HYD Options History — June 2022

In June 2022, HYD traded between $51.21 and $55.54. ATM implied volatility averaged 14.9%, placing in the 57.3% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 3.0% (HV 20d: 18.0%). Max pain ranged from $52.00 to $56.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 5.99.

Notable Days

  • 2022-06-14: Highest Volume — 5,831 contracts
  • 2022-06-13: Largest IV spike — 52.2% change
  • 2022-06-21: Highest IV Rank — 82.9%
  • 2022-06-21: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.59$51.21$55.54$55.50$53.73
Max Pain$53.33$52.00$56.00$56.00$53.00
ATM IV14.9%9.4%20.4%12.1%13.0%
Expected Move4.2%2.8%5.8%3.5%3.7%
HV 20d18.0%10.0%23.5%10.3%22.0%
HV 60d11.2%7.0%14.1%7.3%14.1%
IV Rank57.3%31.5%82.9%43.9%48.4%
IV Percentile93.4%75.8%99.6%95.6%93.7%
Term Structure-1.0%-3.3%1.4%-1.4%1.4%
VWIV17.1%10.1%23.2%10.4%16.6%
Skew 25d4.1%2.0%11.6%5.0%2.2%
Skew 10d9.4%4.3%22.4%11.6%4.3%
Call IV 25d14.0%8.9%20.1%9.1%14.2%
Put IV 25d18.1%11.3%28.0%14.1%16.4%
Bid-Ask Spread %92.5276.09115.9996.53115.99
Gamma HHI0.320.230.420.230.30
Net GEX-1.9M-4.1M-1.1M-1.3M-1.3M
Net DEX7.4M1.3M22.5M2.3M1.9M
Net VEX-20.2K-33.9K-8.9K-15.2K-18.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.991.5411.071.5410.61
Total Volume2,350.6197975,8311,0322,590
Total OI7,778.9526,31513,3376,8566,544

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$55.50$56.0012.1%3.5%10.3%43.9%10.4%5.0%-1.4%-1.3M2.3M-15.2K1.5496.534066261,3215,535
2022-06-02$55.54$52.009.4%3.0%10.3%31.5%13.5%2.7%-0.7%-1.1M1.3M-9.4K2.1580.832535451,3105,545
2022-06-03$55.45$52.0010.9%3.0%10.4%38.5%13.0%3.9%0.1%-1.1M1.5M-9.5K2.1676.092525451,3105,544
2022-06-06$55.14$52.0012.0%3.0%10.5%43.6%13.6%3.5%-0.4%-1.6M2.6M-9.9K1.5881.073515531,3165,544
2022-06-07$55.16$52.0010.8%2.8%10.0%38.2%12.2%3.4%-0.2%-1.3M2.1M-8.9K1.5882.293515531,3375,569
2022-06-08$54.88$55.009.7%2.8%10.2%32.8%12.4%3.2%-0.2%-2.1M3.6M-13.8K1.5881.703515531,3375,570
2022-06-09$54.43$55.0010.3%3.0%10.7%35.7%10.1%2.0%-0.1%-2.5M4.8M-9.8K1.5683.623465391,3375,570
2022-06-10$53.90$55.0011.3%3.2%11.3%40.2%23.2%9.1%-0.7%-3.0M7.4M-13.8K5.5979.103461,9351,3425,576
2022-06-13$51.21$55.0017.2%4.9%21.5%67.9%22.8%11.6%-2.9%-1.6M20.1M-26.0K5.0578.514842,4441,3477,263
2022-06-14$52.51$53.0019.8%5.7%23.5%80.0%21.1%2.6%-3.3%-2.4M16.0M-32.3K11.0784.434835,3481,4488,148
2022-06-15$52.51$53.0017.9%5.1%23.5%71.3%20.5%6.8%-1.7%-4.1M22.5M-33.9K10.00108.215255,2501,50311,834
2022-06-16$52.39$53.0019.8%5.7%23.4%80.0%19.4%4.4%-2.9%-3.0M20.4M-31.0K8.7295.124904,2731,55110,942
2022-06-17$52.59$53.0018.3%5.3%23.4%73.3%19.7%3.8%-1.6%-3.1M19.6M-28.7K7.1792.775654,0511,57310,954
2022-06-21$52.41$53.0020.4%5.8%23.1%82.9%20.2%4.0%-2.7%-1.3M6.3M-29.2K6.6290.722731,8087525,563
2022-06-22$52.81$53.0018.3%5.2%23.3%72.9%19.2%3.6%-1.9%-1.3M4.9M-26.7K7.5796.372371,7948235,573
2022-06-23$52.86$53.0018.2%5.2%22.6%72.5%19.3%3.6%-1.8%-1.3M4.7M-26.2K8.3197.572191,8198715,574
2022-06-24$53.14$53.0017.4%5.0%22.3%68.9%18.9%2.9%-0.5%-1.4M3.4M-21.1K8.05104.242261,8198785,604
2022-06-27$53.01$53.0015.9%4.6%21.6%61.9%17.7%2.5%0.6%-1.6M3.4M-19.9K8.19110.582241,8358885,608
2022-06-28$52.92$53.0015.8%4.5%21.5%61.5%17.8%3.8%-0.4%-1.4M4.1M-23.2K8.36105.462201,8408915,639
2022-06-29$53.33$53.0014.8%4.3%21.8%56.9%17.4%2.3%0.6%-1.4M2.6M-18.0K8.28101.682201,8218855,639
2022-06-30$53.73$53.0013.0%3.7%22.0%48.4%16.6%2.2%1.4%-1.3M1.9M-18.3K10.61115.992232,3678995,645