HEZU Options History — November 2018 In November 2018, HEZU traded between $27.23 and $28.50. ATM implied volatility averaged 33.6%, placing in the 52.9% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 17.9% (HV 20d: 15.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2018-11-02 : Highest Volume — 19 contracts2018-11-30 : Largest IV spike — 88.7% change2018-11-13 : Highest IV Rank — 100.0%2018-11-02 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.95 $27.23 $28.50 $28.05 $27.84 ATM IV 33.6% 15.7% 70.2% 34.2% 29.6% Expected Move 7.6% 4.5% 10.3% 9.8% 8.5% HV 20d 15.8% 13.1% 18.8% 18.7% 13.1% HV 60d 13.9% 13.5% 14.4% 14.0% 14.2% IV Rank 52.9% 18.9% 100.0% 62.0% 39.6% IV Percentile 76.2% 3.2% 100.0% 94.0% 79.8% Term Structure -0.4% -12.4% 98.7% -8.8% -5.8% VWIV 42.5% 42.5% 42.5% 42.5% 42.5% Skew 25d 2.1% -1.7% 6.4% 3.7% 4.1% Skew 10d -0.9% -20.8% 4.0% 2.3% 0.2% Call IV 25d 28.0% 16.8% 39.5% 33.1% 30.0% Put IV 25d 30.2% 21.9% 38.7% 36.8% 34.1% Bid-Ask Spread % 170.08 139.76 189.78 152.73 165.39 Gamma HHI 0.81 0.60 0.94 0.92 0.94 Net GEX -1.1K -6.0K -503 -997 -503 Net DEX 45.6K 39.8K 48.6K 43.5K 48.0K Net VEX -45 -76 -22 -62 -22 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 18.524 18 19 18 18 Total OI 18.476 18 19 18 18
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 2018-11-01 $28.05 $0.00 34.2% 9.8% 18.7% 62.0% 0.0% 3.7% -8.8% -997 43.5K -62 0.00 152.73 N/A N/A 0 18 0 18 2018-11-02 $28.26 $0.00 36.0% 10.3% 18.8% 65.7% 42.5% 3.4% -4.8% -745 47.2K -38 0.00 141.39 N/A N/A 0 19 0 18 2018-11-05 $28.17 $0.00 49.7% 9.8% 18.8% 92.9% 0.0% -1.2% -4.4% -1.0K 41.8K -76 0.00 188.25 N/A N/A 0 19 0 19 2018-11-06 $28.14 $0.00 35.9% 6.5% 18.8% 65.5% 0.0% 4.3% -6.6% -1.2K 45.3K -55 0.00 162.64 N/A N/A 0 19 0 19 2018-11-07 $28.50 $0.00 36.9% 6.5% 16.8% 67.5% 0.0% 0.7% -5.4% -991 48.1K -44 0.00 187.21 N/A N/A 0 19 0 19 2018-11-08 $28.27 $0.00 38.2% 6.0% 16.3% 70.0% 0.0% 0.2% -4.1% -913 48.4K -38 0.00 179.51 N/A N/A 0 19 0 19 2018-11-09 $28.29 $0.00 50.4% 8.0% 16.3% 94.4% 0.0% 0.2% -5.0% -1.1K 44.8K -61 0.00 188.93 N/A N/A 0 19 0 19 2018-11-12 $27.93 $0.00 47.0% 6.2% 17.0% 87.5% 0.0% -1.6% -4.3% -821 48.6K -31 0.00 178.59 N/A N/A 0 19 0 19 2018-11-13 $28.05 $0.00 70.2% 8.1% 15.6% 100.0% 0.0% -1.5% -5.8% -985 45.3K -53 0.00 187.86 N/A N/A 0 19 0 19 2018-11-14 $28.14 $0.00 28.2% 8.1% 15.6% 37.5% 0.0% -1.5% -5.9% -1.0K 45.5K -53 0.00 189.78 N/A N/A 0 19 0 19 2018-11-15 $28.10 $0.00 22.8% 6.5% 14.7% 29.5% 0.0% 0.2% -6.7% -894 48.5K -35 0.00 180.31 N/A N/A 0 19 0 19 2018-11-16 $27.96 $0.00 23.7% 6.8% 14.8% 30.7% 0.0% 5.4% -5.8% -6.0K 45.9K -57 0.00 163.60 N/A N/A 0 19 0 19 2018-11-19 $27.55 $0.00 24.7% 7.1% 15.6% 32.3% 0.0% 2.2% 98.7% -950 43.5K -47 0.00 165.16 N/A N/A 0 18 0 18 2018-11-20 $27.23 $0.00 26.3% 7.5% 15.9% 34.6% 0.0% 5.1% -8.8% -754 44.1K -40 0.00 159.29 N/A N/A 0 18 0 18 2018-11-21 $27.52 $0.00 25.7% 7.4% 14.9% 33.8% 0.0% 3.9% -2.8% -809 44.8K -42 0.00 163.71 N/A N/A 0 18 0 18 2018-11-23 $27.41 $0.00 30.8% 8.8% 14.0% 41.4% 0.0% 6.4% -12.4% -813 39.8K -65 0.00 173.26 N/A N/A 0 18 0 18 2018-11-26 $27.81 $0.00 28.3% 8.1% 14.5% 37.7% 0.0% 4.1% -5.6% -889 44.5K -43 0.00 162.00 N/A N/A 0 18 0 18 2018-11-27 $27.79 $0.00 26.0% 7.5% 14.4% 34.2% 0.0% -1.7% -5.9% -543 47.5K -23 0.00 176.00 N/A N/A 0 18 0 18 2018-11-28 $28.01 $0.00 26.1% 7.5% 13.6% 34.3% 0.0% 5.6% -2.9% -891 45.1K -40 0.00 166.38 N/A N/A 0 18 0 18 2018-11-29 $27.87 $0.00 15.7% 4.5% 13.2% 18.9% 0.0% 2.6% 4.5% -549 47.7K -23 0.00 139.76 N/A N/A 0 18 0 18 2018-11-30 $27.84 $0.00 29.6% 8.5% 13.1% 39.6% 0.0% 4.1% -5.8% -503 48.0K -22 0.00 165.39 N/A N/A 0 18 0 18
« Oct 2018 | All History | Dec 2018 » Home HEZU History November 2018