HEZU Options History — December 2018

In December 2018, HEZU traded between $25.40 and $28.11. ATM implied volatility averaged 31.1%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 14.1% (HV 20d: 17.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2018-12-19: Largest IV spike — 86.8% change
  • 2018-12-19: Highest IV Rank — 61.8%
  • 2018-12-19: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.57$25.40$28.11$28.11$25.95
ATM IV31.1%23.4%44.5%27.0%30.4%
Expected Move8.3%6.3%12.8%7.7%8.7%
HV 20d17.0%13.3%19.6%13.3%19.5%
HV 60d16.0%14.3%17.3%14.3%17.1%
IV Rank41.8%30.3%61.8%35.6%40.8%
IV Percentile77.1%46.0%97.2%68.7%79.8%
Term Structure-5.5%-13.2%-0.2%-13.2%-6.3%
Skew 25d-5.2%-19.7%2.0%-0.0%-7.9%
Skew 10d-9.3%-24.9%0.7%-4.9%0.7%
Call IV 25d34.6%26.4%50.2%33.7%33.6%
Put IV 25d29.4%19.8%47.7%33.7%25.7%
Bid-Ask Spread %172.45162.01190.01179.76167.45
Gamma HHI1.001.001.001.001.00
Net GEX-14-32-2-32-4
Net DEX2.6K2.5K2.7K2.6K2.6K
Net VEX-1-20-20
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI11111

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$28.11$0.0027.0%7.7%13.3%35.6%0.0%-0.0%-13.2%-322.6K-20.00179.76N/AN/A0001
2018-12-04$27.40$0.0030.7%8.8%16.0%41.2%0.0%1.0%-0.2%-272.6K-10.00175.60N/AN/A0001
2018-12-05$27.41$0.0031.7%9.1%16.1%42.7%0.0%1.3%-0.8%-232.6K-10.00175.60N/AN/A0001
2018-12-06$26.98$0.0030.3%6.3%15.9%40.7%0.0%-4.5%-2.7%-62.7K00.00171.99N/AN/A0001
2018-12-07$26.83$0.0031.2%6.3%15.9%42.0%0.0%-9.2%-4.8%-102.6K00.00172.12N/AN/A0001
2018-12-10$26.60$0.0036.8%6.7%15.9%50.3%0.0%-7.4%-4.0%-112.6K-10.00170.07N/AN/A0001
2018-12-11$26.72$0.0035.8%6.6%15.7%48.8%0.0%-3.6%-3.2%-182.6K-10.00167.27N/AN/A0001
2018-12-12$27.16$0.0023.4%6.7%16.9%30.4%0.0%-0.5%-3.4%-92.7K00.00172.22N/AN/A0001
2018-12-13$27.12$0.0023.4%6.7%16.8%30.3%0.0%-1.7%-3.5%-152.6K-10.00170.46N/AN/A0001
2018-12-14$26.88$0.0023.9%6.9%17.0%31.1%0.0%-4.0%-5.1%-212.6K-10.00171.16N/AN/A0001
2018-12-17$26.44$0.0027.5%7.9%17.7%36.5%0.0%-6.6%-3.2%-162.5K-10.00168.07N/AN/A0001
2018-12-18$26.61$0.0023.8%6.8%17.4%31.0%0.0%-4.8%-4.3%-152.6K-10.00169.97N/AN/A0001
2018-12-19$26.34$0.0044.5%12.8%17.3%61.8%0.0%-8.1%-11.0%-192.5K-10.00190.01N/AN/A0001
2018-12-20$25.98$0.0025.3%7.2%17.2%33.1%0.0%-8.9%-3.9%-122.5K-10.00166.03N/AN/A0001
2018-12-21$25.87$0.0033.7%9.7%17.2%45.7%0.0%-19.7%-7.4%-72.6K00.00178.16N/AN/A0001
2018-12-24$25.40$0.0037.3%10.7%16.7%51.0%0.0%-19.7%-10.1%-42.5K00.00171.39N/AN/A0001
2018-12-26$26.02$0.0035.5%10.2%19.6%48.4%0.0%-0.6%-7.9%-72.6K00.00172.65N/AN/A0001
2018-12-27$25.81$0.0031.1%8.9%19.2%41.8%0.0%-2.0%-7.4%-22.6K00.00162.01N/AN/A0001
2018-12-28$25.81$0.0038.8%11.1%19.2%53.3%0.0%2.0%-7.7%-132.5K-10.00176.98N/AN/A0001
2018-12-31$25.95$0.0030.4%8.7%19.5%40.8%0.0%-7.9%-6.3%-42.6K00.00167.45N/AN/A0001