HYD Options History — August 2024

In August 2024, HYD traded between $52.00 and $52.61. ATM implied volatility averaged 6.0%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 1.3% (HV 20d: 4.7%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 4.95.

Notable Days

  • 2024-08-23: Highest Volume — 78 contracts
  • 2024-08-13: Largest IV spike — 28.8% change
  • 2024-08-14: Highest IV Rank — 38.8%
  • 2024-08-13: Largest Expected Move — 2.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.33$52.00$52.61$52.34$52.31
Max Pain$52.00$52.00$52.00$52.00$52.00
ATM IV6.0%4.4%7.6%7.2%4.4%
Expected Move1.7%1.3%2.2%2.1%1.3%
HV 20d4.7%3.9%5.1%4.0%4.7%
HV 60d4.5%4.3%4.8%4.3%4.6%
IV Rank22.8%6.2%38.8%35.5%6.2%
IV Percentile22.0%1.2%53.6%41.3%1.2%
Term Structure0.8%-0.7%2.3%-0.6%2.3%
VWIV6.4%4.6%8.0%6.5%5.2%
Skew 25d2.2%-0.1%8.3%0.5%7.4%
Skew 10d6.9%-1.9%20.7%-0.1%20.7%
Call IV 25d5.6%3.4%7.4%6.6%3.7%
Put IV 25d7.8%4.7%12.3%7.0%11.1%
Bid-Ask Spread %14.6510.5930.1917.6210.59
Gamma HHI0.370.290.530.290.53
Net GEX-116.2K-270.5K72.9K-2.8K-269.4K
Net DEX19.6K-261.0K210.8K-151.9K206.1K
Net VEX-3.6K-3.8K-3.2K-3.5K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.950.0025.000.601.00
Total Volume18.318078810
Total OI767.182646885646885

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$52.34$52.007.2%2.1%4.0%35.5%0.0%0.5%-0.6%-2.8K-151.9K-3.5K0.6017.6253354292
2024-08-02$52.48$52.006.2%1.8%3.9%24.5%6.5%0.4%1.6%12.8K-240.6K-3.5K3.7530.19830359295
2024-08-05$52.61$52.006.6%1.9%4.0%29.2%7.0%0.4%1.0%8.4K-261.0K-3.7K0.1818.41112362325
2024-08-06$52.39$52.007.0%1.8%4.3%33.4%0.0%0.7%1.0%-28.1K-81.8K-3.5K20.0016.89120365329
2024-08-07$52.08$52.007.0%1.8%4.8%33.4%6.4%0.7%1.1%-121.3K137.6K-3.6K0.0915.57111366349
2024-08-08$52.00$52.006.9%2.0%4.7%31.8%7.6%0.4%0.6%-150.1K205.2K-3.5K0.0014.81021366350
2024-08-09$52.11$52.006.2%2.0%4.7%24.6%6.9%1.1%0.2%-183.9K149.7K-3.6K0.0011.69051366371
2024-08-12$52.19$52.005.3%2.0%4.6%16.1%0.0%0.8%0.6%-258.1K162.5K-3.8K0.0012.09020366422
2024-08-13$52.34$52.006.9%2.2%4.6%31.8%8.0%1.8%0.1%-100.2K-29.7K-3.8K0.0019.0803366403
2024-08-14$52.44$52.007.6%2.2%4.6%38.8%0.0%0.9%0.8%-82.5K-42.9K-3.8K0.0011.87130366406
2024-08-15$52.19$52.007.2%2.1%4.9%35.2%7.2%0.7%0.3%-241.3K111.9K-3.8K0.0012.01013379411
2024-08-16$52.27$52.006.0%1.7%4.9%23.1%5.9%0.7%0.3%-208.7K113.9K-3.6K3.7115.88726379424
2024-08-19$52.33$52.006.8%2.0%4.8%31.4%6.3%1.0%-0.7%-60.8K57.4K-3.6K0.0616.91161369371
2024-08-20$52.41$52.006.1%1.7%4.8%23.9%0.0%1.0%-0.2%-44.5K11.5K-3.8K0.0012.5800385372
2024-08-21$52.44$52.005.3%1.5%4.8%15.8%0.0%1.8%0.9%-10.5K-98.6K-3.3K0.0011.33100385372
2024-08-22$52.30$52.005.1%1.5%4.9%13.4%0.0%8.3%1.0%-59.9K1.4K-3.3K0.0011.6400395372
2024-08-23$52.61$52.005.1%1.5%5.1%13.8%4.7%-0.1%0.9%72.9K-260.7K-3.2K25.0015.10375395372
2024-08-26$52.47$52.004.4%1.3%5.0%6.6%0.0%1.8%2.2%-123.3K-28.9K-3.6K0.0011.12020396447
2024-08-27$52.41$52.004.7%1.4%5.0%9.8%0.0%4.4%2.0%-165.4K59.1K-3.6K0.0012.4100396467
2024-08-28$52.30$52.004.9%1.4%5.0%11.9%0.0%7.4%1.2%-270.5K199.4K-3.5K0.0012.2202396467
2024-08-29$52.30$52.004.8%1.4%4.8%10.5%4.6%6.9%1.1%-268.5K210.8K-3.5K1.0012.201010396469
2024-08-30$52.31$52.004.4%1.3%4.7%6.2%5.2%7.4%2.3%-269.4K206.1K-3.8K0.0010.59010406479