HYEM Options History — October 2024

In October 2024, HYEM traded between $19.57 and $19.79. ATM implied volatility averaged 55.3%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 51.0% (HV 20d: 4.3%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-10-21: Highest Volume — 4 contracts
  • 2024-10-21: Largest IV spike — 81.1% change
  • 2024-10-21: Highest IV Rank — 46.3%
  • 2024-10-21: Largest Expected Move — 23.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.71$19.57$19.79$19.72$19.66
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV55.3%40.7%83.5%57.0%64.6%
Expected Move14.5%10.9%23.9%16.4%18.5%
HV 20d4.3%3.3%5.5%5.5%3.4%
HV 60d5.1%4.7%5.3%5.3%4.7%
IV Rank23.4%11.5%46.3%24.8%30.9%
IV Percentile49.4%1.5%93.9%62.6%79.5%
Term Structure-17.3%-27.9%-11.1%-19.5%-27.9%
VWIV47.5%47.5%47.5%47.5%47.5%
Skew 25d3.8%-0.1%85.7%-0.0%0.2%
Skew 10d11.3%4.9%122.5%7.3%8.0%
Call IV 25d67.9%52.1%87.5%80.2%87.5%
Put IV 25d71.8%53.0%165.7%80.2%87.7%
Bid-Ask Spread %168.92148.06179.86148.25169.13
Gamma HHI0.680.511.000.531.00
Net GEX1745543467427
Net DEX-4.2K-7.0K-2.7K-2.7K-6.9K
Net VEX-11-17-9-9-12
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1740400
Total OI3.3912626

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$19.72$0.0057.0%16.4%5.5%24.8%0.0%-0.0%-19.5%67-2.7K-90.00148.25N/AN/A0020
2024-10-02$19.75$0.0058.8%16.8%5.3%26.2%0.0%-0.1%-20.6%67-2.8K-90.00148.06N/AN/A0020
2024-10-03$19.76$0.0059.9%10.9%5.3%27.1%0.0%0.9%-11.8%67-2.8K-90.00170.96N/AN/A0020
2024-10-04$19.79$0.0062.8%11.1%4.9%29.4%0.0%0.9%-11.1%67-2.8K-90.00171.44N/AN/A0020
2024-10-07$19.76$0.0069.9%11.3%4.7%35.2%0.0%0.9%-12.9%67-2.8K-90.00171.01N/AN/A0020
2024-10-08$19.74$0.0072.4%11.5%4.6%37.2%0.0%-0.1%-13.4%67-2.8K-90.00170.93N/AN/A0020
2024-10-09$19.74$0.0040.7%11.7%4.4%11.5%0.0%-0.1%-13.8%67-2.8K-90.00171.48N/AN/A0020
2024-10-10$19.74$0.0041.7%12.0%4.4%12.3%0.0%-0.1%-14.2%67-2.8K-90.00170.90N/AN/A0020
2024-10-11$19.78$0.0041.8%12.0%4.4%12.4%0.0%-0.1%-14.5%67-2.8K-90.00170.85N/AN/A0020
2024-10-14$19.74$0.0044.3%12.7%4.3%14.4%0.0%-0.1%-16.1%67-2.8K-90.00170.45N/AN/A0020
2024-10-15$19.70$0.0045.0%12.9%4.4%15.0%0.0%-0.1%-17.5%68-2.7K-90.00170.45N/AN/A0020
2024-10-16$19.76$0.0044.0%12.6%4.5%14.2%0.0%-0.1%-16.7%67-2.8K-90.00170.56N/AN/A0020
2024-10-17$19.75$0.0045.3%13.0%4.3%15.3%0.0%-0.1%-13.3%67-2.8K-90.00170.70N/AN/A0020
2024-10-18$19.77$0.0046.1%13.2%4.3%15.9%0.0%-0.1%-13.7%68-2.8K-90.00170.70N/AN/A0020
2024-10-21$19.70$0.0083.5%23.9%4.4%46.3%47.5%85.7%-15.8%55-2.7K-90.00179.86N/AN/A4020
2024-10-22$19.69$20.0051.1%14.7%3.8%20.0%0.0%0.0%-16.6%263-6.7K-170.00169.97N/AN/A0060
2024-10-23$19.62$20.0052.3%15.0%3.9%20.9%0.0%0.1%-17.7%415-6.9K-130.00169.82N/AN/A0060
2024-10-24$19.57$20.0054.1%15.5%3.8%22.4%0.0%0.2%-18.9%394-6.8K-130.00169.64N/AN/A0060
2024-10-25$19.57$20.0054.7%15.7%3.7%22.9%0.0%0.2%-19.8%393-6.8K-130.00169.58N/AN/A0060
2024-10-28$19.66$20.0059.0%16.9%4.1%26.4%0.0%0.2%-22.6%434-7.0K-120.00169.76N/AN/A0060
2024-10-29$19.66$20.0061.5%17.6%3.3%28.3%0.0%0.1%-24.0%427-6.9K-120.00170.21N/AN/A0060
2024-10-30$19.70$20.0062.5%17.9%3.4%29.2%0.0%0.1%-26.0%263-6.7K-150.00170.41N/AN/A0060
2024-10-31$19.66$20.0064.6%18.5%3.4%30.9%0.0%0.2%-27.9%427-6.9K-120.00169.13N/AN/A0060