LTPZ Options History — October 2019

In October 2019, LTPZ traded between $71.54 and $74.90. ATM implied volatility averaged 18.5%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 6.2% (HV 20d: 12.2%). Max pain ranged from $72.00 to $75.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-10-15: Highest Volume — 5 contracts
  • 2019-10-21: Largest IV spike — 406.6% change
  • 2019-10-21: Highest IV Rank — 33.2%
  • 2019-10-21: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.86$71.54$74.90$73.42$72.91
Max Pain$72.38$72.00$75.00$75.00$72.00
ATM IV18.5%11.5%66.7%42.8%12.3%
Expected Move5.3%3.3%19.1%12.3%3.5%
HV 20d12.2%9.1%15.2%14.8%10.7%
HV 60d13.3%12.8%13.5%12.8%13.5%
IV Rank6.5%2.7%33.2%20.0%3.1%
IV Percentile77.5%69.4%96.8%94.4%71.4%
Term Structure-3.1%-23.1%1.0%-12.0%-0.5%
VWIV13.6%13.6%13.6%13.6%13.6%
Skew 25d1.9%-3.6%47.3%-3.6%-0.4%
Skew 10d2.9%-3.6%50.4%-3.6%0.1%
Call IV 25d19.8%10.1%76.4%54.0%10.9%
Put IV 25d21.6%10.5%75.2%50.4%10.5%
Bid-Ask Spread %97.5138.70200.00200.00126.60
Gamma HHI0.670.540.870.740.65
Net GEX4.7K6518.3K1.1K7.8K
Net DEX-57.3K-334.2K175.9K-107.8K-80.4K
Net VEX-2.5K-2.9K-104-2.9K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.2610500
Total OI208.879221215220

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$73.42$75.0042.8%12.3%14.8%20.0%0.0%-3.6%-12.0%1.1K-107.8K-2.9K0.00200.0000111104
2019-10-02$73.46$75.0014.7%4.2%14.8%4.5%0.0%-0.4%-0.6%2.7K-133.3K-2.9K0.0079.7600111104
2019-10-03$74.06$0.0013.4%3.8%14.8%3.7%0.0%0.1%-0.0%2.3K-231.3K-2.7K0.0038.7000111104
2019-10-04$74.90$0.0012.8%3.8%15.2%3.4%0.0%0.2%-0.0%1.8K-334.2K-2.5K0.0056.7000111104
2019-10-07$74.44$0.0013.4%3.9%14.5%3.7%0.0%-0.4%-0.7%2.0K-282.9K-2.6K0.0075.2300111104
2019-10-08$73.95$0.0013.3%3.8%13.6%3.6%0.0%-0.5%-0.1%2.3K-212.6K-2.7K0.0055.4600111104
2019-10-09$73.33$0.0012.8%3.7%13.9%3.4%0.0%47.3%-14.2%651-27.5K-1040.00112.680081
2019-10-10$72.65$0.0012.2%3.5%14.3%3.1%0.0%-0.8%0.1%3.9K-8.9K-2.7K0.0098.8700111104
2019-10-11$72.35$0.0013.7%3.9%13.3%3.9%13.6%0.0%-0.6%3.6K23.8K-2.7K0.0097.9510111104
2019-10-14$72.81$72.0013.3%3.8%12.7%3.7%0.0%0.1%-0.5%4.4K-57.6K-2.7K0.0046.5400112104
2019-10-15$72.09$72.0060.0%17.2%13.0%29.6%0.0%-2.5%-18.7%1.3K-36.0K-2.6K0.00200.0050112104
2019-10-16$72.30$72.0013.4%3.8%12.8%3.7%0.0%0.8%-0.5%6.5K2.7K-2.7K0.0077.1700117104
2019-10-17$72.19$72.0013.3%3.8%12.7%3.7%0.0%0.3%-0.5%6.6K28.5K-2.6K0.0094.0400117104
2019-10-18$72.44$72.0013.2%3.8%11.3%3.6%0.0%0.0%-0.3%6.6K-11.4K-2.6K0.0042.3100117104
2019-10-21$72.35$72.0066.7%19.1%11.2%33.2%0.0%-1.2%-23.1%2.3K-72.3K-2.6K0.00200.0000117103
2019-10-22$72.44$72.0012.2%3.5%10.6%3.1%0.0%-0.1%1.0%7.0K-6.5K-2.6K0.00108.9500117103
2019-10-23$72.65$72.0012.6%3.6%9.2%3.3%0.0%0.4%-0.5%7.2K-41.4K-2.6K0.0050.6100117103
2019-10-24$72.72$72.0011.8%3.4%9.2%2.8%0.0%0.5%0.1%7.3K-58.8K-2.5K0.0059.7100117103
2019-10-25$72.67$72.0011.5%3.3%9.1%2.7%0.0%0.8%0.2%7.5K-35.2K-2.5K0.0073.7100117103
2019-10-28$71.94$72.0012.3%3.5%9.7%3.1%0.0%0.3%-0.2%7.9K99.9K-2.3K0.00102.0700117103
2019-10-29$71.54$72.0011.9%3.4%9.8%2.9%0.0%0.8%-0.0%8.0K175.9K-2.2K0.00119.3100117103
2019-10-30$72.08$72.0011.8%3.4%10.3%2.8%0.0%1.0%-0.1%8.3K89.5K-2.3K0.00126.3600117103
2019-10-31$72.91$72.0012.3%3.5%10.7%3.1%0.0%-0.4%-0.5%7.8K-80.4K-2.4K0.00126.6000117103