HI Options History — February 2019 In February 2019, HI traded between $42.60 and $45.70. ATM implied volatility averaged 20.2%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 3.5% (HV 20d: 23.7%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 11.69.
Notable Days 2019-02-15 : Highest Volume — 419 contracts2019-02-06 : Largest IV spike — 42.5% change2019-02-27 : Highest IV Rank — 12.8%2019-02-01 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $44.10 $42.60 $45.70 $42.60 $44.38 Max Pain $40.79 $35.00 $45.00 $35.00 $40.00 ATM IV 20.2% 15.1% 22.8% 16.4% 22.4% Expected Move 6.2% 5.1% 7.4% 7.4% 6.4% HV 20d 23.7% 15.8% 26.7% 26.7% 15.8% HV 60d 27.2% 25.4% 28.6% 28.6% 25.4% IV Rank 10.3% 5.4% 12.8% 6.7% 12.4% IV Percentile 24.7% 4.4% 38.9% 7.5% 37.3% Term Structure 0.2% -1.1% 1.9% -0.6% -0.5% VWIV 24.1% 20.8% 32.0% 32.0% 22.4% Skew 25d -0.6% -7.7% 4.6% -3.6% -4.0% Skew 10d -1.4% -9.2% 8.5% 2.5% -6.2% Call IV 25d 22.9% 18.4% 34.5% 32.2% 23.1% Put IV 25d 22.3% 16.8% 28.6% 28.6% 19.1% Bid-Ask Spread % 89.37 74.16 111.89 93.40 78.00 Gamma HHI 0.37 0.33 0.49 0.33 0.36 Net GEX 4.4K -10.4K 30.4K 26.8K -9.1K Net DEX -824.4K -1.8M -382.3K -820.2K -646.6K Net VEX -3.9K -5.0K -3.1K -3.4K -3.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 11.69 0.00 160.00 0.26 0.00 Total Volume 132.684 1 419 39 50 Total OI 924.684 696 1,153 700 957
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-02-01 $42.60 $35.00 16.4% 7.4% 26.7% 6.7% 32.0% -3.6% -0.6% 26.8K -820.2K -3.4K 0.26 93.40 N/A N/A 31 8 419 281 2019-02-04 $42.81 $35.00 15.1% 6.4% 25.8% 5.4% 0.0% 4.6% 0.5% 17.1K -875.4K -3.1K 0.00 78.49 N/A N/A 8 0 419 280 2019-02-05 $43.31 $35.00 15.6% 6.6% 25.3% 6.0% 22.9% -7.7% 0.4% 30.4K -931.7K -3.1K 8.70 92.33 N/A N/A 10 87 416 280 2019-02-06 $43.15 $45.00 22.3% 6.4% 25.1% 12.3% 0.0% 1.3% 0.5% 21.1K -784.3K -3.2K 0.00 86.32 N/A N/A 0 320 416 324 2019-02-07 $42.62 $45.00 18.3% 5.3% 25.6% 8.5% 0.0% 2.2% 0.2% 5.3K -382.3K -5.0K 0.00 98.78 N/A N/A 0 320 416 528 2019-02-08 $42.60 $45.00 18.6% 5.3% 25.6% 8.8% 22.6% 1.7% -0.0% 5.2K -427.5K -4.5K 160.00 79.22 N/A N/A 2 320 416 528 2019-02-11 $42.81 $45.00 22.1% 6.3% 25.5% 12.2% 0.0% 3.5% 0.2% -1.2K -443.4K -4.7K 0.00 100.04 N/A N/A 0 48 416 528 2019-02-12 $43.23 $45.00 17.9% 5.1% 24.8% 8.2% 0.0% 0.1% 1.1% 1.1K -527.4K -4.6K 0.00 97.53 N/A N/A 0 48 416 576 2019-02-13 $44.01 $45.00 20.5% 5.9% 25.3% 10.6% 22.3% -5.5% 1.5% 1.9K -697.3K -4.3K 0.17 96.67 N/A N/A 278 48 416 576 2019-02-14 $44.28 $40.00 22.2% 6.4% 25.1% 12.2% 25.3% -4.2% 0.3% 17.2K -1.3M -4.4K 0.16 111.89 N/A N/A 307 48 552 576 2019-02-15 $45.31 $40.00 19.9% 5.7% 25.8% 10.0% 31.3% -2.5% 1.9% -10.4K -1.8M -3.9K 0.13 86.86 N/A N/A 371 48 577 576 2019-02-19 $45.04 $40.00 21.5% 6.2% 26.1% 11.5% 0.0% 0.1% 0.3% -2.5K -817.0K -4.0K 0.00 74.45 N/A N/A 1 0 374 576 2019-02-20 $45.40 $40.00 21.0% 6.0% 21.0% 11.1% 0.0% 1.5% 0.5% -1.4K -891.9K -3.7K 0.00 88.22 N/A N/A 2 0 375 576 2019-02-21 $45.37 $40.00 22.2% 6.4% 21.1% 12.2% 22.2% 0.6% -0.5% -1.1K -858.5K -3.8K 3.00 74.16 N/A N/A 2 6 375 576 2019-02-22 $45.70 $40.00 20.8% 6.0% 21.1% 10.9% 20.8% 1.3% 0.6% -2.7K -927.8K -3.6K 3.00 84.27 N/A N/A 2 6 375 582 2019-02-25 $45.40 $40.00 22.1% 6.4% 21.5% 12.2% 22.3% 0.5% -0.6% -3.6K -901.1K -3.6K 0.00 92.50 N/A N/A 50 0 375 582 2019-02-26 $45.19 $40.00 22.4% 6.4% 21.8% 12.4% 22.4% -0.8% -0.8% -5.0K -840.5K -3.6K 0.00 85.10 N/A N/A 50 0 375 582 2019-02-27 $44.70 $40.00 22.8% 6.5% 22.1% 12.8% 22.8% 0.2% -1.1% -6.2K -757.1K -3.7K 0.00 99.79 N/A N/A 50 0 375 582 2019-02-28 $44.38 $40.00 22.4% 6.4% 15.8% 12.4% 22.4% -4.0% -0.5% -9.1K -646.6K -3.8K 0.00 78.00 N/A N/A 50 0 375 582
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