HEZU Options History — January 2019

In January 2019, HEZU traded between $25.72 and $27.82. ATM implied volatility averaged 27.6%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 9.4% (HV 20d: 18.3%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2019-01-31: Largest IV spike — 48.8% change
  • 2019-01-02: Highest IV Rank — 55.5%
  • 2019-01-02: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.01$25.72$27.82$26.02$27.72
Max Pain$33.00$33.00$33.00$33.00$33.00
ATM IV27.6%22.2%40.3%40.3%38.2%
Expected Move7.2%6.4%11.6%11.6%7.5%
HV 20d18.3%15.0%21.0%19.0%15.2%
HV 60d17.1%16.4%18.4%17.1%16.4%
IV Rank36.6%28.5%55.5%55.5%52.4%
IV Percentile59.5%29.8%95.6%95.6%94.0%
Term Structure-4.4%-9.1%-2.2%-9.1%-3.7%
Skew 25d2.5%1.0%6.0%2.7%6.0%
Skew 10d2.2%-4.7%10.9%-4.7%10.9%
Call IV 25d28.4%24.3%49.5%49.5%27.7%
Put IV 25d30.9%27.2%52.2%52.2%33.7%
Bid-Ask Spread %157.49149.05190.04165.17190.04
Gamma HHI1.001.001.001.001.00
Net GEX-7-22-3-13-22
Net DEX2.7K2.5K2.8K2.5K2.7K
Net VEX-0-10-10
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI11111

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$26.02$0.0040.3%11.6%19.0%55.5%0.0%2.7%-9.1%-132.5K-10.00165.17N/AN/A0001
2019-01-03$25.72$33.0031.6%7.0%17.5%42.5%0.0%2.8%-3.7%-32.6K00.00149.05N/AN/A0001
2019-01-04$26.49$33.0033.1%6.7%21.0%44.8%0.0%3.1%-2.2%-52.6K00.00154.91N/AN/A0001
2019-01-07$26.47$33.0038.1%6.9%20.3%52.3%0.0%2.9%-3.7%-52.6K00.00153.30N/AN/A0001
2019-01-08$26.73$33.0033.0%6.4%20.6%44.6%0.0%1.8%-3.0%-52.7K00.00153.93N/AN/A0001
2019-01-09$26.81$33.0022.7%6.5%20.3%29.2%0.0%1.8%-4.4%-62.7K00.00154.72N/AN/A0001
2019-01-10$26.95$33.0022.2%6.4%20.4%28.5%0.0%3.5%-2.7%-62.7K00.00153.93N/AN/A0001
2019-01-11$26.80$33.0022.9%6.6%19.6%29.6%0.0%2.9%-3.4%-62.7K00.00156.46N/AN/A0001
2019-01-14$26.70$33.0023.6%6.8%19.6%30.6%0.0%3.0%-3.9%-52.7K00.00154.74N/AN/A0001
2019-01-15$26.81$33.0022.7%6.5%19.4%29.4%0.0%2.6%-3.8%-52.7K00.00154.57N/AN/A0001
2019-01-16$26.94$33.0023.5%6.7%18.5%30.5%0.0%2.2%-4.8%-52.7K00.00156.21N/AN/A0001
2019-01-17$26.98$33.0022.2%6.4%18.4%28.6%0.0%2.2%-3.7%-42.7K00.00173.67N/AN/A0001
2019-01-18$27.46$33.0025.1%7.2%18.8%32.9%0.0%2.2%-6.1%-92.7K00.00154.65N/AN/A0001
2019-01-22$27.10$33.0025.3%7.2%18.8%33.1%0.0%1.9%-4.9%-52.7K00.00154.64N/AN/A0001
2019-01-23$27.26$33.0024.7%7.1%18.7%32.3%0.0%1.3%-3.5%-52.7K00.00151.74N/AN/A0001
2019-01-24$27.45$33.0026.9%7.7%17.0%35.6%0.0%2.5%-5.0%-72.7K00.00153.22N/AN/A0001
2019-01-25$27.70$33.0023.8%6.8%15.4%31.0%0.0%1.9%-4.3%-82.7K00.00156.50N/AN/A0001
2019-01-28$27.57$33.0026.7%7.7%15.1%35.2%0.0%1.9%-5.2%-72.7K00.00154.51N/AN/A0001
2019-01-29$27.68$33.0027.5%7.9%15.0%36.5%0.0%1.0%-5.8%-82.7K00.00155.91N/AN/A0001
2019-01-30$27.82$33.0025.7%7.4%15.0%33.7%0.0%1.5%-5.8%-72.8K00.00155.36N/AN/A0001
2019-01-31$27.72$0.0038.2%7.5%15.2%52.4%0.0%6.0%-3.7%-222.7K00.00190.04N/AN/A0001