HEZU Options History — February 2018

Name: HEZU Options Analytics - February 2018
Creator: Options Analysis Suite

In February 2018, HEZU traded between $28.92 and $30.80. ATM implied volatility averaged 25.4%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 4.4% (HV 20d: 21.1%). Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 6.25.

Notable Days

2018-02-14: Highest Volume — 211 contracts
2018-02-06: Largest IV spike — 1334.2% change
2018-02-06: Highest IV Rank — 79.9%
2018-02-05: Largest Expected Move — 39.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.63	$28.92	$30.80	$30.80	$29.68
ATM IV	25.4%	3.0%	43.6%	23.9%	25.1%
Expected Move	8.9%	5.5%	39.6%	5.5%	7.2%
HV 20d	21.1%	10.4%	23.2%	10.4%	23.1%
HV 60d	14.4%	9.4%	15.4%	9.4%	15.4%
IV Rank	44.1%	0.0%	79.9%	40.4%	43.4%
IV Percentile	62.5%	0.0%	98.4%	63.1%	64.3%
Term Structure	-8.2%	-54.9%	-2.4%	-2.4%	-6.6%
Skew 25d	2.6%	-15.6%	12.4%	1.6%	0.8%
Skew 10d	-1.9%	-15.6%	4.1%	1.5%	-2.1%
Call IV 25d	33.6%	16.5%	152.8%	21.3%	31.4%
Put IV 25d	36.2%	21.7%	137.2%	22.9%	32.1%
Bid-Ask Spread %	161.37	138.61	198.03	180.07	153.60
Gamma HHI	0.63	0.38	1.00	0.38	0.65
Net GEX	-2.5K	-16.4K	5.3K	-254	4.1K
Net DEX	-134.5K	-423.6K	22.1K	-423.6K	-85.9K
Net VEX	-550	-1.1K	-80	-95	-298
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.25	2.82	10.06	10.06	2.82
Total Volume	183.105	141	211	177	191
Total OI	184.789	14	312	171	64

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
2018-02-01	$30.80	$0.00	23.9%	5.5%	10.4%	40.4%	0.0%	1.6%	-2.4%	-254	-423.6K	-95	10.06	180.07	N/A	N/A	16	161	151	20
2018-02-02	$30.16	$0.00	26.5%	5.9%	12.2%	45.5%	0.0%	-0.8%	-4.6%	-16.4K	-216.8K	-1.0K	10.06	173.95	N/A	N/A	16	161	151	161
2018-02-05	$29.04	$0.00	3.0%	39.6%	17.1%	0.0%	0.0%	-15.6%	-54.9%	5.3K	-162.5K	-971	10.06	198.03	N/A	N/A	16	161	151	161
2018-02-06	$29.89	$0.00	43.6%	8.0%	20.5%	79.9%	0.0%	-0.2%	-4.9%	-9.8K	-161.1K	-1.1K	10.06	182.60	N/A	N/A	16	161	151	161
2018-02-07	$29.70	$0.00	28.3%	8.1%	20.4%	49.8%	0.0%	1.8%	-5.5%	-8.3K	-157.8K	-1.0K	10.06	180.62	N/A	N/A	16	161	151	151
2018-02-08	$28.92	$0.00	22.4%	6.4%	22.2%	38.1%	0.0%	-1.8%	-2.8%	-2.3K	-104.1K	-965	8.05	157.63	N/A	N/A	20	161	151	151
2018-02-09	$29.06	$0.00	31.1%	8.9%	22.3%	55.2%	0.0%	2.1%	-5.4%	-2.6K	-95.3K	-1.0K	8.05	167.67	N/A	N/A	20	161	155	151
2018-02-12	$29.30	$0.00	39.2%	11.2%	22.6%	71.3%	0.0%	3.1%	-8.6%	-4.7K	-106.0K	-972	8.05	179.30	N/A	N/A	20	161	155	151
2018-02-13	$29.08	$0.00	26.5%	7.6%	22.7%	46.3%	0.0%	9.6%	-7.1%	-5.5K	-123.8K	-891	8.05	152.53	N/A	N/A	20	161	155	151
2018-02-14	$29.38	$0.00	27.5%	7.9%	22.9%	48.2%	0.0%	8.4%	-7.1%	-9.7K	-166.8K	-861	3.22	148.38	N/A	N/A	50	161	155	151
2018-02-15	$29.44	$0.00	27.2%	7.8%	22.9%	47.6%	0.0%	3.1%	-3.6%	2.1K	-262.2K	-102	3.22	146.81	N/A	N/A	50	161	115	24
2018-02-16	$29.78	$0.00	21.9%	6.3%	23.1%	37.2%	0.0%	2.4%	-3.8%	-1.8K	-262.2K	-83	3.22	157.25	N/A	N/A	50	161	115	24
2018-02-20	$29.65	$0.00	24.1%	6.9%	22.9%	41.5%	0.0%	2.2%	-5.0%	-1.8K	21.4K	-81	0.00	157.27	N/A	N/A	0	141	0	14
2018-02-21	$29.63	$0.00	25.2%	7.2%	22.9%	43.7%	0.0%	4.2%	-7.9%	-1.7K	20.4K	-80	0.00	148.73	N/A	N/A	0	141	0	14
2018-02-22	$29.69	$0.00	21.5%	6.2%	22.9%	36.3%	0.0%	7.2%	-6.7%	-2.3K	22.1K	-80	2.82	138.61	N/A	N/A	50	141	0	14
2018-02-23	$29.94	$0.00	21.2%	6.1%	23.2%	35.7%	0.0%	5.8%	-3.9%	2.5K	-96.3K	-289	2.82	148.71	N/A	N/A	50	141	50	14
2018-02-26	$30.09	$0.00	26.2%	7.5%	23.1%	45.5%	0.0%	2.3%	-8.6%	3.0K	-94.2K	-295	2.82	153.75	N/A	N/A	50	141	50	14
2018-02-27	$29.82	$0.00	19.2%	5.5%	23.2%	31.8%	0.0%	12.4%	-6.1%	2.5K	-100.0K	-272	2.82	140.56	N/A	N/A	50	141	50	14
2018-02-28	$29.68	$0.00	25.1%	7.2%	23.1%	43.4%	0.0%	0.8%	-6.6%	4.1K	-85.9K	-298	2.82	153.60	N/A	N/A	50	141	50	14