HYD Options History — September 2021 In September 2021, HYD traded between $62.42 and $63.39. ATM implied volatility averaged 5.3%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 3.1% (HV 20d: 2.1%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 10.49.
Notable Days 2021-09-20 : Highest Volume — 249 contracts2021-09-28 : Largest IV spike — 30.1% change2021-09-28 : Highest IV Rank — 39.7%2021-09-28 : Largest Expected Move — 2.0%Monthly Statistics Metric Avg Min Max Open Close Price $63.02 $62.42 $63.39 $63.39 $62.50 Max Pain $63.00 $63.00 $63.00 $63.00 $63.00 ATM IV 5.3% 4.6% 6.9% 5.4% 5.5% Expected Move 1.5% 1.3% 2.0% 1.6% 1.6% HV 20d 2.1% 1.3% 2.7% 1.3% 2.7% HV 60d 2.0% 1.8% 2.1% 1.9% 2.0% IV Rank 22.6% 15.7% 39.7% 24.5% 24.9% IV Percentile 27.5% 11.5% 73.0% 29.8% 37.3% Term Structure 0.2% -0.9% 1.6% 0.1% 1.6% VWIV 6.4% 4.6% 7.8% 7.4% 7.2% Skew 25d 2.6% 1.2% 9.2% 2.4% 1.2% Skew 10d 5.0% 1.7% 14.4% 4.4% 9.3% Call IV 25d 4.5% 3.7% 6.3% 3.7% 5.3% Put IV 25d 7.1% 6.1% 13.3% 6.1% 6.5% Bid-Ask Spread % 68.80 15.35 98.81 16.91 98.81 Gamma HHI 0.34 0.21 0.58 0.34 0.58 Net GEX -184.4K -1.1M 511.0K 511.0K -1.1M Net DEX 302.2K -511.6K 1.5M -511.6K 1.4M Net VEX -6.5K -7.7K -5.3K -6.9K -6.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 10.49 0.00 101.00 0.35 0.33 Total Volume 43 0 249 77 4 Total OI 1,501.524 1,124 1,669 1,669 1,420
Daily Data (21 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 2021-09-01 $63.39 $63.00 5.4% 1.6% 1.3% 24.5% 0.0% 2.4% 0.1% 511.0K -511.6K -6.9K 0.35 16.91 57 20 764 905 2021-09-02 $63.34 $63.00 5.8% 1.6% 1.4% 28.2% 0.0% 2.4% 0.4% 413.6K -292.4K -7.0K 0.00 69.25 95 0 705 905 2021-09-03 $63.24 $63.00 5.3% 1.5% 1.4% 22.5% 0.0% 1.7% 0.5% 326.9K -279.4K -6.5K 0.13 37.58 76 10 745 905 2021-09-07 $62.99 $63.00 5.3% 1.5% 1.9% 23.5% 7.4% 3.1% 0.5% -88.9K 348.4K -6.1K 0.33 86.36 12 4 759 905 2021-09-08 $63.19 $63.00 5.2% 1.5% 2.3% 22.0% 0.0% 2.5% 0.6% 218.5K -145.8K -5.6K 0.00 89.65 0 0 685 915 2021-09-09 $63.16 $63.00 4.9% 1.4% 2.3% 18.5% 0.0% 2.4% 0.5% 93.7K 5.7K -6.5K 0.00 93.29 0 10 676 917 2021-09-10 $63.12 $63.00 4.9% 1.4% 2.3% 19.0% 0.0% 2.0% 0.4% 57.2K 42.3K -6.3K 0.00 96.43 0 0 676 917 2021-09-13 $63.14 $63.00 5.0% 1.4% 2.3% 20.4% 5.1% 1.9% 0.3% -942 55.3K -6.1K 0.25 37.46 8 2 676 926 2021-09-14 $63.12 $63.00 5.0% 1.4% 2.2% 19.5% 0.0% 1.8% 0.4% 37.9K 82.8K -6.5K 0.00 96.18 30 0 676 926 2021-09-15 $63.12 $63.00 5.0% 1.4% 2.2% 20.2% 0.0% 2.0% 0.4% 118.0K -141.1K -5.3K 0.00 96.34 5 0 684 928 2021-09-16 $63.09 $63.00 4.6% 1.3% 2.2% 15.7% 4.6% 7.3% 0.4% 76.6K 7.7K -6.3K 101.00 34.43 1 101 714 928 2021-09-17 $63.09 $63.00 5.0% 1.4% 2.1% 20.2% 0.0% 2.5% -0.1% 54.4K -18.9K -6.4K 0.17 92.73 6 1 719 928 2021-09-20 $63.07 $63.00 5.0% 1.4% 2.1% 19.8% 7.8% 9.2% -0.2% -298.8K 351.8K -6.4K 3.70 92.71 53 196 463 661 2021-09-21 $63.10 $63.00 4.9% 1.4% 2.1% 18.8% 0.0% 1.5% 0.0% -304.5K 265.9K -5.8K 0.00 75.57 10 0 465 664 2021-09-22 $63.09 $63.00 4.7% 1.4% 2.1% 17.3% 0.0% 1.6% 0.0% -478.7K 325.1K -6.6K 40.00 96.37 2 80 516 852 2021-09-23 $62.95 $63.00 5.0% 1.4% 2.2% 19.9% 0.0% 1.8% -0.1% -481.2K 505.2K -6.4K 0.00 19.24 73 0 526 852 2021-09-24 $62.90 $63.00 4.8% 1.4% 2.2% 18.1% 0.0% 2.1% 0.3% -570.0K 591.5K -7.7K 0.00 92.94 1 0 528 932 2021-09-27 $62.82 $63.00 5.3% 1.5% 2.1% 23.3% 0.0% 1.4% 0.2% -845.1K 830.7K -7.4K 0.00 15.35 10 0 457 932 2021-09-28 $62.50 $63.00 6.9% 2.0% 2.7% 39.7% 7.2% 1.2% -0.4% -868.5K 1.4M -7.3K 32.00 69.27 1 32 458 932 2021-09-29 $62.42 $63.00 6.8% 2.0% 2.7% 38.6% 0.0% 3.0% -0.9% -791.7K 1.5M -7.1K 0.00 37.88 0 3 458 932 2021-09-30 $62.50 $63.00 5.5% 1.6% 2.7% 24.9% 0.0% 1.2% 1.6% -1.1M 1.4M -6.9K 0.33 98.81 3 1 458 962
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