HYD Options History — May 2021

Name: HYD Options Analytics - May 2021
Creator: Options Analysis Suite

In May 2021, HYD traded between $62.43 and $63.15. ATM implied volatility averaged 6.4%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 1.9%. IV traded above realized volatility by 4.1% (HV 20d: 2.3%). Max pain ranged from $62.00 to $62.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.55.

Notable Days

2021-05-24: Highest Volume — 350 contracts
2021-05-26: Largest IV spike — 32.8% change
2021-05-19: Highest IV Rank — 20.8%
2021-05-04: Largest Expected Move — 2.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.74	$62.43	$63.15	$62.43	$63.15
Max Pain	$62.00	$62.00	$62.00	$62.00	$62.00
ATM IV	6.4%	4.0%	9.3%	8.1%	4.8%
Expected Move	1.9%	1.1%	2.7%	2.3%	1.4%
HV 20d	2.3%	1.9%	2.8%	2.8%	2.0%
HV 60d	3.5%	2.8%	4.0%	4.0%	2.8%
IV Rank	13.1%	3.8%	20.8%	12.8%	8.3%
IV Percentile	30.2%	2.4%	65.1%	51.2%	9.9%
Term Structure	0.9%	-1.0%	2.2%	-0.1%	0.9%
VWIV	6.5%	4.4%	8.7%	7.6%	4.9%
Skew 25d	2.0%	0.2%	3.3%	2.1%	1.6%
Skew 10d	7.0%	2.8%	24.2%	5.5%	22.2%
Call IV 25d	6.3%	4.8%	8.0%	7.4%	5.1%
Put IV 25d	8.3%	6.2%	10.6%	9.4%	6.7%
Bid-Ask Spread %	79.60	38.10	103.16	38.10	103.16
Gamma HHI	0.62	0.45	0.87	0.54	0.87
Net GEX	696.0K	213.9K	2.0M	237.6K	1.8M
Net DEX	-1.5M	-2.6M	-1.0M	-1.0M	-2.6M
Net VEX	-5.6K	-6.5K	-4.4K	-6.1K	-5.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.00	5.00	0.04	0.00
Total Volume	48.05	0	350	54	34
Total OI	1,138.1	951	1,326	1,050	1,293

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-05-03	$62.43	$62.00	8.1%	2.3%	2.8%	12.8%	7.6%	2.1%	-0.1%	237.6K	-1.0M	-6.1K	0.04	38.10	52	2	506	544
2021-05-04	$62.43	$62.00	9.3%	2.7%	2.8%	19.2%	8.7%	2.8%	-1.0%	213.9K	-1.0M	-6.4K	0.00	91.95	10	0	519	546
2021-05-05	$62.50	$62.00	8.5%	2.4%	2.8%	16.6%	7.4%	2.9%	-0.3%	278.1K	-1.1M	-6.2K	0.00	78.97	23	0	526	546
2021-05-06	$62.58	$62.00	6.1%	2.0%	2.5%	9.1%	6.8%	1.8%	1.2%	330.5K	-1.2M	-6.0K	0.00	81.72	10	0	539	546
2021-05-07	$62.59	$62.00	6.0%	1.9%	2.5%	8.6%	8.0%	3.3%	1.0%	345.5K	-1.3M	-6.0K	0.22	78.85	36	8	539	546
2021-05-10	$62.64	$62.00	6.5%	2.0%	2.5%	10.1%	5.1%	2.6%	1.0%	332.6K	-1.3M	-5.8K	0.00	95.22	1	0	533	554
2021-05-11	$62.66	$62.00	6.5%	2.0%	2.5%	10.1%	0.0%	1.8%	1.0%	341.9K	-1.3M	-5.7K	0.00	80.03	1	0	534	554
2021-05-12	$62.57	$62.00	7.8%	2.2%	2.6%	14.2%	7.7%	2.3%	1.1%	290.0K	-1.2M	-6.0K	0.00	90.84	6	0	535	554
2021-05-13	$62.66	$62.00	7.3%	2.1%	2.2%	19.0%	0.0%	2.0%	1.2%	340.3K	-1.3M	-5.8K	0.00	75.13	0	2	541	554
2021-05-14	$62.75	$62.00	6.8%	2.0%	2.3%	16.5%	0.0%	2.3%	1.5%	399.9K	-1.4M	-5.4K	0.00	93.89	0	0	541	556
2021-05-17	$62.72	$62.00	7.0%	2.0%	2.3%	20.5%	0.0%	2.5%	1.1%	471.8K	-1.4M	-5.1K	2.00	85.19	1	2	541	556
2021-05-18	$62.75	$62.00	5.8%	1.7%	2.2%	14.0%	5.7%	1.9%	2.2%	588.6K	-1.5M	-4.9K	0.74	82.00	80	59	542	556
2021-05-19	$62.75	$62.00	7.0%	2.0%	2.2%	20.8%	7.0%	2.6%	1.0%	564.5K	-1.6M	-5.7K	1.20	97.21	98	118	602	561
2021-05-20	$62.76	$62.00	6.3%	1.8%	1.9%	16.6%	6.2%	1.7%	0.7%	650.5K	-1.5M	-5.0K	0.00	76.59	18	0	590	614
2021-05-21	$62.86	$62.00	5.9%	1.7%	2.0%	14.4%	7.1%	1.5%	0.8%	839.5K	-1.7M	-4.7K	5.00	79.33	2	10	603	614
2021-05-24	$62.92	$62.00	5.1%	1.5%	2.0%	10.2%	5.4%	1.6%	1.1%	717.4K	-1.6M	-4.4K	0.19	83.15	293	57	516	435
2021-05-25	$62.94	$62.00	4.0%	1.1%	2.0%	3.8%	0.0%	1.4%	1.5%	1.7M	-2.2M	-6.1K	0.29	74.36	7	2	815	507
2021-05-26	$63.07	$62.00	5.3%	1.5%	2.1%	11.1%	5.3%	1.6%	0.3%	1.4M	-2.6M	-6.5K	0.13	50.43	15	2	819	507
2021-05-27	$63.06	$62.00	4.3%	1.2%	2.0%	5.2%	4.4%	0.2%	1.6%	2.0M	-2.3M	-5.7K	0.09	55.95	11	1	769	509
2021-05-28	$63.15	$62.00	4.8%	1.4%	2.0%	8.3%	4.9%	1.6%	0.9%	1.8M	-2.6M	-5.4K	0.00	103.16	34	0	783	510