HYD Options History — December 2019

In December 2019, HYD traded between $64.06 and $64.33. ATM implied volatility averaged 3.3%, placing in the 1.8% IV rank vs the trailing year. The 30-day expected move averaged 1.0%. IV traded above realized volatility by 0.9% (HV 20d: 2.4%). Max pain ranged from $64.00 to $64.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 3.54.

Notable Days

  • 2019-12-06: Highest Volume — 42 contracts
  • 2019-12-09: Largest IV spike — 79.9% change
  • 2019-12-12: Highest IV Rank — 2.7%
  • 2019-12-05: Largest Expected Move — 1.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.22$64.06$64.33$64.11$64.10
Max Pain$64.00$64.00$64.00$64.00$64.00
ATM IV3.3%1.9%4.1%3.7%3.1%
Expected Move1.0%0.6%1.2%1.1%0.9%
HV 20d2.4%2.1%2.7%2.3%2.1%
HV 60d2.5%2.2%2.9%2.8%2.3%
IV Rank1.8%0.0%2.7%1.9%1.8%
IV Percentile16.7%0.0%44.4%25.8%6.7%
Term Structure-0.2%-1.2%1.9%-0.8%0.4%
VWIV3.2%2.6%3.9%3.9%2.8%
Skew 25d0.2%-7.6%1.6%-0.3%-5.4%
Skew 10d-3.2%-19.7%2.3%0.6%-19.7%
Call IV 25d3.6%2.3%11.8%3.7%9.5%
Put IV 25d3.8%3.2%4.5%3.4%4.1%
Bid-Ask Spread %171.91160.23197.38176.02180.40
Gamma HHI0.320.250.490.280.42
Net GEX-360.8K-507.0K-182.1K-182.1K-507.0K
Net DEX928.4K659.0K1.2M858.7K693.8K
Net VEX-6.3K-7.5K-4.6K-5.9K-4.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.540.0010.000.0010.00
Total Volume9.762042510
Total OI807.571635897790681

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-12-02$64.11$64.003.7%1.1%2.3%1.9%0.0%-0.3%-0.8%-182.1K858.7K-5.9K0.00176.0205149641
2019-12-03$64.24$64.004.1%1.2%2.4%2.6%0.0%1.2%0.1%-262.6K659.0K-5.4K0.00163.60030149646
2019-12-04$64.17$64.003.8%1.1%2.4%2.0%0.0%0.8%0.4%-350.4K663.4K-5.3K0.00160.2300149675
2019-12-05$64.23$64.004.0%1.2%2.4%2.3%0.0%1.2%-0.6%-339.5K944.0K-7.1K0.00165.9310149675
2019-12-06$64.16$64.002.1%1.0%2.3%0.0%0.0%0.9%0.2%-268.2K992.7K-6.9K7.40160.32537150675
2019-12-09$64.22$64.003.8%1.1%2.3%2.5%0.0%1.1%0.2%-431.0K811.8K-6.5K0.00164.15016155712
2019-12-10$64.27$64.003.5%1.0%2.3%2.2%0.0%1.6%0.7%-359.1K1.0M-7.5K0.00163.3200155728
2019-12-11$64.33$64.003.8%1.1%2.3%2.6%0.0%1.6%-1.2%-335.6K1.1M-7.5K0.00170.7600155728
2019-12-12$64.19$64.003.9%1.1%2.5%2.7%3.9%1.1%-0.4%-400.5K1.1M-7.0K0.00163.49010155728
2019-12-13$64.27$64.003.2%0.9%2.5%1.6%3.2%1.1%-0.6%-346.8K1.2M-7.2K0.00180.4101155738
2019-12-16$64.27$64.003.3%0.9%2.5%1.8%0.0%1.3%-0.5%-312.9K1.0M-6.7K0.00170.4803155739
2019-12-17$64.27$64.003.1%0.9%2.5%1.6%0.0%1.0%-0.6%-326.7K989.9K-6.6K0.00179.5900155742
2019-12-18$64.26$64.003.4%1.0%2.5%2.0%0.0%1.4%-0.6%-302.1K985.1K-6.5K0.00168.6700155742
2019-12-19$64.31$64.003.2%0.9%2.5%1.8%0.0%1.0%-0.7%-330.6K1.0M-6.9K0.00176.6000155742
2019-12-20$64.33$64.003.3%0.9%2.5%1.8%0.0%0.9%-0.8%-385.2K920.1K-6.6K0.00160.86030155742
2019-12-23$64.18$64.003.3%0.9%2.6%1.8%3.2%1.1%-0.6%-424.5K945.2K-6.1K0.32168.23196116519
2019-12-24$64.15$64.002.8%0.8%2.6%1.0%2.6%-7.6%0.0%-400.0K877.2K-5.4K0.00197.38016135525
2019-12-26$64.17$64.002.8%0.8%2.4%1.1%2.8%0.7%-0.4%-415.6K1.1M-6.3K0.00184.1304135541
2019-12-27$64.25$64.003.1%0.9%2.5%1.5%0.0%-0.1%-0.6%-476.5K976.7K-6.1K0.00176.4310135544
2019-12-30$64.06$64.001.9%0.6%2.7%0.0%0.0%0.6%1.9%-420.0K771.0K-4.6K10.00179.05110135544
2019-12-31$64.10$64.003.1%0.9%2.1%1.8%0.0%-5.4%0.4%-507.0K693.8K-4.8K0.00180.40010136545