HEZU Options History — February 2019 In February 2019, HEZU traded between $27.59 and $28.86. ATM implied volatility averaged 22.4%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 10.4% (HV 20d: 12.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days.
Notable Days 2019-02-15 : Highest Volume — 1 contracts2019-02-22 : Largest IV spike — 106.4% change2019-02-05 : Highest IV Rank — 40.4%2019-02-26 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.27 $27.59 $28.86 $27.73 $28.86 ATM IV 22.4% 11.6% 30.2% 28.6% 19.2% Expected Move 6.0% 3.3% 6.9% 5.8% 5.5% HV 20d 12.1% 10.6% 14.3% 14.3% 10.9% HV 60d 16.4% 16.0% 16.7% 16.4% 16.0% IV Rank 22.3% 3.4% 40.4% 38.1% 16.0% IV Percentile 35.1% 0.4% 75.4% 71.8% 8.3% Term Structure -3.5% -6.1% 2.1% -2.3% -6.0% Skew 25d 2.5% -4.1% 8.3% -4.1% -0.6% Skew 10d 6.0% -15.2% 12.9% 6.5% -15.2% Call IV 25d 21.6% 12.8% 29.9% 21.2% 29.9% Put IV 25d 24.1% 13.8% 31.3% 17.1% 29.3% Bid-Ask Spread % 166.92 117.78 179.38 178.42 155.29 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -2 -8 0 -6 0 Net DEX 1.6K 0 2.8K 2.8K 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.053 0 1 0 0 Total OI 0.579 0 1 1 0
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 2019-02-01 $27.73 $0.00 28.6% 5.8% 14.3% 38.1% 0.0% -4.1% -2.3% -6 2.8K 0 0.00 178.42 N/A N/A 0 0 0 1 2019-02-04 $27.86 $0.00 28.4% 5.7% 10.6% 37.7% 0.0% -1.1% -2.2% -4 2.8K 0 0.00 177.05 N/A N/A 0 0 0 1 2019-02-05 $28.21 $0.00 30.2% 5.9% 11.1% 40.4% 0.0% 4.7% -2.8% -8 2.8K 0 0.00 173.81 N/A N/A 0 0 0 1 2019-02-06 $28.23 $0.00 22.0% 6.3% 10.8% 20.6% 0.0% 4.4% -5.3% -6 2.8K 0 0.00 174.33 N/A N/A 0 0 0 1 2019-02-07 $27.74 $0.00 20.4% 5.8% 13.0% 17.9% 0.0% 2.4% -2.2% -1 2.8K 0 0.00 178.58 N/A N/A 0 0 0 1 2019-02-08 $27.59 $0.00 22.1% 6.3% 13.1% 20.8% 0.0% 3.4% -3.4% -1 2.8K 0 0.00 177.31 N/A N/A 0 0 0 1 2019-02-11 $27.71 $0.00 22.0% 6.3% 12.9% 20.6% 0.0% 3.5% -4.1% -1 2.8K 0 0.00 179.38 N/A N/A 0 0 0 1 2019-02-12 $27.96 $0.00 21.9% 6.3% 13.0% 20.4% 0.0% 4.0% -3.7% -1 2.8K 0 0.00 177.97 N/A N/A 0 0 0 1 2019-02-13 $28.12 $0.00 21.8% 6.2% 13.1% 20.2% 0.0% 4.3% -3.8% -3 2.8K 0 0.00 175.20 N/A N/A 0 0 0 1 2019-02-14 $28.05 $0.00 22.6% 6.5% 13.1% 21.6% 0.0% 4.7% -4.4% -1 2.8K 0 0.00 175.25 N/A N/A 0 0 0 1 2019-02-15 $28.45 $0.00 23.8% 6.8% 13.8% 23.6% 0.0% 5.6% -5.2% 0 2.8K 0 0.00 171.00 N/A N/A 0 1 0 1 2019-02-19 $28.51 $0.00 23.6% 6.8% 12.6% 23.2% 0.0% 6.4% -3.8% 0 0 0 0.00 168.96 N/A N/A 0 0 0 0 2019-02-20 $28.64 $0.00 23.7% 6.8% 11.3% 23.4% 0.0% -4.1% -4.1% 0 0 0 0.00 164.53 N/A N/A 0 0 0 0 2019-02-21 $28.55 $0.00 11.6% 3.3% 11.4% 3.4% 0.0% 0.9% 2.1% 0 0 0 0.00 117.78 N/A N/A 0 0 0 0 2019-02-22 $28.64 $0.00 23.9% 6.9% 11.3% 23.7% 0.0% 2.3% -4.5% 0 0 0 0.00 168.28 N/A N/A 0 0 0 0 2019-02-25 $28.69 $0.00 23.9% 6.8% 11.0% 23.7% 0.0% 8.3% -6.1% 0 0 0 0.00 166.75 N/A N/A 0 0 0 0 2019-02-26 $28.80 $0.00 24.1% 6.9% 10.8% 24.0% 0.0% 2.4% -5.7% 0 0 0 0.00 164.31 N/A N/A 0 0 0 0 2019-02-27 $28.71 $0.00 12.2% 3.5% 10.9% 4.5% 0.0% 0.3% 1.3% 0 0 0 0.00 127.31 N/A N/A 0 0 0 0 2019-02-28 $28.86 $0.00 19.2% 5.5% 10.9% 16.0% 0.0% -0.6% -6.0% 0 0 0 0.00 155.29 N/A N/A 0 0 0 0
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