HYD Options History — May 2024 In May 2024, HYD traded between $51.06 and $51.98. ATM implied volatility averaged 5.5%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 0.9% (HV 20d: 4.6%). Max pain ranged from $51.00 to $52.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.71.
Notable Days 2024-05-23 : Highest Volume — 67 contracts2024-05-03 : Largest IV drop — 43.9% change2024-05-14 : Highest IV Rank — 41.6%2024-05-01 : Largest Expected Move — 2.1%Monthly Statistics Metric Avg Min Max Open Close Price $51.56 $51.06 $51.98 $51.06 $51.28 Max Pain $51.14 $51.00 $52.00 $52.00 $51.00 ATM IV 5.5% 3.8% 7.8% 7.3% 5.1% Expected Move 1.6% 1.1% 2.1% 2.1% 1.5% HV 20d 4.6% 4.2% 5.6% 4.9% 4.2% HV 60d 4.6% 4.4% 4.9% 4.7% 4.4% IV Rank 17.3% 0.0% 41.6% 33.1% 13.4% IV Percentile 7.9% 0.0% 42.1% 22.2% 4.8% Term Structure 1.0% -0.1% 2.7% 0.4% 2.1% VWIV 5.9% 4.2% 8.3% 6.7% 8.3% Skew 25d 2.2% -1.6% 9.1% 0.3% 9.1% Skew 10d 6.0% -2.4% 19.5% 0.3% 19.5% Call IV 25d 5.4% 3.6% 7.8% 6.3% 6.5% Put IV 25d 7.6% 5.6% 15.6% 6.6% 15.6% Bid-Ask Spread % 15.93 11.36 37.47 37.47 12.76 Gamma HHI 0.34 0.22 0.50 0.22 0.36 Net GEX 91.8K -97.4K 318.0K -2.1K -68.7K Net DEX -135.1K -451.2K 257.8K 49.9K 122.1K Net VEX -2.8K -3.2K -2.3K -3.0K -2.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.00 2.40 0.00 0.00 Total Volume 13.909 0 67 13 0 Total OI 785.682 722 848 747 812
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-05-01 $51.06 $52.00 7.3% 2.1% 4.9% 33.1% 0.0% 0.3% 0.4% -2.1K 49.9K -3.0K 0.00 37.47 13 0 459 288 2024-05-02 $51.14 $52.00 6.8% 2.0% 4.9% 28.1% 0.0% 0.9% 0.3% 15.4K 11.0K -2.9K 2.33 19.54 6 14 472 288 2024-05-03 $51.53 $52.00 3.8% 1.1% 5.5% 0.0% 0.0% 2.3% 2.7% 81.7K -159.7K -3.0K 0.04 12.55 26 1 466 298 2024-05-06 $51.61 $51.00 3.8% 1.7% 5.5% 0.0% 6.7% 1.9% 1.2% 95.2K -191.2K -2.8K 0.60 13.19 20 12 466 299 2024-05-07 $51.84 $51.00 5.0% 1.7% 5.6% 12.3% 5.7% 1.5% 1.2% 162.6K -285.3K -2.9K 2.00 15.16 1 2 477 303 2024-05-08 $51.84 $51.00 5.3% 1.7% 5.1% 15.4% 5.9% 1.6% 1.0% 188.0K -383.1K -2.5K 2.40 12.75 5 12 478 304 2024-05-09 $51.81 $51.00 5.5% 1.8% 4.9% 17.8% 0.0% 2.0% 0.8% 157.3K -291.7K -3.1K 0.00 13.89 0 0 483 313 2024-05-10 $51.75 $51.00 5.3% 1.9% 4.4% 16.0% 6.2% 2.0% 0.6% 140.6K -274.9K -3.2K 0.00 12.88 2 0 483 313 2024-05-13 $51.75 $51.00 6.0% 1.8% 4.4% 22.4% 0.0% 2.1% 0.6% 171.3K -241.0K -3.2K 0.00 15.59 19 0 485 313 2024-05-14 $51.80 $51.00 7.8% 1.7% 4.3% 41.6% 0.0% 2.3% 1.4% 173.4K -321.8K -3.0K 0.00 17.40 0 0 504 313 2024-05-15 $51.98 $51.00 5.8% 1.7% 4.3% 21.0% 4.2% 1.7% 0.9% 318.0K -451.2K -2.7K 2.00 14.71 2 4 504 313 2024-05-16 $51.95 $51.00 5.5% 1.6% 4.2% 17.4% 5.8% 1.4% 0.4% 283.0K -333.0K -2.8K 0.50 13.89 20 10 506 316 2024-05-17 $51.78 $51.00 4.9% 1.4% 4.5% 11.2% 4.7% 4.8% 0.9% 236.8K -240.0K -2.6K 0.10 14.83 10 1 522 326 2024-05-20 $51.66 $51.00 4.8% 1.4% 4.5% 10.3% 4.6% 1.2% 1.2% 110.7K -234.3K -2.4K 0.75 15.88 24 18 462 260 2024-05-21 $51.64 $51.00 5.2% 1.5% 4.5% 14.3% 0.0% 1.8% 1.0% 138.9K -228.7K -2.7K 0.00 15.77 1 0 482 259 2024-05-22 $51.45 $51.00 4.7% 1.3% 4.7% 9.5% 5.7% -0.0% 1.9% 73.5K -83.3K -2.5K 0.00 14.96 0 5 483 259 2024-05-23 $51.39 $51.00 5.0% 1.4% 4.3% 12.4% 5.9% -0.3% 1.5% 50.0K -55.8K -2.3K 0.00 17.60 0 67 483 264 2024-05-24 $51.39 $51.00 4.5% 1.3% 4.3% 8.1% 0.0% 4.5% 1.6% -54.0K 54.9K -2.8K 0.00 11.36 0 1 483 323 2024-05-28 $51.30 $51.00 5.9% 1.7% 4.3% 21.5% 6.7% 7.8% 0.5% -74.6K 136.9K -2.5K 0.00 12.55 1 0 483 324 2024-05-29 $51.22 $51.00 6.8% 2.0% 4.3% 31.3% 8.3% 0.1% -0.1% -97.4K 257.8K -2.9K 0.67 18.41 3 2 484 324 2024-05-30 $51.22 $51.00 6.2% 1.8% 4.2% 24.5% 0.0% -1.6% 0.2% -79.5K 171.0K -2.7K 0.00 17.21 4 0 484 324 2024-05-31 $51.28 $51.00 5.1% 1.5% 4.2% 13.4% 0.0% 9.1% 2.1% -68.7K 122.1K -2.6K 0.00 12.76 0 0 488 324
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