LTPZ Options History — February 2019 In February 2019, LTPZ traded between $63.14 and $64.22. ATM implied volatility averaged 8.1%, placing in the 1.5% IV rank vs the trailing year. The 30-day expected move averaged 2.3%. IV traded below realized volatility by 1.6% (HV 20d: 9.7%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2019-02-22 : Highest Volume — 16 contracts2019-02-05 : Largest IV drop — 20.6% change2019-02-04 : Highest IV Rank — 2.6%2019-02-05 : Largest Expected Move — 2.5%Monthly Statistics Metric Avg Min Max Open Close Price $63.66 $63.14 $64.22 $63.67 $63.41 Max Pain $63.00 $63.00 $63.00 $63.00 $63.00 ATM IV 8.1% 7.2% 9.0% 8.3% 8.3% Expected Move 2.3% 2.2% 2.5% 2.4% 2.4% HV 20d 9.7% 9.3% 10.4% 10.2% 9.3% HV 60d 9.8% 9.6% 10.0% 9.8% 9.6% IV Rank 1.5% 0.4% 2.6% 1.7% 1.7% IV Percentile 22.9% 2.0% 56.0% 25.8% 30.6% Term Structure 0.5% 0.0% 1.1% 0.6% 0.1% Skew 25d -0.7% -2.1% 1.3% -0.7% -1.0% Skew 10d -0.7% -2.5% 0.7% -2.3% -0.5% Call IV 25d 8.2% 6.0% 11.3% 8.6% 7.9% Put IV 25d 7.5% 5.5% 10.0% 8.0% 6.9% Bid-Ask Spread % 139.00 99.09 190.72 110.71 161.67 Gamma HHI 0.35 0.28 0.58 0.28 0.43 Net GEX 264 -2.9K 11.2K -1.7K 6.6K Net DEX 13.0K -26.1K 27.9K 14.6K 6.5K Net VEX -335 -430 -298 -325 -377 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.947 0 16 0 0 Total OI 31.263 27 44 27 44
Daily Data (19 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 2019-02-01 $63.67 $63.00 8.3% 2.4% 10.2% 1.7% 0.0% -0.7% 0.6% -1.7K 14.6K -325 0.00 110.71 0 0 13 14 2019-02-04 $63.30 $63.00 9.0% 2.4% 10.2% 2.6% 0.0% -1.2% 0.8% -2.3K 22.0K -310 0.00 161.97 0 1 13 14 2019-02-05 $63.59 $63.00 7.2% 2.5% 10.3% 0.4% 0.0% -0.5% 0.4% -2.2K 20.2K -337 0.00 132.28 0 1 13 15 2019-02-06 $63.33 $63.00 8.3% 2.4% 10.3% 1.7% 0.0% 1.3% 0.7% -2.5K 24.3K -324 0.00 145.87 0 0 13 15 2019-02-07 $63.59 $63.00 8.2% 2.3% 10.4% 1.6% 0.0% -0.4% 0.7% -2.3K 19.7K -333 0.00 121.29 0 0 13 15 2019-02-08 $63.74 $63.00 8.5% 2.4% 9.5% 2.0% 0.0% -0.4% 0.7% -2.0K 16.6K -330 0.00 117.66 0 0 13 15 2019-02-11 $63.39 $63.00 8.6% 2.5% 9.5% 2.2% 0.0% -0.1% 0.4% -2.5K 23.1K -316 0.00 122.85 0 0 13 15 2019-02-12 $63.23 $63.00 8.2% 2.4% 9.3% 1.7% 0.0% -0.2% 0.8% -2.8K 26.3K -314 0.00 124.63 0 0 13 15 2019-02-13 $63.14 $63.00 7.9% 2.3% 9.3% 1.3% 0.0% -0.0% 1.0% -2.9K 27.9K -298 0.00 128.36 0 0 13 15 2019-02-14 $63.49 $63.00 7.7% 2.2% 9.4% 1.1% 0.0% -2.1% 1.1% -2.5K 22.8K -305 0.00 130.35 0 0 13 15 2019-02-15 $63.75 $63.00 7.7% 2.2% 9.4% 1.0% 0.0% -1.1% 1.0% -1.9K 16.8K -310 0.00 99.09 0 0 13 15 2019-02-19 $63.97 $63.00 8.0% 2.3% 9.4% 1.4% 0.0% -0.7% 0.0% -1.6K 13.5K -309 0.00 146.32 0 0 13 15 2019-02-20 $64.12 $63.00 8.0% 2.3% 9.4% 1.4% 0.0% -0.2% 0.0% -1.4K 9.6K -306 0.00 140.84 0 0 13 15 2019-02-21 $63.69 $63.00 7.9% 2.3% 9.7% 1.3% 0.0% -1.1% 0.2% -1.9K 18.5K -302 0.00 140.60 0 0 13 15 2019-02-22 $64.08 $63.00 7.5% 2.2% 9.8% 0.8% 0.0% -0.4% 0.3% -1.3K 10.7K -300 0.00 160.20 16 0 13 15 2019-02-25 $64.00 $63.00 7.8% 2.3% 9.7% 1.2% 0.0% -0.4% 0.2% 10.4K -17.6K -423 0.00 146.92 0 0 29 15 2019-02-26 $64.22 $63.00 7.8% 2.2% 9.6% 1.2% 0.0% -2.1% 0.1% 11.2K -26.1K -430 0.00 158.66 0 0 29 15 2019-02-27 $63.74 $63.00 8.6% 2.5% 10.0% 2.1% 0.0% -1.2% 0.7% 8.5K -3.2K -418 0.00 190.72 0 0 29 15 2019-02-28 $63.41 $63.00 8.3% 2.4% 9.3% 1.7% 0.0% -1.0% 0.1% 6.6K 6.5K -377 0.00 161.67 0 0 29 15
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