HYEM Options History — January 2024 In January 2024, HYEM traded between $18.45 and $18.84. ATM implied volatility averaged 57.7%. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 52.5% (HV 20d: 5.3%). Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-10 : Largest IV drop — 47.3% change2024-01-03 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $18.64 $18.45 $18.84 $18.45 $18.82 ATM IV 57.7% 43.5% 82.6% 66.0% 62.6% Expected Move 14.8% 11.6% 19.0% 18.9% 18.0% HV 20d 5.3% 4.3% 5.6% 5.6% 4.3% Term Structure -16.9% -25.1% -12.3% -23.9% -22.2% Skew 25d 1.1% -0.1% 1.7% 0.5% 1.7% Skew 10d 12.5% -28.6% 69.5% 10.0% 16.2% Call IV 25d 69.8% 55.2% 87.9% 85.3% 87.0% Put IV 25d 70.9% 56.2% 88.6% 85.8% 88.6% Bid-Ask Spread % 169.94 168.60 171.00 168.60 169.86 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 87 0 239 0 237 Net DEX -1.1K -2.9K 0 0 -2.9K Net VEX -7 -20 0 0 -19 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.429 0 9 0 9
Daily Data (21 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 2024-01-02 $18.45 $0.00 66.0% 18.9% 0.0% 0.0% 0.0% 0.5% -23.9% 0 0 0 0.00 168.60 N/A N/A 0 0 0 0 2024-01-03 $18.54 $0.00 66.2% 19.0% 0.0% 0.0% 0.0% 0.3% -25.1% 0 0 0 0.00 169.35 N/A N/A 0 0 0 0 2024-01-04 $18.59 $0.00 65.8% 11.6% 0.0% 0.0% 0.0% 1.1% -12.5% 0 0 0 0.00 169.77 N/A N/A 0 0 0 0 2024-01-05 $18.58 $0.00 69.8% 12.0% 0.0% 0.0% 0.0% 1.0% -13.5% 0 0 0 0.00 170.85 N/A N/A 0 0 0 0 2024-01-08 $18.59 $0.00 78.7% 12.5% 0.0% 0.0% 0.0% 1.1% -14.6% 0 0 0 0.00 171.00 N/A N/A 0 0 0 0 2024-01-09 $18.57 $0.00 82.6% 12.6% 5.6% 0.0% 0.0% 0.9% -15.1% 0 0 0 0.00 170.60 N/A N/A 0 0 0 0 2024-01-10 $18.63 $0.00 43.5% 12.5% 5.5% 0.0% 0.0% 1.0% -15.3% 0 0 0 0.00 170.22 N/A N/A 0 0 0 0 2024-01-11 $18.68 $0.00 44.0% 12.6% 5.4% 0.0% 0.0% 1.0% -15.5% 0 0 0 0.00 169.83 N/A N/A 0 0 0 0 2024-01-12 $18.73 $0.00 43.5% 12.5% 5.3% 0.0% 0.0% -0.1% -15.8% 0 0 0 0.00 170.45 N/A N/A 0 0 0 0 2024-01-16 $18.66 $0.00 47.5% 13.6% 5.4% 0.0% 0.0% -0.0% -17.5% 0 0 0 0.00 170.44 N/A N/A 0 0 0 0 2024-01-17 $18.58 $0.00 48.3% 13.9% 5.5% 0.0% 0.0% 1.3% -18.1% 0 0 0 0.00 169.85 N/A N/A 0 0 0 0 2024-01-18 $18.57 $0.00 50.4% 14.4% 5.5% 0.0% 0.0% 1.3% -12.3% 0 0 0 0.00 169.62 N/A N/A 0 0 0 0 2024-01-19 $18.60 $0.00 49.4% 14.2% 5.5% 0.0% 0.0% 1.3% -12.7% 0 0 0 0.00 169.56 N/A N/A 0 0 0 0 2024-01-22 $18.60 $0.00 53.5% 15.4% 5.4% 0.0% 0.0% 1.4% -14.5% 223 -2.8K -20 0.00 170.18 N/A N/A 0 0 9 0 2024-01-23 $18.61 $0.00 54.0% 15.5% 5.1% 0.0% 0.0% 1.5% -15.2% 223 -2.8K -20 0.00 169.82 N/A N/A 0 0 9 0 2024-01-24 $18.59 $0.00 53.8% 15.4% 5.1% 0.0% 0.0% 1.6% -16.0% 221 -2.7K -20 0.00 169.93 N/A N/A 0 0 9 0 2024-01-25 $18.65 $0.00 56.3% 16.1% 5.2% 0.0% 0.0% 1.5% -16.5% 226 -2.8K -20 0.00 170.49 N/A N/A 0 0 9 0 2024-01-26 $18.67 $0.00 56.2% 16.1% 4.8% 0.0% 0.0% 1.5% -17.3% 227 -2.8K -20 0.00 169.93 N/A N/A 0 0 9 0 2024-01-29 $18.80 $0.00 59.8% 17.1% 5.4% 0.0% 0.0% 1.7% -19.7% 236 -2.9K -19 0.00 169.54 N/A N/A 0 0 9 0 2024-01-30 $18.84 $0.00 60.7% 17.4% 5.3% 0.0% 0.0% 1.7% -20.7% 239 -2.9K -19 0.00 168.89 N/A N/A 0 0 9 0 2024-01-31 $18.82 $0.00 62.6% 18.0% 4.3% 0.0% 0.0% 1.7% -22.2% 237 -2.9K -19 0.00 169.86 N/A N/A 0 0 9 0
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