LTPZ Options History — June 2019

In June 2019, LTPZ traded between $68.02 and $70.46. ATM implied volatility averaged 10.0%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 2.9%. IV traded below realized volatility by 0.7% (HV 20d: 10.7%). Max pain ranged from $65.00 to $69.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.25.

Notable Days

2019-06-26: Highest Volume — 34 contracts
2019-06-24: Largest IV spike — 10.9% change
2019-06-03: Highest IV Rank — 5.9%
2019-06-03: Largest Expected Move — 3.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.20	$68.02	$70.46	$70.02	$69.68
Max Pain	$68.40	$65.00	$69.00	$65.00	$69.00
ATM IV	10.0%	9.1%	11.8%	11.8%	9.3%
Expected Move	2.9%	2.6%	3.4%	3.4%	2.7%
HV 20d	10.7%	8.0%	13.2%	8.0%	11.7%
HV 60d	9.7%	9.1%	10.4%	9.1%	9.9%
IV Rank	3.9%	2.8%	5.9%	5.9%	3.1%
IV Percentile	78.8%	63.9%	94.0%	94.0%	67.9%
Term Structure	1.4%	-0.7%	29.5%	-0.4%	0.3%
VWIV	9.5%	9.4%	9.7%	9.7%	9.4%
Skew 25d	-0.9%	-1.6%	-0.2%	-0.7%	-0.2%
Skew 10d	-3.0%	-5.4%	1.8%	-4.4%	0.8%
Call IV 25d	10.6%	9.4%	11.9%	11.7%	9.4%
Put IV 25d	9.7%	8.9%	11.0%	11.0%	9.2%
Bid-Ask Spread %	101.32	59.29	147.34	147.34	107.41
Gamma HHI	0.69	0.48	0.91	0.73	0.51
Net GEX	6.8K	3.5K	24.5K	3.5K	24.5K
Net DEX	-45.2K	-92.0K	-14.6K	-85.2K	-85.3K
Net VEX	-119	-421	-35	-58	-420
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	0.43	0.00	0.21
Total Volume	7.4	0	34	0	34
Total OI	21.65	6	40	25	40

Daily Data (20 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
2019-06-03	$70.02	$65.00	11.8%	3.4%	8.0%	5.9%	0.0%	-0.7%	-0.4%	3.5K	-85.2K	-58	0.00	147.34	0	0	14	11
2019-06-04	$69.41	$65.00	10.5%	3.0%	9.0%	4.4%	0.0%	-1.5%	0.0%	4.0K	-80.8K	-62	0.00	141.83	0	0	14	11
2019-06-05	$69.18	$65.00	10.4%	3.0%	9.2%	4.3%	0.0%	-0.5%	0.1%	4.2K	-78.6K	-64	0.00	140.66	0	0	14	11
2019-06-06	$69.06	$69.00	10.5%	3.0%	8.5%	4.4%	0.0%	-0.4%	-0.0%	4.1K	-75.6K	-73	0.00	138.82	0	0	14	11
2019-06-07	$69.51	$69.00	10.2%	2.8%	8.6%	4.0%	0.0%	-0.8%	-0.0%	4.5K	-82.0K	-58	0.00	72.15	0	0	14	11
2019-06-10	$68.69	$69.00	9.6%	2.7%	9.9%	3.4%	0.0%	-0.8%	-0.1%	5.0K	-20.0K	-60	0.00	79.88	0	0	6	11
2019-06-11	$68.69	$69.00	9.8%	2.7%	9.9%	3.6%	0.0%	-0.6%	-0.1%	5.0K	-19.7K	-58	0.00	71.90	0	0	6	11
2019-06-12	$68.60	$69.00	9.7%	2.8%	9.9%	3.5%	0.0%	-1.4%	-0.4%	4.7K	-19.0K	-57	0.00	72.00	0	0	6	11
2019-06-13	$68.49	$69.00	10.6%	3.0%	9.9%	4.5%	0.0%	-1.6%	-0.7%	4.2K	-18.3K	-58	0.00	72.71	0	0	6	11
2019-06-14	$68.02	$69.00	10.1%	2.9%	10.2%	3.9%	0.0%	-1.1%	-0.2%	3.6K	-15.0K	-58	0.00	78.29	1	0	6	11
2019-06-17	$68.09	$69.00	10.2%	2.9%	10.2%	4.1%	0.0%	-1.5%	-0.1%	3.6K	-14.6K	-53	0.00	59.29	0	1	6	11
2019-06-18	$68.76	$69.00	10.4%	3.0%	10.6%	4.4%	0.0%	-1.1%	-0.4%	5.7K	-20.1K	-51	0.00	84.23	0	1	6	11
2019-06-19	$69.58	$69.00	10.0%	2.9%	11.1%	3.8%	0.0%	-1.0%	-0.1%	6.0K	-28.6K	-46	0.00	108.38	0	1	6	11
2019-06-20	$70.46	$69.00	9.2%	2.6%	11.7%	2.9%	0.0%	-0.6%	29.5%	3.5K	-35.0K	-35	0.00	122.20	0	1	6	11
2019-06-21	$69.45	$69.00	9.1%	2.6%	13.0%	2.8%	0.0%	-0.9%	0.2%	6.7K	-28.8K	-44	0.00	104.48	0	1	6	11
2019-06-24	$69.76	$69.00	10.1%	2.9%	13.0%	3.9%	0.0%	-1.1%	-0.3%	4.2K	-24.0K	-40	0.43	91.41	14	6	5	1
2019-06-25	$69.43	$69.00	10.0%	2.9%	13.2%	3.8%	0.0%	-0.9%	-0.1%	7.2K	-40.9K	-330	0.43	119.16	14	6	19	7
2019-06-26	$69.39	$69.00	9.3%	2.7%	13.0%	3.1%	9.7%	-0.5%	0.2%	7.6K	-40.4K	-328	0.21	106.88	28	6	19	7
2019-06-27	$69.82	$69.00	9.5%	2.7%	13.0%	3.3%	9.5%	-0.9%	0.0%	24.3K	-92.0K	-421	0.21	107.35	28	6	33	7
2019-06-28	$69.68	$69.00	9.3%	2.7%	11.7%	3.1%	9.4%	-0.2%	0.3%	24.5K	-85.3K	-420	0.21	107.41	28	6	33	7