HEZU Options History — June 2015 In June 2015, HEZU traded between $27.68 and $29.10. ATM implied volatility averaged 83.0%. The 30-day expected move averaged 23.8%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days. Put/call ratio averaged 0.00.
Notable Days 2015-06-30 : Highest Volume — 10 contracts2015-06-29 : Largest IV drop — 84.1% change2015-06-26 : Largest Expected Move — 53.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.18 $27.68 $29.10 $29.10 $27.76 ATM IV 83.0% 29.9% 188.2% 188.2% 31.0% Expected Move 23.8% 8.6% 53.9% 53.9% 8.9% Term Structure -29.3% -77.8% -4.5% -77.8% -4.5% Skew 25d 9.4% 6.3% 14.5% 14.5% 7.3% Skew 10d 10.5% 8.0% 14.5% 14.5% 9.1% Call IV 25d 62.0% 27.7% 130.4% 130.4% 27.9% Put IV 25d 71.4% 34.1% 144.9% 144.9% 35.2% Bid-Ask Spread % 118.89 90.73 173.55 173.55 90.73 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 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 3.333 0 10 0 10 Total OI 0 0 0 0 0
Daily Data (3 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 2015-06-26 $29.10 $0.00 188.2% 53.9% 0.0% 0.0% 0.0% 14.5% -77.8% 0 0 0 0.00 173.55 N/A N/A 0 0 0 0 2015-06-29 $27.68 $0.00 29.9% 8.6% 0.0% 0.0% 0.0% 6.3% -5.4% 0 0 0 0.00 92.38 N/A N/A 0 0 0 0 2015-06-30 $27.76 $0.00 31.0% 8.9% 0.0% 0.0% 0.0% 7.3% -4.5% 0 0 0 0.00 90.73 N/A N/A 10 0 0 0
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