HI Options History — June 2015

In June 2015, HI traded between $30.51 and $31.95. ATM implied volatility averaged 23.8%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 1.1% (HV 20d: 24.8%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 2.43.

Notable Days

  • 2015-06-17: Highest Volume — 450 contracts
  • 2015-06-29: Largest IV spike — 26.6% change
  • 2015-06-03: Highest IV Rank — 40.2%
  • 2015-06-03: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.36$30.51$31.95$30.60$30.68
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV23.8%18.6%28.3%25.6%25.1%
Expected Move6.7%5.3%8.1%7.3%7.2%
HV 20d24.8%14.4%40.3%39.4%17.4%
HV 60d26.9%25.7%27.9%27.9%26.6%
IV Rank28.3%14.7%40.2%33.2%31.8%
IV Percentile52.2%15.5%86.9%68.3%62.7%
Term Structure3.0%-6.7%11.0%-2.5%1.3%
VWIV24.0%19.4%27.4%25.5%25.1%
Skew 25d5.5%0.3%14.1%2.5%14.1%
Skew 10d17.5%4.5%41.4%7.2%41.4%
Call IV 25d20.6%16.2%26.6%26.6%26.4%
Put IV 25d26.2%21.9%40.4%29.1%40.4%
Bid-Ask Spread %97.6890.27103.3896.0697.02
Gamma HHI0.740.660.850.720.84
Net GEX-101.2K-140.8K-77.8K-85.0K-131.6K
Net DEX1.1M797.3K1.7M1.3M1.5M
Net VEX-12.7K-14.1K-11.6K-13.6K-12.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.431.353.932.141.98
Total Volume314.9550450276268
Total OI2,611.8182,4382,7462,6802,597

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$30.60$30.0025.6%7.3%39.4%33.2%25.5%2.5%-2.5%-85.0K1.3M-13.6K2.1496.06N/AN/A881888381,842
2015-06-02$31.24$30.0025.6%7.3%39.5%33.0%0.0%1.0%-1.1%-82.1K1.1M-14.1K0.0096.52N/AN/A008381,906
2015-06-03$31.61$30.0028.3%8.1%39.6%40.2%27.4%0.3%-6.7%-77.8K797.3K-13.7K2.1499.04N/AN/A881888381,906
2015-06-04$31.12$30.0025.9%6.6%40.2%33.8%21.5%2.5%1.4%-80.9K949.4K-13.9K1.90101.89N/AN/A881678381,906
2015-06-05$31.38$30.0028.1%6.8%40.2%39.5%22.0%13.3%1.6%-82.6K991.2K-13.6K1.90101.31N/AN/A881678381,908
2015-06-08$31.27$30.0022.8%7.0%40.2%25.8%23.7%3.7%0.2%-88.5K990.8K-13.3K1.7090.27N/AN/A981678231,908
2015-06-09$31.13$30.0027.4%6.7%40.3%37.8%23.1%3.3%0.9%-92.9K1.1M-13.1K1.7095.11N/AN/A981678231,908
2015-06-10$31.59$30.0023.2%6.6%20.9%26.8%22.5%6.7%2.3%-87.8K814.7K-13.0K2.1491.80N/AN/A881888231,908
2015-06-11$31.37$30.0023.1%6.6%20.8%26.4%22.7%4.1%1.5%-91.8K871.1K-12.6K2.1499.87N/AN/A881888231,908
2015-06-12$31.24$30.0024.1%6.9%19.8%29.0%24.2%3.1%0.9%-121.8K1.4M-12.4K2.08102.63N/AN/A881836151,908
2015-06-15$31.15$30.0023.8%6.8%18.6%28.4%23.7%3.9%1.5%-125.3K1.5M-12.2K2.0399.40N/AN/A881796151,908
2015-06-16$31.49$30.0018.6%5.3%18.2%14.7%19.4%3.5%10.1%-110.1K1.3M-12.7K1.7599.75N/AN/A1021796151,954
2015-06-17$31.54$30.0021.6%6.2%18.1%22.8%24.0%5.1%9.5%-107.4K1.2M-12.4K3.41102.50N/AN/A1023486151,954
2015-06-18$31.78$30.0020.7%5.9%18.3%20.2%23.4%5.8%7.6%-105.8K1.1M-11.8K3.41103.38N/AN/A1023486151,914
2015-06-19$31.70$30.0020.9%6.0%17.9%20.8%23.7%5.2%7.9%-101.6K1.1M-11.7K3.41103.25N/AN/A1023486151,914
2015-06-22$31.73$30.0026.1%7.5%17.4%34.3%26.1%7.2%-1.1%-100.4K1.2M-11.6K2.1193.22N/AN/A1332815981,840
2015-06-23$31.95$30.0022.1%6.3%15.3%23.9%25.9%9.7%7.3%-91.5K1.0M-11.9K2.9395.31N/AN/A962816471,843
2015-06-24$31.79$30.0021.6%6.2%15.4%22.5%25.4%8.6%8.9%-97.7K1.0M-11.9K2.9394.91N/AN/A962816591,843
2015-06-25$31.48$30.0023.4%6.7%15.9%27.2%23.8%4.5%2.5%-112.6K1.1M-11.9K3.9295.14N/AN/A893496591,843
2015-06-26$31.55$30.0020.0%5.7%14.4%18.5%24.8%8.8%11.0%-111.0K1.2M-12.3K3.9399.37N/AN/A893506591,892
2015-06-29$30.51$30.0025.3%7.3%18.9%32.4%25.6%5.0%-0.1%-140.8K1.7M-12.2K1.3591.15N/AN/A1291746591,897
2015-06-30$30.68$30.0025.1%7.2%17.4%31.8%25.1%14.1%1.3%-131.6K1.5M-12.3K1.9897.02N/AN/A901786991,898