HYD Options History — July 2022

In July 2022, HYD traded between $53.76 and $55.16. ATM implied volatility averaged 14.8%, placing in the 56.6% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 3.2% (HV 20d: 11.5%). Max pain ranged from $53.00 to $54.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 6.01.

Notable Days

  • 2022-07-14: Highest Volume — 2,684 contracts
  • 2022-07-11: Largest IV spike — 20.0% change
  • 2022-07-12: Highest IV Rank — 78.5%
  • 2022-07-05: Largest Expected Move — 5.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.19$53.76$55.16$54.00$55.16
Max Pain$53.95$53.00$54.00$53.00$54.00
ATM IV14.8%11.4%19.4%15.7%11.8%
Expected Move4.2%3.3%5.1%4.5%3.4%
HV 20d11.5%4.7%22.2%22.2%4.7%
HV 60d14.1%14.0%14.2%14.1%14.2%
IV Rank56.6%40.7%78.5%60.9%42.5%
IV Percentile90.9%79.8%98.4%95.2%81.0%
Term Structure-0.0%-1.3%7.2%-0.6%-0.0%
VWIV14.4%8.6%19.4%19.4%9.9%
Skew 25d1.8%-1.0%3.4%3.0%1.9%
Skew 10d4.8%0.7%15.2%9.7%8.1%
Call IV 25d15.0%11.1%24.7%15.1%11.1%
Put IV 25d16.8%13.0%24.2%18.1%13.0%
Bid-Ask Spread %100.2986.69120.30113.97120.30
Gamma HHI0.350.160.570.330.25
Net GEX-398.4K-1.1M200.1K-1.1M200.1K
Net DEX358.8K-1.1M2.0M2.0M-1.1M
Net VEX-11.6K-21.3K-5.3K-20.4K-5.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.010.8411.6510.180.97
Total Volume1,538.44492,6842,583449
Total OI5,654.853,9747,4387,1244,114

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$54.00$53.0015.7%4.5%22.2%60.9%19.4%3.0%-0.6%-1.1M2.0M-20.4K10.18113.972312,3529176,207
2022-07-05$54.05$54.0017.3%5.1%22.2%68.3%14.9%1.8%-1.3%-794.8K531.0K-14.1K10.3286.692282,3529526,212
2022-07-06$53.91$54.0016.2%4.8%22.1%63.5%15.7%-1.0%-0.1%-759.1K1.4M-19.1K10.1788.352332,3709916,212
2022-07-07$53.86$54.0016.9%4.2%22.1%66.7%16.4%2.9%-0.0%-710.2K1.8M-21.3K11.0791.662142,3689806,255
2022-07-08$53.76$54.0014.9%4.6%22.1%57.2%13.7%2.5%-0.5%-789.9K1.5M-18.4K11.0290.872152,3709866,258
2022-07-11$53.90$54.0017.9%4.5%21.9%71.1%16.9%2.5%-0.4%-641.7K870.7K-15.3K11.3991.932082,3709916,263
2022-07-12$53.96$54.0019.4%4.6%21.7%78.5%17.7%2.6%-1.2%-43.6K-625.8K-6.6K11.4192.162052,3409926,263
2022-07-13$54.01$54.0016.2%4.6%10.1%63.3%16.2%2.4%-0.6%-519.1K-285.1K-8.3K10.7994.202172,3429986,293
2022-07-14$54.15$54.0015.3%4.4%5.7%59.2%15.0%1.9%-0.2%-509.2K1.3M-18.3K11.26103.592192,4651,0096,293
2022-07-15$54.19$54.0014.7%4.2%5.7%56.4%15.8%2.2%-0.3%-924.6K181.0K-11.1K11.6598.662122,4701,0216,417
2022-07-18$53.90$54.0014.6%4.2%6.1%56.0%12.9%0.5%-0.7%-621.8K1.4M-15.4K1.3699.811962678643,110
2022-07-19$53.96$54.0013.9%4.0%6.0%52.4%13.5%1.0%0.2%-453.4K24.4K-5.9K1.35105.881962648783,135
2022-07-20$54.06$54.0014.1%4.0%5.8%53.3%14.5%1.3%-0.6%-53.8K-197.8K-5.9K1.35100.201962658783,140
2022-07-21$54.16$54.0012.9%3.7%5.3%47.8%12.7%1.7%-0.2%22.2K-223.4K-5.6K1.3594.031962658783,146
2022-07-22$54.45$54.0013.4%3.8%5.5%50.0%12.7%3.4%-0.4%53.5K-387.8K-5.5K1.02105.602632698783,146
2022-07-25$54.41$54.0013.7%3.9%5.3%51.6%11.9%2.1%-0.9%77.8K-546.4K-6.3K0.9893.382602549533,147
2022-07-26$54.32$54.0011.4%3.3%5.3%40.7%17.9%-0.5%7.2%-471.8K1.1M-17.0K0.85118.942602219533,153
2022-07-27$54.66$54.0012.8%3.7%5.4%47.3%11.3%2.0%0.3%-93.9K-718.0K-6.4K0.85103.122602219533,154
2022-07-28$54.92$54.0012.2%3.5%5.1%44.6%8.6%1.7%-0.4%162.5K-869.0K-5.9K0.84112.542642219533,154
2022-07-29$55.16$54.0011.8%3.4%4.7%42.5%9.9%1.9%-0.0%200.1K-1.1M-5.3K0.97120.302282219603,154