HI Options History — October 2019

In October 2019, HI traded between $28.15 and $31.82. ATM implied volatility averaged 35.0%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 4.5% (HV 20d: 30.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 2.58.

Notable Days

  • 2019-10-18: Highest Volume — 328 contracts
  • 2019-10-09: Largest IV spike — 26.1% change
  • 2019-10-10: Highest IV Rank — 23.7%
  • 2019-10-10: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.04$28.15$31.82$29.87$30.62
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV35.0%26.8%38.4%34.4%37.8%
Expected Move10.4%9.6%11.0%9.8%10.8%
HV 20d30.5%25.7%34.3%33.3%25.9%
HV 60d36.0%31.1%46.0%45.5%31.6%
IV Rank20.4%12.0%23.7%20.0%23.1%
IV Percentile75.8%42.1%85.7%75.8%85.7%
Term Structure-0.9%-2.9%1.4%1.4%-2.3%
VWIV35.2%17.5%74.2%36.2%17.5%
Skew 25d7.6%-5.1%15.2%0.4%6.7%
Skew 10d12.4%-8.6%33.7%0.8%10.3%
Call IV 25d29.7%21.0%37.0%30.6%32.2%
Put IV 25d37.3%28.8%43.9%31.0%39.0%
Bid-Ask Spread %85.5069.5295.5769.5295.57
Gamma HHI0.300.240.530.320.25
Net GEX-21.4K-47.0K54.6K-29.4K-17.0K
Net DEX681.5K-508.3K1.8M854.3K163.0K
Net VEX-8.7K-9.4K-8.1K-8.3K-8.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.580.0023.000.480.20
Total Volume69.0430328830
Total OI3,212.3042,1283,9813,4902,456

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$29.87$30.0034.4%9.8%33.3%20.0%0.0%0.4%1.4%-29.4K854.3K-8.3K0.4869.52N/AN/A56271,8761,614
2019-10-02$29.20$30.0036.3%10.4%34.3%22.0%36.2%8.1%1.4%-32.8K1.1M-8.6K1.3073.09N/AN/A50651,9121,624
2019-10-03$28.55$30.0032.7%10.4%33.3%18.4%0.0%11.2%-1.0%-33.7K1.5M-8.6K0.0085.73N/AN/A041,9461,683
2019-10-04$29.13$30.0032.3%10.5%33.6%17.6%0.0%12.6%-0.7%-29.7K1.2M-8.7K0.0085.12N/AN/A0711,9461,679
2019-10-07$28.80$30.0026.8%10.6%33.2%12.0%25.4%9.3%-0.3%-33.6K1.5M-8.7K0.8391.46N/AN/A24201,9461,750
2019-10-08$28.15$30.0029.4%11.0%30.7%14.7%0.0%7.1%-0.6%-36.6K1.8M-8.3K23.0094.65N/AN/A1231,9331,754
2019-10-09$28.39$30.0037.1%10.6%26.8%22.4%37.1%9.7%-0.5%-35.8K1.7M-8.4K0.2084.86N/AN/A50101,9331,748
2019-10-10$28.44$30.0038.4%11.0%26.7%23.7%0.0%8.7%-2.1%-34.6K1.6M-8.4K0.0075.03N/AN/A001,9521,758
2019-10-11$29.84$30.0036.8%10.5%31.9%22.0%36.9%5.8%-1.3%-29.1K887.5K-8.7K9.3685.46N/AN/A111031,9521,758
2019-10-14$29.78$30.0037.1%10.6%31.4%22.3%37.1%4.1%-2.1%-34.5K945.1K-8.7K9.7582.03N/AN/A121171,9871,826
2019-10-15$29.94$30.0035.8%10.3%31.0%21.1%34.9%-5.1%-1.4%-40.8K911.1K-8.9K0.1288.27N/AN/A6581,9871,925
2019-10-16$29.88$30.0034.9%10.0%30.7%20.2%74.2%3.7%-0.9%-32.6K988.0K-8.8K0.0079.62N/AN/A202,0521,929
2019-10-17$29.95$30.0034.8%10.0%30.7%20.0%0.0%4.3%-0.9%-27.0K900.2K-8.4K0.0788.87N/AN/A146102,0521,929
2019-10-18$29.97$30.0033.9%9.7%30.6%19.2%33.9%11.7%-0.5%54.6K1.1M-8.1K0.1689.83N/AN/A282462,0491,919
2019-10-21$30.27$30.0035.3%10.1%30.8%20.5%35.3%10.6%-0.8%-47.0K749.4K-8.5K0.0090.14N/AN/A26307121,416
2019-10-22$30.90$30.0037.6%10.8%31.4%22.9%18.6%12.8%-2.9%-12.0K16.7K-9.4K0.0087.17N/AN/A3709651,416
2019-10-23$31.43$30.0035.0%10.0%30.7%20.3%0.0%3.9%-0.1%-8.0K-266.9K-9.2K1.0087.28N/AN/A119901,416
2019-10-24$31.22$30.0035.5%10.2%30.8%20.8%0.0%2.5%-0.5%-9.2K-174.4K-9.3K0.0089.16N/AN/A309911,417
2019-10-25$31.61$30.0033.4%9.6%30.6%18.6%0.0%2.4%1.3%-6.4K-384.3K-8.9K0.0085.55N/AN/A1309931,417
2019-10-28$31.80$30.0036.3%10.4%30.5%21.6%17.5%15.2%-1.7%-3.6K-508.3K-8.5K0.0083.84N/AN/A2001,0061,417
2019-10-29$31.82$30.0037.1%10.7%26.6%22.4%0.0%14.8%-2.5%-4.7K-468.8K-8.7K0.2081.30N/AN/A1531,0081,417
2019-10-30$31.37$30.0037.1%10.6%25.7%22.4%0.0%13.5%-1.4%-8.4K-290.5K-8.6K0.0092.90N/AN/A0291,0081,419
2019-10-31$30.62$30.0037.8%10.8%25.9%23.1%0.0%6.7%-2.3%-17.0K163.0K-8.8K0.0095.57N/AN/A001,0081,448