HEZU Options History — December 2017

Name: HEZU Options Analytics - December 2017
Creator: Options Analysis Suite

In December 2017, HEZU traded between $29.81 and $30.62. ATM implied volatility averaged 26.1%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 17.7% (HV 20d: 8.5%). Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.72.

Notable Days

2017-12-01: Highest Volume — 146 contracts
2017-12-13: Largest IV drop — 62.2% change
2017-12-12: Highest IV Rank — 74.3%
2017-12-01: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.30	$29.81	$30.62	$30.07	$29.81
ATM IV	26.1%	17.4%	53.3%	28.0%	21.3%
Expected Move	5.6%	3.5%	8.0%	8.0%	6.1%
HV 20d	8.5%	7.7%	9.2%	8.8%	8.4%
HV 60d	7.9%	7.4%	8.3%	8.1%	8.2%
IV Rank	38.1%	24.6%	74.3%	36.4%	35.1%
IV Percentile	55.0%	10.3%	99.2%	83.7%	37.7%
Term Structure	-5.2%	-21.0%	0.1%	-17.8%	-5.4%
VWIV	33.3%	33.3%	33.3%	33.3%	33.3%
Skew 25d	-1.1%	-6.1%	2.6%	2.6%	2.5%
Skew 10d	-0.8%	-5.3%	4.6%	-2.0%	-0.5%
Call IV 25d	24.0%	15.1%	32.5%	32.5%	25.8%
Put IV 25d	22.9%	14.5%	35.1%	35.1%	28.3%
Bid-Ask Spread %	174.02	158.53	181.20	175.67	179.83
Gamma HHI	0.49	0.36	0.70	0.64	0.70
Net GEX	1.6K	-2.1K	8.4K	4.9K	8.4K
Net DEX	-335.2K	-435.8K	-182.0K	-226.1K	-357.8K
Net VEX	-303	-541	-100	-449	-453
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.38	1.54	0.38	0.56
Total Volume	83.5	56	146	146	56
Total OI	163.5	126	186	126	176

Daily Data (20 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
2017-12-01	$30.07	$0.00	28.0%	8.0%	8.8%	36.4%	33.3%	2.6%	-17.8%	4.9K	-226.1K	-449	0.38	175.67	N/A	N/A	106	40	106	20
2017-12-04	$30.21	$0.00	29.3%	5.0%	9.1%	38.3%	0.0%	0.2%	-1.1%	1.7K	-182.0K	-480	0.38	179.96	N/A	N/A	106	40	106	40
2017-12-05	$30.20	$0.00	30.7%	5.6%	9.1%	40.5%	0.0%	1.1%	0.1%	705	-201.6K	-401	0.38	158.53	N/A	N/A	106	40	106	40
2017-12-06	$30.23	$0.00	28.4%	4.9%	8.9%	36.9%	0.0%	-0.7%	-3.1%	1.1K	-231.3K	-388	0.38	163.77	N/A	N/A	106	40	106	30
2017-12-07	$30.39	$0.00	33.3%	5.7%	9.2%	44.4%	0.0%	1.5%	-3.7%	1.7K	-226.0K	-423	0.38	165.23	N/A	N/A	106	40	106	30
2017-12-08	$30.57	$0.00	36.4%	5.1%	8.6%	48.9%	0.0%	1.7%	-1.1%	1.2K	-232.1K	-415	1.54	171.25	N/A	N/A	26	40	106	30
2017-12-11	$30.55	$0.00	41.1%	3.5%	8.4%	56.1%	0.0%	-0.5%	-0.9%	-1.8K	-317.2K	-275	1.54	160.66	N/A	N/A	26	40	126	30
2017-12-12	$30.56	$0.00	53.3%	5.1%	8.2%	74.3%	0.0%	1.6%	-1.9%	2.9K	-281.4K	-435	1.11	170.52	N/A	N/A	36	40	126	30
2017-12-13	$30.34	$0.00	20.2%	5.8%	8.4%	24.6%	0.0%	0.9%	-3.6%	5.6K	-346.8K	-541	1.11	180.08	N/A	N/A	36	40	156	30
2017-12-14	$30.17	$0.00	17.8%	5.1%	8.5%	28.0%	0.0%	-4.8%	-3.7%	-839	-386.7K	-147	1.11	179.04	N/A	N/A	36	40	156	30
2017-12-15	$30.26	$0.00	17.8%	5.1%	7.7%	28.1%	0.0%	-3.4%	-2.5%	346	-414.5K	-130	1.11	180.09	N/A	N/A	36	40	156	20
2017-12-18	$30.62	$0.00	17.8%	5.1%	8.2%	28.1%	0.0%	-0.6%	-6.8%	853	-435.8K	-200	0.56	165.19	N/A	N/A	36	20	156	20
2017-12-19	$30.54	$0.00	17.4%	5.0%	8.2%	27.4%	0.0%	-3.2%	-4.0%	-1.8K	-425.0K	-115	0.56	178.19	N/A	N/A	36	20	156	20
2017-12-20	$30.27	$0.00	20.0%	5.7%	8.7%	32.5%	0.0%	-5.2%	-6.3%	-1.4K	-417.6K	-109	0.56	180.16	N/A	N/A	36	20	156	20
2017-12-21	$30.32	$0.00	20.4%	5.8%	8.4%	33.2%	0.0%	-4.2%	-4.9%	-1.7K	-419.3K	-107	0.56	178.82	N/A	N/A	36	20	156	20
2017-12-22	$30.30	$0.00	20.3%	5.8%	8.3%	33.2%	0.0%	-4.4%	-4.5%	-1.8K	-419.2K	-105	0.56	180.55	N/A	N/A	36	20	156	20
2017-12-26	$30.28	$0.00	22.4%	6.4%	8.2%	37.3%	0.0%	-6.1%	-6.8%	-2.1K	-418.7K	-100	0.56	180.46	N/A	N/A	36	20	156	20
2017-12-27	$30.25	$0.00	25.7%	7.4%	7.8%	43.9%	0.0%	-2.2%	-21.0%	5.7K	-393.9K	-363	0.56	171.10	N/A	N/A	36	20	156	20
2017-12-28	$30.02	$0.00	21.2%	6.1%	8.2%	35.0%	0.0%	1.5%	-5.0%	7.5K	-370.8K	-425	0.56	181.20	N/A	N/A	36	20	156	20
2017-12-29	$29.81	$0.00	21.3%	6.1%	8.4%	35.1%	0.0%	2.5%	-5.4%	8.4K	-357.8K	-453	0.56	179.83	N/A	N/A	36	20	156	20