HYD Options History — June 2024

In June 2024, HYD traded between $51.33 and $52.34. ATM implied volatility averaged 6.2%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 2.0% (HV 20d: 4.2%). Max pain ranged from $51.00 to $53.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.51.

Notable Days

2024-06-14: Highest Volume — 88 contracts
2024-06-11: Largest IV spike — 28.0% change
2024-06-11: Highest IV Rank — 34.4%
2024-06-17: Largest Expected Move — 2.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.90	$51.33	$52.34	$51.33	$51.70
Max Pain	$51.89	$51.00	$53.00	$51.00	$52.00
ATM IV	6.2%	5.6%	7.1%	6.4%	5.8%
Expected Move	1.8%	1.6%	2.0%	1.8%	1.7%
HV 20d	4.2%	3.2%	4.8%	3.2%	4.8%
HV 60d	4.7%	4.4%	4.9%	4.4%	4.6%
IV Rank	25.1%	18.5%	34.4%	27.2%	20.9%
IV Percentile	16.1%	8.3%	29.8%	16.7%	11.9%
Term Structure	0.5%	-0.7%	2.4%	-0.1%	0.5%
VWIV	6.3%	5.5%	7.3%	6.3%	5.9%
Skew 25d	1.0%	-0.7%	2.2%	-0.2%	0.9%
Skew 10d	2.1%	-0.6%	6.1%	-0.6%	2.2%
Call IV 25d	5.8%	4.9%	6.9%	6.4%	5.9%
Put IV 25d	6.8%	5.3%	7.3%	6.2%	6.8%
Bid-Ask Spread %	25.92	11.70	35.21	11.70	28.50
Gamma HHI	0.38	0.24	0.67	0.31	0.26
Net GEX	129.8K	-84.9K	449.4K	9.2K	-84.1K
Net DEX	-227.2K	-784.1K	166.6K	58.4K	166.6K
Net VEX	-2.8K	-3.3K	-2.4K	-2.9K	-3.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.51	0.00	12.00	0.00	0.00
Total Volume	22.789	0	88	20	38
Total OI	768.895	403	905	806	559

Daily Data (19 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
2024-06-03	$51.33	$51.00	6.4%	1.8%	3.2%	27.2%	6.3%	-0.2%	-0.1%	9.2K	58.4K	-2.9K	0.00	11.70	0	20	482	324
2024-06-04	$51.50	$51.00	6.5%	1.9%	3.3%	27.8%	0.0%	0.5%	0.4%	52.7K	-54.0K	-3.0K	0.00	18.06	12	0	482	344
2024-06-05	$51.75	$51.00	6.2%	1.8%	3.4%	25.1%	0.0%	-0.7%	-0.7%	151.9K	-258.4K	-3.1K	0.00	13.29	0	14	494	344
2024-06-06	$51.89	$53.00	6.5%	1.8%	3.6%	27.6%	6.1%	0.7%	0.7%	174.2K	-328.7K	-3.1K	1.00	27.07	2	2	494	358
2024-06-07	$51.67	$52.00	6.1%	1.8%	3.9%	24.2%	0.0%	1.2%	0.7%	113.3K	-140.9K	-3.0K	0.00	26.66	0	1	496	356
2024-06-10	$51.64	$52.00	5.6%	1.8%	3.9%	18.5%	0.0%	0.9%	0.5%	72.6K	-108.2K	-2.8K	0.00	21.42	0	15	496	355
2024-06-11	$51.80	$52.00	7.1%	1.9%	4.0%	34.4%	0.0%	1.7%	0.6%	149.5K	-261.3K	-2.7K	0.00	21.59	0	0	496	370
2024-06-12	$51.94	$52.00	6.1%	1.8%	4.1%	23.9%	0.0%	1.7%	0.8%	272.5K	-385.1K	-2.7K	12.00	35.21	2	24	496	370
2024-06-13	$52.28	$52.00	5.9%	1.7%	4.6%	21.8%	0.0%	0.5%	2.1%	313.9K	-741.3K	-2.6K	0.38	33.01	26	10	496	386
2024-06-14	$52.34	$52.00	5.6%	1.6%	4.6%	19.1%	5.5%	0.4%	2.4%	296.5K	-784.1K	-2.6K	0.13	31.09	78	10	507	394
2024-06-17	$52.09	$52.00	6.8%	2.0%	4.8%	31.1%	0.0%	0.2%	0.4%	218.0K	-398.5K	-2.6K	0.00	32.34	0	1	483	404
2024-06-18	$52.22	$52.00	6.5%	1.9%	4.7%	27.5%	6.4%	0.9%	1.1%	228.7K	-529.0K	-2.6K	0.00	31.44	0	5	483	405
2024-06-20	$52.09	$52.00	6.3%	1.8%	4.8%	25.6%	6.3%	2.1%	0.1%	333.7K	-406.6K	-2.6K	0.00	27.45	0	12	483	410
2024-06-21	$52.05	$52.00	6.4%	1.8%	4.6%	26.9%	6.6%	2.2%	-0.1%	449.4K	-338.0K	-2.5K	0.25	24.60	4	1	483	422
2024-06-24	$52.05	$52.00	6.1%	1.8%	4.6%	23.9%	6.1%	2.0%	0.2%	-52.4K	10.6K	-2.4K	0.76	23.39	29	22	208	195
2024-06-25	$52.09	$52.00	5.9%	1.7%	4.5%	22.1%	7.3%	1.8%	0.2%	-65.7K	-7.3K	-2.8K	0.54	27.65	56	30	237	217
2024-06-26	$51.91	$52.00	6.3%	1.8%	4.7%	25.5%	0.0%	1.5%	0.3%	-82.3K	73.6K	-3.3K	0.00	28.18	0	0	293	247
2024-06-27	$51.83	$52.00	6.0%	1.7%	4.7%	23.1%	6.1%	1.0%	0.2%	-84.9K	114.9K	-3.2K	0.00	29.78	19	0	293	247
2024-06-28	$51.70	$52.00	5.8%	1.7%	4.8%	20.9%	5.9%	0.9%	0.5%	-84.1K	166.6K	-3.2K	0.00	28.50	38	0	312	247