HYEM Options History — February 2024 In February 2024, HYEM traded between $18.69 and $18.97. ATM implied volatility averaged 55.0%. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 50.5% (HV 20d: 4.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 43.7% change2024-02-05 : Largest Expected Move — 20.4%Monthly Statistics Metric Avg Min Max Open Close Price $18.81 $18.69 $18.97 $18.74 $18.94 ATM IV 55.0% 42.4% 76.2% 65.6% 63.8% Expected Move 14.5% 11.7% 20.4% 11.7% 18.3% HV 20d 4.5% 4.3% 4.9% 4.4% 4.4% HV 60d 4.8% 4.7% 4.9% 4.9% 4.7% Term Structure -15.3% -26.5% -8.8% -8.8% -26.5% Skew 25d 0.9% -0.2% 1.8% 0.8% 1.8% Skew 10d 5.6% -32.1% 33.6% 6.7% 10.9% Call IV 25d 68.6% 55.6% 89.6% 55.6% 89.6% Put IV 25d 69.5% 56.4% 91.4% 56.4% 91.4% Bid-Ask Spread % 148.53 147.59 150.59 149.39 148.05 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 233 223 244 231 240 Net DEX -2.7K -2.8K -2.5K -2.8K -2.7K Net VEX -17 -19 -15 -19 -15 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 9 9 9 9 9
Daily Data (20 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 2024-02-01 $18.74 $0.00 65.6% 11.7% 4.4% 0.0% 0.0% 0.8% -8.8% 231 -2.8K -19 0.00 149.39 N/A N/A 0 0 9 0 2024-02-02 $18.72 $0.00 67.9% 11.8% 4.4% 0.0% 0.0% 0.9% -9.1% 229 -2.8K -19 0.00 149.34 N/A N/A 0 0 9 0 2024-02-05 $18.69 $0.00 74.7% 20.4% 4.4% 0.0% 0.0% 0.0% -11.1% 226 -2.7K -18 0.00 150.59 N/A N/A 0 0 9 0 2024-02-06 $18.75 $0.00 76.2% 12.0% 4.6% 0.0% 0.0% 1.0% -10.2% 230 -2.7K -18 0.00 148.18 N/A N/A 0 0 9 0 2024-02-07 $18.74 $0.00 42.9% 12.3% 4.5% 0.0% 0.0% -0.2% -10.6% 229 -2.7K -18 0.00 149.16 N/A N/A 0 0 9 0 2024-02-08 $18.77 $0.00 42.4% 12.1% 4.4% 0.0% 0.0% -0.1% -10.8% 231 -2.7K -18 0.00 148.49 N/A N/A 0 0 9 0 2024-02-09 $18.79 $0.00 43.0% 12.3% 4.4% 0.0% 0.0% -0.1% -11.1% 233 -2.8K -18 0.00 148.53 N/A N/A 0 0 9 0 2024-02-12 $18.77 $0.00 45.0% 12.9% 4.3% 0.0% 0.0% -0.1% -12.5% 230 -2.7K -17 0.00 148.45 N/A N/A 0 0 9 0 2024-02-13 $18.69 $0.00 46.3% 13.3% 4.4% 0.0% 0.0% -0.1% -13.2% 223 -2.5K -17 0.00 148.43 N/A N/A 0 0 9 0 2024-02-14 $18.77 $0.00 47.6% 13.6% 4.3% 0.0% 0.0% 1.1% -12.6% 230 -2.7K -17 0.00 148.42 N/A N/A 0 0 9 0 2024-02-15 $18.83 $0.00 46.6% 13.3% 4.4% 0.0% 0.0% 1.2% -13.7% 234 -2.7K -17 0.00 148.78 N/A N/A 0 0 9 0 2024-02-16 $18.80 $0.00 48.0% 13.8% 4.4% 0.0% 0.0% 1.1% -14.4% 232 -2.7K -17 0.00 148.19 N/A N/A 0 0 9 0 2024-02-20 $18.79 $0.00 51.9% 14.9% 4.4% 0.0% 0.0% 1.2% -17.1% 230 -2.6K -16 0.00 148.46 N/A N/A 0 0 9 0 2024-02-21 $18.80 $0.00 53.0% 15.2% 4.4% 0.0% 0.0% 1.3% -17.9% 230 -2.6K -16 0.00 148.48 N/A N/A 0 0 9 0 2024-02-22 $18.91 $0.00 52.0% 14.9% 4.8% 0.0% 0.0% 1.5% -18.2% 239 -2.7K -16 0.00 147.66 N/A N/A 0 0 9 0 2024-02-23 $18.97 $0.00 53.2% 15.2% 4.8% 0.0% 0.0% 1.6% -17.9% 244 -2.8K -16 0.00 147.59 N/A N/A 0 0 9 0 2024-02-26 $18.93 $0.00 57.5% 16.5% 4.9% 0.0% 0.0% 1.7% -21.4% 240 -2.7K -15 0.00 147.85 N/A N/A 0 0 9 0 2024-02-27 $18.91 $0.00 60.0% 17.2% 4.3% 0.0% 0.0% 1.7% -23.7% 238 -2.7K -15 0.00 148.05 N/A N/A 0 0 9 0 2024-02-28 $18.89 $0.00 61.8% 17.7% 4.3% 0.0% 0.0% 1.7% -25.3% 236 -2.7K -15 0.00 148.59 N/A N/A 0 0 9 0 2024-02-29 $18.94 $0.00 63.8% 18.3% 4.4% 0.0% 0.0% 1.8% -26.5% 240 -2.7K -15 0.00 148.05 N/A N/A 0 0 9 0
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