HEZU Options History — March 2018

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

In March 2018, HEZU traded between $28.51 and $29.82. ATM implied volatility averaged 27.1%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 12.2% (HV 20d: 14.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 2.82.

Notable Days

2018-03-01: Highest Volume — 191 contracts
2018-03-13: Largest IV spike — 88.9% change
2018-03-13: Highest IV Rank — 97.7%
2018-03-02: Largest Expected Move — 9.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.33	$28.51	$29.82	$29.19	$29.35
ATM IV	27.1%	16.7%	52.6%	32.3%	32.3%
Expected Move	6.3%	4.7%	9.4%	9.3%	9.3%
HV 20d	14.9%	11.6%	23.6%	23.6%	15.0%
HV 60d	16.2%	15.7%	17.3%	15.7%	17.3%
IV Rank	47.4%	26.8%	97.7%	57.6%	57.6%
IV Percentile	58.6%	8.3%	99.2%	93.7%	91.3%
Term Structure	-2.9%	-13.7%	0.0%	-5.0%	-6.5%
Skew 25d	4.4%	-4.9%	8.9%	4.9%	3.8%
Skew 10d	4.3%	-13.4%	10.4%	3.0%	7.9%
Call IV 25d	22.2%	13.9%	36.7%	32.4%	36.7%
Put IV 25d	26.5%	17.5%	42.9%	37.4%	40.4%
Bid-Ask Spread %	157.16	134.55	181.54	146.00	181.54
Gamma HHI	0.61	0.55	0.69	0.61	0.62
Net GEX	3.5K	2.5K	6.2K	2.8K	3.2K
Net DEX	-80.0K	-96.5K	-57.4K	-75.6K	-79.7K
Net VEX	-270	-318	-225	-318	-249
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.82	2.82	2.82	2.82	2.82
Total Volume	191	191	191	191	191
Total OI	64	64	64	64	64

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
2018-03-01	$29.19	$0.00	32.3%	9.3%	23.6%	57.6%	0.0%	4.9%	-5.0%	2.8K	-75.6K	-318	2.82	146.00	N/A	N/A	50	141	50	14
2018-03-02	$29.05	$0.00	32.8%	9.4%	23.6%	58.5%	0.0%	8.9%	-13.7%	4.4K	-69.3K	-315	2.82	146.98	N/A	N/A	50	141	50	14
2018-03-05	$29.23	$0.00	35.3%	6.3%	22.8%	63.5%	0.0%	5.8%	-2.6%	4.6K	-74.3K	-300	2.82	151.33	N/A	N/A	50	141	50	14
2018-03-06	$29.26	$0.00	32.4%	6.0%	18.3%	57.8%	0.0%	2.7%	-1.8%	3.6K	-80.4K	-299	2.82	170.85	N/A	N/A	50	141	50	14
2018-03-07	$29.42	$0.00	35.9%	6.3%	15.1%	64.7%	0.0%	8.1%	-1.9%	3.3K	-75.0K	-301	2.82	162.94	N/A	N/A	50	141	50	14
2018-03-08	$29.65	$0.00	32.4%	5.9%	15.2%	57.8%	0.0%	3.1%	-3.1%	3.1K	-90.9K	-273	2.82	170.64	N/A	N/A	50	141	50	14
2018-03-09	$29.81	$0.00	33.2%	6.1%	11.7%	59.4%	0.0%	4.5%	-3.5%	2.8K	-88.5K	-277	2.82	157.27	N/A	N/A	50	141	50	14
2018-03-12	$29.82	$0.00	27.9%	4.7%	11.6%	48.9%	0.0%	7.0%	-2.3%	2.5K	-96.5K	-254	2.82	137.25	N/A	N/A	50	141	50	14
2018-03-13	$29.42	$0.00	52.6%	6.1%	12.4%	97.7%	0.0%	5.9%	-0.7%	2.6K	-89.4K	-272	2.82	144.96	N/A	N/A	50	141	50	14
2018-03-14	$29.54	$0.00	19.4%	5.6%	12.1%	32.2%	0.0%	2.1%	-1.5%	3.2K	-88.8K	-261	2.82	163.22	N/A	N/A	50	141	50	14
2018-03-15	$29.72	$0.00	19.3%	5.5%	11.8%	32.1%	0.0%	3.9%	-1.4%	2.9K	-93.4K	-260	2.82	171.78	N/A	N/A	50	141	50	14
2018-03-16	$29.80	$0.00	20.6%	5.9%	11.8%	34.6%	0.0%	4.9%	-1.8%	2.9K	-85.9K	-273	2.82	156.44	N/A	N/A	50	141	50	14
2018-03-19	$29.50	$0.00	19.5%	5.6%	11.6%	32.4%	0.0%	5.7%	0.0%	2.8K	-90.8K	-245	2.82	144.31	N/A	N/A	50	141	50	14
2018-03-20	$29.70	$0.00	16.7%	4.8%	11.8%	26.8%	0.0%	4.4%	-1.0%	3.2K	-88.1K	-251	2.82	153.95	N/A	N/A	50	141	50	14
2018-03-21	$29.45	$0.00	17.2%	4.9%	12.2%	27.8%	0.0%	0.2%	-0.6%	2.9K	-93.5K	-225	2.82	151.30	N/A	N/A	50	141	50	14
2018-03-22	$28.89	$0.00	27.5%	7.9%	13.9%	48.2%	0.0%	3.6%	-3.7%	3.0K	-66.7K	-277	2.82	157.09	N/A	N/A	50	141	50	14
2018-03-23	$28.51	$0.00	22.2%	6.4%	14.0%	37.8%	0.0%	2.0%	-3.5%	4.7K	-58.4K	-265	2.82	164.09	N/A	N/A	50	141	50	14
2018-03-26	$28.87	$0.00	18.4%	5.3%	14.8%	30.3%	0.0%	6.9%	-1.0%	4.7K	-67.8K	-246	2.82	134.55	N/A	N/A	50	141	50	14
2018-03-27	$28.65	$0.00	17.6%	5.0%	14.7%	28.6%	0.0%	7.8%	-0.6%	6.2K	-57.4K	-244	2.82	157.85	N/A	N/A	50	141	50	14
2018-03-28	$29.05	$0.00	23.9%	6.9%	15.7%	41.2%	0.0%	-4.9%	-4.8%	3.7K	-68.6K	-257	2.82	176.07	N/A	N/A	50	141	50	14
2018-03-29	$29.35	$0.00	32.3%	9.3%	15.0%	57.6%	0.0%	3.8%	-6.5%	3.2K	-79.7K	-249	2.82	181.54	N/A	N/A	50	141	50	14