LTPZ Options History — January 2019 In January 2019, LTPZ traded between $61.99 and $64.08. ATM implied volatility averaged 10.5%, placing in the 4.3% IV rank vs the trailing year. The 30-day expected move averaged 2.7%. IV traded above realized volatility by 0.8% (HV 20d: 9.6%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days.
Notable Days 2019-01-16 : Highest Volume — 1 contracts2019-01-08 : Largest IV spike — 199.3% change2019-01-08 : Highest IV Rank — 29.0%2019-01-02 : Largest Expected Move — 2.9%Monthly Statistics Metric Avg Min Max Open Close Price $62.61 $61.99 $64.08 $62.61 $64.08 Max Pain $63.00 $63.00 $63.00 $63.00 $63.00 ATM IV 10.5% 8.5% 31.9% 10.3% 9.2% Expected Move 2.7% 2.4% 2.9% 2.9% 2.4% HV 20d 9.6% 7.5% 11.2% 11.2% 10.2% HV 60d 9.6% 9.2% 10.0% 9.9% 9.8% IV Rank 4.3% 1.9% 29.0% 4.0% 2.7% IV Percentile 61.6% 33.3% 98.0% 77.4% 59.9% Term Structure 0.1% -0.9% 0.9% -0.6% 0.6% Skew 25d 2.8% -1.6% 66.4% -1.3% -0.0% Skew 10d 3.7% -4.0% 71.0% -4.0% -0.4% Call IV 25d 9.2% 6.9% 11.2% 10.6% 8.7% Put IV 25d 12.0% 6.6% 76.1% 9.3% 8.6% Bid-Ask Spread % 100.61 53.44 144.07 112.10 108.43 Gamma HHI 0.28 0.27 0.29 0.29 0.28 Net GEX -2.3K -2.9K -1.3K -1.8K -1.3K Net DEX 31.3K 8.5K 43.2K 24.0K 8.5K Net VEX -340 -401 -282 -398 -336 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.143 0 1 0 0 Total OI 27.524 27 28 28 27
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 2019-01-02 $62.61 $0.00 10.3% 2.9% 11.2% 4.0% 0.0% -1.3% -0.6% -1.8K 24.0K -398 0.00 112.10 0 0 13 15 2019-01-03 $63.15 $0.00 10.5% 2.9% 10.2% 4.3% 0.0% -0.8% -0.9% -1.6K 15.7K -397 0.00 53.44 0 0 13 15 2019-01-04 $62.81 $0.00 10.8% 2.9% 10.4% 4.7% 0.0% 0.1% -0.1% -2.0K 26.1K -389 0.00 57.08 0 0 13 15 2019-01-07 $62.76 $0.00 10.7% 2.9% 10.2% 4.5% 0.0% -0.4% -0.1% -1.9K 19.3K -400 0.00 59.89 0 0 13 15 2019-01-08 $63.12 $0.00 31.9% 2.7% 10.2% 29.0% 0.0% -0.2% 0.4% -1.9K 14.8K -401 0.00 66.75 0 0 13 15 2019-01-09 $63.06 $0.00 9.9% 2.8% 10.1% 3.6% 0.0% 0.6% 0.1% -1.9K 25.8K -378 0.00 116.57 0 0 13 15 2019-01-10 $62.38 $0.00 9.2% 2.6% 10.5% 2.8% 0.0% -0.5% 0.4% -2.3K 37.1K -357 0.00 93.74 0 0 13 15 2019-01-11 $62.77 $0.00 8.8% 2.5% 10.6% 2.3% 0.0% -0.2% 0.5% -2.2K 31.8K -369 0.00 83.18 0 0 13 15 2019-01-14 $62.41 $0.00 9.1% 2.6% 10.8% 2.7% 0.0% -0.2% 0.4% -2.4K 37.6K -339 0.00 87.85 0 0 13 15 2019-01-15 $62.24 $0.00 8.9% 2.6% 10.8% 2.5% 0.0% -0.2% 0.3% -2.6K 40.4K -332 0.00 83.48 0 0 13 15 2019-01-16 $62.39 $0.00 9.0% 2.6% 10.8% 2.5% 0.0% -0.2% -0.0% -2.6K 39.5K -334 0.00 91.48 0 1 13 15 2019-01-17 $62.30 $0.00 8.7% 2.5% 10.3% 2.2% 0.0% -1.5% 0.4% -2.4K 37.5K -304 0.00 138.69 0 1 13 14 2019-01-18 $62.20 $0.00 9.3% 2.7% 8.9% 2.9% 0.0% 66.4% 0.9% -2.3K 39.1K -312 0.00 134.27 0 1 13 14 2019-01-22 $62.42 $0.00 9.1% 2.6% 8.5% 2.7% 0.0% -0.3% -0.0% -2.5K 35.5K -313 0.00 90.57 0 0 13 14 2019-01-23 $62.20 $0.00 9.1% 2.6% 8.3% 2.6% 0.0% 0.1% -0.1% -2.3K 37.5K -309 0.00 97.85 0 0 13 14 2019-01-24 $62.39 $0.00 8.5% 2.4% 8.2% 1.9% 0.0% -1.3% 0.3% -2.7K 36.8K -301 0.00 108.19 0 0 13 14 2019-01-25 $62.17 $0.00 10.3% 2.9% 7.6% 4.0% 0.0% 0.1% -0.3% -2.4K 39.3K -294 0.00 140.43 0 0 13 14 2019-01-28 $61.99 $0.00 8.8% 2.5% 7.5% 2.3% 0.0% -0.4% 0.1% -2.9K 43.2K -282 0.00 112.43 0 0 13 14 2019-01-29 $62.33 $0.00 9.0% 2.6% 7.7% 2.5% 0.0% -1.6% -0.3% -2.9K 41.0K -283 0.00 144.07 0 0 13 14 2019-01-30 $63.09 $0.00 8.9% 2.6% 8.9% 2.5% 0.0% 1.7% -0.5% -2.5K 27.3K -310 0.00 132.25 0 0 13 14 2019-01-31 $64.08 $63.00 9.2% 2.4% 10.2% 2.7% 0.0% -0.0% 0.6% -1.3K 8.5K -336 0.00 108.43 0 0 13 14
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