HYEM Options History — July 2024 In July 2024, HYEM traded between $19.11 and $19.45. ATM implied volatility averaged 54.7%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 51.8% (HV 20d: 2.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-18 : Highest Volume — 1 contracts2024-07-10 : Largest IV drop — 44.7% change2024-07-09 : Highest IV Rank — 46.2%2024-07-31 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $19.29 $19.11 $19.45 $19.11 $19.45 ATM IV 54.7% 42.2% 76.3% 57.1% 63.7% Expected Move 14.5% 11.4% 18.3% 16.4% 18.3% HV 20d 2.9% 2.5% 4.9% 4.9% 2.9% HV 60d 4.3% 4.0% 4.6% 4.6% 4.0% IV Rank 26.1% 14.6% 46.2% 28.4% 34.5% IV Percentile 50.0% 3.6% 91.4% 63.4% 78.7% Term Structure -18.0% -25.6% -12.7% -19.2% -25.6% Skew 25d 0.4% 0.2% 0.7% 0.4% 0.4% Skew 10d 9.1% 7.0% 15.1% 14.0% 10.9% Call IV 25d 68.9% 54.1% 86.2% 80.0% 86.2% Put IV 25d 69.3% 54.8% 86.5% 80.4% 86.5% Bid-Ask Spread % 170.03 169.00 171.24 169.00 169.93 Net GEX 0 0 0 0 0 Net DEX 88 0 1.9K 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.045 0 1 0 0 Total OI 0.045 0 1 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 2024-07-01 $19.11 $0.00 57.1% 16.4% 4.9% 28.4% 0.0% 0.4% -19.2% 0 0 0 0.00 169.00 N/A N/A 0 0 0 0 2024-07-02 $19.11 $0.00 58.0% 16.6% 3.0% 29.2% 0.0% 0.4% -19.9% 0 0 0 0.00 169.00 N/A N/A 0 0 0 0 2024-07-03 $19.16 $0.00 60.2% 17.3% 2.6% 31.3% 0.0% 0.4% -22.3% 0 0 0 0.00 169.34 N/A N/A 0 0 0 0 2024-07-05 $19.20 $0.00 63.7% 11.4% 2.7% 34.5% 0.0% 0.7% -12.7% 0 0 0 0.00 171.24 N/A N/A 0 0 0 0 2024-07-08 $19.21 $0.00 72.8% 11.8% 2.5% 42.9% 0.0% 0.2% -14.2% 0 0 0 0.00 170.70 N/A N/A 0 0 0 0 2024-07-09 $19.20 $0.00 76.3% 11.8% 2.5% 46.2% 0.0% 0.2% -14.2% 0 0 0 0.00 170.72 N/A N/A 0 0 0 0 2024-07-10 $19.24 $0.00 42.2% 12.1% 2.5% 14.6% 0.0% 0.3% -14.9% 0 0 0 0.00 170.70 N/A N/A 0 0 0 0 2024-07-11 $19.27 $0.00 42.8% 12.3% 2.5% 15.1% 0.0% 0.3% -14.5% 0 0 0 0.00 170.63 N/A N/A 0 0 0 0 2024-07-12 $19.32 $0.00 43.3% 12.4% 2.6% 15.6% 0.0% 0.2% -15.4% 0 0 0 0.00 170.63 N/A N/A 0 0 0 0 2024-07-15 $19.31 $0.00 45.8% 13.1% 2.5% 17.9% 0.0% 0.3% -18.1% 0 0 0 0.00 169.99 N/A N/A 0 0 0 0 2024-07-16 $19.34 $0.00 46.0% 13.2% 2.5% 18.0% 0.0% 0.3% -17.4% 0 0 0 0.00 169.99 N/A N/A 0 0 0 0 2024-07-17 $19.27 $0.00 46.8% 13.4% 2.9% 18.9% 0.0% 0.3% -18.4% 0 0 0 0.00 170.00 N/A N/A 0 0 0 0 2024-07-18 $19.27 $0.00 47.1% 13.5% 2.9% 19.1% 0.0% 0.3% -13.4% 0 0 0 0.00 170.27 N/A N/A 0 1 0 0 2024-07-19 $19.27 $0.00 47.9% 13.7% 2.9% 19.8% 0.0% 0.3% -13.9% 0 1.9K 0 0.00 170.33 N/A N/A 0 0 0 1 2024-07-22 $19.34 $0.00 50.5% 14.5% 3.1% 22.3% 0.0% 0.4% -16.8% 0 0 0 0.00 169.99 N/A N/A 0 0 0 0 2024-07-23 $19.36 $0.00 52.2% 15.0% 3.1% 23.8% 0.0% 0.3% -17.5% 0 0 0 0.00 170.39 N/A N/A 0 0 0 0 2024-07-24 $19.32 $0.00 54.1% 15.5% 3.3% 25.6% 0.0% 0.4% -19.8% 0 0 0 0.00 169.74 N/A N/A 0 0 0 0 2024-07-25 $19.34 $0.00 54.6% 15.6% 3.1% 26.0% 0.0% 0.4% -19.3% 0 0 0 0.00 169.64 N/A N/A 0 0 0 0 2024-07-26 $19.39 $0.00 56.4% 16.2% 3.1% 27.8% 0.0% 0.4% -20.5% 0 0 0 0.00 169.64 N/A N/A 0 0 0 0 2024-07-29 $19.41 $0.00 59.4% 17.0% 3.0% 30.5% 0.0% 0.5% -23.2% 0 0 0 0.00 169.18 N/A N/A 0 0 0 0 2024-07-30 $19.39 $0.00 62.0% 17.8% 2.8% 32.9% 0.0% 0.5% -25.4% 0 0 0 0.00 169.54 N/A N/A 0 0 0 0 2024-07-31 $19.45 $0.00 63.7% 18.3% 2.9% 34.5% 0.0% 0.4% -25.6% 0 0 0 0.00 169.93 N/A N/A 0 0 0 0
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