HYD Options History — June 2021

In June 2021, HYD traded between $62.94 and $63.64. ATM implied volatility averaged 5.7%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 3.6% (HV 20d: 2.1%). Max pain ranged from $60.00 to $63.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.94.

Notable Days

2021-06-23: Highest Volume — 463 contracts
2021-06-21: Largest IV spike — 32.6% change
2021-06-21: Highest IV Rank — 25.7%
2021-06-21: Largest Expected Move — 2.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.33	$62.94	$63.64	$62.94	$63.64
Max Pain	$62.18	$60.00	$63.00	$62.00	$63.00
ATM IV	5.7%	4.2%	6.9%	6.1%	5.5%
Expected Move	1.7%	1.2%	2.0%	1.7%	1.6%
HV 20d	2.1%	1.9%	2.4%	1.9%	2.1%
HV 60d	2.5%	2.2%	2.9%	2.9%	2.2%
IV Rank	15.9%	9.0%	25.7%	15.5%	22.8%
IV Percentile	24.4%	5.6%	47.6%	26.2%	19.0%
Term Structure	1.0%	-0.7%	2.1%	0.2%	0.8%
VWIV	5.8%	3.3%	9.8%	9.8%	4.1%
Skew 25d	2.5%	1.5%	7.2%	3.5%	2.1%
Skew 10d	7.2%	2.3%	22.2%	12.7%	19.4%
Call IV 25d	4.7%	3.0%	6.0%	4.7%	4.6%
Put IV 25d	7.2%	5.2%	10.2%	8.1%	6.7%
Bid-Ask Spread %	61.15	19.87	103.65	19.87	102.36
Gamma HHI	0.63	0.40	0.86	0.82	0.61
Net GEX	1.0M	171.2K	1.9M	1.1M	431.1K
Net DEX	-2.5M	-4.2M	-1.0M	-2.0M	-1.1M
Net VEX	-7.1K	-9.0K	-5.7K	-6.4K	-7.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.94	0.00	5.00	0.01	0.00
Total Volume	83.773	0	463	14	3
Total OI	1,362.136	942	1,589	1,273	1,151

Daily Data (22 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
2021-06-01	$62.94	$62.00	6.1%	1.7%	1.9%	15.5%	0.0%	3.5%	0.2%	1.1M	-2.0M	-6.4K	0.00	19.87	0	14	763	510
2021-06-02	$62.98	$62.00	5.7%	1.6%	1.9%	13.1%	0.0%	3.3%	0.7%	1.2M	-2.2M	-5.7K	0.00	33.96	0	0	763	507
2021-06-03	$63.05	$60.00	6.0%	1.8%	1.9%	15.3%	9.8%	1.6%	1.4%	1.2M	-2.2M	-5.9K	0.01	55.84	281	3	763	507
2021-06-04	$63.09	$61.00	5.8%	1.9%	1.9%	13.7%	6.6%	1.9%	0.7%	1.5M	-2.8M	-9.0K	0.21	69.35	14	3	1,044	510
2021-06-07	$63.15	$62.00	5.8%	1.9%	1.9%	14.1%	6.6%	1.6%	0.9%	1.8M	-3.0M	-8.5K	5.00	43.74	3	15	1,055	513
2021-06-08	$63.26	$62.00	6.5%	1.9%	2.0%	17.9%	0.0%	2.2%	0.9%	1.7M	-3.3M	-8.1K	0.00	41.19	0	1	1,057	521
2021-06-09	$63.38	$62.00	6.0%	1.7%	2.0%	15.3%	0.0%	1.8%	1.2%	1.5M	-3.6M	-7.9K	0.00	41.12	9	0	1,058	522
2021-06-10	$63.50	$62.00	5.7%	1.6%	1.9%	13.3%	5.7%	1.7%	1.4%	1.4M	-4.2M	-7.2K	0.00	44.75	48	0	1,067	522
2021-06-11	$63.50	$62.00	6.1%	1.7%	1.9%	15.5%	0.0%	2.0%	1.6%	1.3M	-4.1M	-6.9K	0.00	48.45	9	0	1,033	522
2021-06-14	$63.41	$62.00	6.1%	1.8%	2.0%	16.0%	0.0%	1.6%	1.1%	1.3M	-3.5M	-7.2K	0.04	39.09	108	4	1,033	522
2021-06-15	$63.42	$62.00	6.4%	1.8%	2.0%	17.5%	0.0%	1.9%	0.8%	1.5M	-4.0M	-6.5K	0.00	97.76	0	0	1,035	524
2021-06-16	$63.27	$62.00	6.5%	1.9%	2.3%	21.9%	0.0%	1.6%	0.5%	1.9M	-3.6M	-6.5K	0.00	97.26	60	0	1,035	524
2021-06-17	$63.42	$62.00	6.7%	1.9%	2.4%	23.2%	0.0%	3.9%	-0.4%	1.3M	-3.5M	-6.9K	0.00	103.65	22	0	975	524
2021-06-18	$63.41	$62.00	5.2%	1.5%	2.4%	13.6%	4.4%	1.5%	2.1%	1.2M	-3.4M	-6.0K	0.78	38.41	27	21	918	524
2021-06-21	$63.38	$62.00	6.9%	2.0%	2.4%	25.7%	6.8%	1.9%	-0.7%	350.3K	-1.3M	-6.1K	3.93	37.04	45	177	540	402
2021-06-22	$63.41	$63.00	6.3%	1.8%	2.3%	23.2%	6.3%	3.2%	-0.7%	291.3K	-1.1M	-7.1K	0.08	86.81	50	4	585	576
2021-06-23	$63.31	$63.00	4.3%	1.2%	2.4%	9.7%	4.1%	2.4%	1.8%	171.2K	-1.1M	-7.2K	2.40	98.71	136	327	598	580
2021-06-24	$63.34	$63.00	4.2%	1.2%	2.4%	9.0%	3.3%	3.1%	2.1%	221.0K	-1.0M	-7.5K	0.00	25.30	3	0	598	580
2021-06-25	$63.41	$63.00	4.2%	1.2%	2.4%	9.2%	0.0%	2.7%	2.1%	229.7K	-1.1M	-7.2K	0.00	27.62	0	0	598	580
2021-06-28	$63.47	$63.00	4.2%	1.2%	2.3%	9.2%	0.0%	7.2%	2.1%	347.7K	-1.2M	-7.1K	0.00	95.74	0	0	599	580
2021-06-29	$63.48	$63.00	4.7%	1.3%	1.9%	14.3%	4.1%	1.9%	1.1%	218.7K	-1.0M	-7.3K	2.56	97.33	128	328	569	580
2021-06-30	$63.64	$63.00	5.5%	1.6%	2.1%	22.8%	0.0%	2.1%	0.8%	431.1K	-1.1M	-7.6K	0.00	102.36	3	0	570	581