HEZU Options History — February 2017 In February 2017, HEZU traded between $26.54 and $27.39. ATM implied volatility averaged 21.2%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 12.2% (HV 20d: 9.0%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2017-02-01 : Highest Volume — 18 contracts2017-02-08 : Largest IV drop — 51.1% change2017-02-07 : Highest IV Rank — 25.6%2017-02-01 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $27.01 $26.54 $27.39 $26.69 $27.11 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 21.2% 14.0% 28.5% 23.2% 22.9% Expected Move 5.6% 4.0% 6.7% 6.7% 6.6% HV 20d 9.0% 8.0% 9.9% 8.0% 8.1% HV 60d 10.5% 10.0% 11.6% 11.6% 10.0% IV Rank 12.7% 0.0% 25.6% 16.2% 15.7% IV Percentile 43.4% 0.0% 84.9% 63.5% 63.9% Term Structure -1.2% -6.3% 4.2% 0.4% -6.3% VWIV 27.7% 27.7% 27.7% 27.7% 27.7% Skew 25d 1.9% 0.2% 3.6% 2.6% 1.8% Skew 10d 2.4% -0.7% 9.1% 9.1% 3.5% Call IV 25d 20.5% 17.2% 25.4% 25.4% 24.2% Put IV 25d 22.4% 18.0% 28.0% 28.0% 26.0% Bid-Ask Spread % 158.82 137.06 172.28 149.52 164.77 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.7K -790 3.5K 2.9K -752 Net DEX -24.8K -49.0K 10.8K -32.8K 10.8K Net VEX -21 -70 0 -36 -70 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 13.895 0 18 18 10 Total OI 13.368 0 18 18 10
Daily Data (19 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 2017-02-01 $26.69 $26.00 23.2% 6.7% 8.0% 16.2% 27.7% 2.6% 0.4% 2.9K -32.8K -36 0.00 149.52 N/A N/A 18 0 18 0 2017-02-02 $26.74 $0.00 24.6% 5.7% 8.0% 18.6% 0.0% 3.4% -2.4% 2.8K -33.4K -35 0.00 160.21 N/A N/A 18 0 18 0 2017-02-03 $26.86 $0.00 22.5% 5.1% 8.2% 14.9% 0.0% 2.8% -1.3% 2.8K -35.2K -32 0.00 172.28 N/A N/A 18 0 18 0 2017-02-06 $26.54 $0.00 27.2% 5.9% 9.1% 23.2% 0.0% 3.4% -0.9% 3.2K -31.3K -31 0.00 159.14 N/A N/A 18 0 18 0 2017-02-07 $26.58 $0.00 28.5% 4.4% 8.9% 25.6% 0.0% 3.6% -1.4% 3.3K -32.3K -28 0.00 144.67 N/A N/A 18 0 18 0 2017-02-08 $26.63 $0.00 14.0% 4.0% 8.9% 0.0% 0.0% 1.1% -0.9% 3.5K -33.5K -27 0.00 143.63 N/A N/A 18 0 18 0 2017-02-09 $26.86 $0.00 18.1% 5.2% 9.4% 7.4% 0.0% 2.1% 0.7% 3.0K -38.0K -22 0.00 166.09 N/A N/A 18 0 18 0 2017-02-10 $26.88 $0.00 19.7% 5.6% 9.4% 10.1% 0.0% 1.5% -2.5% 3.1K -36.9K -21 0.00 163.23 N/A N/A 18 0 18 0 2017-02-13 $27.12 $0.00 18.1% 5.2% 9.9% 7.4% 0.0% 0.7% 2.5% 2.7K -41.1K -13 0.00 142.47 N/A N/A 18 0 18 0 2017-02-14 $27.22 $0.00 17.7% 5.1% 9.4% 6.7% 0.0% 0.2% 0.8% 2.5K -42.7K -9 0.00 146.15 N/A N/A 18 0 18 0 2017-02-15 $27.26 $0.00 20.0% 5.7% 9.4% 10.7% 0.0% 1.1% 4.2% 2.4K -42.1K -8 0.00 166.61 N/A N/A 18 0 18 0 2017-02-16 $27.19 $0.00 19.2% 5.5% 9.4% 9.3% 0.0% 2.4% -1.9% 2.3K -44.8K -4 0.00 168.03 N/A N/A 18 0 18 0 2017-02-17 $27.23 $0.00 18.9% 5.4% 9.4% 8.8% 0.0% 0.7% -0.8% 0 -49.0K 0 0.00 137.06 N/A N/A 18 0 18 0 2017-02-21 $27.39 $0.00 22.1% 6.4% 9.5% 14.5% 0.0% 1.9% -5.9% 0 0 0 0.00 167.57 N/A N/A 0 0 0 0 2017-02-22 $27.33 $0.00 21.0% 6.0% 9.5% 12.4% 0.0% 1.4% -4.4% 0 0 0 0.00 171.69 N/A N/A 0 0 0 0 2017-02-23 $27.29 $0.00 20.6% 5.9% 8.8% 11.7% 0.0% 1.3% -1.9% 0 0 0 0.00 170.83 N/A N/A 0 0 0 0 2017-02-24 $27.09 $0.00 21.0% 6.0% 9.0% 12.5% 0.0% 1.7% 1.6% 0 0 0 0.00 161.08 N/A N/A 0 10 0 0 2017-02-27 $27.13 $0.00 23.0% 6.6% 9.0% 16.0% 0.0% 3.2% -3.1% -790 10.7K -70 0.00 162.51 N/A N/A 0 10 0 10 2017-02-28 $27.11 $0.00 22.9% 6.6% 8.1% 15.7% 0.0% 1.8% -6.3% -752 10.8K -70 0.00 164.77 N/A N/A 0 10 0 10
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