HEZU Options History — August 2018 In August 2018, HEZU traded between $29.34 and $30.39. ATM implied volatility averaged 25.3%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 16.1% (HV 20d: 9.2%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2018-08-14 : Largest IV spike — 133.7% change2018-08-14 : Highest IV Rank — 89.2%2018-08-03 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $29.98 $29.34 $30.39 $30.34 $29.74 ATM IV 25.3% 19.6% 48.3% 25.1% 23.1% Expected Move 6.2% 4.9% 7.4% 7.2% 6.6% HV 20d 9.2% 5.3% 11.5% 8.8% 11.5% HV 60d 12.3% 12.0% 13.1% 12.0% 12.0% IV Rank 43.9% 32.7% 89.2% 43.5% 39.5% IV Percentile 61.0% 23.4% 98.8% 70.6% 59.9% Term Structure -3.3% -6.9% -1.4% -6.9% -4.5% Skew 25d 3.6% 0.5% 7.8% 0.5% 2.3% Skew 10d 6.8% 0.9% 12.6% 1.0% 6.0% Call IV 25d 21.6% 14.0% 30.3% 29.2% 26.3% Put IV 25d 25.2% 17.6% 32.6% 29.8% 28.6% Bid-Ask Spread % 167.53 152.87 185.92 160.84 174.86 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 (23 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 2018-08-01 $30.34 $0.00 25.1% 7.2% 8.8% 43.5% 0.0% 0.5% -6.9% 0 0 0 0.00 160.84 N/A N/A 0 0 0 0 2018-08-02 $30.23 $0.00 24.0% 6.9% 7.5% 41.3% 0.0% 1.3% -5.6% 0 0 0 0.00 158.42 N/A N/A 0 0 0 0 2018-08-03 $30.34 $0.00 25.8% 7.4% 7.6% 44.8% 0.0% 2.3% -5.3% 0 0 0 0.00 152.87 N/A N/A 0 0 0 0 2018-08-06 $30.25 $0.00 28.6% 5.4% 7.6% 50.4% 0.0% 7.8% -1.8% 0 0 0 0.00 173.74 N/A N/A 0 0 0 0 2018-08-07 $30.39 $0.00 27.2% 4.9% 7.6% 47.7% 0.0% 1.9% -4.4% 0 0 0 0.00 164.60 N/A N/A 0 0 0 0 2018-08-08 $30.33 $0.00 30.2% 5.7% 5.9% 53.5% 0.0% 5.7% -2.5% 0 0 0 0.00 164.11 N/A N/A 0 0 0 0 2018-08-09 $30.36 $0.00 32.6% 5.7% 5.3% 58.3% 0.0% 5.6% -2.8% 0 0 0 0.00 163.95 N/A N/A 0 0 0 0 2018-08-10 $29.85 $0.00 33.9% 5.5% 8.2% 60.8% 0.0% 3.8% -2.3% 0 0 0 0.00 172.78 N/A N/A 0 0 0 0 2018-08-13 $29.77 $0.00 20.7% 6.7% 8.2% 34.7% 0.0% 5.0% -1.4% 0 0 0 0.00 159.86 N/A N/A 0 0 0 0 2018-08-14 $29.88 $0.00 48.3% 5.7% 7.9% 89.2% 0.0% 4.9% -2.7% 0 0 0 0.00 168.79 N/A N/A 0 0 0 0 2018-08-15 $29.34 $0.00 22.6% 6.5% 10.0% 38.4% 0.0% 0.5% -3.5% 0 0 0 0.00 162.47 N/A N/A 0 0 0 0 2018-08-16 $29.48 $0.00 24.1% 6.9% 10.2% 41.6% 0.0% 6.9% -5.7% 0 0 0 0.00 163.71 N/A N/A 0 0 0 0 2018-08-17 $29.52 $0.00 19.6% 5.6% 10.2% 32.7% 0.0% 1.0% -1.5% 0 0 0 0.00 163.32 N/A N/A 0 0 0 0 2018-08-20 $29.67 $0.00 20.8% 6.0% 10.4% 35.0% 0.0% 3.4% -2.2% 0 0 0 0.00 170.38 N/A N/A 0 0 0 0 2018-08-21 $29.83 $0.00 21.0% 6.0% 10.4% 35.4% 0.0% 3.3% -3.6% 0 0 0 0.00 185.92 N/A N/A 0 0 0 0 2018-08-22 $29.85 $0.00 22.1% 6.3% 10.2% 37.5% 0.0% 3.0% -2.6% 0 0 0 0.00 162.94 N/A N/A 0 0 0 0 2018-08-23 $29.83 $0.00 20.8% 6.0% 10.2% 34.9% 0.0% 3.1% -2.5% 0 0 0 0.00 175.93 N/A N/A 0 0 0 0 2018-08-24 $29.91 $0.00 22.2% 6.4% 10.2% 37.7% 0.0% 3.2% -1.9% 0 0 0 0.00 171.99 N/A N/A 0 0 0 0 2018-08-27 $30.21 $0.00 22.6% 6.5% 10.9% 38.6% 0.0% 3.8% -2.6% 0 0 0 0.00 166.31 N/A N/A 0 0 0 0 2018-08-28 $30.18 $0.00 22.3% 6.4% 10.9% 38.0% 0.0% 4.1% -2.6% 0 0 0 0.00 162.50 N/A N/A 0 0 0 0 2018-08-29 $30.26 $0.00 22.3% 6.4% 10.9% 37.9% 0.0% 5.3% -3.4% 0 0 0 0.00 174.97 N/A N/A 0 0 0 0 2018-08-30 $29.98 $0.00 23.0% 6.6% 11.3% 39.3% 0.0% 3.5% -4.3% 0 0 0 0.00 177.98 N/A N/A 0 0 0 0 2018-08-31 $29.74 $0.00 23.1% 6.6% 11.5% 39.5% 0.0% 2.3% -4.5% 0 0 0 0.00 174.86 N/A N/A 0 0 0 0
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