HYD Options History — October 2022

In October 2022, HYD traded between $48.47 and $50.79. ATM implied volatility averaged 17.3%, placing in the 68.6% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 7.5% (HV 20d: 9.9%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.74.

Notable Days

  • 2022-10-26: Highest Volume — 953 contracts
  • 2022-10-25: Largest IV drop — 13.2% change
  • 2022-10-11: Highest IV Rank — 78.6%
  • 2022-10-24: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.68$48.47$50.79$50.28$49.07
Max Pain$45.86$45.00$50.00$50.00$46.00
ATM IV17.3%14.2%19.5%18.1%14.2%
Expected Move4.9%4.1%5.5%5.2%4.1%
HV 20d9.9%6.9%13.4%13.0%8.2%
HV 60d9.7%9.4%9.9%9.4%9.7%
IV Rank68.6%54.2%78.6%72.2%54.2%
IV Percentile92.0%77.4%98.4%96.8%77.4%
Term Structure-0.6%-1.4%0.1%-1.4%0.1%
VWIV18.8%14.1%29.8%16.7%16.0%
Skew 25d3.9%1.6%9.7%5.1%1.6%
Skew 10d8.0%0.7%16.0%11.5%0.7%
Call IV 25d15.9%13.8%17.4%15.8%14.1%
Put IV 25d19.8%15.7%23.7%20.9%15.7%
Bid-Ask Spread %88.7157.78109.96109.96105.29
Gamma HHI0.350.300.470.370.36
Net GEX-147.2K-237.9K-88.6K-120.1K-235.6K
Net DEX1.4M633.7K2.4M2.1M1.0M
Net VEX-8.2K-10.1K-5.8K-9.4K-6.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.561.050.560.94
Total Volume733.429611953680933
Total OI2,045.6671,7322,3581,7322,358

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$50.28$50.0018.1%5.2%13.0%72.2%16.7%5.1%-1.4%-120.1K2.1M-9.4K0.56109.96437243817915
2022-10-04$50.79$50.0016.2%4.7%13.4%63.4%16.6%4.5%-0.5%-88.6K633.7K-10.0K0.5794.794172391,032915
2022-10-05$50.58$50.0016.0%4.6%13.4%62.3%16.5%4.6%-0.1%-93.8K819.0K-9.9K0.5992.274382601,036915
2022-10-06$50.46$45.0017.4%4.8%13.4%68.7%24.2%4.6%-0.2%-100.7K901.6K-9.7K0.6083.254382631,037936
2022-10-07$50.50$45.0018.0%4.4%13.4%71.6%14.1%9.7%-0.1%-89.7K698.4K-10.1K0.5792.324492581,048940
2022-10-10$50.24$45.0018.9%5.0%13.4%76.0%20.1%4.4%-0.8%-110.6K1.1M-9.5K0.6380.824122581,058961
2022-10-11$50.22$45.0019.5%5.2%13.4%78.6%20.0%4.7%-0.9%-107.9K1.1M-9.3K0.6883.383782581,071961
2022-10-12$50.15$45.0018.5%5.3%11.5%73.9%21.0%4.4%-1.1%-104.2K1.2M-9.4K0.7282.863562581,072961
2022-10-13$49.70$45.0017.8%5.1%11.2%70.9%18.9%3.9%-0.6%-110.4K1.6M-8.9K0.6889.823632481,075961
2022-10-14$49.82$45.0018.1%5.2%6.9%72.4%29.8%4.3%-0.6%-116.0K1.6M-9.1K0.6791.584172811,076971
2022-10-17$49.78$45.0018.1%5.2%6.9%72.3%19.9%4.1%-0.9%-159.5K1.7M-8.4K0.6277.964392721,057984
2022-10-18$49.92$45.0016.4%4.7%6.9%64.2%16.9%2.6%0.1%-211.6K1.7M-8.0K0.6278.624412721,1021,005
2022-10-19$49.63$45.0018.0%5.2%7.1%71.9%17.8%3.2%-0.5%-193.3K1.9M-7.8K0.6982.673942721,1021,005
2022-10-20$49.34$45.0018.3%5.2%7.1%73.0%19.5%3.0%-0.5%-193.1K2.2M-7.2K0.8981.413943521,1021,005
2022-10-21$48.98$45.0018.4%5.3%7.3%73.4%18.5%2.9%-1.0%-237.9K2.4M-6.8K0.8678.104253641,102998
2022-10-24$48.47$45.0019.0%5.5%7.8%76.6%19.3%3.2%-0.9%-92.8K1.9M-6.4K0.7391.414193071,007845
2022-10-25$48.53$45.0016.5%4.7%7.9%64.8%17.4%3.0%-1.2%-108.4K2.0M-5.8K0.74100.474203091,012901
2022-10-26$48.75$45.0015.4%4.4%8.2%59.4%16.3%2.4%-1.0%-160.8K1.9M-5.9K1.05100.744654881,016901
2022-10-27$48.96$46.0015.7%4.5%8.4%61.1%17.6%2.9%-0.0%-232.1K1.1M-7.1K1.0357.784354501,2161,127
2022-10-28$49.11$46.0015.7%4.5%8.5%60.8%17.0%2.6%-1.0%-224.1K983.3K-7.1K1.05107.314304501,2291,127
2022-10-31$49.07$46.0014.2%4.1%8.2%54.2%16.0%1.6%0.1%-235.6K1.0M-6.6K0.94105.294824511,2311,127