HEZU Options History — June 2018 In June 2018, HEZU traded between $30.01 and $31.47. ATM implied volatility averaged 25.4%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 12.3% (HV 20d: 13.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2018-06-13 : Largest IV drop — 56.6% change2018-06-12 : Highest IV Rank — 88.3%2018-06-01 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.66 $30.01 $31.47 $30.76 $30.06 ATM IV 25.4% 16.5% 47.9% 26.3% 23.1% Expected Move 6.0% 2.8% 7.5% 7.5% 6.6% HV 20d 13.1% 10.7% 16.4% 10.9% 13.4% HV 60d 12.2% 11.1% 12.7% 12.6% 11.1% IV Rank 44.0% 26.6% 88.3% 45.9% 39.5% IV Percentile 56.0% 9.5% 98.4% 76.2% 56.3% Term Structure -1.3% -5.1% 3.1% -5.1% -4.2% Skew 25d 2.1% 0.1% 3.9% 2.1% 1.2% Skew 10d -1.6% -9.8% 5.7% 4.0% -4.7% Call IV 25d 21.4% 10.1% 30.8% 30.8% 26.8% Put IV 25d 23.5% 13.7% 32.9% 32.9% 28.0% Bid-Ask Spread % 157.81 133.87 165.35 162.19 160.28 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2018-06-01 $30.76 $0.00 26.3% 7.5% 10.9% 45.9% 0.0% 2.1% -5.1% 0 0 0 0.00 162.19 N/A N/A 0 0 0 0 2018-06-04 $30.83 $0.00 28.5% 5.8% 10.7% 50.2% 0.0% 2.2% -0.8% 0 0 0 0.00 161.35 N/A N/A 0 0 0 0 2018-06-05 $30.73 $0.00 28.1% 5.7% 10.8% 49.4% 0.0% 1.8% -3.7% 0 0 0 0.00 159.10 N/A N/A 0 0 0 0 2018-06-06 $30.98 $0.00 25.7% 2.8% 11.1% 44.6% 0.0% 2.3% 2.4% 0 0 0 0.00 133.87 N/A N/A 0 0 0 0 2018-06-07 $30.67 $0.00 23.0% 5.9% 11.6% 39.4% 0.0% 3.6% 3.1% 0 0 0 0.00 156.39 N/A N/A 0 0 0 0 2018-06-08 $30.79 $0.00 34.3% 6.2% 11.7% 61.6% 0.0% 2.1% -0.6% 0 0 0 0.00 143.19 N/A N/A 0 0 0 0 2018-06-11 $31.07 $0.00 41.4% 5.5% 12.2% 75.5% 0.0% 3.4% -1.1% 0 0 0 0.00 159.55 N/A N/A 0 0 0 0 2018-06-12 $30.93 $0.00 47.9% 5.8% 12.3% 88.3% 0.0% 3.2% 0.8% 0 0 0 0.00 165.35 N/A N/A 0 0 0 0 2018-06-13 $31.00 $0.00 20.8% 6.0% 12.3% 34.9% 0.0% 3.1% -0.8% 0 0 0 0.00 164.66 N/A N/A 0 0 0 0 2018-06-14 $31.47 $0.00 16.5% 4.7% 13.5% 26.6% 0.0% 2.8% -0.4% 0 0 0 0.00 159.67 N/A N/A 0 0 0 0 2018-06-15 $31.28 $0.00 20.8% 6.0% 13.7% 35.1% 0.0% 1.9% -3.6% 0 0 0 0.00 158.88 N/A N/A 0 0 0 0 2018-06-18 $30.88 $0.00 19.6% 5.6% 14.4% 32.6% 0.0% 0.1% -0.7% 0 0 0 0.00 160.81 N/A N/A 0 0 0 0 2018-06-19 $30.74 $0.00 20.4% 5.9% 14.3% 34.3% 0.0% 1.4% -0.2% 0 0 0 0.00 161.56 N/A N/A 0 0 0 0 2018-06-20 $30.68 $0.00 20.8% 6.0% 14.3% 34.9% 0.0% 0.8% -1.1% 0 0 0 0.00 159.87 N/A N/A 0 0 0 0 2018-06-21 $30.23 $0.00 21.9% 6.3% 14.9% 37.1% 0.0% 0.5% 0.5% 0 0 0 0.00 160.38 N/A N/A 0 0 0 0 2018-06-22 $30.54 $0.00 21.4% 6.1% 15.4% 36.1% 0.0% 1.4% -2.6% 0 0 0 0.00 160.33 N/A N/A 0 0 0 0 2018-06-25 $30.04 $0.00 25.4% 7.3% 16.4% 44.0% 0.0% 1.4% -4.3% 0 0 0 0.00 150.87 N/A N/A 0 0 0 0 2018-06-26 $30.12 $0.00 24.1% 6.9% 14.3% 41.4% 0.0% 2.5% -2.6% 0 0 0 0.00 157.77 N/A N/A 0 0 0 0 2018-06-27 $30.10 $0.00 19.1% 5.5% 13.8% 31.6% 0.0% 3.9% 2.2% 0 0 0 0.00 153.73 N/A N/A 0 0 0 0 2018-06-28 $30.01 $0.00 24.3% 7.0% 13.8% 41.8% 0.0% 2.0% -4.0% 0 0 0 0.00 164.17 N/A N/A 0 0 0 0 2018-06-29 $30.06 $0.00 23.1% 6.6% 13.4% 39.5% 0.0% 1.2% -4.2% 0 0 0 0.00 160.28 N/A N/A 0 0 0 0
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