HYEM Options History — April 2024

In April 2024, HYEM traded between $18.63 and $18.95. ATM implied volatility averaged 54.9%. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 48.1% (HV 20d: 6.8%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

  • 2024-04-10: Largest IV drop — 44.4% change
  • 2024-04-30: Largest Expected Move — 17.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.79$18.63$18.95$18.77$18.73
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV54.9%41.7%75.0%56.8%62.4%
Expected Move14.3%11.4%17.9%16.3%17.9%
HV 20d6.8%4.4%7.6%6.5%4.4%
HV 60d5.2%5.1%5.3%5.1%5.2%
Term Structure-15.3%-25.2%35.9%-23.0%-24.9%
Skew 25d0.4%-0.1%1.3%0.3%0.0%
Skew 10d17.2%5.7%84.3%78.9%8.6%
Call IV 25d69.0%54.6%86.4%80.6%86.4%
Put IV 25d69.3%55.1%86.4%80.9%86.4%
Bid-Ask Spread %169.74165.56171.21165.56169.87
Gamma HHI1.001.001.001.001.00
Net GEX13502242100
Net DEX-1.3K-2.2K0-2.0K0
Net VEX-3-80-80
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI6.1360990

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$18.77$23.0056.8%16.3%6.5%0.0%0.0%0.3%-23.0%210-2.0K-80.00165.56N/AN/A0090
2024-04-02$18.86$23.0058.4%16.7%6.7%0.0%0.0%0.3%-21.2%220-2.1K-80.00167.43N/AN/A0090
2024-04-03$18.86$23.0061.0%17.5%6.7%0.0%0.0%0.3%-25.2%219-2.1K-70.00166.78N/AN/A0090
2024-04-04$18.84$0.0062.2%11.4%6.7%0.0%0.0%1.0%-12.3%217-2.1K-70.00170.63N/AN/A0090
2024-04-05$18.88$0.0063.4%11.4%6.8%0.0%0.0%0.1%-12.5%219-2.1K-70.00170.27N/AN/A0090
2024-04-08$18.90$0.0072.5%11.6%6.7%0.0%0.0%1.1%-13.5%223-2.2K-60.00171.21N/AN/A0090
2024-04-09$18.95$0.0075.0%11.8%6.8%0.0%0.0%0.3%-14.4%224-2.1K-60.00170.84N/AN/A0090
2024-04-10$18.88$0.0041.7%12.0%6.9%0.0%0.0%0.1%-14.0%217-2.0K-50.00170.44N/AN/A0090
2024-04-11$18.80$0.0042.9%12.3%7.0%0.0%0.0%0.0%-14.8%210-1.9K-50.00170.32N/AN/A0090
2024-04-12$18.77$0.0044.0%12.6%7.1%0.0%0.0%-0.1%-16.1%207-1.9K-50.00170.89N/AN/A0090
2024-04-15$18.66$0.0045.6%13.1%7.3%0.0%0.0%0.0%-17.0%196-1.8K-30.00169.87N/AN/A0090
2024-04-16$18.63$0.0047.5%13.6%7.3%0.0%0.0%0.0%-18.4%197-1.9K-30.00170.03N/AN/A0090
2024-04-17$18.66$0.0047.7%13.7%7.2%0.0%0.0%1.2%-18.2%199-1.9K-30.00169.68N/AN/A0090
2024-04-18$18.68$0.0049.6%14.2%7.2%0.0%0.0%1.2%35.9%201-1.9K-20.00170.51N/AN/A0090
2024-04-19$18.71$0.0049.3%14.1%7.2%0.0%0.0%1.2%-14.8%0000.00169.88N/AN/A0090
2024-04-22$18.79$0.0051.4%14.7%7.4%0.0%0.0%1.3%-16.4%0000.00169.87N/AN/A0000
2024-04-23$18.80$0.0052.5%15.0%7.4%0.0%0.0%-0.0%-16.2%0000.00169.87N/AN/A0000
2024-04-24$18.80$0.0053.6%15.4%7.4%0.0%0.0%-0.0%-17.0%0000.00169.87N/AN/A0000
2024-04-25$18.73$0.0054.9%15.7%7.4%0.0%0.0%-0.1%-19.1%0000.00170.20N/AN/A0000
2024-04-26$18.80$0.0055.4%15.9%7.6%0.0%0.0%-0.0%-19.7%0000.00169.92N/AN/A0000
2024-04-29$18.80$0.0060.6%17.4%4.6%0.0%0.0%-0.0%-23.0%0000.00170.41N/AN/A0000
2024-04-30$18.73$0.0062.4%17.9%4.4%0.0%0.0%0.0%-24.9%0000.00169.87N/AN/A0000