HEZU Options History — October 2018

In October 2018, HEZU traded between $27.17 and $29.81. ATM implied volatility averaged 28.3%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 14.3% (HV 20d: 14.0%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.

Notable Days

  • 2018-10-10: Highest Volume — 18 contracts
  • 2018-10-12: Largest IV spike — 63.0% change
  • 2018-10-29: Highest IV Rank — 80.0%
  • 2018-10-29: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.30$27.17$29.81$29.75$27.91
ATM IV28.3%23.1%43.2%24.5%29.4%
Expected Move7.7%6.0%12.4%7.0%8.4%
HV 20d14.0%8.6%18.8%9.7%18.8%
HV 60d11.6%9.6%13.9%9.7%13.9%
IV Rank50.3%39.9%80.0%42.7%52.5%
IV Percentile76.5%54.0%98.0%67.1%83.7%
Term Structure-4.9%-13.4%-0.5%-2.9%-3.8%
Skew 25d1.9%-1.9%5.3%1.9%4.4%
Skew 10d-2.9%-22.5%11.4%9.8%-0.4%
Call IV 25d28.8%22.1%46.2%28.5%33.3%
Put IV 25d30.7%22.6%44.7%30.3%37.7%
Bid-Ask Spread %162.53143.84177.92163.47173.05
Gamma HHI0.950.901.001.000.93
Net GEX-968-1.6K-467-1.6K-672
Net DEX41.7K33.9K46.9K35.6K46.7K
Net VEX-66-108-28-101-38
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume17.69617181718
Total OI17.65217181718

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$29.75$0.0024.5%7.0%9.7%42.7%0.0%1.9%-2.9%-1.6K35.6K-1010.00163.47N/AN/A017017
2018-10-02$29.62$0.0026.6%7.6%9.6%47.0%0.0%2.4%-5.9%-1.1K34.2K-1060.00177.92N/AN/A017017
2018-10-03$29.81$0.0025.5%7.3%8.6%44.6%0.0%3.2%-5.8%-1.6K33.9K-1080.00175.89N/AN/A017017
2018-10-04$29.43$0.0029.4%6.2%9.7%52.4%0.0%1.3%-2.8%-1.2K38.7K-930.00169.39N/AN/A017017
2018-10-05$29.16$0.0030.1%6.6%10.2%53.8%0.0%-1.0%-7.4%-1.6K34.9K-1040.00161.38N/AN/A017017
2018-10-08$29.02$0.0033.4%6.4%9.9%60.5%0.0%4.3%-7.7%-1.3K37.1K-900.00160.52N/AN/A017017
2018-10-09$29.00$0.0031.3%6.0%9.9%56.3%0.0%1.7%-1.3%-1.1K42.1K-690.00167.14N/AN/A017017
2018-10-10$28.23$0.0026.0%7.5%13.7%45.7%0.0%0.5%-0.5%-88939.6K-740.00144.55N/AN/A018017
2018-10-11$27.85$0.0023.9%6.9%14.1%41.6%0.0%-1.9%-3.9%-84341.5K-760.00175.59N/AN/A018018
2018-10-12$27.92$0.0039.0%11.2%14.1%71.5%0.0%-1.0%-13.4%-89036.2K-970.00172.12N/AN/A018018
2018-10-15$27.96$0.0023.1%6.6%14.2%39.9%0.0%1.7%-2.5%-72846.2K-410.00161.44N/AN/A018018
2018-10-16$28.48$0.0024.1%6.9%15.7%42.0%0.0%3.2%-4.4%-91745.8K-550.00161.63N/AN/A018018
2018-10-17$28.36$0.0024.7%7.1%15.6%43.1%0.0%1.9%-5.3%-85946.1K-470.00163.22N/AN/A018018
2018-10-18$27.94$0.0026.3%7.5%15.5%46.2%0.0%0.8%-10.8%-1.2K41.1K-790.00149.26N/AN/A018018
2018-10-19$28.01$0.0024.3%7.0%15.5%42.2%0.0%0.9%-3.2%-74146.2K-470.00161.13N/AN/A018018
2018-10-22$27.88$0.0026.3%7.5%15.5%46.2%0.0%3.9%-5.1%-1.1K42.2K-640.00158.39N/AN/A018018
2018-10-23$27.69$0.0025.4%7.3%15.4%44.5%0.0%1.3%-1.3%-60246.7K-340.00156.10N/AN/A018018
2018-10-24$27.17$0.0030.2%8.7%16.1%54.2%0.0%3.2%-6.0%-91043.2K-550.00143.84N/AN/A018018
2018-10-25$27.57$0.0025.5%7.3%17.5%44.8%0.0%5.3%-2.2%-54746.9K-280.00166.12N/AN/A018018
2018-10-26$27.32$0.0027.8%8.0%17.3%49.2%0.0%2.2%-2.0%-46746.9K-280.00163.58N/AN/A018018
2018-10-29$27.19$0.0043.2%12.4%17.0%80.0%0.0%-1.6%-11.4%-71041.4K-620.00156.16N/AN/A018018
2018-10-30$27.62$0.0030.7%8.8%18.4%55.0%0.0%5.3%-3.8%-58046.7K-320.00156.35N/AN/A018018
2018-10-31$27.91$0.0029.4%8.4%18.8%52.5%0.0%4.4%-3.8%-67246.7K-380.00173.05N/AN/A018018