HEZU Options History — May 2019 In May 2019, HEZU traded between $29.09 and $30.88. ATM implied volatility averaged 26.9%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 13.8% (HV 20d: 13.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2019-05-23 : Largest IV spike — 77.8% change2019-05-13 : Highest IV Rank — 70.0%2019-05-30 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $29.96 $29.09 $30.88 $30.84 $29.09 ATM IV 26.9% 13.8% 52.0% 16.4% 24.7% Expected Move 6.1% 3.9% 7.7% 4.7% 7.1% HV 20d 13.1% 6.0% 17.5% 6.0% 17.5% HV 60d 11.5% 9.5% 13.0% 10.1% 13.0% IV Rank 28.1% 5.6% 70.0% 11.4% 23.9% IV Percentile 48.3% 1.2% 99.6% 4.4% 51.2% Term Structure -4.5% -6.9% -0.1% -5.8% -6.3% Skew 25d 0.2% -12.2% 11.3% -4.6% -12.2% Skew 10d -3.7% -18.3% 14.7% 5.1% -18.3% Call IV 25d 21.9% 11.5% 28.7% 16.7% 27.7% Put IV 25d 22.1% 12.0% 29.3% 12.0% 15.5% Bid-Ask Spread % 166.11 119.13 178.14 143.29 167.76 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 (22 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 2019-05-01 $30.84 $0.00 16.4% 4.7% 6.0% 11.4% 0.0% -4.6% -5.8% 0 0 0 0.00 143.29 N/A N/A 0 0 0 0 2019-05-02 $30.70 $0.00 23.9% 6.9% 6.0% 23.8% 0.0% -9.6% -6.6% 0 0 0 0.00 142.68 N/A N/A 0 0 0 0 2019-05-03 $30.88 $0.00 24.3% 7.0% 6.2% 24.3% 0.0% 11.3% -6.4% 0 0 0 0.00 148.11 N/A N/A 0 0 0 0 2019-05-06 $30.56 $0.00 29.6% 5.3% 7.4% 33.2% 0.0% -3.8% -2.9% 0 0 0 0.00 176.18 N/A N/A 0 0 0 0 2019-05-07 $29.95 $0.00 29.6% 5.5% 10.3% 33.2% 0.0% 0.1% -4.7% 0 0 0 0.00 174.64 N/A N/A 0 0 0 0 2019-05-08 $30.20 $0.00 33.0% 5.7% 10.5% 38.8% 0.0% 3.5% -3.5% 0 0 0 0.00 177.97 N/A N/A 0 0 0 0 2019-05-09 $29.91 $0.00 34.6% 5.7% 11.0% 41.3% 0.0% 6.3% -3.1% 0 0 0 0.00 171.54 N/A N/A 0 0 0 0 2019-05-10 $30.04 $0.00 36.9% 5.7% 11.1% 45.2% 0.0% 1.6% -3.4% 0 0 0 0.00 178.14 N/A N/A 0 0 0 0 2019-05-13 $29.34 $0.00 52.0% 6.4% 13.5% 70.0% 0.0% -0.7% -5.2% 0 0 0 0.00 170.83 N/A N/A 0 0 0 0 2019-05-14 $29.71 $0.00 51.7% 5.9% 14.4% 69.7% 0.0% 2.8% -4.3% 0 0 0 0.00 170.28 N/A N/A 0 0 0 0 2019-05-15 $29.93 $0.00 19.0% 5.5% 14.6% 15.7% 0.0% 3.6% -3.5% 0 0 0 0.00 172.08 N/A N/A 0 0 0 0 2019-05-16 $30.26 $0.00 19.8% 5.7% 15.0% 15.7% 0.0% 2.6% -4.0% 0 0 0 0.00 170.85 N/A N/A 0 0 0 0 2019-05-17 $30.11 $0.00 20.5% 5.9% 14.9% 16.9% 0.0% 2.2% -4.6% 0 0 0 0.00 172.21 N/A N/A 0 0 0 0 2019-05-20 $29.84 $0.00 21.6% 6.2% 15.2% 18.6% 0.0% 2.4% -3.7% 0 0 0 0.00 171.61 N/A N/A 0 0 0 0 2019-05-21 $30.05 $0.00 21.5% 6.2% 15.5% 18.5% 0.0% 2.3% -3.9% 0 0 0 0.00 173.24 N/A N/A 0 0 0 0 2019-05-22 $30.01 $0.00 13.8% 3.9% 15.5% 5.6% 0.0% 1.9% -0.1% 0 0 0 0.00 119.13 N/A N/A 0 0 0 0 2019-05-23 $29.48 $0.00 24.5% 7.0% 16.6% 23.6% 0.0% 2.3% -5.7% 0 0 0 0.00 170.21 N/A N/A 0 0 0 0 2019-05-24 $29.73 $0.00 21.5% 6.2% 16.9% 18.6% 0.0% 1.9% -3.6% 0 0 0 0.00 173.70 N/A N/A 0 0 0 0 2019-05-28 $29.62 $0.00 22.4% 6.4% 16.8% 20.1% 0.0% -5.8% -5.3% 0 0 0 0.00 170.52 N/A N/A 0 0 0 0 2019-05-29 $29.38 $0.00 24.6% 7.1% 16.9% 23.8% 0.0% 2.9% -4.9% 0 0 0 0.00 169.76 N/A N/A 0 0 0 0 2019-05-30 $29.49 $0.00 26.8% 7.7% 17.0% 27.4% 0.0% -7.4% -6.9% 0 0 0 0.00 169.72 N/A N/A 0 0 0 0 2019-05-31 $29.09 $0.00 24.7% 7.1% 17.5% 23.9% 0.0% -12.2% -6.3% 0 0 0 0.00 167.76 N/A N/A 0 0 0 0
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