HEZU Options History — June 2019 In June 2019, HEZU traded between $29.13 and $30.79. ATM implied volatility averaged 24.3%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 10.3% (HV 20d: 13.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2019-06-12 : Largest IV drop — 28.8% change2019-06-11 : Highest IV Rank — 31.9%2019-06-05 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.18 $29.13 $30.79 $29.13 $30.70 ATM IV 24.3% 20.2% 29.4% 25.2% 24.4% Expected Move 6.5% 5.6% 7.9% 7.2% 7.0% HV 20d 13.9% 10.0% 18.2% 17.2% 10.0% HV 60d 13.0% 12.5% 13.3% 13.0% 12.5% IV Rank 23.2% 16.5% 31.9% 24.7% 23.5% IV Percentile 43.3% 10.7% 75.0% 54.4% 48.8% Term Structure -4.2% -8.2% -2.1% -5.9% -4.4% Skew 25d 1.8% -12.5% 12.9% -12.5% 3.5% Skew 10d 5.4% -19.1% 21.1% -19.1% 10.6% Call IV 25d 21.6% 13.3% 30.4% 29.6% 25.9% Put IV 25d 23.3% 15.0% 33.0% 17.2% 29.3% Bid-Ask Spread % 173.39 146.90 178.58 168.33 174.08 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 (20 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 2019-06-03 $29.13 $0.00 25.2% 7.2% 17.2% 24.7% 0.0% -12.5% -5.9% 0 0 0 0.00 168.33 N/A N/A 0 0 0 0 2019-06-04 $29.59 $0.00 27.1% 7.8% 18.2% 27.9% 0.0% 2.3% -7.7% 0 0 0 0.00 170.90 N/A N/A 0 0 0 0 2019-06-05 $29.65 $0.00 27.5% 7.9% 16.9% 28.5% 0.0% 2.6% -8.1% 0 0 0 0.00 170.02 N/A N/A 0 0 0 0 2019-06-06 $29.64 $0.00 27.3% 5.9% 16.5% 28.3% 0.0% 3.4% -2.2% 0 0 0 0.00 175.57 N/A N/A 0 0 0 0 2019-06-07 $29.91 $0.00 26.1% 5.7% 16.6% 26.3% 0.0% 6.1% -2.9% 0 0 0 0.00 176.82 N/A N/A 0 0 0 0 2019-06-10 $30.01 $0.00 28.3% 5.9% 16.5% 29.9% 0.0% 3.4% -2.1% 0 0 0 0.00 177.62 N/A N/A 0 0 0 0 2019-06-11 $30.19 $0.00 29.4% 5.6% 14.1% 31.9% 0.0% 3.1% -2.3% 0 0 0 0.00 173.81 N/A N/A 0 0 0 0 2019-06-12 $30.06 $0.00 21.0% 6.0% 13.6% 17.7% 0.0% 3.6% -2.9% 0 0 0 0.00 178.58 N/A N/A 0 0 0 0 2019-06-13 $30.11 $0.00 20.2% 5.8% 13.4% 16.5% 0.0% 3.1% -2.5% 0 0 0 0.00 176.64 N/A N/A 0 0 0 0 2019-06-14 $30.05 $0.00 21.6% 6.2% 12.8% 18.7% 0.0% 3.7% -2.4% 0 0 0 0.00 176.74 N/A N/A 0 0 0 0 2019-06-17 $30.01 $0.00 21.9% 6.3% 12.7% 19.1% 0.0% 3.3% -2.7% 0 0 0 0.00 178.26 N/A N/A 0 0 0 0 2019-06-18 $30.59 $0.00 20.5% 5.9% 13.9% 16.8% 0.0% -0.5% -2.6% 0 0 0 0.00 146.90 N/A N/A 0 0 0 0 2019-06-19 $30.69 $0.00 21.9% 6.3% 13.8% 19.1% 0.0% 2.3% -2.3% 0 0 0 0.00 176.34 N/A N/A 0 0 0 0 2019-06-20 $30.79 $0.00 21.5% 6.2% 13.8% 18.6% 0.0% 10.5% -3.0% 0 0 0 0.00 173.62 N/A N/A 0 0 0 0 2019-06-21 $30.63 $0.00 22.6% 6.5% 12.1% 20.4% 0.0% -8.0% -3.2% 0 0 0 0.00 175.26 N/A N/A 0 0 0 0 2019-06-24 $30.55 $0.00 23.9% 6.8% 11.9% 22.5% 0.0% -8.0% -3.9% 0 0 0 0.00 176.05 N/A N/A 0 0 0 0 2019-06-25 $30.40 $0.00 23.8% 6.8% 12.0% 22.4% 0.0% 3.1% -7.5% 0 0 0 0.00 174.95 N/A N/A 0 0 0 0 2019-06-26 $30.47 $0.00 25.7% 7.4% 11.5% 25.6% 0.0% -2.8% -8.2% 0 0 0 0.00 170.51 N/A N/A 0 0 0 0 2019-06-27 $30.49 $0.00 25.2% 7.2% 11.5% 24.8% 0.0% 12.9% -7.1% 0 0 0 0.00 176.72 N/A N/A 0 0 0 0 2019-06-28 $30.70 $0.00 24.4% 7.0% 10.0% 23.5% 0.0% 3.5% -4.4% 0 0 0 0.00 174.08 N/A N/A 0 0 0 0
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