HI Options History — June 2014

In June 2014, HI traded between $29.82 and $32.62. ATM implied volatility averaged 18.7%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 1.0% (HV 20d: 17.7%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.36.

Notable Days

  • 2014-06-30: Highest Volume — 55 contracts
  • 2014-06-27: Largest IV spike — 29.0% change
  • 2014-06-10: Highest IV Rank — 64.5%
  • 2014-06-05: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.48$29.82$32.62$29.92$32.62
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV18.7%13.5%25.1%21.2%19.8%
Expected Move5.0%3.9%6.7%6.1%5.7%
HV 20d17.7%12.7%23.4%22.1%12.7%
HV 60d18.6%18.3%19.1%18.6%18.3%
IV Rank35.3%11.5%64.5%46.4%40.3%
IV Percentile49.7%5.6%92.5%75.8%65.1%
Term Structure2.9%-7.3%8.3%-1.8%-7.3%
VWIV20.6%16.3%23.5%23.5%21.9%
Skew 25d4.8%-1.9%32.4%2.6%0.9%
Skew 10d11.9%-1.4%42.9%3.0%0.1%
Call IV 25d18.1%14.4%26.4%24.9%17.8%
Put IV 25d22.9%14.2%55.9%27.6%18.6%
Bid-Ask Spread %97.3430.35112.1099.89106.56
Gamma HHI0.920.800.970.960.80
Net GEX-72.0K-121.0K-32.7K-87.8K-32.7K
Net DEX163.4K-253.4K1.0M857.3K-253.4K
Net VEX-2.3K-3.6K-1.1K-3.6K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.002.002.000.33
Total Volume6.238055055
Total OI919.571884960959897

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-06-02$29.92$30.0021.2%6.1%22.1%46.4%0.0%2.6%-1.8%-87.8K857.3K-3.6K0.0099.89N/AN/A00223736
2014-06-03$29.82$30.0019.6%5.6%21.9%39.4%0.0%32.4%1.0%-85.1K1.0M-3.3K0.00101.96N/AN/A00223736
2014-06-04$30.11$30.0020.1%5.7%21.8%41.3%0.0%28.6%-0.0%-91.9K891.5K-3.4K0.00100.33N/AN/A00223736
2014-06-05$30.80$30.0023.3%6.7%23.2%56.3%23.5%14.0%-5.0%-102.2K562.0K-3.4K2.00102.11N/AN/A12223736
2014-06-06$31.13$30.0020.7%4.2%23.4%44.2%0.0%2.7%7.9%-84.2K267.4K-3.0K0.55105.45N/AN/A116224736
2014-06-09$31.44$30.0022.3%4.3%23.4%51.7%0.0%0.1%8.0%-84.6K203.5K-2.7K0.00110.91N/AN/A00215736
2014-06-10$31.63$30.0025.1%4.6%21.3%64.5%0.0%2.7%6.1%-78.2K137.8K-2.6K0.00112.04N/AN/A00215736
2014-06-11$31.66$30.0021.1%4.3%20.1%46.3%0.0%0.7%8.3%-77.9K97.4K-2.3K0.00111.18N/AN/A80215736
2014-06-12$31.27$30.0018.2%5.2%18.4%32.9%0.0%-0.8%2.5%-86.4K251.9K-2.5K0.00104.36N/AN/A00184736
2014-06-13$31.12$30.0017.3%5.0%17.6%28.6%0.0%3.4%5.1%-83.0K193.2K-2.5K0.00101.36N/AN/A00184718
2014-06-16$31.28$30.0017.0%4.9%17.6%27.3%0.0%1.7%5.8%-121.0K132.8K-2.1K0.00101.13N/AN/A00184711
2014-06-17$31.69$30.0019.3%5.5%17.2%37.7%0.0%6.1%5.3%-92.4K129.2K-2.2K0.0030.35N/AN/A150184711
2014-06-18$31.58$30.0017.8%5.1%13.7%31.0%0.0%6.4%6.5%-69.5K102.4K-2.4K0.00108.34N/AN/A100194711
2014-06-19$31.69$30.0017.7%5.1%13.7%30.4%0.0%-0.6%3.7%-68.5K29.7K-2.1K0.00112.10N/AN/A00204710
2014-06-20$32.12$30.0013.5%3.9%14.1%11.5%0.0%-0.2%8.3%-49.7K-159.2K-1.5K0.00108.30N/AN/A20204710
2014-06-23$32.05$30.0015.3%4.4%14.2%19.5%16.3%-0.5%5.5%-48.9K-186.8K-1.5K0.0030.94N/AN/A10206678
2014-06-24$32.16$30.0014.9%4.3%13.7%17.5%0.0%0.2%-0.2%-44.5K-207.2K-1.3K0.0098.79N/AN/A00206678
2014-06-25$32.32$30.0016.3%4.7%13.7%24.0%0.0%0.0%-3.1%-42.0K-201.9K-1.3K0.00106.12N/AN/A00206678
2014-06-26$32.20$30.0014.5%4.2%14.0%16.0%0.0%1.7%0.2%-42.2K-212.8K-1.2K0.0092.91N/AN/A00206678
2014-06-27$32.38$30.0018.7%5.4%13.9%35.3%21.9%-1.9%3.5%-39.0K-223.7K-1.3K0.3399.02N/AN/A155206678
2014-06-30$32.62$30.0019.8%5.7%12.7%40.3%0.0%0.9%-7.3%-32.7K-253.4K-1.1K0.00106.56N/AN/A055214683