HYEM Options History — November 2024 In November 2024, HYEM traded between $19.48 and $19.75. ATM implied volatility averaged 58.3%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 53.8% (HV 20d: 4.6%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-18 : Highest Volume — 4 contracts2024-11-13 : Largest IV drop — 76.2% change2024-11-12 : Highest IV Rank — 88.4%2024-11-01 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.65 $19.48 $19.75 $19.52 $19.75 Max Pain $21.79 $20.00 $25.00 $20.00 $20.00 ATM IV 58.3% 32.2% 135.5% 66.2% 41.9% Expected Move 10.5% 8.7% 19.0% 19.0% 12.0% HV 20d 4.6% 4.1% 4.9% 4.1% 4.6% HV 60d 4.8% 4.4% 5.0% 4.9% 4.5% IV Rank 25.8% 4.6% 88.4% 32.2% 12.5% IV Percentile 39.3% 0.9% 99.1% 81.9% 7.9% Term Structure -0.8% -29.3% 9.7% -29.3% 6.5% VWIV 31.5% 23.2% 38.0% 33.2% 38.0% Skew 25d 0.6% 0.2% 3.8% 0.4% 0.5% Skew 10d 7.2% 4.7% 17.6% 7.9% 6.8% Call IV 25d 59.7% 50.4% 88.9% 88.9% 71.5% Put IV 25d 60.3% 51.3% 89.3% 89.3% 71.9% Bid-Ask Spread % 170.40 169.24 171.38 169.24 169.69 Gamma HHI 0.78 0.38 1.00 1.00 0.75 Net GEX 297 88 426 377 305 Net DEX -6.3K -6.9K -2.8K -6.6K -6.9K Net VEX -13 -18 -9 -11 -16 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 0.4 0 4 0 0 Total OI 6.45 3 7 6 7
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 2024-11-01 $19.52 $20.00 66.2% 19.0% 4.1% 32.2% 0.0% 0.4% -29.3% 377 -6.6K -11 0.00 169.24 N/A N/A 0 0 6 0 2024-11-04 $19.48 $0.00 76.8% 11.6% 4.2% 40.8% 0.0% 0.3% -7.4% 366 -6.5K -11 0.00 170.38 N/A N/A 0 0 6 0 2024-11-05 $19.51 $0.00 78.4% 8.7% 4.2% 42.1% 0.0% 1.2% 9.6% 372 -6.5K -10 0.00 170.60 N/A N/A 0 0 6 0 2024-11-06 $19.59 $0.00 81.5% 8.7% 4.5% 44.6% 0.0% 1.1% 9.6% 397 -6.7K -10 0.00 170.70 N/A N/A 0 0 6 0 2024-11-07 $19.66 $0.00 85.3% 8.7% 4.8% 47.7% 0.0% 1.1% 9.7% 426 -6.9K -10 0.00 170.21 N/A N/A 0 0 6 0 2024-11-08 $19.74 $0.00 87.6% 8.7% 4.9% 49.6% 0.0% 0.3% 9.7% 277 -6.7K -13 0.00 170.97 N/A N/A 1 0 6 0 2024-11-11 $19.73 $0.00 115.9% 8.7% 4.9% 72.5% 33.2% 0.3% -15.6% 276 -6.7K -11 0.00 171.38 N/A N/A 1 0 6 0 2024-11-12 $19.73 $25.00 135.5% 9.0% 4.8% 88.4% 0.0% 0.3% -15.8% 295 -6.8K -12 0.00 171.02 N/A N/A 0 0 7 0 2024-11-13 $19.71 $25.00 32.2% 9.2% 4.7% 4.6% 0.0% 0.2% -16.1% 292 -6.8K -11 0.00 171.25 N/A N/A 0 0 7 0 2024-11-14 $19.67 $25.00 32.7% 9.4% 4.8% 5.0% 0.0% 0.2% -16.5% 291 -6.7K -11 0.00 170.79 N/A N/A 0 0 7 0 2024-11-15 $19.63 $25.00 33.7% 9.7% 4.8% 5.8% 0.0% 0.2% -16.9% 88 -2.8K -9 0.00 169.68 N/A N/A 0 0 7 0 2024-11-18 $19.64 $25.00 34.7% 9.9% 4.6% 6.6% 23.2% 0.2% 9.0% 89 -2.8K -9 0.00 170.23 N/A N/A 4 0 3 0 2024-11-19 $19.69 $20.00 35.2% 10.1% 4.7% 7.1% 0.0% 0.2% 9.0% 298 -6.8K -18 0.00 170.26 N/A N/A 0 0 7 0 2024-11-20 $19.71 $20.00 36.3% 10.4% 4.5% 8.0% 0.0% 0.2% 8.9% 298 -6.8K -18 0.00 170.19 N/A N/A 0 0 7 0 2024-11-21 $19.65 $20.00 36.4% 10.4% 4.6% 8.0% 0.0% 0.2% 7.9% 296 -6.7K -17 0.00 170.72 N/A N/A 0 0 7 0 2024-11-22 $19.64 $20.00 37.0% 10.6% 4.6% 8.6% 0.0% 3.8% 7.7% 291 -6.6K -18 0.00 170.21 N/A N/A 0 0 7 0 2024-11-25 $19.67 $20.00 39.2% 11.2% 4.3% 10.3% 38.0% 0.3% 7.2% 298 -6.7K -17 0.00 170.24 N/A N/A 2 0 7 0 2024-11-26 $19.70 $20.00 40.0% 11.5% 4.4% 10.9% 0.0% 0.3% 3.7% 299 -6.8K -17 0.00 170.26 N/A N/A 0 0 7 0 2024-11-27 $19.66 $20.00 40.2% 11.5% 4.4% 11.1% 0.0% 0.4% 3.3% 301 -6.7K -16 0.00 169.99 N/A N/A 0 0 7 0 2024-11-29 $19.75 $20.00 41.9% 12.0% 4.6% 12.5% 0.0% 0.5% 6.5% 305 -6.9K -16 0.00 169.69 N/A N/A 0 0 7 0
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