HYEM Options History — March 2024 In March 2024, HYEM traded between $18.89 and $19.11. ATM implied volatility averaged 62.5%. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 59.2% (HV 20d: 3.3%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 80.1% change2024-03-01 : Largest Expected Move — 18.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.98 $18.89 $19.11 $18.90 $19.09 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 62.5% 26.5% 133.0% 64.4% 51.7% Expected Move 12.4% 7.2% 18.5% 18.5% 14.8% HV 20d 3.3% 2.2% 4.1% 4.1% 2.2% HV 60d 4.4% 3.7% 4.7% 4.7% 3.7% Term Structure -11.3% -28.7% 13.4% -28.7% -15.4% Skew 25d 0.9% 0.1% 1.8% 0.2% 1.8% Skew 10d 57.6% 9.0% 74.4% 9.0% 74.4% Call IV 25d 62.0% 50.7% 91.9% 91.9% 72.6% Put IV 25d 63.0% 52.2% 92.1% 92.1% 74.4% Bid-Ask Spread % 167.47 147.64 169.96 147.64 167.11 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 237 217 246 236 244 Net DEX -2.5K -2.6K -1.8K -2.6K -2.5K Net VEX -12 -15 -10 -15 -10 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 2024-03-01 $18.90 $0.00 64.4% 18.5% 4.1% 0.0% 0.0% 0.2% -28.7% 236 -2.6K -15 0.00 147.64 N/A N/A 0 0 9 0 2024-03-04 $18.91 $23.00 71.7% 10.9% 4.1% 0.0% 0.0% 1.1% -13.7% 236 -2.6K -14 0.00 169.03 N/A N/A 0 0 9 0 2024-03-05 $18.89 $23.00 74.2% 7.2% 4.0% 0.0% 0.0% 1.5% 13.4% 220 -1.9K -11 0.00 169.20 N/A N/A 0 0 9 0 2024-03-06 $18.91 $23.00 79.3% 11.1% 3.9% 0.0% 0.0% 0.2% -14.4% 235 -2.6K -14 0.00 169.96 N/A N/A 0 0 9 0 2024-03-07 $18.91 $23.00 84.1% 11.2% 3.9% 0.0% 0.0% 0.2% -14.7% 235 -2.6K -14 0.00 169.27 N/A N/A 0 0 9 0 2024-03-08 $18.95 $23.00 88.6% 11.3% 3.9% 0.0% 0.0% 0.4% -14.4% 238 -2.5K -14 0.00 168.43 N/A N/A 0 0 9 0 2024-03-11 $18.98 $23.00 116.8% 11.6% 3.9% 0.0% 0.0% 1.2% -15.4% 240 -2.6K -13 0.00 168.91 N/A N/A 0 0 9 0 2024-03-12 $18.95 $23.00 133.0% 11.8% 4.0% 0.0% 0.0% 0.4% -17.1% 236 -2.5K -13 0.00 169.42 N/A N/A 0 0 9 0 2024-03-13 $18.93 $23.00 26.5% 7.6% 3.6% 0.0% 0.0% 1.1% 13.2% 217 -1.8K -10 0.00 168.65 N/A N/A 0 0 9 0 2024-03-14 $18.92 $23.00 42.2% 12.1% 3.4% 0.0% 0.0% 0.3% -10.0% 234 -2.5K -13 0.00 168.91 N/A N/A 0 0 9 0 2024-03-15 $18.93 $23.00 42.3% 12.1% 3.2% 0.0% 0.0% 0.1% -9.3% 234 -2.4K -12 0.00 168.21 N/A N/A 0 0 9 0 2024-03-18 $18.93 $23.00 43.6% 12.5% 3.1% 0.0% 0.0% 0.2% -10.4% 232 -2.4K -12 0.00 167.79 N/A N/A 0 0 9 0 2024-03-19 $18.98 $23.00 44.9% 12.9% 3.2% 0.0% 0.0% 0.2% -10.6% 237 -2.5K -12 0.00 167.71 N/A N/A 0 0 9 0 2024-03-20 $19.02 $23.00 45.0% 12.9% 3.3% 0.0% 0.0% 1.4% -10.9% 240 -2.5K -11 0.00 168.47 N/A N/A 0 0 9 0 2024-03-21 $19.05 $23.00 45.7% 13.1% 2.7% 0.0% 0.0% 1.4% -11.6% 243 -2.6K -11 0.00 168.74 N/A N/A 0 0 9 0 2024-03-22 $19.07 $23.00 46.5% 13.3% 2.5% 0.0% 0.0% 1.5% -12.0% 244 -2.6K -11 0.00 168.93 N/A N/A 0 0 9 0 2024-03-25 $19.06 $23.00 49.2% 14.1% 2.3% 0.0% 0.0% 1.6% -14.7% 242 -2.5K -10 0.00 167.66 N/A N/A 0 0 9 0 2024-03-26 $19.07 $23.00 50.2% 14.4% 2.3% 0.0% 0.0% 1.7% -15.3% 243 -2.5K -10 0.00 167.66 N/A N/A 0 0 9 0 2024-03-27 $19.11 $23.00 50.5% 14.5% 2.3% 0.0% 0.0% 1.8% -14.5% 246 -2.5K -10 0.00 167.66 N/A N/A 0 0 9 0 2024-03-28 $19.09 $23.00 51.7% 14.8% 2.2% 0.0% 0.0% 1.8% -15.4% 244 -2.5K -10 0.00 167.11 N/A N/A 0 0 9 0
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