HYD Options History — August 2022

In August 2022, HYD traded between $53.37 and $55.06. ATM implied volatility averaged 12.0%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 6.1% (HV 20d: 5.9%). Max pain ranged from $54.00 to $55.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 4.74.

Notable Days

  • 2022-08-22: Highest Volume — 656 contracts
  • 2022-08-18: Largest IV spike — 42.9% change
  • 2022-08-08: Highest IV Rank — 52.4%
  • 2022-08-29: Largest Expected Move — 3.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.37$53.37$55.06$55.03$53.37
Max Pain$54.70$54.00$55.00$54.00$54.00
ATM IV12.0%7.7%13.9%12.4%13.6%
Expected Move3.4%2.2%3.9%3.5%3.9%
HV 20d5.9%4.7%6.8%4.7%6.1%
HV 60d13.9%13.4%14.3%14.2%13.4%
IV Rank43.7%23.4%52.4%45.3%51.1%
IV Percentile79.1%40.5%89.7%84.9%88.1%
Term Structure-0.1%-1.1%0.8%-0.4%-0.5%
VWIV12.4%9.5%14.6%11.6%11.8%
Skew 25d2.6%1.8%3.9%2.5%3.2%
Skew 10d5.9%1.6%13.7%8.0%8.8%
Call IV 25d11.2%8.3%12.7%11.6%11.1%
Put IV 25d13.7%10.9%15.2%14.1%14.3%
Bid-Ask Spread %107.5796.96117.56117.55102.52
Gamma HHI0.250.170.360.230.31
Net GEX-149.0K-603.2K172.3K172.3K-550.2K
Net DEX485.8K-906.5K2.9M-906.5K2.9M
Net VEX-6.6K-8.7K-4.5K-5.7K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.740.0040.001.391.05
Total Volume203.0430656555569
Total OI4,396.873,9674,7174,0944,706

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$55.03$54.0012.4%3.5%4.7%45.3%11.6%2.5%-0.4%172.3K-906.5K-5.7K1.39117.552323239403,154
2022-08-02$54.83$54.0012.4%3.5%5.0%45.3%12.2%2.5%-0.1%-295.8K-396.5K-8.7K1.16113.162322689443,232
2022-08-03$54.87$54.0012.1%3.5%4.8%44.1%10.6%2.3%-0.6%91.0K-692.6K-6.1K1.10113.262332579443,252
2022-08-04$55.06$55.0012.8%3.4%4.8%47.1%12.4%2.4%-0.4%132.7K-859.7K-5.7K1.07102.202412579453,257
2022-08-05$54.56$55.0011.6%3.3%6.0%41.8%13.3%2.2%-0.2%90.6K-463.6K-6.0K1.3299.362283019543,257
2022-08-08$54.76$55.0013.9%3.5%6.0%52.4%13.7%2.1%-0.6%61.8K-475.0K-6.4K1.36102.062283109493,346
2022-08-09$54.66$55.0013.2%3.5%6.1%49.3%0.0%2.4%-0.6%54.4K-409.6K-6.0K0.0096.960159493,360
2022-08-10$54.70$55.0011.3%3.2%6.1%40.2%0.0%2.1%-0.1%66.9K-502.1K-5.7K0.00107.07009493,374
2022-08-11$54.59$55.0012.3%3.5%6.1%45.0%13.8%2.0%-0.5%65.6K-382.6K-6.1K8.67107.193269493,374
2022-08-12$54.77$55.0011.1%3.2%6.2%39.3%14.6%2.3%-0.2%-128.1K-341.4K-6.3K0.00106.28019483,425
2022-08-15$54.84$55.0011.3%3.2%5.8%40.2%14.1%2.7%-0.2%-56.3K-347.6K-6.8K1.80108.23599483,426
2022-08-16$54.81$55.0011.7%3.4%5.8%42.4%0.0%2.8%-0.2%110.8K-452.8K-5.4K4.00102.72149523,435
2022-08-17$54.90$55.007.7%2.2%5.8%23.4%9.5%2.6%0.8%62.7K-499.1K-4.5K0.33110.65319583,439
2022-08-18$54.41$55.0011.0%3.2%6.7%39.0%0.0%2.7%0.0%11.5K-125.4K-5.3K0.00108.63209503,439
2022-08-19$54.08$55.0012.4%3.5%6.8%45.3%12.9%3.0%-0.0%52.2K190.8K-5.3K0.23105.0760149523,439
2022-08-22$53.98$55.0012.8%3.7%6.8%47.4%12.9%2.9%-0.3%-114.1K169.2K-5.1K16.73113.77376198193,148
2022-08-23$53.91$55.0012.1%3.5%6.8%43.9%12.0%2.9%0.6%-498.2K2.2M-8.3K5.00114.512108563,749
2022-08-24$53.86$55.0012.1%3.5%6.4%43.9%10.9%1.9%0.2%-549.7K2.3M-8.1K40.00109.981408583,759
2022-08-25$53.80$55.0012.1%3.5%6.0%44.1%11.6%1.8%0.5%-551.3K2.4M-8.1K0.06110.276548593,789
2022-08-26$53.75$54.0011.9%3.4%5.7%43.0%0.0%3.9%0.3%-544.8K2.4M-8.5K0.00117.56009243,793
2022-08-29$53.38$54.0013.7%3.9%6.0%51.4%12.2%2.9%-1.1%-509.0K2.8M-7.8K0.07104.566049243,793
2022-08-30$53.52$54.0011.5%3.3%6.1%41.1%12.9%3.1%0.5%-603.2K2.7M-7.3K0.00100.65059223,789
2022-08-31$53.37$54.0013.6%3.9%6.1%51.1%11.8%3.2%-0.5%-550.2K2.9M-7.1K1.05102.522782919223,784