HI Options History — July 2015

In July 2015, HI traded between $27.56 and $30.52. ATM implied volatility averaged 26.8%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 9.6% (HV 20d: 17.1%). 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 1 of 22 days. Put/call ratio averaged 0.80.

Notable Days

  • 2015-07-14: Highest Volume — 564 contracts
  • 2015-07-13: Largest IV spike — 31.7% change
  • 2015-07-13: Highest IV Rank — 44.9%
  • 2015-07-23: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.71$27.56$30.52$30.52$28.31
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV26.8%22.9%30.1%24.8%28.1%
Expected Move7.8%7.1%8.5%7.1%8.1%
HV 20d17.1%15.3%18.7%16.7%16.6%
HV 60d26.9%26.5%27.3%26.5%26.7%
IV Rank36.2%25.9%44.9%30.9%39.7%
IV Percentile73.5%40.5%94.4%59.9%84.1%
Term Structure-2.4%-4.4%1.1%1.1%-2.7%
VWIV27.5%24.9%30.1%24.9%28.8%
Skew 25d-2.5%-9.5%4.5%2.1%-1.8%
Skew 10d0.3%-2.5%7.3%7.3%-1.0%
Call IV 25d27.5%24.8%30.7%27.2%28.9%
Put IV 25d25.0%21.2%33.6%29.3%27.1%
Bid-Ask Spread %99.4395.01104.0798.1698.61
Gamma HHI0.790.640.860.850.64
Net GEX-99.9K-146.8K-65.8K-138.6K-76.6K
Net DEX2.5M1.7M2.8M1.7M2.4M
Net VEX-10.7K-12.2K-8.9K-12.2K-10.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.261.791.451.08
Total Volume319.591219564301384
Total OI2,541.8182,2632,9882,5932,471

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-07-01$30.52$30.0024.8%7.1%16.7%30.9%24.9%2.1%1.1%-138.6K1.7M-12.2K1.4598.16N/AN/A1231787001,893
2015-07-02$30.22$30.0026.9%7.7%16.2%36.5%27.3%3.0%-0.6%-137.0K1.9M-12.2K1.45103.44N/AN/A1231786951,893
2015-07-06$29.58$30.0026.1%7.8%17.3%34.5%27.3%0.6%-2.7%-142.9K2.3M-11.6K1.4395.21N/AN/A1151656951,893
2015-07-07$29.57$30.0025.8%7.9%17.3%33.7%27.5%-0.4%-2.8%-146.8K2.4M-11.4K1.2698.35N/AN/A1471856961,892
2015-07-08$28.90$30.0026.5%8.0%18.7%35.5%27.9%-2.7%-1.8%-125.0K2.7M-11.1K0.9497.92N/AN/A1961857351,908
2015-07-09$28.88$30.0024.2%8.2%17.4%29.3%28.7%-2.8%-3.9%-124.0K2.7M-11.3K0.7998.28N/AN/A2341858271,908
2015-07-10$29.12$30.0022.9%7.6%18.0%25.9%26.6%-0.9%-2.0%-123.8K2.6M-11.6K1.12100.38N/AN/A2342618481,908
2015-07-13$29.07$30.0030.1%7.4%18.0%44.9%25.9%-0.6%-1.7%-134.0K2.5M-11.1K1.79100.31N/AN/A1462618481,899
2015-07-14$28.93$30.0025.2%8.1%18.0%32.1%28.5%-2.7%-3.8%-121.2K2.8M-10.9K0.8699.60N/AN/A3032618501,899
2015-07-15$28.78$30.0028.1%8.1%17.2%39.6%28.2%-3.4%-3.6%-99.0K2.6M-11.4K0.52102.33N/AN/A2281181,0051,899
2015-07-16$29.00$30.0026.8%7.7%17.6%36.2%26.6%-2.2%-2.6%-104.9K2.5M-11.6K0.56100.48N/AN/A2111181,0251,901
2015-07-17$28.69$30.0026.7%7.7%17.1%36.1%26.4%-4.1%-2.1%-68.3K2.8M-11.4K0.26102.60N/AN/A211551,0871,901
2015-07-20$28.40$30.0027.7%7.9%17.2%38.5%27.3%-5.1%-1.7%-74.5K2.2M-10.9K0.3496.08N/AN/A187636921,571
2015-07-21$28.58$30.0027.7%7.9%17.6%38.6%27.3%-4.0%-1.7%-77.0K2.2M-11.1K0.3496.22N/AN/A187636921,591
2015-07-22$28.10$30.0027.7%7.9%17.4%38.6%27.9%-6.3%-2.9%-67.4K2.3M-10.7K0.3496.68N/AN/A187636921,591
2015-07-23$27.78$30.0029.8%8.5%17.5%44.0%28.1%-9.5%-4.1%-87.1K2.6M-9.1K0.3395.01N/AN/A197656921,593
2015-07-24$27.67$30.0025.7%7.4%17.5%33.3%27.9%-7.0%-4.4%-65.8K2.6M-9.2K0.39104.07N/AN/A160637051,597
2015-07-27$27.56$30.0026.1%7.5%17.2%34.4%30.1%4.5%-3.5%-68.9K2.7M-8.9K0.40100.50N/AN/A156637051,599
2015-07-28$27.89$30.0028.4%8.2%15.3%40.5%27.4%-3.9%-2.8%-68.4K2.7M-9.2K0.4099.38N/AN/A156637051,599
2015-07-29$28.12$30.0027.9%8.0%15.6%39.1%27.4%-3.1%-0.3%-75.9K2.5M-9.7K0.40101.29N/AN/A158637051,599
2015-07-30$27.95$30.0025.8%7.4%15.6%33.5%26.3%-4.2%-2.2%-71.0K2.6M-9.1K1.10102.48N/AN/A1581747171,599
2015-07-31$28.31$30.0028.1%8.1%16.6%39.7%28.8%-1.8%-2.7%-76.6K2.4M-10.7K1.0898.61N/AN/A1851997171,754