HEZU Options History — August 2015 In August 2015, HEZU traded between $24.38 and $28.97. ATM implied volatility averaged 32.9%. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 12.4% (HV 20d: 20.5%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.02.
Notable Days 2015-08-21 : Highest Volume — 177 contracts2015-08-27 : Largest IV spike — 289.6% change2015-08-24 : Largest Expected Move — 31.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.24 $24.38 $28.97 $28.63 $25.89 Max Pain $28.24 $27.00 $29.00 $29.00 $27.00 ATM IV 32.9% 14.5% 110.9% 15.4% 26.0% Expected Move 9.6% 4.4% 31.8% 4.4% 7.5% HV 20d 20.5% 13.7% 30.1% 21.8% 29.7% HV 60d 29.2% 29.2% 29.2% 29.2% 29.2% Term Structure -7.3% -58.5% 2.3% 2.3% -0.2% VWIV 28.9% 9.0% 121.9% 15.4% 22.5% Skew 25d 4.0% -7.2% 14.7% 2.3% 2.5% Skew 10d 10.4% -7.2% 87.1% 2.1% 5.9% Call IV 25d 35.2% 14.1% 152.8% 15.4% 24.4% Put IV 25d 39.1% 17.2% 156.8% 17.7% 26.9% Bid-Ask Spread % 99.81 79.79 169.93 105.49 96.14 Gamma HHI 0.66 0.22 0.98 0.98 0.22 Net GEX 21.4K 2.0K 53.8K 39.4K 8.3K Net DEX -107.7K -212.2K -36.5K -165.9K -56.0K Net VEX -384 -513 -205 -491 -351 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.03 0.03 0.00 Total Volume 101.524 0 177 0 109 Total OI 150.048 112 207 152 129
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 2015-08-03 $28.63 $29.00 15.4% 4.4% 21.8% 0.0% 0.0% 2.3% 2.3% 39.4K -165.9K -491 0.00 105.49 N/A N/A 0 0 152 0 2015-08-04 $28.67 $29.00 15.7% 4.5% 21.8% 0.0% 15.4% 3.5% 1.7% 40.2K -166.4K -479 0.03 106.60 N/A N/A 111 3 152 0 2015-08-05 $28.93 $29.00 15.9% 4.6% 20.6% 0.0% 16.2% 4.9% 1.2% 43.5K -211.5K -498 0.03 104.98 N/A N/A 111 3 152 0 2015-08-06 $28.92 $29.00 15.9% 5.3% 19.2% 0.0% 18.5% 1.1% -0.1% 44.7K -209.1K -487 0.03 81.00 N/A N/A 111 3 152 0 2015-08-07 $28.76 $29.00 16.1% 4.9% 13.9% 0.0% 17.2% 3.3% 1.4% 44.1K -181.0K -465 0.03 82.80 N/A N/A 111 3 152 0 2015-08-10 $28.97 $29.00 15.4% 4.8% 13.7% 0.0% 16.8% 4.8% 1.3% 53.8K -212.2K -444 0.03 81.50 N/A N/A 111 3 152 0 2015-08-11 $28.48 $29.00 14.5% 5.4% 15.0% 0.0% 0.0% 5.0% 0.7% 45.2K -121.6K -376 0.00 85.25 N/A N/A 0 0 152 0 2015-08-12 $27.86 $29.00 21.4% 6.1% 16.9% 0.0% 18.2% 6.0% -1.6% 20.9K -73.0K -285 0.03 79.79 N/A N/A 111 3 152 0 2015-08-13 $27.78 $29.00 21.2% 6.1% 15.5% 0.0% 19.7% 4.0% -0.9% 19.9K -68.2K -269 0.03 83.64 N/A N/A 111 3 152 0 2015-08-14 $27.80 $29.00 21.4% 6.1% 15.6% 0.0% 19.5% 3.2% -0.9% 18.7K -61.0K -250 0.03 82.01 N/A N/A 111 3 152 0 2015-08-17 $27.78 $29.00 21.1% 6.1% 15.3% 0.0% 19.0% 4.1% -0.6% 13.1K -47.6K -205 0.02 82.86 N/A N/A 141 3 152 0 2015-08-18 $27.68 $29.00 21.1% 6.1% 15.0% 0.0% 21.1% 1.8% -0.4% 9.5K -63.3K -383 0.02 86.39 N/A N/A 151 3 182 0 2015-08-19 $27.24 $28.00 23.2% 6.6% 15.8% 0.0% 0.0% 4.8% -1.3% 8.0K -59.2K -361 0.00 86.30 N/A N/A 0 0 192 0 2015-08-20 $26.33 $28.00 25.9% 7.4% 19.3% 0.0% 22.4% 1.7% -2.8% 10.5K -51.8K -290 0.02 85.05 N/A N/A 164 3 192 0 2015-08-21 $25.42 $27.00 29.5% 8.5% 22.2% 0.0% 23.5% 2.7% -4.2% 5.1K -36.5K -263 0.02 86.62 N/A N/A 174 3 207 0 2015-08-24 $24.38 $27.00 110.9% 31.8% 25.3% 0.0% 9.0% 4.0% -58.5% 2.0K -143.2K -508 0.00 164.95 N/A N/A 87 0 112 0 2015-08-25 $24.73 $27.00 101.2% 29.0% 25.3% 0.0% 100.4% 10.0% -43.1% 4.0K -107.3K -480 0.00 159.78 N/A N/A 87 0 112 0 2015-08-26 $25.64 $27.00 27.0% 7.7% 29.2% 0.0% 18.0% 14.7% -1.6% 6.0K -43.3K -292 0.00 91.06 N/A N/A 87 0 112 0 2015-08-27 $26.04 $27.00 105.0% 30.1% 30.1% 0.0% 121.9% -7.2% -44.5% 4.3K -120.8K -513 0.00 169.93 N/A N/A 104 0 112 0 2015-08-28 $26.07 $27.00 27.5% 7.9% 30.0% 0.0% 21.3% 6.7% -2.1% 8.9K -62.1K -370 0.00 93.75 N/A N/A 104 0 129 0 2015-08-31 $25.89 $27.00 26.0% 7.5% 29.7% 0.0% 22.5% 2.5% -0.2% 8.3K -56.0K -351 0.00 96.14 N/A N/A 109 0 129 0
« Jul 2015 | All History | Sep 2015 » Home HEZU History August 2015