HEZU Options History — April 2019 In April 2019, HEZU traded between $29.78 and $30.95. ATM implied volatility averaged 22.8%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 12.3% (HV 20d: 10.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2019-04-10 : Largest IV drop — 36.9% change2019-04-09 : Highest IV Rank — 34.8%2019-04-25 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.43 $29.78 $30.95 $29.78 $30.95 ATM IV 22.8% 19.0% 30.6% 24.7% 22.0% Expected Move 5.8% 5.4% 6.5% 5.4% 6.3% HV 20d 10.5% 5.8% 12.5% 12.4% 5.8% HV 60d 10.8% 10.1% 12.6% 12.6% 10.1% IV Rank 22.0% 15.7% 34.8% 25.1% 20.6% IV Percentile 33.8% 6.3% 81.7% 53.2% 25.4% Term Structure -4.3% -6.1% -3.0% -5.6% -5.4% Skew 25d 3.2% -9.5% 10.5% -4.1% -9.5% Skew 10d 7.9% -12.8% 18.4% -12.8% 10.6% Call IV 25d 20.3% 13.4% 28.0% 28.0% 25.8% Put IV 25d 23.5% 12.0% 31.6% 23.9% 16.3% Bid-Ask Spread % 153.56 145.50 158.29 154.90 147.22 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 2019-04-01 $29.78 $0.00 24.7% 5.4% 12.4% 25.1% 0.0% -4.1% -5.6% 0 0 0 0.00 154.90 N/A N/A 0 0 0 0 2019-04-02 $29.91 $0.00 25.4% 5.5% 12.4% 26.3% 0.0% 3.7% -6.1% 0 0 0 0.00 155.71 N/A N/A 0 0 0 0 2019-04-03 $30.12 $0.00 25.7% 5.5% 12.5% 26.6% 0.0% 0.8% -3.5% 0 0 0 0.00 156.83 N/A N/A 0 0 0 0 2019-04-04 $30.20 $0.00 26.5% 5.5% 12.1% 28.0% 0.0% 5.0% -3.1% 0 0 0 0.00 156.83 N/A N/A 0 0 0 0 2019-04-05 $30.28 $0.00 28.0% 5.5% 11.9% 30.4% 0.0% 5.4% -3.0% 0 0 0 0.00 154.50 N/A N/A 0 0 0 0 2019-04-08 $30.13 $0.00 29.5% 5.6% 12.1% 33.0% 0.0% 0.4% -3.8% 0 0 0 0.00 156.84 N/A N/A 0 0 0 0 2019-04-09 $29.96 $0.00 30.6% 5.7% 12.3% 34.8% 0.0% 8.8% -3.9% 0 0 0 0.00 158.29 N/A N/A 0 0 0 0 2019-04-10 $30.09 $0.00 19.3% 5.5% 12.3% 16.1% 0.0% 4.4% -3.3% 0 0 0 0.00 154.96 N/A N/A 0 0 0 0 2019-04-11 $30.16 $0.00 19.5% 5.6% 12.1% 16.5% 0.0% 9.8% -4.0% 0 0 0 0.00 156.86 N/A N/A 0 0 0 0 2019-04-12 $30.38 $0.00 20.3% 5.8% 11.9% 17.8% 0.0% 3.0% -4.7% 0 0 0 0.00 153.55 N/A N/A 0 0 0 0 2019-04-15 $30.38 $0.00 20.9% 6.0% 11.9% 18.8% 0.0% 9.2% -5.9% 0 0 0 0.00 156.15 N/A N/A 0 0 0 0 2019-04-16 $30.52 $0.00 19.8% 5.7% 12.0% 16.9% 0.0% 10.5% -4.2% 0 0 0 0.00 155.28 N/A N/A 0 0 0 0 2019-04-17 $30.70 $0.00 19.8% 5.7% 11.8% 16.9% 0.0% 3.1% -4.2% 0 0 0 0.00 154.61 N/A N/A 0 0 0 0 2019-04-18 $30.84 $0.00 19.0% 5.5% 11.9% 15.7% 0.0% 3.1% -4.3% 0 0 0 0.00 154.87 N/A N/A 0 0 0 0 2019-04-22 $30.77 $0.00 20.1% 5.8% 7.7% 17.5% 0.0% 3.5% -4.2% 0 0 0 0.00 145.50 N/A N/A 0 0 0 0 2019-04-23 $30.78 $0.00 19.7% 5.7% 7.6% 16.9% 0.0% 3.5% -3.4% 0 0 0 0.00 154.37 N/A N/A 0 0 0 0 2019-04-24 $30.76 $0.00 21.8% 6.2% 7.7% 20.2% 0.0% 3.5% -3.7% 0 0 0 0.00 145.84 N/A N/A 0 0 0 0 2019-04-25 $30.70 $0.00 22.7% 6.5% 7.7% 21.7% 0.0% 3.3% -4.7% 0 0 0 0.00 151.15 N/A N/A 0 0 0 0 2019-04-26 $30.76 $0.00 22.4% 6.4% 7.4% 21.2% 0.0% -2.9% -4.4% 0 0 0 0.00 149.05 N/A N/A 0 0 0 0 2019-04-29 $30.85 $0.00 22.3% 6.4% 7.4% 21.1% 0.0% 3.4% -5.3% 0 0 0 0.00 151.38 N/A N/A 0 0 0 0 2019-04-30 $30.95 $0.00 22.0% 6.3% 5.8% 20.6% 0.0% -9.5% -5.4% 0 0 0 0.00 147.22 N/A N/A 0 0 0 0
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