HI Options History — August 2016

In August 2016, HI traded between $31.24 and $32.99. ATM implied volatility averaged 25.3%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 9.9% (HV 20d: 15.4%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 5.37.

Notable Days

  • 2016-08-08: Highest Volume — 365 contracts
  • 2016-08-31: Largest IV spike — 291.4% change
  • 2016-08-31: Highest IV Rank — 100.0%
  • 2016-08-31: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.17$31.24$32.99$32.22$32.24
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV25.3%15.2%91.3%28.7%91.3%
Expected Move7.2%4.4%26.2%8.2%26.2%
HV 20d15.4%11.8%19.1%16.7%11.8%
HV 60d24.6%24.1%25.3%24.7%24.2%
IV Rank25.0%0.0%100.0%43.7%100.0%
IV Percentile26.5%0.0%100.0%63.9%100.0%
Term Structure-0.6%-30.2%7.9%5.1%-30.2%
VWIV25.8%12.4%92.5%34.4%92.5%
Skew 25d6.6%-4.2%95.1%3.9%95.1%
Skew 10d13.0%-0.2%128.1%7.3%128.1%
Call IV 25d20.5%15.3%30.1%30.1%30.0%
Put IV 25d27.1%15.5%125.1%34.0%125.1%
Bid-Ask Spread %99.8289.65134.4590.15134.45
Gamma HHI0.550.460.740.470.50
Net GEX-4.9K-25.1K8.0K1.5K4.4K
Net DEX85.5K-135.0K301.6K-65.5K-1.5K
Net VEX-1.0K-1.3K-811-970-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.370.0011.591.323.76
Total Volume244.6960365176295
Total OI467.304317553317457

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-08-01$32.22$30.0028.7%8.2%16.7%43.7%34.4%3.9%5.1%1.5K-65.5K-9701.3290.15N/AN/A76100143174
2016-08-02$32.00$30.0034.9%10.0%16.1%67.3%35.0%6.9%-6.8%-721-63.9K-9511.3291.99N/AN/A76100143174
2016-08-03$31.24$30.0033.7%9.7%18.7%62.7%32.5%5.3%-6.4%-6.4K-6.0K-9247.0089.65N/AN/A29203143174
2016-08-04$31.73$30.0024.5%6.8%19.1%27.9%23.9%-0.5%-2.7%-4.0K257.4K-8316.9393.59N/AN/A29201147277
2016-08-05$31.25$30.0026.9%6.6%16.6%37.1%21.3%4.4%-1.2%-6.1K274.6K-9266.9396.27N/AN/A29201147280
2016-08-08$31.47$30.0023.8%6.6%16.7%25.2%23.2%5.0%-1.2%-6.3K266.3K-81111.5996.23N/AN/A29336147280
2016-08-09$31.50$30.0023.9%6.7%14.7%25.5%23.3%4.9%-0.9%-25.1K301.6K-1.3K8.9797.48N/AN/A29260147403
2016-08-10$31.47$30.0023.0%6.6%14.7%22.2%22.9%4.8%-1.0%-21.1K259.4K-1.2K8.9797.70N/AN/A29260147403
2016-08-11$31.60$30.0023.4%6.7%14.7%23.7%23.3%4.7%-0.9%-20.4K264.6K-1.2K8.6798.07N/AN/A30260147403
2016-08-12$31.56$30.0023.3%6.7%14.5%23.3%22.9%4.2%-2.0%-19.8K255.1K-1.2K8.6795.75N/AN/A30260148403
2016-08-15$31.91$30.0024.2%6.9%15.0%26.6%24.3%5.2%-1.6%-14.2K235.3K-1.1K8.9798.70N/AN/A29260148403
2016-08-16$32.26$30.0020.9%6.0%15.4%14.2%24.5%7.8%4.9%-9.4K208.7K-1.1K8.97100.58N/AN/A29260150403
2016-08-17$32.44$30.0017.2%4.9%15.3%0.4%0.0%-1.3%2.8%-8.7K171.4K-9290.00106.26N/AN/A00150403
2016-08-18$32.81$30.0016.8%4.8%15.6%0.0%20.2%-0.6%3.7%-2.1K152.4K-8690.00106.57N/AN/A40150403
2016-08-19$32.82$30.0016.2%4.6%15.5%0.0%16.9%1.9%5.3%-2.3K155.0K-8344.00106.81N/AN/A65260147403
2016-08-22$32.93$30.0018.2%5.2%15.3%7.2%18.3%1.3%1.7%4.1K-106.0K-9893.56100.56N/AN/A64228184244
2016-08-23$32.99$30.0018.3%5.2%15.1%7.7%18.9%2.0%3.3%5.2K-122.5K-9683.56101.39N/AN/A64228184244
2016-08-24$32.90$30.0016.6%4.8%14.8%1.4%12.4%3.8%7.9%3.4K-106.7K-9140.0093.53N/AN/A1000184244
2016-08-25$32.91$30.0015.2%4.4%14.8%0.0%18.8%-1.5%3.8%8.0K-93.7K-1.2K3.6899.37N/AN/A62228207244
2016-08-26$32.64$30.0020.3%5.8%14.9%18.2%18.6%0.5%3.1%3.8K-135.0K-1.0K3.76100.33N/AN/A62233208244
2016-08-29$32.54$30.0018.3%5.3%14.9%11.1%19.6%-4.2%2.4%2.4K-51.9K-1.1K3.76100.00N/AN/A62233208249
2016-08-30$32.47$30.0023.3%6.7%14.6%28.7%20.0%-0.9%-2.9%60-82.9K-9233.76100.40N/AN/A62233208249
2016-08-31$32.24$30.0091.3%26.2%11.8%100.0%92.5%95.1%-30.2%4.4K-1.5K-1.2K3.76134.45N/AN/A62233208249