HYD Options History — October 2021

In October 2021, HYD traded between $61.76 and $62.41. ATM implied volatility averaged 6.3%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 3.7% (HV 20d: 2.6%). Max pain ranged from $62.00 to $63.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 2.35.

Notable Days

  • 2021-10-29: Highest Volume — 792 contracts
  • 2021-10-13: Largest IV drop — 26.1% change
  • 2021-10-08: Highest IV Rank — 50.8%
  • 2021-10-01: Largest Expected Move — 2.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.00$61.76$62.41$62.41$62.07
Max Pain$62.05$62.00$63.00$63.00$62.00
ATM IV6.3%4.8%8.0%7.3%4.9%
Expected Move1.7%1.4%2.1%2.1%1.4%
HV 20d2.6%2.3%2.9%2.8%2.6%
HV 60d2.1%1.9%2.3%1.9%2.3%
IV Rank35.3%20.0%50.8%43.4%20.9%
IV Percentile53.9%14.3%84.1%77.8%17.5%
Term Structure0.0%-1.3%0.8%-1.3%0.0%
VWIV7.0%4.9%11.2%8.3%4.9%
Skew 25d2.4%0.8%3.4%3.4%2.6%
Skew 10d5.4%2.7%7.8%4.4%7.8%
Call IV 25d5.4%4.5%6.6%5.2%5.1%
Put IV 25d7.8%6.9%8.9%8.6%7.6%
Bid-Ask Spread %100.8161.56125.24125.24108.41
Gamma HHI0.410.240.650.470.32
Net GEX-672.2K-1.9M-271.4K-640.0K-369.8K
Net DEX1.8M1.1M2.4M1.7M1.1M
Net VEX-6.8K-8.3K-5.5K-7.8K-6.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.350.0710.008.670.73
Total Volume261.3330792116792
Total OI1,478.2381,3171,6911,4231,388

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$62.41$63.007.3%2.1%2.8%43.4%0.0%3.4%-1.3%-640.0K1.7M-7.8K8.67125.2412104458965
2021-10-04$62.20$62.008.0%1.9%2.9%50.3%8.3%2.5%0.1%-686.1K2.1M-7.3K10.00105.03110459966
2021-10-05$62.24$62.007.2%1.8%2.7%42.6%6.4%2.3%0.3%-729.0K2.0M-7.8K0.17113.90120204711,026
2021-10-06$62.22$62.007.4%1.9%2.3%44.8%0.0%2.8%0.0%-805.9K2.2M-7.4K0.00117.660104711,036
2021-10-07$62.19$62.007.9%1.8%2.3%50.2%8.3%2.8%0.1%-698.4K2.2M-8.3K0.00115.650105951,056
2021-10-08$62.03$62.008.0%1.8%2.4%50.8%0.0%2.9%0.2%-711.1K2.4M-8.0K0.0092.63005951,056
2021-10-11$61.86$62.007.9%1.6%2.4%50.1%5.5%2.6%0.6%-919.6K2.4M-7.4K0.07101.921415951,076
2021-10-12$61.98$62.007.2%1.6%2.6%42.6%11.2%2.3%0.4%-1.1M2.4M-7.1K0.00124.40055951,076
2021-10-13$61.99$62.005.3%1.5%2.6%25.6%0.0%2.5%0.8%-1.3M2.3M-7.4K0.00101.3601086091,077
2021-10-14$62.00$62.005.6%1.6%2.7%28.9%5.5%2.4%0.2%-1.9M2.2M-7.3K6.0096.90166091,082
2021-10-15$61.92$62.005.5%1.6%2.7%27.8%7.6%2.7%0.0%-1.2M2.4M-6.6K0.0098.690206101,014
2021-10-18$61.94$62.006.1%1.7%2.7%34.4%6.1%2.7%-0.3%-271.7K1.2M-6.1K0.2596.49123603714
2021-10-19$61.89$62.006.0%1.7%2.6%33.5%0.0%3.2%-0.1%-271.4K1.2M-6.3K0.4361.5673603734
2021-10-20$61.93$62.005.6%1.6%2.7%28.7%7.1%1.4%0.4%-368.8K1.2M-5.5K1.1082.05306337610739
2021-10-21$61.76$62.006.0%1.7%2.7%33.6%7.3%1.3%0.1%-320.6K1.4M-5.8K1.32104.30257339610739
2021-10-22$61.81$62.005.8%1.7%2.8%30.8%7.0%2.0%-0.1%-327.3K1.3M-5.8K1.3287.26257339611749
2021-10-25$61.78$62.005.7%1.6%2.8%29.4%7.2%2.4%0.2%-343.8K1.3M-5.8K1.3391.32257343611749
2021-10-26$61.85$62.005.6%1.6%2.4%28.8%7.5%0.8%-0.6%-388.4K1.4M-5.6K1.3697.10253343611749
2021-10-27$61.99$62.004.8%1.4%2.6%20.0%6.1%1.6%-0.0%-363.7K1.4M-6.2K1.30101.13256334612749
2021-10-28$61.96$62.005.1%1.5%2.5%23.4%6.1%2.4%-0.2%-334.2K1.2M-6.4K1.2294.01274334617748
2021-10-29$62.07$62.004.9%1.4%2.6%20.9%4.9%2.6%0.0%-369.8K1.1M-6.0K0.73108.41458334640748