HYEM Options History — September 2024 In September 2024, HYEM traded between $19.44 and $19.86. ATM implied volatility averaged 55.2%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 49.5% (HV 20d: 5.7%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-03 : Highest Volume — 1 contracts2024-09-26 : Largest IV spike — 49.9% change2024-09-10 : Highest IV Rank — 43.8%2024-09-26 : Largest Expected Move — 21.6%Monthly Statistics Metric Avg Min Max Open Close Price $19.64 $19.44 $19.86 $19.44 $19.86 ATM IV 55.2% 42.3% 80.5% 62.6% 56.7% Expected Move 14.1% 11.1% 21.6% 17.9% 16.3% HV 20d 5.7% 5.1% 6.2% 5.2% 6.1% HV 60d 4.8% 4.5% 5.0% 4.5% 5.0% IV Rank 23.3% 12.8% 43.8% 29.3% 24.5% IV Percentile 47.0% 4.9% 91.3% 73.6% 61.9% Term Structure -17.2% -23.9% -11.4% -23.3% -18.9% Skew 25d 0.1% -0.2% 0.8% 0.4% -0.1% Skew 10d 6.6% 4.7% 14.4% 9.1% 7.6% Call IV 25d 67.0% 53.1% 106.5% 81.4% 79.8% Put IV 25d 67.1% 53.8% 107.1% 81.7% 79.7% Bid-Ask Spread % 151.19 147.80 169.56 169.56 148.41 Gamma HHI 0.55 0.51 1.00 1.00 0.53 Net GEX 61 25 68 25 67 Net DEX -2.6K -2.8K -1.6K -1.6K -2.8K Net VEX -10 -10 -4 -4 -9 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 0.05 0 1 1 0 Total OI 1.95 1 2 1 2
Daily Data (20 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 2024-09-03 $19.44 $0.00 62.6% 17.9% 5.2% 29.3% 0.0% 0.4% -23.3% 25 -1.6K -4 0.00 169.56 N/A N/A 1 0 1 0 2024-09-04 $19.52 $0.00 62.1% 17.8% 5.2% 28.8% 0.0% 0.4% -23.9% 61 -2.6K -10 0.00 169.53 N/A N/A 0 0 2 0 2024-09-05 $19.54 $0.00 64.1% 11.1% 5.1% 30.5% 0.0% 0.7% -14.1% 61 -2.7K -10 0.00 149.28 N/A N/A 0 0 2 0 2024-09-06 $19.44 $0.00 69.0% 11.8% 5.5% 34.5% 0.0% 0.8% -16.3% 62 -2.6K -10 0.00 148.10 N/A N/A 0 0 2 0 2024-09-09 $19.53 $0.00 75.7% 11.8% 5.6% 39.9% 0.0% 0.8% -15.7% 63 -2.6K -10 0.00 149.32 N/A N/A 0 0 2 0 2024-09-10 $19.47 $0.00 80.5% 12.6% 5.8% 43.8% 0.0% 0.0% -17.8% 62 -2.6K -10 0.00 148.95 N/A N/A 0 0 2 0 2024-09-11 $19.55 $0.00 42.3% 12.1% 5.9% 12.8% 0.0% -0.0% -16.4% 61 -2.6K -10 0.00 149.42 N/A N/A 0 0 2 0 2024-09-12 $19.54 $0.00 43.4% 12.5% 5.8% 13.7% 0.0% -0.0% -17.0% 62 -2.6K -10 0.00 148.97 N/A N/A 0 0 2 0 2024-09-13 $19.55 $0.00 43.0% 12.3% 5.7% 13.4% 0.0% 0.0% -17.4% 63 -2.7K -10 0.00 148.57 N/A N/A 0 0 2 0 2024-09-16 $19.63 $0.00 44.4% 12.7% 5.7% 14.5% 0.0% -0.0% -18.6% 62 -2.7K -10 0.00 148.13 N/A N/A 0 0 2 0 2024-09-17 $19.64 $0.00 45.1% 12.9% 5.6% 15.1% 0.0% -0.1% -19.2% 61 -2.7K -10 0.00 148.97 N/A N/A 0 0 2 0 2024-09-18 $19.68 $0.00 45.8% 13.1% 5.6% 15.6% 0.0% -0.1% -19.6% 62 -2.7K -10 0.00 148.99 N/A N/A 0 0 2 0 2024-09-19 $19.74 $0.00 45.9% 13.2% 5.7% 15.8% 0.0% -0.1% -11.4% 64 -2.7K -10 0.00 148.07 N/A N/A 0 0 2 0 2024-09-20 $19.74 $0.00 46.8% 13.4% 5.7% 16.4% 0.0% -0.1% -11.9% 63 -2.7K -10 0.00 148.88 N/A N/A 0 0 2 0 2024-09-23 $19.68 $0.00 49.5% 14.2% 5.8% 18.7% 0.0% -0.0% -13.8% 64 -2.7K -10 0.00 148.57 N/A N/A 0 0 2 0 2024-09-24 $19.80 $0.00 49.8% 14.3% 6.1% 18.9% 0.0% -0.2% -14.0% 68 -2.8K -9 0.00 148.14 N/A N/A 0 0 2 0 2024-09-25 $19.76 $0.00 50.3% 14.4% 6.1% 19.3% 0.0% -0.1% -14.9% 64 -2.7K -10 0.00 148.75 N/A N/A 0 0 2 0 2024-09-26 $19.82 $0.00 75.4% 21.6% 6.2% 39.6% 0.0% 0.6% -23.2% 54 -2.7K -10 0.00 157.38 N/A N/A 0 0 2 0 2024-09-27 $19.84 $0.00 51.9% 14.9% 6.2% 20.6% 0.0% -0.0% -16.1% 66 -2.8K -9 0.00 147.80 N/A N/A 0 0 2 0 2024-09-30 $19.86 $0.00 56.7% 16.3% 6.1% 24.5% 0.0% -0.1% -18.9% 67 -2.8K -9 0.00 148.41 N/A N/A 0 0 2 0
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