HYD Options History — October 2024

In October 2024, HYD traded between $51.94 and $53.06. ATM implied volatility averaged 7.6%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 2.3%. IV traded above realized volatility by 3.8% (HV 20d: 3.8%). Max pain ranged from $53.00 to $53.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 7.31.

Notable Days

  • 2024-10-08: Highest Volume — 248 contracts
  • 2024-10-09: Largest IV spike — 46.2% change
  • 2024-10-30: Highest IV Rank — 100.0%
  • 2024-10-31: Largest Expected Move — 3.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.51$51.94$53.06$53.00$52.28
Max Pain$53.00$53.00$53.00$53.00$53.00
ATM IV7.6%4.5%12.8%5.7%12.8%
Expected Move2.3%1.6%3.7%1.6%3.7%
HV 20d3.8%2.4%4.9%2.4%4.7%
HV 60d3.9%3.8%4.2%3.8%3.8%
IV Rank42.3%8.2%100.0%20.2%100.0%
IV Percentile53.1%3.2%100.0%23.0%99.6%
Term Structure-1.0%-5.7%1.0%0.3%-3.4%
VWIV8.7%5.2%15.1%5.7%12.7%
Skew 25d1.2%0.1%2.1%0.1%1.7%
Skew 10d1.3%-1.3%6.5%0.2%2.8%
Call IV 25d7.4%5.0%14.5%5.0%12.1%
Put IV 25d8.6%5.2%16.5%5.2%13.8%
Bid-Ask Spread %26.6318.4649.8423.8418.46
Gamma HHI0.380.360.400.390.39
Net GEX-396.8K-478.9K-315.7K-345.1K-441.4K
Net DEX1.9M954.3K2.8M990.1K2.4M
Net VEX-8.6K-9.1K-7.4K-8.7K-8.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.310.0030.007.002.00
Total Volume33.3481248833
Total OI1,275.5221,1621,3981,1621,398

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$53.00$53.005.7%1.6%2.4%20.2%5.7%0.1%0.3%-345.1K990.1K-8.7K7.0023.8417374788
2024-10-02$53.06$53.005.9%1.7%2.4%21.7%5.2%0.2%0.4%-342.9K954.3K-8.6K7.0025.67428375793
2024-10-03$52.92$53.006.1%1.8%2.7%23.8%6.3%0.7%1.0%-315.7K1.2M-9.0K0.9629.892625377798
2024-10-04$52.73$53.004.5%1.9%3.0%8.7%7.3%0.3%-0.4%-365.8K1.5M-9.0K0.0023.1604402823
2024-10-07$52.48$53.004.5%2.1%3.5%8.2%0.0%1.6%0.0%-367.8K2.0M-8.2K21.0032.54242402819
2024-10-08$52.63$53.004.6%2.0%3.3%9.7%7.0%0.7%-0.7%-397.2K1.7M-8.5K30.0023.638240404816
2024-10-09$52.50$53.006.8%1.9%3.4%33.6%6.5%0.1%-0.7%-378.9K1.9M-8.9K0.0023.4801412855
2024-10-10$52.53$53.006.4%1.8%3.4%29.7%7.0%0.5%-0.3%-363.7K1.9M-8.9K10.5025.45221412856
2024-10-11$52.66$53.006.2%1.8%3.5%26.8%0.0%1.0%0.1%-366.0K1.7M-9.1K0.0025.92015414877
2024-10-14$52.53$53.006.3%1.8%3.6%28.9%7.4%0.9%-0.3%-418.3K2.0M-8.6K0.0022.94076414892
2024-10-15$52.72$53.006.2%1.8%3.8%27.2%0.0%1.9%-0.1%-370.9K1.6M-9.0K20.0023.53120414908
2024-10-16$52.77$53.006.6%1.9%3.8%32.2%0.0%1.8%-0.3%-361.3K1.6M-9.0K2.5025.0425415928
2024-10-17$52.70$53.006.7%1.9%3.8%32.6%0.0%1.8%-0.1%-382.3K1.7M-9.1K0.0026.8420417933
2024-10-18$52.70$53.006.6%1.9%3.8%31.8%7.4%1.5%-0.4%-396.6K1.7M-8.8K1.0024.3988419921
2024-10-21$52.55$53.007.1%2.0%3.9%37.5%0.0%1.0%-1.0%-475.8K1.9M-8.5K0.5024.61105350862
2024-10-22$52.33$53.007.1%2.0%4.1%37.4%0.0%1.6%-0.6%-478.9K2.2M-8.2K1.0033.5411361867
2024-10-23$51.94$53.007.7%2.2%4.8%44.3%7.8%0.5%-0.9%-416.4K2.8M-7.4K0.0029.4003362868
2024-10-24$52.05$53.008.9%2.6%4.9%58.0%9.0%1.3%-1.4%-405.0K2.6M-7.6K16.7526.79467362871
2024-10-25$52.16$53.0010.2%2.9%4.6%71.7%10.0%1.7%-5.7%-429.7K2.5M-8.8K3.5623.40932366938
2024-10-28$52.19$53.0011.7%3.4%4.7%89.1%11.6%1.8%-3.2%-453.5K2.5M-8.6K0.0023.58013375970
2024-10-29$52.17$53.0012.6%3.6%4.7%99.1%12.5%1.9%-3.2%-431.2K2.5M-8.8K0.1526.59132375982
2024-10-30$52.22$53.0012.8%3.7%4.7%100.0%15.1%2.1%-3.2%-423.0K2.4M-8.9K0.3049.84206388984
2024-10-31$52.28$53.0012.8%3.7%4.7%100.0%12.7%1.7%-3.4%-441.4K2.4M-8.8K2.0018.461122408990