HYD Options History — November 2024

In November 2024, HYD traded between $51.55 and $52.84. ATM implied volatility averaged 9.1%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 2.3%. IV traded above realized volatility by 1.8% (HV 20d: 7.2%). Max pain ranged from $53.00 to $53.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 4.52.

Notable Days

2024-11-01: Highest Volume — 429 contracts
2024-11-04: Largest IV spike — 47.1% change
2024-11-04: Highest IV Rank — 100.0%
2024-11-01: Largest Expected Move — 3.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.28	$51.55	$52.84	$52.03	$52.84
Max Pain	$53.00	$53.00	$53.00	$53.00	$53.00
ATM IV	9.1%	7.0%	16.7%	10.6%	7.0%
Expected Move	2.3%	2.0%	3.0%	3.0%	2.0%
HV 20d	7.2%	4.7%	8.1%	4.8%	7.5%
HV 60d	5.1%	3.9%	5.4%	3.9%	5.3%
IV Rank	42.4%	25.2%	100.0%	75.7%	25.2%
IV Percentile	80.7%	57.1%	100.0%	98.0%	57.1%
Term Structure	-0.6%	-8.0%	0.6%	-8.0%	0.6%
VWIV	8.4%	6.4%	10.5%	10.2%	7.0%
Skew 25d	1.3%	-1.1%	4.0%	4.0%	1.5%
Skew 10d	1.7%	0.3%	7.3%	0.6%	7.3%
Call IV 25d	7.7%	6.0%	11.4%	11.4%	6.0%
Put IV 25d	9.0%	7.3%	15.4%	15.4%	7.5%
Bid-Ask Spread %	31.07	18.74	51.90	35.91	28.05
Gamma HHI	0.48	0.31	0.74	0.41	0.35
Net GEX	-566.1K	-1.4M	-240.1K	-432.0K	-459.4K
Net DEX	2.3M	1.5M	3.8M	2.7M	1.5M
Net VEX	-8.5K	-10.7K	-7.7K	-8.3K	-8.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.52	0.00	47.00	0.41	1.43
Total Volume	71.25	0	429	429	170
Total OI	1,741.6	1,401	2,082	1,431	1,584

Daily Data (20 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
2024-11-01	$52.03	$53.00	10.6%	3.0%	4.8%	75.7%	10.2%	4.0%	-8.0%	-432.0K	2.7M	-8.3K	0.41	35.91	305	124	419	1,012
2024-11-04	$52.25	$53.00	15.6%	2.9%	4.8%	100.0%	9.7%	1.3%	-1.8%	-267.4K	2.0M	-10.3K	0.17	40.76	47	8	724	1,132
2024-11-05	$52.34	$53.00	16.7%	3.0%	4.7%	100.0%	10.5%	1.7%	-2.0%	-240.1K	1.7M	-10.7K	0.63	51.90	8	5	771	1,140
2024-11-06	$51.55	$53.00	9.6%	2.4%	7.1%	44.8%	9.7%	-1.1%	-0.2%	-517.6K	3.7M	-8.0K	10.35	31.76	17	176	779	1,145
2024-11-07	$51.69	$53.00	7.9%	2.2%	7.2%	31.8%	7.9%	1.2%	0.2%	-684.6K	3.8M	-7.7K	47.00	32.93	4	188	794	1,176
2024-11-08	$52.20	$53.00	8.2%	2.2%	8.1%	34.2%	0.0%	1.5%	0.1%	-621.9K	2.7M	-9.5K	3.00	18.74	2	6	794	1,230
2024-11-11	$52.28	$53.00	9.4%	2.2%	8.1%	43.2%	0.0%	1.3%	0.2%	-665.6K	2.6M	-8.9K	0.00	26.22	21	0	796	1,236
2024-11-12	$52.11	$53.00	11.5%	2.4%	8.0%	59.3%	8.7%	1.1%	-0.2%	-751.5K	3.0M	-8.5K	1.21	22.81	19	23	810	1,236
2024-11-13	$52.11	$53.00	7.5%	2.2%	8.0%	29.2%	8.2%	0.4%	0.2%	-1.1M	3.1M	-8.2K	3.00	25.87	2	6	829	1,253
2024-11-14	$52.17	$53.00	7.8%	2.2%	8.0%	31.1%	7.8%	1.2%	-0.1%	-1.4M	2.8M	-8.1K	0.50	34.69	2	1	831	1,251
2024-11-15	$52.32	$53.00	7.6%	2.2%	8.1%	29.3%	7.6%	1.7%	0.2%	-946.4K	2.4M	-8.0K	0.00	44.06	106	0	831	1,246
2024-11-18	$52.28	$53.00	7.9%	2.3%	8.0%	32.2%	7.1%	1.6%	-1.0%	-355.9K	1.9M	-8.3K	0.00	27.75	16	0	541	860
2024-11-19	$52.34	$53.00	8.2%	2.4%	7.9%	34.3%	6.4%	3.6%	-0.1%	-352.6K	1.9M	-8.4K	0.04	32.76	27	1	560	860
2024-11-20	$52.36	$53.00	8.1%	2.3%	7.4%	33.5%	0.0%	1.0%	-0.6%	-345.7K	1.9M	-8.2K	0.00	26.44	0	0	587	861
2024-11-21	$52.34	$53.00	8.1%	2.3%	7.4%	33.1%	0.0%	0.4%	-0.0%	-360.8K	1.9M	-8.1K	0.00	29.36	0	0	587	861
2024-11-22	$52.39	$53.00	7.9%	2.3%	7.3%	31.8%	7.9%	0.9%	0.3%	-380.9K	1.8M	-7.9K	0.00	28.15	0	50	587	861
2024-11-25	$52.59	$53.00	7.1%	2.0%	7.4%	25.6%	0.0%	0.5%	-0.1%	-483.5K	1.6M	-7.8K	0.00	36.35	0	84	587	907
2024-11-26	$52.59	$53.00	7.2%	2.1%	7.4%	26.7%	0.0%	0.5%	0.3%	-492.6K	2.0M	-8.2K	0.00	22.10	0	0	587	990
2024-11-27	$52.72	$53.00	7.3%	2.1%	7.5%	27.5%	0.0%	0.9%	0.1%	-481.6K	1.8M	-8.2K	0.00	24.72	7	0	587	990
2024-11-29	$52.84	$53.00	7.0%	2.0%	7.5%	25.2%	7.0%	1.5%	0.6%	-459.4K	1.5M	-8.2K	1.43	28.05	70	100	594	990