HYG Options History — August 2023 In August 2023, HYG traded between $73.94 and $75.35. ATM implied volatility averaged 7.9%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 2.1%. IV traded above realized volatility by 0.3% (HV 20d: 7.6%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 7.42.
Notable Days 2023-08-01 : Highest Volume — 575,077 contracts2023-08-16 : Largest IV spike — 20.3% change2023-08-03 : Highest IV Rank — 24.7%2023-08-16 : Largest Expected Move — 2.6%Monthly Statistics Metric Avg Min Max Open Close Price $74.65 $73.94 $75.35 $74.69 $75.35 Max Pain $75.00 $75.00 $75.00 $75.00 $75.00 ATM IV 7.9% 6.3% 9.2% 8.2% 6.3% Expected Move 2.1% 1.6% 2.6% 2.2% 1.6% HV 20d 7.6% 6.2% 9.0% 9.0% 6.2% HV 60d 7.2% 7.0% 7.4% 7.4% 7.2% IV Rank 15.2% 3.8% 24.7% 17.3% 3.8% IV Percentile 15.8% 2.8% 29.0% 16.7% 2.8% Term Structure -0.1% -0.8% 0.9% -0.6% 0.1% VWIV 8.4% 6.0% 11.3% 8.3% 6.0% Skew 25d 2.5% 1.6% 3.6% 2.0% 1.6% Skew 10d 4.9% 3.0% 7.0% 4.2% 3.0% Call IV 25d 6.9% 5.8% 8.1% 7.1% 5.9% Put IV 25d 9.4% 7.4% 11.2% 9.1% 7.5% Bid-Ask Spread % 7.33 2.14 19.14 2.16 11.19 Gamma HHI 0.17 0.12 0.40 0.12 0.20 Net GEX -1.62B -4.07B -462.8M -1.18B -617.2M Net DEX 4.46B 72.4M 9.08B 4.04B 72.4M Net VEX -34.0M -42.4M -19.8M -35.5M -19.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.42 0.52 75.07 13.79 0.84 Total Volume 310,055.174 109,803 575,077 575,077 450,920 Total OI 7,536,854.043 6,941,511 8,259,497 6,941,511 7,721,415
Daily Data (23 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 2023-08-01 $74.69 $75.00 8.2% 2.2% 9.0% 17.3% 8.3% 2.0% -0.6% -1.18B 4.04B -35.5M 13.79 2.16 38,893 536,184 1,367,261 5,574,250 2023-08-02 $74.47 $75.00 8.9% 2.3% 9.0% 22.2% 7.7% 2.4% -0.5% -1.51B 5.60B -41.2M 1.75 2.14 142,947 250,416 1,391,316 5,796,283 2023-08-03 $74.23 $75.00 9.2% 2.5% 8.6% 24.7% 9.5% 2.5% -0.5% -1.71B 6.59B -42.4M 2.11 4.55 109,645 231,151 1,447,887 5,906,661 2023-08-04 $74.66 $75.00 8.9% 2.2% 8.8% 22.3% 9.5% 2.5% -0.4% -1.35B 4.67B -40.0M 5.66 8.75 42,663 241,430 1,425,050 6,028,180 2023-08-07 $74.77 $75.00 8.2% 2.2% 8.8% 17.1% 8.3% 2.5% -0.2% -1.33B 4.46B -39.2M 2.25 5.46 125,812 282,891 1,423,276 6,132,340 2023-08-08 $74.94 $75.00 8.3% 2.2% 8.6% 17.8% 10.0% 2.6% -0.4% -1.15B 4.10B -38.0M 75.07 7.35 4,433 332,764 1,371,481 6,095,613 2023-08-09 $74.94 $75.00 8.1% 2.2% 7.9% 16.7% 8.3% 2.4% -0.5% -1.18B 3.88B -37.2M 1.08 4.55 117,534 127,253 1,381,441 6,205,739 2023-08-10 $74.90 $75.00 7.8% 2.2% 7.6% 14.4% 9.8% 2.8% -0.1% -1.30B 4.08B -36.4M 8.19 4.95 29,913 245,095 1,459,265 6,215,968 2023-08-11 $74.73 $75.00 7.8% 2.1% 7.1% 14.7% 8.5% 2.7% -0.7% -1.57B 5.04B -37.6M 3.34 5.30 58,027 193,640 1,466,586 6,320,864 2023-08-14 $74.81 $75.00 7.5% 2.1% 7.0% 12.3% 9.9% 2.9% 0.1% -1.61B 4.61B -35.1M 2.41 5.73 59,988 144,470 1,469,666 6,328,018 2023-08-15 $74.59 $75.00 7.5% 2.1% 7.0% 12.7% 9.2% 2.9% 0.9% -1.89B 5.24B -35.0M 11.91 4.65 18,244 217,285 1,523,828 6,385,158 2023-08-16 $74.41 $75.00 9.0% 2.6% 7.0% 23.4% 11.3% 3.6% -0.8% -2.23B 6.90B -38.7M 6.03 5.99 28,070 169,157 1,532,140 6,486,390 2023-08-17 $73.94 $75.00 8.7% 2.5% 7.1% 20.8% 9.4% 3.4% -0.1% -3.15B 9.08B -37.9M 3.62 10.45 97,967 354,928 1,561,311 6,584,723 2023-08-18 $74.13 $75.00 8.0% 2.3% 7.1% 15.8% 7.8% 2.6% 0.2% -4.07B 7.24B -36.2M 4.95 19.14 52,782 261,084 1,635,344 6,624,153 2023-08-21 $74.12 $75.00 8.0% 2.2% 7.1% 16.0% 8.8% 2.6% -0.0% -1.87B 5.71B -32.8M 7.26 18.83 33,457 243,046 1,317,240 5,677,339 2023-08-22 $74.12 $75.00 7.9% 2.2% 7.1% 15.5% 7.8% 2.7% 0.1% -1.96B 5.94B -32.8M 0.52 4.99 72,357 37,446 1,334,101 5,815,801 2023-08-23 $74.75 $75.00 7.8% 2.2% 7.6% 14.4% 7.8% 2.9% 0.1% -1.45B 3.43B -31.0M 3.59 5.06 46,764 168,007 1,384,538 5,841,449 2023-08-24 $74.23 $75.00 8.1% 2.2% 7.4% 16.7% 8.6% 2.5% 0.2% -2.03B 5.35B -31.9M 1.90 5.03 125,744 238,918 1,392,664 5,820,852 2023-08-25 $74.62 $75.00 7.4% 2.0% 7.4% 11.8% 6.8% 2.0% 0.1% -1.54B 3.47B -29.6M 1.75 5.13 95,097 166,201 1,462,908 5,917,189 2023-08-28 $74.91 $75.00 6.7% 1.8% 7.4% 6.8% 6.5% 2.0% 0.3% -1.24B 2.08B -25.9M 2.84 4.87 84,184 239,267 1,489,538 5,903,692 2023-08-29 $75.34 $75.00 6.3% 1.6% 6.5% 4.4% 6.3% 1.7% 0.4% -462.8M 106.6M -22.9M 2.53 4.48 94,306 238,453 1,539,958 5,983,794 2023-08-30 $75.28 $75.00 6.9% 2.0% 6.4% 8.6% 7.7% 1.6% -0.5% -868.3M 937.3M -25.0M 7.21 17.92 34,394 248,042 1,570,979 6,033,994 2023-08-31 $75.35 $75.00 6.3% 1.6% 6.2% 3.8% 6.0% 1.6% 0.1% -617.2M 72.4M -19.8M 0.84 11.19 245,119 205,801 1,577,152 6,144,263
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