HEZU Options History — July 2015 In July 2015, HEZU traded between $26.35 and $29.14. ATM implied volatility averaged 30.8%. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 0.2% (HV 20d: 30.6%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.10.
Notable Days 2015-07-22 : Highest Volume — 130 contracts2015-07-07 : Largest IV spike — 348.0% change2015-07-07 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.11 $26.35 $29.14 $28.19 $28.42 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 30.8% 16.2% 145.3% 30.1% 17.8% Expected Move 7.4% 4.6% 20.5% 8.6% 5.1% HV 20d 30.6% 24.7% 35.9% 35.9% 24.7% Term Structure -1.5% -25.0% 14.6% -4.6% 1.9% VWIV 24.3% 15.3% 83.5% 25.0% 15.3% Skew 25d 3.6% -1.5% 8.0% 8.0% 2.1% Skew 10d 6.1% -4.0% 18.4% 15.5% 3.7% Call IV 25d 26.5% 13.3% 99.1% 25.1% 14.9% Put IV 25d 30.1% 14.7% 100.6% 33.1% 17.0% Bid-Ask Spread % 99.75 78.72 173.17 93.66 104.31 Gamma HHI 0.98 0.95 1.00 1.00 0.97 Net GEX 11.7K 456 33.8K 1.2K 33.8K Net DEX -70.8K -195.5K -4.8K -10.5K -143.9K Net VEX -259 -575 -24 -39 -485 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.00 0.69 0.00 0.03 Total Volume 65.318 10 130 10 114 Total OI 71.045 10 152 10 152
Daily Data (22 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 2015-07-01 $28.19 $0.00 30.1% 8.6% 0.0% 0.0% 0.0% 8.0% -4.6% 1.2K -10.5K -39 0.00 93.66 N/A N/A 10 0 10 0 2015-07-02 $27.49 $0.00 32.4% 9.3% 0.0% 0.0% 0.0% 2.1% -6.1% 1.0K -7.5K -35 0.00 90.01 N/A N/A 10 0 10 0 2015-07-06 $26.69 $29.00 32.4% 7.8% 0.0% 0.0% 25.0% 6.0% -3.8% 782 -4.8K -24 0.00 79.77 N/A N/A 10 0 10 0 2015-07-07 $26.79 $29.00 145.3% 20.5% 0.0% 0.0% 83.5% 5.7% -25.0% 456 -11.5K -37 0.00 149.85 N/A N/A 20 0 10 0 2015-07-08 $26.35 $29.00 38.0% 8.6% 0.0% 0.0% 27.2% 4.3% -5.1% 1.3K -10.2K -69 0.00 81.40 N/A N/A 20 0 20 0 2015-07-09 $27.01 $29.00 37.5% 8.0% 0.0% 0.0% 25.2% 5.0% -4.2% 1.6K -14.4K -84 0.00 80.22 N/A N/A 20 0 20 0 2015-07-10 $28.10 $29.00 37.0% 7.2% 0.0% 0.0% 23.5% 5.7% -4.2% 2.2K -20.9K -101 0.00 78.72 N/A N/A 13 0 20 0 2015-07-13 $28.38 $29.00 26.2% 6.7% 0.0% 0.0% 21.7% 5.4% -2.4% 2.6K -24.6K -106 0.69 85.56 N/A N/A 13 9 21 0 2015-07-14 $28.52 $29.00 21.6% 5.4% 0.0% 0.0% 19.0% 3.2% -0.3% 2.9K -14.2K -106 0.31 89.82 N/A N/A 29 9 21 4 2015-07-15 $28.52 $29.00 20.5% 5.9% 0.0% 0.0% 20.3% 7.4% -0.9% 4.0K -29.6K -185 0.31 94.57 N/A N/A 29 9 33 4 2015-07-16 $29.00 $29.00 18.5% 5.3% 0.0% 0.0% 18.8% 5.7% 0.1% 4.4K -37.2K -189 0.24 93.63 N/A N/A 37 9 33 4 2015-07-17 $28.99 $29.00 17.7% 5.1% 0.0% 0.0% 17.8% 1.6% 0.3% 8.7K -62.4K -252 0.24 99.31 N/A N/A 37 9 51 4 2015-07-20 $29.14 $29.00 17.7% 5.1% 35.9% 0.0% 17.8% 2.3% 0.7% 8.9K -79.2K -247 0.08 100.73 N/A N/A 37 3 51 0 2015-07-21 $28.82 $29.00 16.3% 4.7% 34.9% 0.0% 16.1% 0.3% 1.0% 9.3K -67.8K -241 0.03 99.21 N/A N/A 109 3 51 0 2015-07-22 $28.72 $29.00 16.2% 4.6% 33.8% 0.0% 16.2% 4.1% 1.5% 28.5K -165.1K -505 0.02 102.71 N/A N/A 127 3 132 0 2015-07-23 $28.53 $29.00 58.0% 16.6% 32.9% 0.0% 47.6% 1.6% 14.6% 11.1K -195.5K -575 0.02 173.17 N/A N/A 127 3 150 0 2015-07-24 $28.29 $29.00 16.8% 4.8% 32.1% 0.0% 17.2% -1.3% 1.7% 28.3K -143.4K -526 0.02 100.49 N/A N/A 127 3 150 0 2015-07-27 $27.75 $29.00 21.2% 6.1% 31.9% 0.0% 21.8% -1.5% -0.6% 20.8K -111.6K -455 0.02 95.61 N/A N/A 127 3 150 0 2015-07-28 $28.15 $29.00 19.5% 5.6% 26.9% 0.0% 18.3% 5.6% 0.8% 26.2K -125.8K -473 0.02 98.88 N/A N/A 127 3 150 0 2015-07-29 $28.34 $29.00 18.9% 5.4% 27.0% 0.0% 16.8% 5.0% 0.4% 30.1K -136.8K -484 0.03 100.41 N/A N/A 111 3 150 0 2015-07-30 $28.33 $29.00 18.9% 5.4% 26.4% 0.0% 17.8% 0.1% 0.5% 28.3K -139.9K -484 0.03 102.45 N/A N/A 111 3 152 0 2015-07-31 $28.42 $29.00 17.8% 5.1% 24.7% 0.0% 15.3% 2.1% 1.9% 33.8K -143.9K -485 0.03 104.31 N/A N/A 111 3 152 0
« Jun 2015 | All History | Aug 2015 » Home HEZU History July 2015