LTPZ Options History — October 2018

In October 2018, LTPZ traded between $61.36 and $64.49. ATM implied volatility averaged 10.3%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded below realized volatility by 0.7% (HV 20d: 11.0%). Max pain ranged from $63.00 to $65.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 4.34.

Notable Days

2018-10-31: Highest Volume — 49 contracts
2018-10-29: Largest IV spike — 94.6% change
2018-10-29: Highest IV Rank — 8.9%
2018-10-29: Largest Expected Move — 5.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.55	$61.36	$64.49	$64.18	$61.36
Max Pain	$63.33	$63.00	$65.00	$65.00	$63.00
ATM IV	10.3%	8.1%	20.2%	8.7%	10.0%
Expected Move	3.0%	2.3%	5.8%	2.5%	2.9%
HV 20d	11.0%	8.7%	12.4%	9.1%	10.7%
HV 60d	9.2%	8.2%	9.7%	8.2%	9.5%
IV Rank	3.3%	2.0%	8.9%	2.4%	3.1%
IV Percentile	70.8%	20.2%	98.4%	43.7%	78.2%
Term Structure	-1.0%	-19.7%	0.8%	-0.2%	-0.2%
VWIV	9.6%	8.2%	10.8%	8.2%	10.2%
Skew 25d	0.9%	-2.2%	4.7%	1.0%	-0.0%
Skew 10d	1.8%	-2.2%	4.2%	3.2%	-2.2%
Call IV 25d	9.3%	6.5%	10.9%	7.7%	10.0%
Put IV 25d	10.2%	7.3%	11.9%	8.7%	10.0%
Bid-Ask Spread %	106.12	70.48	149.17	116.50	134.48
Gamma HHI	0.44	0.35	0.68	0.40	0.35
Net GEX	-5.3K	-7.0K	-1.8K	-5.5K	-1.8K
Net DEX	120.2K	83.0K	166.6K	88.9K	166.6K
Net VEX	-216	-424	-150	-238	-344
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.34	2.50	6.25	4.20	2.50
Total Volume	32.174	26	49	26	49
Total OI	31.478	27	48	27	48

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
2018-10-01	$64.18	$65.00	8.7%	2.5%	9.1%	2.4%	8.2%	1.0%	-0.2%	-5.5K	88.9K	-238	4.20	116.50	5	21	5	22
2018-10-02	$64.49	$65.00	8.1%	2.3%	8.7%	2.0%	8.2%	1.4%	0.8%	-5.1K	83.0K	-246	4.20	110.38	5	21	5	22
2018-10-03	$63.57	$65.00	8.9%	2.6%	9.8%	2.5%	9.6%	-0.5%	0.0%	-5.7K	100.9K	-209	4.20	149.17	5	21	5	22
2018-10-04	$63.01	$0.00	10.3%	3.0%	9.7%	3.3%	0.0%	0.8%	-1.0%	-5.5K	107.3K	-184	4.20	119.86	5	21	5	22
2018-10-05	$62.32	$0.00	10.8%	3.1%	9.9%	3.6%	0.0%	0.8%	-0.4%	-5.2K	113.6K	-160	4.20	82.91	5	21	5	22
2018-10-08	$62.06	$0.00	11.5%	3.1%	9.7%	3.9%	0.0%	0.9%	-0.2%	-5.0K	114.6K	-150	4.20	70.48	5	21	5	22
2018-10-09	$62.76	$0.00	9.5%	3.0%	10.9%	2.8%	0.0%	1.7%	-0.1%	-6.0K	110.3K	-169	5.00	86.75	5	25	5	22
2018-10-10	$62.32	$0.00	11.0%	3.2%	10.8%	3.7%	10.5%	1.7%	-0.5%	-6.6K	118.8K	-208	4.17	74.71	6	25	5	25
2018-10-11	$63.10	$63.00	10.0%	2.9%	12.1%	3.1%	10.0%	0.9%	0.2%	-6.6K	109.9K	-237	4.17	87.08	6	25	6	25
2018-10-12	$62.99	$63.00	9.8%	2.8%	12.0%	3.0%	9.8%	0.7%	0.1%	-6.8K	113.1K	-230	4.17	90.64	6	25	6	25
2018-10-15	$62.74	$63.00	9.3%	2.7%	12.0%	2.7%	9.4%	1.3%	0.2%	-6.8K	115.2K	-217	4.17	100.39	6	25	6	25
2018-10-16	$62.77	$63.00	9.0%	2.6%	11.7%	2.5%	9.0%	0.8%	0.1%	-7.0K	116.6K	-204	4.17	108.65	6	25	6	25
2018-10-17	$62.56	$63.00	8.8%	2.5%	11.7%	2.4%	8.9%	1.5%	0.3%	-6.5K	119.9K	-191	4.17	107.79	6	25	6	25
2018-10-18	$62.32	$63.00	9.8%	2.8%	11.3%	3.0%	9.2%	-2.2%	-0.1%	-5.9K	124.5K	-178	4.17	119.09	6	25	6	25
2018-10-19	$62.05	$63.00	9.5%	2.7%	11.3%	2.8%	9.1%	0.8%	-0.1%	-5.5K	127.1K	-168	4.17	115.42	6	25	6	25
2018-10-22	$62.00	$63.00	10.0%	2.9%	11.3%	3.1%	9.3%	1.0%	-0.6%	-5.3K	128.4K	-159	6.25	106.84	4	25	3	25
2018-10-23	$62.27	$63.00	9.5%	2.7%	11.6%	2.8%	9.8%	0.4%	0.0%	-4.9K	127.0K	-169	6.25	116.47	4	25	4	25
2018-10-24	$62.11	$63.00	10.6%	3.0%	11.6%	3.5%	10.7%	0.3%	-0.6%	-5.1K	122.7K	-182	6.25	105.21	4	25	4	25
2018-10-25	$61.59	$63.00	9.7%	2.8%	11.4%	2.9%	9.4%	0.5%	-0.6%	-4.3K	130.2K	-151	6.25	109.77	4	25	4	25
2018-10-26	$62.28	$63.00	10.4%	3.0%	12.4%	3.3%	10.2%	1.6%	-0.6%	-5.3K	122.2K	-179	2.92	112.83	12	35	4	25
2018-10-29	$62.12	$63.00	20.2%	5.8%	11.6%	8.9%	10.0%	4.7%	-19.7%	-2.6K	144.8K	-424	2.92	109.76	12	35	13	35
2018-10-30	$61.62	$63.00	11.0%	3.2%	11.6%	3.7%	10.8%	0.4%	-1.0%	-2.1K	159.0K	-377	2.92	105.58	12	35	13	35
2018-10-31	$61.36	$63.00	10.0%	2.9%	10.7%	3.1%	10.2%	-0.0%	-0.2%	-1.8K	166.6K	-344	2.50	134.48	14	35	13	35