HYD Options History — December 2021

In December 2021, HYD traded between $62.38 and $62.60. ATM implied volatility averaged 7.1%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 5.4% (HV 20d: 1.7%). Max pain ranged from $61.00 to $63.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 2.48.

Notable Days

  • 2021-12-03: Highest Volume — 892 contracts
  • 2021-12-13: Largest IV spike — 167.5% change
  • 2021-12-13: Highest IV Rank — 100.0%
  • 2021-12-03: Largest Expected Move — 2.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.47$62.38$62.60$62.42$62.44
Max Pain$61.27$61.00$63.00$63.00$62.00
ATM IV7.1%3.4%24.0%7.8%4.5%
Expected Move1.6%1.0%2.5%2.2%1.3%
HV 20d1.7%1.1%2.5%2.5%1.8%
HV 60d2.5%2.3%2.6%2.6%2.3%
IV Rank31.9%1.5%100.0%54.3%7.1%
IV Percentile51.9%1.6%100.0%84.5%11.5%
Term Structure-0.2%-2.1%1.4%-1.3%0.1%
VWIV6.0%3.2%8.6%7.0%3.8%
Skew 25d2.7%1.3%4.8%3.5%1.7%
Skew 10d5.5%0.8%14.4%5.3%0.8%
Call IV 25d3.9%2.0%8.1%5.6%2.8%
Put IV 25d6.6%4.6%10.8%9.1%4.6%
Bid-Ask Spread %80.0630.03127.3565.8237.83
Gamma HHI0.390.250.500.470.25
Net GEX342.4K-205.7K826.6K408.0K-71.2K
Net DEX-373.6K-1.2M354.5K-20.2K175.7K
Net VEX-4.7K-6.4K-2.5K-5.3K-4.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.480.844.790.872.45
Total Volume504.091249892883276
Total OI1,300.0455551,8121,601669

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$62.42$63.007.8%2.2%2.5%54.3%7.0%3.5%-1.3%408.0K-20.2K-5.3K0.8765.82472411831770
2021-12-02$62.41$62.008.1%2.3%2.5%57.3%8.4%1.5%-1.5%685.4K-884.6K-6.2K0.87119.174724111,021770
2021-12-03$62.43$62.008.8%2.5%2.4%65.8%7.9%4.8%-2.1%654.1K-781.8K-6.4K0.85101.104814111,021750
2021-12-06$62.45$61.008.6%1.9%2.2%62.9%8.4%2.6%-0.4%732.8K-895.6K-5.1K0.8476.494814041,016750
2021-12-07$62.42$61.007.8%1.9%2.1%54.2%8.5%2.7%-0.4%752.4K-775.9K-5.2K1.22104.833243951,016762
2021-12-08$62.42$61.008.1%1.8%1.3%57.6%8.3%2.6%-0.4%730.3K-643.4K-5.7K1.2283.203243951,017763
2021-12-09$62.42$61.008.7%1.7%1.1%64.5%8.6%2.7%-0.1%734.4K-614.7K-5.5K3.1386.481294041,017763
2021-12-10$62.51$61.009.0%1.2%1.2%67.2%6.3%2.3%0.6%826.6K-770.9K-4.8K3.20115.411324221,012773
2021-12-13$62.58$61.0024.0%1.0%1.2%100.0%6.2%2.5%0.8%559.8K-1.2M-5.5K2.8298.131373861,016796
2021-12-14$62.44$61.008.6%1.7%1.5%26.2%6.6%2.4%-0.1%582.1K-933.5K-4.6K3.0983.521253861,009795
2021-12-15$62.47$61.005.4%1.5%1.5%11.1%5.7%3.5%-0.2%565.9K-834.3K-5.0K3.30127.351173861,014795
2021-12-16$62.46$61.005.3%1.5%1.4%10.8%5.6%3.7%-0.4%587.3K-822.6K-4.5K3.2789.651163791,015795
2021-12-17$62.49$61.005.0%1.4%1.4%9.0%5.4%3.0%-0.3%356.2K-830.8K-4.2K3.3193.141183911,015796
2021-12-20$62.38$61.004.7%1.3%1.5%7.8%5.3%2.7%-0.0%-135.8K354.5K-3.8K4.7945.6343206214341
2021-12-21$62.44$61.003.6%1.0%1.5%2.8%6.0%2.1%-0.1%-205.7K311.2K-3.2K4.7949.7543206219341
2021-12-22$62.60$61.003.8%1.1%1.7%3.5%3.2%1.3%-0.5%-184.6K126.4K-2.5K3.4067.2858197219340
2021-12-23$62.55$61.003.4%1.0%1.8%1.5%3.4%3.2%0.9%-79.6K166.0K-2.8K2.5389.5878197239349
2021-12-27$62.54$61.006.3%1.8%1.6%15.3%5.5%2.8%0.0%-12.7K272.1K-4.3K2.0191.4999199258350
2021-12-28$62.55$61.005.8%1.6%1.6%12.8%4.0%2.5%-0.8%128.9K-71.9K-5.0K1.9772.34101199278365
2021-12-29$62.41$61.003.6%1.0%1.8%2.8%3.2%3.6%1.4%-15.5K250.6K-4.7K2.4533.0186211288366
2021-12-30$62.44$62.004.8%1.4%1.9%8.2%4.0%1.8%-0.3%-65.8K211.4K-4.5K2.2830.0386196289378
2021-12-31$62.44$62.004.5%1.3%1.8%7.1%3.8%1.7%0.1%-71.2K175.7K-4.6K2.4537.8380196289380