HYG Options History — August 2024 In August 2024, HYG traded between $77.22 and $79.37. ATM implied volatility averaged 5.6%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 0.2% (HV 20d: 5.3%). Max pain ranged from $78.00 to $78.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 6.03.
Notable Days 2024-08-05 : Highest Volume — 694,592 contracts2024-08-05 : Largest IV spike — 29.5% change2024-08-05 : Highest IV Rank — 48.0%2024-08-05 : Largest Expected Move — 2.5%Monthly Statistics Metric Avg Min Max Open Close Price $78.54 $77.22 $79.37 $78.00 $79.28 Max Pain $78.00 $78.00 $78.00 $78.00 $78.00 ATM IV 5.6% 4.2% 9.0% 6.2% 4.4% Expected Move 1.5% 0.9% 2.5% 1.5% 1.2% HV 20d 5.3% 4.6% 5.7% 4.6% 4.6% HV 60d 4.6% 4.2% 4.7% 4.2% 4.5% IV Rank 19.4% 8.0% 48.0% 24.8% 9.7% IV Percentile 25.9% 2.0% 89.3% 36.1% 4.4% Term Structure 0.3% -1.2% 2.4% -0.6% 0.9% VWIV 6.6% 4.9% 10.7% 5.3% 6.5% Skew 25d 1.5% -1.0% 4.5% 2.5% 0.8% Skew 10d 2.2% -0.8% 6.0% 1.8% 3.1% Call IV 25d 4.4% 2.9% 7.3% 4.4% 3.6% Put IV 25d 6.0% 3.3% 10.5% 6.9% 4.4% Bid-Ask Spread % 8.25 4.28 17.35 4.28 7.56 Gamma HHI 0.18 0.15 0.25 0.15 0.19 Net GEX -539.0M -2.13B 592.5M -944.1M 5.2M Net DEX 265.6M -2.44B 6.39B 1.43B -1.70B Net VEX -21.1M -33.4M -14.4M -22.9M -17.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.03 1.23 17.54 1.23 2.14 Total Volume 317,336.136 100,562 694,592 308,374 292,103 Total OI 5,841,269.864 5,037,098 7,064,410 5,119,806 5,795,280
Daily Data (22 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 2024-08-01 $78.00 $78.00 6.2% 1.5% 4.6% 24.8% 5.3% 2.5% -0.6% -944.1M 1.43B -22.9M 1.23 4.28 138,407 169,967 841,756 4,278,050 2024-08-02 $77.78 $78.00 7.0% 1.7% 4.6% 31.0% 7.8% 1.2% 0.7% -1.44B 3.19B -27.1M 5.35 5.83 85,113 455,109 964,859 4,362,375 2024-08-05 $77.22 $78.00 9.0% 2.5% 5.3% 48.0% 10.7% 3.2% -0.1% -2.13B 6.39B -33.4M 17.54 11.06 37,472 657,120 1,022,828 4,725,848 2024-08-06 $77.66 $78.00 7.4% 1.8% 5.7% 34.9% 8.9% 3.7% -0.6% -1.72B 4.15B -30.1M 4.20 10.71 63,755 267,648 1,048,422 4,769,057 2024-08-07 $77.73 $78.00 8.4% 1.8% 5.6% 43.1% 8.9% 2.0% -0.9% -1.71B 3.74B -28.2M 10.86 11.41 45,256 491,529 1,079,682 4,896,873 2024-08-08 $77.93 $78.00 6.6% 1.8% 5.5% 28.0% 8.1% 1.2% 0.4% -1.43B 2.90B -27.3M 3.65 9.45 57,102 208,395 1,079,881 5,040,159 2024-08-09 $77.91 $78.00 5.7% 1.7% 5.4% 20.6% 8.0% 0.2% 1.2% -1.47B 2.68B -27.3M 4.65 7.83 33,298 154,702 1,101,287 5,166,773 2024-08-12 $77.93 $78.00 5.6% 1.6% 5.4% 19.5% 8.9% 4.5% 0.2% -1.69B 2.73B -24.5M 4.35 17.35 52,449 228,054 1,116,953 5,187,283 2024-08-13 $78.31 $78.00 5.1% 1.7% 5.5% 15.9% 7.0% 3.8% 0.4% -678.6M 184.5M -19.1M 10.01 7.23 34,437 344,649 1,141,031 5,401,056 2024-08-14 $78.47 $78.00 5.3% 1.5% 5.5% 16.9% 6.0% 1.5% 0.1% -345.4M -371.3M -18.8M 2.29 7.03 84,247 192,709 1,166,218 5,539,131 2024-08-15 $78.59 $78.00 5.1% 1.3% 5.4% 15.1% 5.9% 1.7% -1.2% -38.7M -1.17B -18.8M 12.32 7.41 36,614 451,195 1,203,461 5,610,460 2024-08-16 $78.82 $78.00 4.2% 1.2% 5.5% 8.0% 5.6% -0.2% 0.2% 592.5M -1.82B -18.7M 3.00 7.67 105,833 317,333 1,222,516 5,841,894 2024-08-19 $78.95 $78.00 4.2% 1.2% 5.4% 8.0% 5.2% 1.3% 0.3% -77.0M -1.32B -16.8M 2.97 7.22 82,649 245,470 882,843 4,154,255 2024-08-20 $78.87 $78.00 4.7% 1.3% 5.4% 12.1% 5.6% 1.6% 0.4% -64.7M -995.9M -17.8M 10.42 7.61 33,669 350,955 928,971 4,239,336 2024-08-21 $79.06 $78.00 4.7% 1.3% 5.3% 12.1% 5.2% 1.5% 0.4% 401.9M -2.08B -14.4M 1.61 6.37 66,488 107,126 952,668 4,302,290 2024-08-22 $78.94 $78.00 4.9% 1.4% 5.4% 13.4% 5.2% 1.2% 0.3% -139.3M -1.34B -18.0M 3.75 6.56 40,836 153,256 999,349 4,406,547 2024-08-23 $79.37 $78.00 4.5% 1.2% 5.6% 10.2% 5.5% 1.6% 0.4% 289.9M -2.37B -17.4M 1.38 7.37 78,536 108,091 1,014,234 4,451,261 2024-08-26 $79.25 $78.00 5.1% 1.3% 5.7% 15.9% 4.9% 0.5% 0.4% 368.6M -2.44B -15.5M 7.33 8.12 28,556 209,225 1,028,099 4,490,563 2024-08-27 $79.31 $78.00 4.6% 1.2% 5.7% 11.4% 5.0% -1.0% 0.5% 197.6M -2.22B -16.4M 9.13 8.29 12,280 112,161 1,026,081 4,598,079 2024-08-28 $79.25 $78.00 5.0% 1.3% 5.5% 14.8% 5.1% 0.8% 0.1% 93.5M -1.90B -17.1M 11.52 7.78 19,731 227,308 1,028,148 4,630,086 2024-08-29 $79.31 $78.00 4.8% 0.9% 4.8% 12.5% 5.7% 0.4% 2.4% 74.5M -1.84B -17.3M 3.04 7.34 24,881 75,681 1,037,054 4,734,940 2024-08-30 $79.28 $78.00 4.4% 1.2% 4.6% 9.7% 6.5% 0.8% 0.9% 5.2M -1.70B -17.0M 2.14 7.56 92,998 199,105 1,047,235 4,748,045
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