HYEM Options History — May 2024 In May 2024, HYEM traded between $18.80 and $19.20. ATM implied volatility averaged 63.5%. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 58.9% (HV 20d: 4.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 68.9% change2024-05-03 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.07 $18.80 $19.20 $18.80 $19.16 ATM IV 63.5% 41.8% 134.3% 60.2% 53.5% Expected Move 13.4% 10.8% 18.4% 17.3% 15.3% HV 20d 4.6% 4.1% 5.4% 4.7% 4.2% HV 60d 5.3% 5.2% 5.4% 5.2% 5.3% Term Structure -12.8% -27.6% -6.6% -24.3% -16.8% Skew 25d 0.3% 0.1% 0.5% 0.3% 0.4% Skew 10d 7.2% 6.2% 8.9% 8.3% 7.9% Call IV 25d 65.3% 52.8% 91.5% 85.8% 75.9% Put IV 25d 65.6% 53.2% 91.8% 86.0% 76.3% Bid-Ask Spread % 170.33 168.49 171.40 168.49 169.34 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2024-05-01 $18.80 $0.00 60.2% 17.3% 4.7% 0.0% 0.0% 0.3% -24.3% 0 0 0 0.00 168.49 N/A N/A 0 0 0 0 2024-05-02 $18.84 $0.00 62.2% 17.8% 4.7% 0.0% 0.0% 0.3% -27.2% 0 0 0 0.00 169.27 N/A N/A 0 0 0 0 2024-05-03 $18.91 $0.00 64.3% 18.4% 4.9% 0.0% 0.0% 0.3% -27.6% 0 0 0 0.00 170.25 N/A N/A 0 0 0 0 2024-05-06 $19.04 $0.00 71.3% 10.8% 5.4% 0.0% 0.0% 0.1% -6.6% 0 0 0 0.00 170.53 N/A N/A 0 0 0 0 2024-05-07 $19.02 $0.00 74.8% 11.1% 5.4% 0.0% 0.0% 0.3% -7.1% 0 0 0 0.00 171.37 N/A N/A 0 0 0 0 2024-05-08 $18.99 $0.00 77.9% 11.1% 5.2% 0.0% 0.0% 0.3% -7.1% 0 0 0 0.00 170.94 N/A N/A 0 0 0 0 2024-05-09 $19.04 $0.00 82.5% 11.2% 5.0% 0.0% 0.0% 0.4% -7.5% 0 0 0 0.00 171.37 N/A N/A 0 0 0 0 2024-05-10 $19.02 $0.00 89.4% 11.3% 5.0% 0.0% 0.0% 0.4% -7.8% 0 0 0 0.00 170.84 N/A N/A 0 0 0 0 2024-05-13 $19.05 $0.00 116.5% 11.7% 4.3% 0.0% 0.0% 0.4% -8.5% 0 0 0 0.00 170.84 N/A N/A 0 0 0 0 2024-05-14 $19.09 $0.00 134.3% 11.9% 4.2% 0.0% 0.0% 0.5% -8.6% 0 0 0 0.00 171.40 N/A N/A 0 0 0 0 2024-05-15 $19.18 $0.00 41.8% 12.0% 4.4% 0.0% 0.0% 0.2% -8.9% 0 0 0 0.00 170.96 N/A N/A 0 0 0 0 2024-05-16 $19.14 $0.00 43.0% 12.3% 4.6% 0.0% 0.0% 0.2% -10.4% 0 0 0 0.00 170.64 N/A N/A 0 0 0 0 2024-05-17 $19.16 $0.00 43.0% 12.3% 4.6% 0.0% 0.0% 0.2% -9.7% 0 0 0 0.00 170.72 N/A N/A 0 0 0 0 2024-05-20 $19.20 $0.00 44.4% 12.7% 4.4% 0.0% 0.0% 0.3% -10.7% 0 0 0 0.00 170.58 N/A N/A 0 0 0 0 2024-05-21 $19.19 $0.00 45.1% 12.9% 4.5% 0.0% 0.0% 0.3% -11.1% 0 0 0 0.00 170.58 N/A N/A 0 0 0 0 2024-05-22 $19.14 $0.00 45.3% 13.0% 4.6% 0.0% 0.0% 0.3% -11.5% 0 0 0 0.00 169.92 N/A N/A 0 0 0 0 2024-05-23 $19.12 $0.00 45.6% 13.1% 4.4% 0.0% 0.0% 0.3% -10.8% 0 0 0 0.00 169.91 N/A N/A 0 0 0 0 2024-05-24 $19.16 $0.00 47.5% 13.6% 4.3% 0.0% 0.0% 0.3% -12.4% 0 0 0 0.00 170.30 N/A N/A 0 0 0 0 2024-05-28 $19.09 $0.00 50.1% 14.4% 4.6% 0.0% 0.0% 0.3% -14.7% 0 0 0 0.00 169.04 N/A N/A 0 0 0 0 2024-05-29 $19.09 $0.00 51.2% 14.7% 4.3% 0.0% 0.0% 0.3% -15.5% 0 0 0 0.00 169.51 N/A N/A 0 0 0 0 2024-05-30 $19.11 $0.00 53.0% 15.2% 4.1% 0.0% 0.0% 0.3% -17.1% 0 0 0 0.00 170.42 N/A N/A 0 0 0 0 2024-05-31 $19.16 $0.00 53.5% 15.3% 4.2% 0.0% 0.0% 0.4% -16.8% 0 0 0 0.00 169.34 N/A N/A 0 0 0 0
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