LTPZ Options History — May 2018

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

In May 2018, LTPZ traded between $64.74 and $66.86. ATM implied volatility averaged 8.7%, placing in the 2.4% IV rank vs the trailing year. The 30-day expected move averaged 2.5%. IV traded below realized volatility by 1.5% (HV 20d: 10.3%). Max pain ranged from $68.00 to $68.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.18.

Notable Days

2018-05-30: Highest Volume — 234 contracts
2018-05-29: Largest IV spike — 49.9% change
2018-05-29: Highest IV Rank — 3.4%
2018-05-29: Largest Expected Move — 3.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$65.89	$64.74	$66.86	$66.25	$66.86
Max Pain	$68.00	$68.00	$68.00	$68.00	$68.00
ATM IV	8.7%	7.0%	10.5%	9.2%	9.9%
Expected Move	2.5%	2.0%	3.0%	2.6%	2.8%
HV 20d	10.3%	8.5%	11.7%	11.7%	9.3%
HV 60d	9.6%	9.3%	10.0%	10.0%	9.8%
IV Rank	2.4%	1.4%	3.4%	2.6%	3.1%
IV Percentile	19.1%	0.4%	77.4%	22.6%	61.5%
Term Structure	-0.3%	-1.5%	0.6%	-0.7%	-0.8%
VWIV	11.5%	5.5%	21.0%	8.8%	8.4%
Skew 25d	0.7%	-1.0%	4.1%	0.3%	0.1%
Skew 10d	-0.2%	-4.3%	2.5%	-2.7%	1.3%
Call IV 25d	8.7%	7.6%	11.8%	9.0%	10.1%
Put IV 25d	9.4%	7.4%	15.9%	9.3%	10.2%
Bid-Ask Spread %	124.51	82.57	161.10	82.57	118.39
Gamma HHI	0.45	0.33	0.53	0.48	0.33
Net GEX	-9.0K	-23.6K	30	30	-19.7K
Net DEX	151.7K	105.6K	218.3K	113.1K	130.0K
Net VEX	-283	-445	-135	-384	-345
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.14	0.22	0.14	0.22
Total Volume	222.364	214	234	214	234
Total OI	88.455	81	101	81	101

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
2018-05-01	$66.25	$0.00	9.2%	2.6%	11.7%	2.6%	0.0%	0.3%	-0.7%	30	113.1K	-384	0.14	82.57	187	27	54	27
2018-05-02	$66.27	$0.00	8.4%	2.4%	11.7%	2.2%	0.0%	0.8%	0.5%	-162	114.9K	-393	0.14	120.45	187	27	54	27
2018-05-03	$66.46	$68.00	8.3%	2.4%	11.4%	2.2%	8.8%	0.6%	-0.2%	-533	111.6K	-398	0.14	106.31	187	27	54	27
2018-05-04	$66.33	$68.00	8.4%	2.4%	10.6%	2.2%	8.8%	0.7%	-0.1%	-4.0K	119.6K	-339	0.14	123.81	187	27	54	27
2018-05-07	$66.33	$68.00	8.5%	2.4%	10.6%	2.2%	5.5%	0.9%	0.4%	-1.3K	117.1K	-347	0.14	129.78	187	27	54	27
2018-05-08	$66.15	$68.00	9.3%	2.5%	10.6%	2.7%	6.0%	1.0%	-0.2%	-5.4K	130.3K	-300	0.14	121.42	187	27	54	27
2018-05-09	$65.91	$68.00	8.5%	2.4%	10.1%	2.2%	6.0%	0.9%	-0.5%	-3.3K	134.1K	-277	0.14	99.99	187	27	54	27
2018-05-10	$66.31	$68.00	8.0%	2.3%	10.2%	2.0%	5.9%	0.6%	0.1%	-7.7K	125.2K	-294	0.14	131.48	187	27	54	27
2018-05-11	$66.50	$68.00	8.2%	2.4%	10.0%	2.1%	5.8%	0.5%	-0.1%	-5.3K	126.6K	-296	0.14	136.46	187	27	54	27
2018-05-14	$66.11	$68.00	8.2%	2.4%	10.2%	2.1%	6.0%	0.1%	-0.8%	-5.7K	144.2K	-216	0.14	128.67	187	27	54	27
2018-05-15	$65.39	$68.00	8.9%	2.5%	10.5%	2.5%	20.0%	1.1%	-0.1%	-4.8K	155.5K	-154	0.14	126.41	190	27	54	27
2018-05-16	$65.20	$68.00	9.2%	2.6%	10.3%	2.6%	21.0%	0.8%	-0.6%	-3.3K	144.1K	-181	0.14	127.45	190	27	57	27
2018-05-17	$64.74	$68.00	9.1%	2.6%	10.4%	2.6%	14.1%	0.6%	-1.1%	-2.2K	151.8K	-135	0.21	113.17	190	40	57	27
2018-05-18	$64.93	$68.00	8.3%	2.4%	10.2%	2.1%	14.0%	0.3%	-0.7%	-13.6K	218.3K	-201	0.21	123.06	190	40	57	40
2018-05-21	$65.00	$68.00	9.0%	2.6%	10.2%	2.5%	15.2%	0.2%	-0.1%	-14.3K	215.3K	-212	0.22	132.76	190	41	57	40
2018-05-22	$64.88	$68.00	8.3%	2.4%	9.8%	2.2%	15.2%	1.6%	-0.4%	-13.8K	212.4K	-246	0.22	118.35	190	41	57	41
2018-05-23	$65.28	$68.00	8.6%	2.5%	10.0%	2.3%	14.7%	0.8%	-0.0%	-18.7K	210.0K	-246	0.22	112.19	190	41	57	41
2018-05-24	$65.46	$68.00	7.8%	2.2%	9.8%	1.9%	14.3%	0.2%	0.6%	-21.0K	210.9K	-230	0.22	141.90	190	41	57	41
2018-05-25	$65.76	$68.00	7.0%	2.0%	8.5%	1.4%	16.8%	-1.0%	0.2%	-23.6K	196.0K	-256	0.22	161.10	191	42	57	41
2018-05-29	$66.82	$68.00	10.5%	3.0%	10.2%	3.4%	14.0%	4.1%	-1.5%	-8.5K	105.6K	-445	0.22	135.00	191	42	58	42
2018-05-30	$66.56	$68.00	10.1%	2.9%	9.2%	3.2%	9.7%	-0.2%	-0.6%	-21.6K	151.3K	-320	0.22	148.60	192	42	58	42
2018-05-31	$66.86	$68.00	9.9%	2.8%	9.3%	3.1%	8.4%	0.1%	-0.8%	-19.7K	130.0K	-345	0.22	118.39	192	42	59	42