Term Structure-5.0%-78.5%0.3%-0.8%-78.5%
VWIV3.8%3.1%4.7%3.1%3.5%
Skew 25d-4.6%-101.0%4.0%-101.0%-10.8%
Skew 10d-2.9%-100.7%7.0%-100.7%2.8%
Call IV 25d9.2%2.7%107.9%107.9%16.6%
Put IV 25d4.6%3.1%7.1%6.8%5.8%
Bid-Ask Spread %156.0075.29200.00200.00181.42
Gamma HHI0.310.240.390.320.27
Net GEX-236.1K-391.3K-103.3K-138.0K-274.8K
Net DEX578.9K342.9K751.4K342.9K601.1K
Net VEX-4.5K-5.5K-3.1K-3.4K-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume15.708050
Total OI677.5544790546790

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-11-01$64.09$64.003.4%1.0%2.6%1.5%3.1%-101.0%-0.8%-138.0K342.9K-3.4K0.00200.0005150396
2019-11-04$64.09$64.003.6%1.1%2.6%1.8%0.0%0.3%-0.1%-141.3K358.8K-3.3K0.00164.8300148396
2019-11-05$64.01$64.003.2%1.0%2.5%1.2%0.0%0.2%0.1%-103.3K390.8K-3.1K0.0075.2900148396
2019-11-06$64.02$64.003.4%1.0%2.5%1.5%0.0%0.0%-0.0%-171.7K370.4K-3.2K0.00160.11063148396
2019-11-07$63.90$64.004.6%1.0%2.5%3.3%0.0%-0.2%-0.1%-285.8K523.5K-3.5K0.00160.28040148442
2019-11-08$63.90$64.003.9%1.1%2.4%2.1%0.0%1.2%-0.2%-236.7K660.0K-4.2K0.00140.33080148462
2019-11-11$63.92$64.004.2%1.1%2.4%2.6%4.7%1.3%-0.2%-322.3K715.0K-4.8K0.0079.7905148527
2019-11-12$63.90$64.004.8%0.9%2.3%3.6%0.0%1.1%0.2%-391.3K702.4K-4.6K0.00143.86030148529
2019-11-13$63.98$64.003.6%1.0%2.4%1.8%0.0%1.4%-0.2%-386.4K751.4K-5.0K0.00157.8900148559
2019-11-14$64.01$64.003.5%1.0%2.4%1.6%0.0%1.4%0.1%-360.1K476.1K-4.2K0.00165.4000148559
2019-11-15$64.05$64.003.4%1.0%2.4%1.4%0.0%1.5%-0.2%-297.9K632.2K-4.5K0.00170.9710148559
2019-11-18$64.06$64.003.5%1.0%2.2%1.6%3.5%1.5%-0.3%-310.8K394.9K-3.6K0.00163.7705149555
2019-11-19$64.08$64.003.4%1.0%2.1%1.5%0.0%1.6%-0.1%-156.2K732.6K-5.1K0.00161.24021149558
2019-11-20$64.17$64.003.4%1.0%2.2%1.4%0.0%2.0%-0.4%-133.4K710.5K-5.5K0.00162.4802149579
2019-11-21$64.17$64.003.3%1.0%2.2%1.4%0.0%4.0%0.3%-158.5K726.2K-5.4K0.00163.5500149581
2019-11-22$64.22$64.003.2%0.9%2.2%1.2%0.0%2.0%-0.1%-150.5K684.2K-5.3K0.00160.85020149581
2019-11-25$64.26$64.003.8%1.1%2.1%2.1%0.0%1.5%-1.0%-176.3K697.2K-5.5K0.00175.06020149601
2019-11-26$64.41$64.003.8%1.1%2.2%2.1%0.0%1.6%-0.6%-232.1K521.5K-5.5K0.00161.48020149621
2019-11-27$64.41$64.0011.9%3.4%2.2%14.5%0.0%-1.7%-17.8%-293.9K587.0K-5.5K0.00171.4402149641
2019-11-29$64.42$64.0042.4%12.1%2.0%61.1%0.0%-10.8%-78.5%-274.8K601.1K-5.5K0.00181.4200149641