HEZU Options History — March 2019 In March 2019, HEZU traded between $28.81 and $29.73. ATM implied volatility averaged 24.1%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 14.3% (HV 20d: 9.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2019-03-22 : Largest IV spike — 121.2% change2019-03-11 : Highest IV Rank — 50.6%2019-03-08 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $29.22 $28.81 $29.73 $29.15 $29.34 ATM IV 24.1% 10.4% 40.2% 25.8% 25.1% Expected Move 6.0% 3.6% 10.3% 7.4% 5.8% HV 20d 9.8% 7.5% 11.8% 11.1% 11.3% HV 60d 13.9% 12.6% 16.0% 16.0% 12.6% IV Rank 24.1% 1.5% 50.6% 26.8% 25.7% IV Percentile 42.2% 0.4% 95.6% 59.1% 54.4% Term Structure -2.6% -6.7% 2.8% -6.7% -4.2% Skew 25d 3.6% -14.1% 14.6% -14.1% 14.6% Skew 10d 7.9% -15.3% 24.9% -12.8% 24.9% Call IV 25d 19.4% 9.9% 28.6% 28.6% 15.4% Put IV 25d 23.0% 12.2% 30.0% 14.4% 30.0% Bid-Ask Spread % 153.96 104.85 162.47 157.25 159.06 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2019-03-01 $29.15 $0.00 25.8% 7.4% 11.1% 26.8% 0.0% -14.1% -6.7% 0 0 0 0.00 157.25 N/A N/A 0 0 0 0 2019-03-04 $29.06 $0.00 27.9% 8.0% 11.2% 30.4% 0.0% 3.0% -1.6% 0 0 0 0.00 154.32 N/A N/A 0 0 0 0 2019-03-05 $29.15 $0.00 29.9% 8.6% 11.2% 33.6% 0.0% 4.2% -1.0% 0 0 0 0.00 157.37 N/A N/A 0 0 0 0 2019-03-06 $29.09 $0.00 15.0% 4.3% 10.6% 9.1% 0.0% 3.4% 0.9% 0 0 0 0.00 110.19 N/A N/A 0 0 0 0 2019-03-07 $28.90 $0.00 31.4% 9.0% 11.0% 36.1% 0.0% 3.6% -1.9% 0 0 0 0.00 160.68 N/A N/A 0 0 0 0 2019-03-08 $28.81 $0.00 35.9% 10.3% 8.7% 43.5% 0.0% 3.7% -1.4% 0 0 0 0.00 160.22 N/A N/A 0 0 0 0 2019-03-11 $29.01 $0.00 40.2% 5.1% 8.4% 50.6% 0.0% 1.6% -1.4% 0 0 0 0.00 160.28 N/A N/A 0 0 0 0 2019-03-12 $28.94 $0.00 20.4% 5.2% 8.6% 17.9% 0.0% 3.9% -1.8% 0 0 0 0.00 162.47 N/A N/A 0 0 0 0 2019-03-13 $29.11 $0.00 20.2% 5.2% 8.3% 17.7% 0.0% 4.8% -2.3% 0 0 0 0.00 160.44 N/A N/A 0 0 0 0 2019-03-14 $29.29 $0.00 21.8% 5.3% 8.3% 20.2% 0.0% 4.8% -4.1% 0 0 0 0.00 160.38 N/A N/A 0 0 0 0 2019-03-15 $29.59 $0.00 20.2% 4.9% 8.6% 17.7% 0.0% 5.4% -1.7% 0 0 0 0.00 161.05 N/A N/A 0 0 0 0 2019-03-18 $29.68 $0.00 21.2% 5.0% 7.5% 19.3% 0.0% 3.1% -2.7% 0 0 0 0.00 160.79 N/A N/A 0 0 0 0 2019-03-19 $29.73 $0.00 19.3% 4.9% 7.5% 16.2% 0.0% 2.4% -3.0% 0 0 0 0.00 158.71 N/A N/A 0 0 0 0 2019-03-20 $29.59 $0.00 21.5% 5.1% 7.8% 19.8% 0.0% 13.7% -3.3% 0 0 0 0.00 160.25 N/A N/A 0 0 0 0 2019-03-21 $29.63 $0.00 10.4% 3.6% 7.6% 1.5% 0.0% 1.6% 2.8% 0 0 0 0.00 104.85 N/A N/A 0 0 0 0 2019-03-22 $28.96 $0.00 23.1% 5.6% 11.6% 22.3% 0.0% 8.7% -3.9% 0 0 0 0.00 156.41 N/A N/A 0 0 0 0 2019-03-25 $28.95 $0.00 24.0% 5.5% 11.6% 24.0% 0.0% 4.3% -4.6% 0 0 0 0.00 156.48 N/A N/A 0 0 0 0 2019-03-26 $29.10 $0.00 24.5% 5.7% 11.7% 24.7% 0.0% 1.9% -4.5% 0 0 0 0.00 159.97 N/A N/A 0 0 0 0 2019-03-27 $29.29 $0.00 23.5% 5.6% 11.8% 23.1% 0.0% -1.5% -3.4% 0 0 0 0.00 156.68 N/A N/A 0 0 0 0 2019-03-28 $29.19 $0.00 24.6% 5.7% 11.7% 24.9% 0.0% 2.0% -4.6% 0 0 0 0.00 155.31 N/A N/A 0 0 0 0 2019-03-29 $29.34 $0.00 25.1% 5.8% 11.3% 25.7% 0.0% 14.6% -4.2% 0 0 0 0.00 159.06 N/A N/A 0 0 0 0
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