HYEM Options History — June 2024

Name: HYEM Options Analytics - June 2024
Creator: Options Analysis Suite

In June 2024, HYEM traded between $18.96 and $19.21. ATM implied volatility averaged 53.4%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 48.2% (HV 20d: 5.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

2024-06-12: Largest IV drop — 44.5% change
2024-06-28: Highest IV Rank — 25.6%
2024-06-05: Largest Expected Move — 17.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.12	$18.96	$19.21	$18.96	$19.16
ATM IV	53.4%	42.0%	75.6%	56.6%	54.1%
Expected Move	13.6%	11.2%	17.2%	16.2%	15.5%
HV 20d	5.1%	4.8%	5.7%	5.7%	4.9%
HV 60d	5.6%	4.5%	5.8%	5.7%	4.5%
IV Rank	21.3%	16.8%	25.6%	16.8%	25.6%
IV Percentile	37.3%	16.7%	56.4%	16.7%	56.4%
Term Structure	-16.7%	-22.4%	-11.8%	-20.5%	-18.2%
Skew 25d	0.3%	0.2%	0.5%	0.3%	0.4%
Skew 10d	12.1%	7.8%	14.8%	7.8%	14.8%
Call IV 25d	66.5%	53.9%	84.9%	80.5%	75.9%
Put IV 25d	66.9%	54.3%	85.3%	80.8%	76.3%
Bid-Ask Spread %	169.69	168.25	170.84	168.25	169.18
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 (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2024-06-03	$18.96	$0.00	56.6%	16.2%	5.7%	0.0%	0.0%	0.3%	-20.5%	168.25	N/A	N/A
2024-06-04	$19.05	$0.00	58.1%	16.7%	5.4%	0.0%	0.0%	0.4%	-21.2%	169.09	N/A	N/A
2024-06-05	$19.08	$0.00	59.8%	17.2%	5.4%	0.0%	0.0%	0.4%	-22.4%	169.09	N/A	N/A
2024-06-06	$19.04	$0.00	61.9%	11.2%	5.4%	0.0%	0.0%	0.4%	-13.9%	170.65	N/A	N/A
2024-06-07	$19.04	$0.00	63.2%	11.3%	5.3%	0.0%	0.0%	0.4%	-14.8%	170.84	N/A	N/A
2024-06-10	$19.09	$0.00	71.2%	11.6%	5.4%	0.0%	0.0%	0.5%	-15.8%	170.65	N/A	N/A
2024-06-11	$19.09	$0.00	75.6%	11.7%	5.4%	0.0%	0.0%	0.5%	-15.2%	170.31	N/A	N/A
2024-06-12	$19.09	$0.00	42.0%	12.0%	5.3%	0.0%	0.0%	0.2%	-17.1%	169.87	N/A	N/A
2024-06-13	$19.14	$0.00	42.4%	12.2%	5.1%	0.0%	0.0%	0.2%	-17.9%	170.32	N/A	N/A
2024-06-14	$19.13	$0.00	43.1%	12.3%	5.1%	0.0%	0.0%	0.2%	-18.5%	170.71	N/A	N/A
2024-06-17	$19.14	$0.00	44.5%	12.7%	5.0%	0.0%	0.0%	0.3%	-19.0%	169.51	N/A	N/A
2024-06-18	$19.16	$0.00	44.6%	12.8%	5.0%	16.8%	0.0%	0.3%	-18.9%	169.51	N/A	N/A
2024-06-20	$19.17	$0.00	46.1%	13.2%	5.0%	18.1%	0.0%	0.3%	-11.8%	169.51	N/A	N/A
2024-06-21	$19.20	$0.00	46.8%	13.4%	4.9%	18.9%	0.0%	0.3%	-12.2%	169.98	N/A	N/A
2024-06-24	$19.20	$0.00	49.5%	14.2%	4.9%	21.4%	0.0%	0.4%	-14.0%	169.61	N/A	N/A
2024-06-25	$19.21	$0.00	50.6%	14.5%	4.9%	22.3%	0.0%	0.4%	-14.6%	169.20	N/A	N/A
2024-06-26	$19.16	$0.00	51.1%	14.6%	4.8%	22.8%	0.0%	0.4%	-15.6%	169.18	N/A	N/A
2024-06-27	$19.20	$0.00	52.8%	15.1%	4.8%	24.4%	0.0%	0.4%	-16.2%	168.75	N/A	N/A
2024-06-28	$19.16	$0.00	54.1%	15.5%	4.9%	25.6%	0.0%	0.4%	-18.2%	169.18	N/A	N/A