LTPZ Options History — August 2022

In August 2022, LTPZ traded between $66.53 and $70.56. ATM implied volatility averaged 17.4%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 2.4% (HV 20d: 19.7%). Max pain ranged from $68.00 to $71.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.75.

Notable Days

  • 2022-08-01: Highest Volume — 198 contracts
  • 2022-08-31: Largest IV drop — 20.1% change
  • 2022-08-24: Highest IV Rank — 30.9%
  • 2022-08-24: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.27$66.53$70.56$70.56$66.53
Max Pain$69.43$68.00$71.00$69.00$68.00
ATM IV17.4%14.5%19.1%18.3%14.5%
Expected Move4.9%4.2%5.5%5.2%4.2%
HV 20d19.7%15.4%21.6%15.4%16.1%
HV 60d21.4%20.4%22.6%21.9%20.6%
IV Rank24.3%13.8%30.9%27.7%13.8%
IV Percentile57.1%29.0%72.2%65.9%29.0%
Term Structure0.5%-0.8%1.5%-0.3%-0.2%
VWIV17.0%12.0%18.9%18.3%16.6%
Skew 25d1.0%-0.9%5.0%0.0%1.9%
Skew 10d1.3%-1.5%8.5%0.5%0.3%
Call IV 25d16.8%12.5%18.4%18.4%17.2%
Put IV 25d17.8%16.1%19.1%18.4%19.1%
Bid-Ask Spread %96.2066.60113.8666.60113.86
Gamma HHI0.220.150.410.200.17
Net GEX-25.2K-88.6K10.1K2.9K-5.0K
Net DEX181.6K-91.8K493.8K-91.8K159.8K
Net VEX-1.7K-1.9K-1.5K-1.9K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.001.531.060.92
Total Volume64.6524198198142
Total OI247.217213312213235

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$70.56$69.0018.3%5.2%15.4%27.7%18.3%0.0%-0.3%2.9K-91.8K-1.9K1.0666.609610211796
2022-08-02$68.44$69.0018.1%5.2%19.4%26.9%18.3%-0.9%-0.5%-14.7K168.0K-1.7K1.2670.278210311797
2022-08-03$69.87$69.0018.1%5.2%19.2%27.1%18.0%0.5%-0.8%-7.0K-2.1K-1.8K1.3075.8379103117101
2022-08-04$69.38$71.0017.7%4.9%19.2%25.5%17.3%0.2%1.5%-10.7K58.2K-1.8K1.2283.637996120100
2022-08-05$68.50$71.0017.7%4.9%19.8%25.5%17.2%0.9%1.1%-20.7K182.1K-1.6K1.4788.1179116120102
2022-08-08$69.52$71.0018.4%4.9%20.2%28.0%17.6%0.8%1.1%-23.7K88.4K-1.8K1.4485.6977111120127
2022-08-09$69.00$71.0017.8%4.9%20.4%26.0%17.4%0.9%1.2%-31.2K161.7K-1.7K0.2994.2472122125
2022-08-10$68.60$71.0016.6%4.8%20.1%21.6%17.0%1.2%0.9%-35.0K221.8K-1.7K0.0093.3906129127
2022-08-11$67.28$71.0017.1%4.9%21.4%23.2%16.8%1.0%0.6%-37.8K424.2K-1.5K1.5395.851523129133
2022-08-12$67.75$71.0015.8%4.5%21.4%18.6%14.6%0.8%0.9%-60.3K427.2K-1.8K0.0096.2760139156
2022-08-15$67.53$71.0015.8%4.5%21.3%18.7%12.0%0.8%0.7%-57.7K481.4K-1.6K1.00101.5755135156
2022-08-16$67.90$71.0016.1%4.6%21.3%19.6%16.0%1.4%0.5%-67.0K421.1K-1.6K0.33100.1431134156
2022-08-17$67.51$71.0016.7%4.8%21.3%22.0%16.7%0.3%1.4%-52.6K493.8K-1.5K0.0095.58200133157
2022-08-18$68.54$68.0017.3%5.0%21.6%24.0%16.9%5.0%0.1%-88.6K280.3K-1.7K0.00103.89150140157
2022-08-19$68.12$68.0017.5%5.0%20.4%24.8%17.6%0.5%0.4%-48.5K366.8K-1.7K1.0089.7822155157
2022-08-22$67.89$68.0018.4%5.3%20.3%28.1%17.6%1.0%0.1%-10.4K97.0K-1.6K0.00102.317012199
2022-08-23$67.76$68.0017.4%5.0%20.2%24.5%15.7%1.3%1.0%-10.1K99.8K-1.6K0.00110.3942012799
2022-08-24$67.39$68.0019.1%5.5%20.0%30.9%18.9%1.4%0.2%-10.9K120.2K-1.7K1.0098.792211499
2022-08-25$67.92$68.0017.4%5.0%19.5%24.5%17.2%0.4%0.6%-8.9K64.3K-1.7K0.18111.30173116101
2022-08-26$68.44$68.0016.9%4.8%19.1%22.4%17.3%1.3%0.5%7.0K-36.9K-1.8K1.07113.671415133104
2022-08-29$67.79$68.0018.4%5.3%19.3%28.3%18.5%1.1%-0.0%1.2K16.1K-1.7K1.00111.892213695
2022-08-30$68.06$68.0018.1%5.2%16.2%27.2%18.2%0.7%-0.3%10.1K-24.3K-1.8K0.33109.563113895
2022-08-31$66.53$68.0014.5%4.2%16.1%13.8%16.6%1.9%-0.2%-5.0K159.8K-1.6K0.92113.86746814194