HYEM Options History — December 2023

In December 2023, HYEM traded between $18.50 and $18.64. ATM implied volatility averaged 51.3%. The 30-day expected move averaged 14.7%. Net GEX was positive for 0 of 10 trading days. Term structure was in contango for 0 of 10 days.

Notable Days

  • 2023-12-18: Largest IV spike — 8.5% change
  • 2023-12-29: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.56$18.50$18.64$18.52$18.60
ATM IV51.3%45.9%56.3%45.9%56.3%
Expected Move14.7%13.2%16.1%13.2%16.1%
Term Structure-17.2%-44.2%-11.0%-11.0%-17.7%
Skew 25d0.5%-0.0%3.7%3.7%0.1%
Skew 10d10.5%6.8%17.9%17.9%11.0%
Call IV 25d68.1%60.3%76.7%60.3%76.7%
Put IV 25d68.6%62.7%76.8%64.0%76.8%
Bid-Ask Spread %169.79169.14170.60170.60169.99
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (10 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-15$18.52$0.0045.9%13.2%0.0%0.0%0.0%3.7%-11.0%0000.00170.60N/AN/A0000
2023-12-18$18.50$0.0049.8%14.3%0.0%0.0%0.0%0.5%-11.5%0000.00170.12N/AN/A0000
2023-12-19$18.55$0.0048.1%13.8%0.0%0.0%0.0%0.1%-12.5%0000.00169.78N/AN/A0000
2023-12-20$18.50$0.0052.0%14.9%0.0%0.0%0.0%0.1%-13.7%0000.00169.14N/AN/A0000
2023-12-21$18.59$0.0049.1%14.1%0.0%0.0%0.0%0.0%-13.4%0000.00169.39N/AN/A0000
2023-12-22$18.60$0.0050.0%14.3%0.0%0.0%0.0%-0.0%-44.2%0000.00170.41N/AN/A0000
2023-12-26$18.64$0.0051.3%14.7%0.0%0.0%0.0%0.0%-15.0%0000.00169.23N/AN/A0000
2023-12-27$18.55$0.0054.5%15.6%0.0%0.0%0.0%0.1%-16.2%0000.00169.78N/AN/A0000
2023-12-28$18.55$0.0055.8%16.0%0.0%0.0%0.0%0.1%-17.0%0000.00169.45N/AN/A0000
2023-12-29$18.60$0.0056.3%16.1%0.0%0.0%0.0%0.1%-17.7%0000.00169.99N/AN/A0000