LTPZ Options History — April 2019 In April 2019, LTPZ traded between $65.05 and $66.65. ATM implied volatility averaged 7.9%, placing in the 1.3% IV rank vs the trailing year. The 30-day expected move averaged 2.3%. IV traded below realized volatility by 1.7% (HV 20d: 9.6%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-04-01 : Highest Volume — 32 contracts2019-04-10 : Largest IV spike — 13.9% change2019-04-02 : Highest IV Rank — 2.4%2019-04-01 : Largest Expected Move — 2.5%Monthly Statistics Metric Avg Min Max Open Close Price $65.69 $65.05 $66.65 $65.70 $66.31 ATM IV 7.9% 7.3% 8.8% 8.8% 7.9% Expected Move 2.3% 2.1% 2.5% 2.5% 2.3% HV 20d 9.6% 8.8% 10.3% 9.1% 9.0% HV 60d 9.0% 8.6% 9.3% 9.0% 8.6% IV Rank 1.3% 0.6% 2.4% 2.3% 1.3% IV Percentile 22.8% 4.0% 57.9% 57.1% 24.6% Term Structure 0.1% -0.3% 1.3% -0.1% -0.1% Skew 25d -0.4% -2.2% 0.1% -0.5% -2.2% Skew 10d -1.5% -3.1% 1.5% -2.9% -1.1% Call IV 25d 8.2% 7.3% 9.0% 8.9% 8.4% Put IV 25d 7.9% 6.2% 8.8% 8.4% 6.2% Bid-Ask Spread % 100.52 76.44 143.64 77.99 143.64 Gamma HHI 0.48 0.40 0.64 0.53 0.63 Net GEX 29.5K 20.4K 41.0K 25.3K 39.5K Net DEX -132.1K -208.5K -86.2K -130.2K -187.4K Net VEX -551 -605 -420 -420 -545 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 8 0 32 32 0 Total OI 54.524 46 61 46 61
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 2019-04-01 $65.70 $0.00 8.8% 2.5% 9.1% 2.3% 0.0% -0.5% -0.1% 25.3K -130.2K -420 0.00 77.99 32 0 36 10 2019-04-02 $65.91 $0.00 8.8% 2.5% 9.0% 2.4% 0.0% -0.2% 0.0% 20.4K -122.7K -551 0.00 76.44 32 0 39 10 2019-04-03 $65.31 $0.00 8.4% 2.4% 9.8% 1.8% 0.0% -0.4% -0.1% 22.1K -99.4K -557 0.00 81.28 21 0 39 10 2019-04-04 $65.40 $0.00 7.4% 2.4% 9.6% 0.7% 0.0% -0.2% -0.1% 24.7K -114.3K -605 0.00 87.90 20 0 44 10 2019-04-05 $65.62 $0.00 7.5% 2.3% 9.6% 0.8% 0.0% -0.2% 0.1% 25.6K -123.2K -600 0.00 81.14 20 0 44 10 2019-04-08 $65.43 $0.00 7.5% 2.3% 9.7% 0.8% 0.0% -0.3% 0.2% 26.6K -114.4K -586 0.00 85.63 0 0 44 10 2019-04-09 $65.64 $0.00 7.4% 2.3% 9.6% 0.7% 0.0% -0.3% 1.3% 26.4K -137.1K -577 0.00 113.32 0 0 44 10 2019-04-10 $66.10 $0.00 8.4% 2.4% 9.8% 1.9% 0.0% -0.4% 0.3% 25.5K -154.1K -559 0.00 121.46 0 0 44 10 2019-04-11 $65.62 $0.00 7.7% 2.2% 10.2% 1.0% 0.0% -0.6% 0.2% 27.4K -123.0K -574 0.00 101.49 0 0 44 10 2019-04-12 $65.44 $0.00 8.0% 2.3% 10.1% 1.3% 0.0% -0.1% 0.1% 26.9K -114.7K -567 0.00 104.35 0 0 44 10 2019-04-15 $65.42 $0.00 7.6% 2.2% 10.1% 1.0% 0.0% -0.4% 0.2% 30.5K -113.0K -552 0.00 93.19 0 0 44 10 2019-04-16 $65.05 $0.00 7.9% 2.3% 10.3% 1.3% 0.0% -0.6% 0.3% 32.7K -89.0K -530 0.00 87.11 0 0 44 10 2019-04-17 $65.07 $0.00 7.7% 2.2% 9.1% 1.0% 0.0% -0.4% 0.3% 36.4K -89.0K -525 0.00 89.14 0 0 44 10 2019-04-18 $65.55 $0.00 7.7% 2.2% 9.4% 1.0% 0.0% 0.0% 0.2% 29.2K -124.8K -530 0.00 93.83 2 0 44 10 2019-04-22 $65.23 $0.00 7.8% 2.2% 8.8% 1.2% 0.0% 0.1% 0.3% 23.4K -86.2K -510 0.00 92.78 1 0 41 10 2019-04-23 $65.44 $0.00 8.2% 2.4% 8.9% 1.7% 0.0% 0.1% -0.1% 26.1K -102.8K -514 0.00 93.97 10 0 41 10 2019-04-24 $66.21 $0.00 7.9% 2.3% 9.7% 1.3% 0.0% -0.4% 0.2% 36.0K -179.3K -588 0.00 114.75 10 0 51 10 2019-04-25 $66.33 $0.00 8.1% 2.3% 9.7% 1.5% 0.0% -0.0% -0.2% 36.8K -189.4K -569 0.00 111.40 10 0 51 10 2019-04-26 $66.65 $0.00 7.3% 2.1% 9.8% 0.6% 0.0% -0.6% 0.3% 36.5K -208.5K -548 0.00 134.28 10 0 51 10 2019-04-29 $66.06 $0.00 7.9% 2.3% 10.1% 1.2% 0.0% -0.1% -0.3% 41.0K -171.1K -566 0.00 125.86 0 0 51 10 2019-04-30 $66.31 $0.00 7.9% 2.3% 9.0% 1.3% 0.0% -2.2% -0.1% 39.5K -187.4K -545 0.00 143.64 0 0 51 10
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