LTPZ Options History — April 2013

In April 2013, LTPZ traded between $71.91 and $72.64. ATM implied volatility averaged 10.1%. The 30-day expected move averaged 2.9%. Net GEX was positive for 0 of 6 trading days. Term structure was in contango for 6 of 6 days.

Notable Days

  • 2013-04-29: Largest IV drop — 2.9% change
  • 2013-04-26: Largest Expected Move — 2.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.21$71.91$72.64$71.91$72.13
ATM IV10.1%9.9%10.2%9.9%10.1%
Expected Move2.9%2.8%2.9%2.8%2.9%
Term Structure0.5%0.2%0.8%0.6%0.4%
Skew 25d0.9%0.2%1.8%0.8%1.5%
Skew 10d2.2%-0.7%4.8%3.4%1.3%
Call IV 25d9.4%8.5%10.0%9.4%8.6%
Put IV 25d10.3%10.1%10.5%10.2%10.1%
Bid-Ask Spread %45.6039.2852.7543.7749.40
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (6 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-04-23$71.91$0.009.9%2.8%0.0%0.0%0.0%0.8%0.6%0000.0043.770000
2013-04-24$72.10$0.0010.1%2.9%0.0%0.0%0.0%1.8%0.4%0000.0047.140000
2013-04-25$72.18$0.0010.2%2.9%0.0%0.0%0.0%0.6%0.3%0000.0039.280000
2013-04-26$72.64$0.0010.2%2.9%0.0%0.0%0.0%0.2%0.2%0000.0052.750000
2013-04-29$72.33$0.009.9%2.8%0.0%0.0%0.0%0.5%0.8%0000.0041.260000
2013-04-30$72.13$0.0010.1%2.9%0.0%0.0%0.0%1.5%0.4%0000.0049.400000