HYEM Options History — August 2024 In August 2024, HYEM traded between $19.17 and $19.64. ATM implied volatility averaged 70.4%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 65.0% (HV 20d: 5.4%). Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-27 : Highest Volume — 1 contracts2024-08-14 : Largest IV drop — 69.4% change2024-08-06 : Highest IV Rank — 100.0%2024-08-06 : Largest Expected Move — 21.7%Monthly Statistics Metric Avg Min Max Open Close Price $19.43 $19.17 $19.64 $19.27 $19.64 ATM IV 70.4% 31.8% 149.8% 63.8% 54.7% Expected Move 14.1% 9.1% 21.7% 18.3% 15.7% HV 20d 5.4% 4.4% 5.8% 4.6% 4.4% HV 60d 4.5% 3.9% 4.7% 4.3% 3.9% IV Rank 36.5% 4.3% 100.0% 34.6% 22.9% IV Percentile 53.9% 0.6% 100.0% 79.5% 57.1% Term Structure -12.6% -48.5% 26.0% -27.3% -48.5% Skew 25d -1.7% -16.9% 4.4% 0.5% 0.1% Skew 10d 11.0% 6.1% 38.3% 7.8% 10.7% Call IV 25d 67.4% 53.0% 96.6% 86.8% 74.3% Put IV 25d 65.7% 44.6% 101.0% 87.3% 74.4% Bid-Ask Spread % 171.65 169.17 181.57 169.17 169.68 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3 0 25 0 25 Net DEX -222 -1.6K 0 0 -1.6K Net VEX -1 -4 0 0 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.045 0 1 0 0 Total OI 0.136 0 1 0 1
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 2024-08-01 $19.27 $0.00 63.8% 18.3% 4.6% 34.6% 0.0% 0.5% -27.3% 0 0 0 0.00 169.17 N/A N/A 0 0 0 0 2024-08-02 $19.31 $0.00 65.1% 18.7% 4.6% 35.8% 0.0% 0.5% -27.1% 0 0 0 0.00 169.69 N/A N/A 0 0 0 0 2024-08-05 $19.17 $0.00 107.4% 16.3% 5.3% 75.0% 0.0% 0.4% -11.0% 0 0 0 0.00 179.67 N/A N/A 0 0 0 0 2024-08-06 $19.25 $0.00 149.8% 21.7% 5.5% 100.0% 0.0% 4.4% -13.3% 0 0 0 0.00 181.57 N/A N/A 0 0 0 0 2024-08-07 $19.23 $0.00 82.5% 11.5% 5.5% 45.4% 0.0% 1.2% -7.8% 0 0 0 0.00 171.08 N/A N/A 0 0 0 0 2024-08-08 $19.29 $0.00 128.7% 17.1% 5.5% 82.9% 0.0% 0.3% -12.2% 0 0 0 0.00 181.39 N/A N/A 0 0 0 0 2024-08-09 $19.34 $0.00 93.1% 11.7% 5.5% 54.0% 0.0% 1.2% -8.1% 0 0 0 0.00 170.97 N/A N/A 0 0 0 0 2024-08-12 $19.34 $0.00 123.1% 12.2% 5.5% 78.4% 0.0% 0.8% -8.9% 0 0 0 0.00 170.51 N/A N/A 0 0 0 0 2024-08-13 $19.39 $0.00 141.9% 12.2% 5.6% 93.6% 0.0% 0.8% -8.3% 0 0 0 0.00 170.16 N/A N/A 0 0 0 0 2024-08-14 $19.44 $0.00 43.5% 12.5% 5.5% 13.7% 0.0% 0.1% -10.3% 0 0 0 0.00 170.30 N/A N/A 0 0 0 0 2024-08-15 $19.38 $0.00 43.6% 12.5% 5.6% 13.9% 0.0% 0.1% -9.7% 0 0 0 0.00 170.99 N/A N/A 0 0 0 0 2024-08-16 $19.45 $0.00 44.1% 12.7% 5.7% 14.3% 0.0% 0.1% -9.1% 0 0 0 0.00 170.94 N/A N/A 0 0 0 0 2024-08-19 $19.52 $0.00 46.1% 13.2% 5.7% 15.9% 0.0% 0.3% -11.6% 0 0 0 0.00 170.09 N/A N/A 0 0 0 0 2024-08-20 $19.49 $0.00 47.9% 13.7% 5.8% 17.4% 0.0% -16.7% -13.1% 0 0 0 0.00 170.05 N/A N/A 0 0 0 0 2024-08-21 $19.50 $0.00 48.7% 14.0% 5.7% 18.0% 0.0% -15.9% -13.5% 0 0 0 0.00 170.60 N/A N/A 0 0 0 0 2024-08-22 $19.53 $0.00 47.8% 13.7% 5.7% 17.3% 0.0% -16.9% -12.9% 0 0 0 0.00 170.40 N/A N/A 0 0 0 0 2024-08-23 $19.56 $0.00 48.1% 13.8% 5.7% 17.5% 0.0% 0.1% -13.3% 0 0 0 0.00 169.73 N/A N/A 0 0 0 0 2024-08-26 $19.59 $0.00 50.8% 14.6% 5.7% 19.7% 0.0% 0.1% -15.0% 0 0 0 0.00 169.68 N/A N/A 0 0 0 0 2024-08-27 $19.55 $0.00 31.8% 9.1% 5.7% 4.3% 0.0% 0.5% 24.4% 0 0 0 0.00 169.96 N/A N/A 1 0 0 0 2024-08-28 $19.59 $0.00 53.6% 15.4% 5.7% 22.0% 0.0% 0.1% -45.7% 25 -1.6K -4 0.00 169.68 N/A N/A 0 0 1 0 2024-08-29 $19.59 $0.00 33.2% 9.5% 4.4% 5.4% 0.0% 0.6% 26.0% 25 -1.6K -4 0.00 170.09 N/A N/A 0 0 1 0 2024-08-30 $19.64 $0.00 54.7% 15.7% 4.4% 22.9% 0.0% 0.1% -48.5% 25 -1.6K -4 0.00 169.68 N/A N/A 0 0 1 0
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