LTPZ Options History — April 2018

Name: LTPZ Options Analytics - April 2018
Creator: Options Analysis Suite

In April 2018, LTPZ traded between $65.42 and $67.80. ATM implied volatility averaged 8.5%, placing in the 2.3% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded below realized volatility by 0.9% (HV 20d: 9.4%). Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.14.

Notable Days

2018-04-11: Highest Volume — 218 contracts
2018-04-25: Largest IV spike — 27.5% change
2018-04-25: Highest IV Rank — 3.0%
2018-04-25: Largest Expected Move — 2.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$66.73	$65.42	$67.80	$66.95	$67.08
ATM IV	8.5%	7.2%	9.8%	9.7%	8.1%
Expected Move	2.4%	2.1%	2.8%	2.8%	2.3%
HV 20d	9.4%	8.4%	11.0%	8.4%	11.0%
HV 60d	9.7%	9.3%	10.1%	9.3%	9.7%
IV Rank	2.3%	1.5%	3.0%	2.9%	2.0%
IV Percentile	9.6%	0.4%	49.2%	34.9%	3.6%
Term Structure	-0.1%	-0.7%	0.8%	-0.0%	-0.4%
Skew 25d	0.3%	-1.1%	1.0%	0.1%	0.3%
Skew 10d	-0.1%	-3.1%	3.3%	-2.5%	0.9%
Call IV 25d	8.7%	7.9%	9.8%	9.3%	7.9%
Put IV 25d	9.0%	8.3%	10.0%	9.4%	8.3%
Bid-Ask Spread %	91.65	54.19	119.67	105.99	119.67
Gamma HHI	0.45	0.35	0.50	0.48	0.49
Net GEX	8.2K	-5.2K	22.9K	8.5K	4.1K
Net DEX	63.6K	-10.5K	138.2K	34.7K	77.5K
Net VEX	-613	-789	-286	-782	-536
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.14	0.14	0.14	0.14
Total Volume	215.524	214	218	214	214
Total OI	82.333	81	85	81	81

Daily Data (21 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
2018-04-02	$66.95	$0.00	9.7%	2.8%	8.4%	2.9%	0.0%	0.1%	-0.0%	8.5K	34.7K	-782	0.14	105.99	187	27	54	27
2018-04-03	$66.64	$0.00	8.6%	2.5%	8.4%	2.3%	0.0%	-0.1%	0.8%	7.4K	48.0K	-760	0.14	109.64	187	27	54	27
2018-04-04	$66.54	$0.00	9.3%	2.7%	8.4%	2.7%	0.0%	-1.1%	-0.4%	7.0K	58.4K	-703	0.14	98.46	187	27	54	27
2018-04-05	$66.01	$0.00	8.4%	2.5%	8.8%	2.2%	0.0%	0.6%	0.3%	4.0K	86.8K	-590	0.14	54.19	187	27	54	27
2018-04-06	$66.79	$0.00	9.2%	2.5%	9.4%	2.7%	0.0%	0.2%	0.3%	6.5K	62.3K	-687	0.14	62.72	187	27	54	27
2018-04-09	$66.81	$0.00	8.7%	2.5%	8.9%	2.4%	0.0%	0.2%	0.2%	7.4K	56.0K	-694	0.14	69.23	187	27	54	27
2018-04-10	$66.90	$0.00	8.6%	2.4%	8.7%	2.3%	0.0%	-0.1%	0.1%	6.7K	60.2K	-691	0.14	81.18	187	27	54	27
2018-04-11	$67.47	$0.00	8.1%	2.3%	9.0%	2.0%	0.0%	-0.2%	0.3%	9.5K	33.7K	-754	0.14	92.98	191	27	54	27
2018-04-12	$67.06	$0.00	8.5%	2.4%	9.4%	2.3%	0.0%	0.5%	0.1%	17.0K	27.5K	-734	0.14	78.13	191	27	58	27
2018-04-13	$67.47	$0.00	8.4%	2.4%	9.5%	2.2%	0.0%	0.2%	-0.6%	18.8K	1.6K	-789	0.14	95.67	191	27	58	27
2018-04-16	$67.47	$0.00	8.6%	2.5%	9.2%	2.3%	0.0%	0.3%	-0.1%	22.9K	15.9K	-738	0.14	97.54	191	27	58	27
2018-04-17	$67.80	$0.00	8.0%	2.3%	9.2%	2.0%	0.0%	0.4%	-0.4%	17.4K	-10.5K	-788	0.14	99.90	191	27	58	27
2018-04-18	$67.32	$0.00	8.3%	2.4%	9.6%	2.1%	0.0%	0.9%	0.4%	20.8K	20.4K	-699	0.14	94.17	191	27	58	27
2018-04-19	$66.93	$0.00	8.9%	2.6%	10.0%	2.5%	0.0%	1.0%	-0.2%	19.4K	49.9K	-635	0.14	83.07	191	27	58	27
2018-04-20	$66.38	$0.00	8.9%	2.6%	9.6%	2.5%	0.0%	0.5%	-0.3%	1.4K	105.9K	-466	0.14	92.62	191	27	58	27
2018-04-23	$66.25	$0.00	8.9%	2.6%	9.6%	2.5%	0.0%	1.0%	-0.5%	81	110.0K	-438	0.14	93.24	187	27	54	27
2018-04-24	$65.64	$0.00	7.7%	2.2%	10.1%	1.8%	0.0%	0.5%	-0.5%	-1.5K	131.9K	-338	0.14	95.22	187	27	54	27
2018-04-25	$65.42	$0.00	9.8%	2.8%	9.7%	3.0%	0.0%	0.2%	-0.7%	-1.4K	138.2K	-286	0.14	77.18	187	27	54	27
2018-04-26	$65.79	$0.00	7.3%	2.1%	9.8%	1.5%	0.0%	0.6%	-0.1%	-5.2K	128.9K	-319	0.14	107.62	187	27	54	27
2018-04-27	$66.71	$0.00	7.2%	2.1%	10.8%	1.5%	0.0%	0.5%	-0.2%	1.4K	99.1K	-451	0.14	116.31	187	27	54	27
2018-04-30	$67.08	$0.00	8.1%	2.3%	11.0%	2.0%	0.0%	0.3%	-0.4%	4.1K	77.5K	-536	0.14	119.67	187	27	54	27