HEZU Options History — September 2018 In September 2018, HEZU traded between $28.94 and $30.02. ATM implied volatility averaged 26.6%, placing in the 46.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 16.2% (HV 20d: 10.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2018-09-12 : Highest Volume — 17 contracts2018-09-21 : Largest IV spike — 44.2% change2018-09-12 : Highest IV Rank — 66.3%2018-09-12 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $29.52 $28.94 $30.02 $29.55 $29.63 ATM IV 26.6% 21.1% 36.7% 27.1% 23.5% Expected Move 7.2% 5.9% 10.5% 7.8% 6.7% HV 20d 10.4% 9.3% 12.1% 11.7% 10.0% HV 60d 11.2% 9.6% 12.1% 12.0% 9.6% IV Rank 46.7% 36.0% 66.3% 47.4% 40.8% IV Percentile 71.4% 36.9% 96.4% 79.0% 60.3% Term Structure -3.5% -6.5% -0.1% -5.8% -1.9% Skew 25d 3.3% 0.6% 11.1% 11.1% 2.4% Skew 10d 7.1% -0.2% 14.6% 5.0% 9.6% Call IV 25d 25.7% 21.8% 38.0% 21.8% 27.2% Put IV 25d 29.0% 24.1% 42.7% 32.8% 29.6% Bid-Ask Spread % 173.74 162.43 186.65 176.92 166.26 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -918 -1.8K 0 0 -1.5K Net DEX 22.7K 0 40.2K 0 34.8K Net VEX -68 -122 0 0 -110 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 11.632 0 17 0 17 Total OI 10.737 0 17 0 17
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 2018-09-04 $29.55 $0.00 27.1% 7.8% 11.7% 47.4% 0.0% 11.1% -5.8% 0 0 0 0.00 176.92 N/A N/A 0 0 0 0 2018-09-05 $29.18 $0.00 27.2% 7.8% 12.1% 47.6% 0.0% 1.3% -6.5% 0 0 0 0.00 163.92 N/A N/A 0 0 0 0 2018-09-06 $29.06 $0.00 27.7% 5.9% 12.1% 48.5% 0.0% 2.4% -1.8% 0 0 0 0.00 177.86 N/A N/A 0 0 0 0 2018-09-07 $28.94 $0.00 30.3% 7.4% 12.1% 53.6% 0.0% 3.3% -2.6% 0 0 0 0.00 162.43 N/A N/A 0 0 0 0 2018-09-10 $29.18 $0.00 30.9% 6.9% 11.4% 54.9% 0.0% 1.8% -4.6% 0 0 0 0.00 167.94 N/A N/A 0 0 0 0 2018-09-11 $29.18 $0.00 29.8% 5.9% 11.4% 52.8% 0.0% 3.3% -2.1% 0 0 0 0.00 177.51 N/A N/A 0 0 0 0 2018-09-12 $29.20 $0.00 36.7% 10.5% 11.3% 66.3% 0.0% 4.7% -4.0% 0 0 0 0.00 186.65 N/A N/A 0 17 0 0 2018-09-13 $29.33 $0.00 23.4% 6.7% 9.4% 40.6% 0.0% 1.3% -4.0% -1.5K 34.6K -111 0.00 169.57 N/A N/A 0 17 0 17 2018-09-14 $29.40 $0.00 23.6% 6.8% 9.3% 40.9% 0.0% 0.6% -3.7% -1.3K 40.2K -93 0.00 174.18 N/A N/A 0 17 0 17 2018-09-17 $29.34 $0.00 30.9% 8.9% 9.3% 55.4% 0.0% 2.6% -5.4% -1.1K 35.1K -112 0.00 182.93 N/A N/A 0 17 0 17 2018-09-18 $29.55 $0.00 28.4% 8.1% 9.5% 50.5% 0.0% 3.7% -0.1% -1.3K 32.5K -122 0.00 181.39 N/A N/A 0 17 0 17 2018-09-19 $29.66 $0.00 21.6% 6.2% 9.4% 36.8% 0.0% 2.9% -2.3% -1.4K 39.8K -92 0.00 179.85 N/A N/A 0 17 0 17 2018-09-20 $29.96 $0.00 21.1% 6.1% 10.1% 36.0% 0.0% 3.8% -3.0% -1.5K 38.8K -100 0.00 177.16 N/A N/A 0 17 0 17 2018-09-21 $30.02 $0.00 30.5% 8.7% 10.1% 54.6% 0.0% 5.6% -3.5% -1.4K 33.1K -119 0.00 174.05 N/A N/A 0 17 0 17 2018-09-24 $29.87 $0.00 23.8% 6.8% 10.2% 41.3% 0.0% 2.6% -2.7% -1.5K 33.5K -117 0.00 171.25 N/A N/A 0 17 0 17 2018-09-25 $29.92 $0.00 23.5% 6.7% 9.5% 40.8% 0.0% 3.4% -3.0% -1.8K 35.8K -107 0.00 167.26 N/A N/A 0 17 0 17 2018-09-26 $29.98 $0.00 22.1% 6.3% 9.6% 37.9% 0.0% 3.3% -3.7% -1.5K 39.1K -98 0.00 177.95 N/A N/A 0 17 0 17 2018-09-27 $30.01 $0.00 23.5% 6.8% 9.5% 40.8% 0.0% 3.2% -5.1% -1.6K 33.9K -114 0.00 165.89 N/A N/A 0 17 0 17 2018-09-28 $29.63 $0.00 23.5% 6.7% 10.0% 40.8% 0.0% 2.4% -1.9% -1.5K 34.8K -110 0.00 166.26 N/A N/A 0 17 0 17
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