HYEM Options History — December 2024

In December 2024, HYEM traded between $19.47 and $19.71. ATM implied volatility averaged 46.3%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 41.1% (HV 20d: 5.3%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 6.86.

Notable Days

2024-12-31: Highest Volume — 121 contracts
2024-12-20: Largest IV spike — 73.4% change
2024-12-30: Highest IV Rank — 28.4%
2024-12-30: Largest Expected Move — 17.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.59	$19.47	$19.71	$19.56	$19.51
Max Pain	$19.47	$18.00	$20.00	$20.00	$18.00
ATM IV	46.3%	28.1%	61.5%	44.8%	40.6%
Expected Move	12.4%	7.6%	17.6%	12.8%	11.6%
HV 20d	5.3%	4.8%	6.4%	5.2%	5.2%
HV 60d	4.7%	4.5%	4.8%	4.8%	4.8%
IV Rank	16.1%	1.3%	28.4%	14.8%	11.4%
IV Percentile	32.0%	0.4%	70.6%	21.2%	6.7%
Term Structure	-15.3%	-41.3%	23.8%	4.5%	17.2%
VWIV	31.0%	18.7%	62.2%	22.6%	18.7%
Skew 25d	5.9%	-29.5%	41.1%	4.6%	34.8%
Skew 10d	11.9%	-26.1%	22.0%	18.3%	-26.1%
Call IV 25d	55.1%	18.0%	80.8%	75.1%	27.6%
Put IV 25d	60.9%	34.1%	81.3%	79.7%	62.4%
Bid-Ask Spread %	169.12	164.41	170.68	168.78	164.41
Gamma HHI	0.56	0.34	0.87	0.77	0.47
Net GEX	928	-999	2.5K	302	-666
Net DEX	-13.9K	-33.5K	6.3K	-6.4K	-5.9K
Net VEX	-97	-233	-14	-15	-43
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.86	0.00	39.33	0.86	39.33
Total Volume	14.905	0	121	0	121
Total OI	81.429	7	155	7	155

Daily Data (21 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
2024-12-02	$19.56	$20.00	44.8%	12.8%	5.2%	14.8%	0.0%	4.6%	4.5%	302	-6.4K	-15	0.00	168.78	N/A	N/A	0	0	7	0
2024-12-03	$19.57	$20.00	46.0%	13.2%	5.1%	15.8%	0.0%	0.5%	3.1%	303	-6.5K	-15	0.00	169.63	N/A	N/A	0	0	7	0
2024-12-04	$19.55	$20.00	46.7%	13.4%	5.1%	16.4%	0.0%	0.5%	2.4%	304	-6.5K	-14	0.00	169.69	N/A	N/A	0	0	7	0
2024-12-05	$19.57	$0.00	49.0%	11.0%	4.9%	18.2%	0.0%	0.0%	-31.4%	304	-6.5K	-14	0.00	170.68	N/A	N/A	0	0	7	0
2024-12-06	$19.65	$0.00	49.9%	11.1%	5.0%	19.0%	0.0%	-0.0%	-31.4%	308	-6.6K	-14	0.00	170.61	N/A	N/A	0	0	7	0
2024-12-09	$19.68	$20.00	55.4%	7.6%	4.8%	23.4%	22.6%	18.4%	-6.1%	551	-7.3K	-15	0.86	166.10	N/A	N/A	22	19	8	0
2024-12-10	$19.62	$20.00	58.1%	12.0%	4.9%	25.6%	23.2%	0.7%	-36.4%	-41	-1.8K	-77	0.02	169.48	N/A	N/A	47	1	30	19
2024-12-11	$19.63	$20.00	41.3%	11.8%	4.9%	12.0%	0.0%	11.0%	-33.9%	1.5K	-21.3K	-165	0.00	170.50	N/A	N/A	0	0	77	20
2024-12-12	$19.67	$20.00	42.3%	12.1%	4.9%	12.8%	0.0%	13.4%	-34.2%	1.5K	-22.3K	-161	0.00	170.24	N/A	N/A	0	0	77	20
2024-12-13	$19.66	$20.00	41.9%	12.0%	4.9%	12.5%	0.0%	12.0%	-34.8%	1.3K	-22.3K	-157	0.00	170.64	N/A	N/A	2	0	77	20
2024-12-16	$19.70	$20.00	28.2%	8.1%	4.9%	1.4%	0.0%	0.6%	-4.1%	1.6K	-18.3K	-128	0.00	169.74	N/A	N/A	13	0	79	20
2024-12-17	$19.71	$20.00	28.1%	8.0%	4.9%	1.3%	0.0%	0.7%	-4.7%	2.5K	-30.1K	-132	0.00	170.03	N/A	N/A	1	0	92	20
2024-12-18	$19.57	$20.00	45.9%	13.1%	5.4%	15.7%	0.0%	8.6%	-41.3%	2.5K	-33.5K	-144	0.00	169.75	N/A	N/A	1	0	93	20
2024-12-19	$19.54	$20.00	28.9%	8.3%	5.4%	1.9%	0.0%	0.5%	23.8%	2.5K	-27.4K	-118	0.00	169.83	N/A	N/A	0	0	94	20
2024-12-20	$19.57	$20.00	50.0%	14.3%	5.4%	19.1%	0.0%	0.5%	-17.7%	2.3K	-24.7K	-100	0.00	168.81	N/A	N/A	2	0	94	20
2024-12-23	$19.50	$20.00	52.1%	14.9%	5.5%	20.8%	62.2%	0.5%	-16.4%	2.3K	-24.6K	-95	2.75	168.66	N/A	N/A	4	11	71	0
2024-12-24	$19.56	$18.00	52.4%	15.0%	5.6%	21.0%	32.1%	-29.5%	-17.1%	2.0K	-24.2K	-119	32.50	169.51	N/A	N/A	2	65	75	11
2024-12-26	$19.64	$18.00	53.5%	15.3%	5.8%	21.9%	27.2%	3.1%	-18.5%	-477	4.1K	-228	0.00	170.35	N/A	N/A	2	0	77	76
2024-12-27	$19.48	$18.00	56.2%	16.1%	6.4%	24.1%	0.0%	1.7%	-19.5%	-490	6.3K	-233	0.00	169.63	N/A	N/A	0	0	79	76
2024-12-30	$19.47	$18.00	61.5%	17.6%	6.1%	28.4%	0.0%	41.1%	-25.1%	-999	-5.1K	-48	0.00	164.49	N/A	N/A	0	0	79	76
2024-12-31	$19.51	$18.00	40.6%	11.6%	5.2%	11.4%	18.7%	34.8%	17.2%	-666	-5.9K	-43	39.33	164.41	N/A	N/A	3	118	79	76