HYD Options History — September 2022

In September 2022, HYD traded between $50.00 and $53.14. ATM implied volatility averaged 14.7%, placing in the 56.5% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 3.6% (HV 20d: 11.1%). Max pain ranged from $50.00 to $54.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.04.

Notable Days

  • 2022-09-16: Highest Volume — 1,175 contracts
  • 2022-09-15: Largest IV spike — 52.7% change
  • 2022-09-27: Highest IV Rank — 70.4%
  • 2022-09-27: Largest Expected Move — 5.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.55$50.00$53.14$52.51$50.00
Max Pain$52.33$50.00$54.00$54.00$50.00
ATM IV14.7%9.8%17.7%13.7%16.7%
Expected Move4.1%2.8%5.1%3.9%4.8%
HV 20d11.1%7.6%13.9%7.8%12.8%
HV 60d9.7%7.0%13.8%13.8%9.3%
IV Rank56.5%33.0%70.4%51.6%65.8%
IV Percentile87.3%51.6%96.0%88.9%92.5%
Term Structure0.1%-0.8%5.1%0.3%-0.3%
VWIV14.4%10.7%20.8%13.0%16.1%
Skew 25d3.4%0.7%16.4%1.0%3.4%
Skew 10d7.2%1.3%12.1%3.5%7.4%
Call IV 25d12.9%5.6%16.5%14.1%16.3%
Put IV 25d16.3%11.2%22.0%15.1%19.6%
Bid-Ask Spread %98.9187.28116.26108.4193.95
Gamma HHI0.390.270.520.430.40
Net GEX-478.9K-1.2M-129.0K-1.1M-129.0K
Net DEX3.5M1.7M6.0M4.9M2.3M
Net VEX-7.8K-10.8K-4.1K-10.8K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.005.830.101.03
Total Volume273.90501,17511480
Total OI3,279.3811,3405,0114,7091,709

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$52.51$54.0013.7%3.9%7.8%51.6%0.0%1.0%0.3%-1.1M4.9M-10.8K0.10108.411019243,785
2022-09-02$52.67$54.0012.8%3.7%7.6%47.5%13.0%2.2%0.2%-867.4K4.1M-8.6K0.19116.2652109343,786
2022-09-06$52.20$52.0015.8%4.1%7.7%61.5%13.8%3.2%-0.2%-1.0M5.5M-9.4K0.9594.533193029813,796
2022-09-07$52.30$53.0015.7%4.0%7.9%61.1%13.5%2.8%-0.8%-1.2M5.0M-7.8K1.2496.712443021,0283,798
2022-09-08$52.18$53.0014.4%3.8%7.8%55.1%0.0%3.0%-0.3%-896.5K4.6M-6.4K0.0098.39001,0803,798
2022-09-09$52.30$53.0015.1%3.8%8.0%58.2%0.0%3.0%-0.8%-628.3K4.2M-5.0K0.00103.16201,0803,798
2022-09-12$52.10$53.0017.1%3.9%7.7%67.6%12.4%2.6%-0.8%-547.3K4.6M-4.9K0.45102.3722101,0803,798
2022-09-13$51.93$53.0015.7%3.8%7.6%61.1%13.0%2.7%-0.6%-229.9K4.6M-4.2K0.96100.533193071,0983,788
2022-09-14$52.80$53.009.8%2.8%10.2%33.0%12.7%0.7%1.0%-895.3K4.8M-6.5K1.3097.0010131,1913,788
2022-09-15$53.14$52.0014.9%4.3%10.6%57.2%20.8%16.4%5.1%-457.8K6.0M-6.8K0.1293.252531,2013,795
2022-09-16$51.70$52.0012.5%3.6%13.8%45.9%12.0%2.6%0.1%-226.0K4.7M-4.1K2.7194.193178581,2143,797
2022-09-19$51.52$52.0012.6%3.6%13.8%46.5%10.7%3.2%0.0%-212.7K1.7M-8.6K0.00103.64930478862
2022-09-20$51.25$52.0013.2%3.8%13.8%49.2%12.6%2.5%0.3%-233.8K1.8M-8.7K0.0197.801001549862
2022-09-21$51.22$52.0013.2%3.8%13.8%49.0%0.0%1.9%-0.2%-245.9K1.8M-8.6K0.00104.95330621863
2022-09-22$50.94$52.0012.6%3.6%13.8%46.4%0.0%2.6%-0.0%-241.6K2.0M-8.8K1.5098.6523654863
2022-09-23$50.73$52.0014.6%4.2%13.8%55.7%15.7%2.2%0.3%-181.9K2.0M-9.3K5.8387.28635654862
2022-09-26$50.39$52.0016.8%4.8%13.9%66.3%15.5%3.2%-0.4%-195.3K2.3M-9.3K1.30101.69185241659897
2022-09-27$50.25$52.0017.7%5.1%13.8%70.4%16.1%4.2%-0.2%-185.5K2.4M-9.0K1.31100.77185242669912
2022-09-28$50.24$52.0017.1%4.9%13.7%67.4%15.8%4.5%-0.2%-199.4K2.4M-9.0K1.0394.08236242669913
2022-09-29$50.09$51.0017.5%5.0%13.7%69.2%16.7%3.8%-0.7%-160.9K2.4M-9.2K0.8189.61300242720913
2022-09-30$50.00$50.0016.7%4.8%12.8%65.8%16.1%3.4%-0.3%-129.0K2.3M-9.3K1.0393.95237243795914