HEZU Options History — July 2018 In July 2018, HEZU traded between $29.35 and $30.43. ATM implied volatility averaged 23.1%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 8.9% (HV 20d: 14.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2018-07-11 : Largest IV drop — 33.0% change2018-07-10 : Highest IV Rank — 51.0%2018-07-03 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.07 $29.35 $30.43 $30.02 $30.43 ATM IV 23.1% 19.1% 28.9% 25.4% 23.3% Expected Move 6.2% 5.4% 7.6% 7.3% 6.7% HV 20d 14.2% 12.2% 16.3% 13.3% 12.2% HV 60d 12.1% 11.0% 12.3% 11.0% 12.0% IV Rank 39.6% 31.7% 51.0% 44.1% 39.8% IV Percentile 53.6% 19.8% 86.1% 72.2% 59.9% Term Structure -3.9% -7.3% 1.4% 1.4% -4.6% Skew 25d 1.8% -3.7% 3.3% 2.4% 0.4% Skew 10d 2.2% -9.8% 5.2% -4.8% 1.2% Call IV 25d 24.0% 21.1% 30.1% 28.6% 28.1% Put IV 25d 25.8% 24.0% 31.0% 31.0% 28.6% Bid-Ask Spread % 158.36 153.27 162.81 161.56 153.27 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 2018-07-02 $30.02 $0.00 25.4% 7.3% 13.3% 44.1% 0.0% 2.4% 1.4% 0 0 0 0.00 161.56 N/A N/A 0 0 0 0 2018-07-03 $29.35 $0.00 26.7% 7.6% 15.3% 46.6% 0.0% -3.7% -6.3% 0 0 0 0.00 159.36 N/A N/A 0 0 0 0 2018-07-05 $29.78 $0.00 26.3% 5.6% 16.0% 45.8% 0.0% 3.1% -2.3% 0 0 0 0.00 162.30 N/A N/A 0 0 0 0 2018-07-06 $29.83 $0.00 25.6% 5.4% 15.8% 44.5% 0.0% 3.3% -2.0% 0 0 0 0.00 160.35 N/A N/A 0 0 0 0 2018-07-09 $29.96 $0.00 28.3% 5.6% 15.8% 49.7% 0.0% 3.1% -2.8% 0 0 0 0.00 162.81 N/A N/A 0 0 0 0 2018-07-10 $30.08 $0.00 28.9% 5.5% 15.5% 51.0% 0.0% 2.9% -1.6% 0 0 0 0.00 162.10 N/A N/A 0 0 0 0 2018-07-11 $29.70 $0.00 19.4% 5.6% 15.9% 32.2% 0.0% 2.7% -2.7% 0 0 0 0.00 160.47 N/A N/A 0 0 0 0 2018-07-12 $29.94 $0.00 22.0% 6.3% 16.3% 37.3% 0.0% 2.7% -5.8% 0 0 0 0.00 155.19 N/A N/A 0 0 0 0 2018-07-13 $29.99 $0.00 22.2% 6.4% 15.1% 37.8% 0.0% 2.8% -5.4% 0 0 0 0.00 156.20 N/A N/A 0 0 0 0 2018-07-16 $29.99 $0.00 21.0% 6.0% 15.0% 35.4% 0.0% 2.3% -5.8% 0 0 0 0.00 158.87 N/A N/A 0 0 0 0 2018-07-17 $30.19 $0.00 19.6% 5.6% 14.8% 32.6% 0.0% 3.0% -2.8% 0 0 0 0.00 157.67 N/A N/A 0 0 0 0 2018-07-18 $30.26 $0.00 19.1% 5.5% 14.8% 31.7% 0.0% 1.8% -1.3% 0 0 0 0.00 157.57 N/A N/A 0 0 0 0 2018-07-19 $30.12 $0.00 22.1% 6.3% 14.8% 37.5% 0.0% 1.6% -7.3% 0 0 0 0.00 154.13 N/A N/A 0 0 0 0 2018-07-20 $30.02 $0.00 23.0% 6.6% 13.9% 39.3% 0.0% 2.0% -5.0% 0 0 0 0.00 153.57 N/A N/A 0 0 0 0 2018-07-23 $30.03 $0.00 22.7% 6.5% 13.4% 38.7% 0.0% 1.0% -5.3% 0 0 0 0.00 158.09 N/A N/A 0 0 0 0 2018-07-24 $30.18 $0.00 21.4% 6.1% 12.2% 36.3% 0.0% 1.2% -4.8% 0 0 0 0.00 158.91 N/A N/A 0 0 0 0 2018-07-25 $30.34 $0.00 21.4% 6.1% 12.3% 36.1% 0.0% 2.1% -3.5% 0 0 0 0.00 160.66 N/A N/A 0 0 0 0 2018-07-26 $30.35 $0.00 21.8% 6.3% 12.3% 37.0% 0.0% 0.9% -4.4% 0 0 0 0.00 160.01 N/A N/A 0 0 0 0 2018-07-27 $30.43 $0.00 22.2% 6.4% 12.2% 37.8% 0.0% 1.1% -4.4% 0 0 0 0.00 153.67 N/A N/A 0 0 0 0 2018-07-30 $30.38 $0.00 23.6% 6.8% 12.2% 40.6% 0.0% 0.2% -5.4% 0 0 0 0.00 158.90 N/A N/A 0 0 0 0 2018-07-31 $30.43 $0.00 23.3% 6.7% 12.2% 39.8% 0.0% 0.4% -4.6% 0 0 0 0.00 153.27 N/A N/A 0 0 0 0
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