HEZU Options History — August 2019 In August 2019, HEZU traded between $28.44 and $29.89. ATM implied volatility averaged 37.4%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 19.4% (HV 20d: 18.1%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-08-07 : Highest Volume — 2 contracts2019-08-14 : Largest IV drop — 57.4% change2019-08-13 : Highest IV Rank — 100.0%2019-08-07 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $29.15 $28.44 $29.89 $29.89 $29.85 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 37.4% 23.1% 73.3% 24.7% 23.1% Expected Move 8.4% 6.6% 9.5% 7.1% 6.6% HV 20d 18.1% 11.3% 21.3% 11.3% 20.7% HV 60d 15.0% 13.9% 15.8% 13.9% 15.7% IV Rank 44.0% 20.2% 100.0% 24.0% 20.2% IV Percentile 81.2% 29.8% 100.0% 52.8% 29.8% Term Structure 35.4% -8.8% 94.8% -8.8% 94.8% VWIV 32.0% 32.0% 32.0% 32.0% 32.0% Skew 25d -0.3% -18.6% 13.9% -13.6% 0.2% Skew 10d -6.9% -45.5% 15.7% 15.7% -20.8% Call IV 25d 30.3% 14.8% 37.1% 29.8% 29.8% Put IV 25d 30.0% 16.2% 40.8% 16.2% 30.0% Bid-Ask Spread % 183.88 143.79 200.00 146.75 184.63 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 180 0 286 0 286 Net DEX -2.5K -4.0K 0 0 -4.0K Net VEX -5 -8 0 0 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.091 0 2 0 0 Total OI 1.545 0 2 0 2
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 2019-08-01 $29.89 $0.00 24.7% 7.1% 11.3% 24.0% 0.0% -13.6% -8.8% 0 0 0 0.00 146.75 N/A N/A 0 0 0 0 2019-08-02 $29.54 $0.00 29.3% 8.4% 11.8% 31.6% 0.0% 3.1% -8.7% 0 0 0 0.00 143.79 N/A N/A 0 0 0 0 2019-08-05 $28.73 $0.00 41.8% 7.5% 15.0% 52.5% 0.0% 12.1% -3.2% 0 0 0 0.00 184.21 N/A N/A 0 0 0 0 2019-08-06 $28.87 $0.00 43.1% 7.6% 15.3% 54.8% 0.0% 13.9% -3.5% 0 0 0 0.00 185.42 N/A N/A 0 0 0 0 2019-08-07 $29.09 $0.00 55.6% 9.5% 15.7% 75.7% 32.0% 12.2% -4.0% 0 0 0 0.00 194.38 N/A N/A 2 0 0 0 2019-08-08 $29.35 $29.00 49.1% 7.7% 16.2% 64.8% 0.0% 11.3% -3.2% 235 -3.4K -8 0.00 193.03 N/A N/A 0 0 2 0 2019-08-09 $29.20 $29.00 48.9% 7.8% 16.2% 64.4% 0.0% 13.0% -3.8% 232 -3.2K -8 0.00 191.20 N/A N/A 0 0 2 0 2019-08-12 $28.87 $29.00 63.0% 8.0% 16.4% 88.0% 0.0% -1.4% -4.1% 218 -3.0K -8 0.00 185.82 N/A N/A 0 0 2 0 2019-08-13 $29.22 $29.00 73.3% 8.0% 17.1% 100.0% 0.0% 0.4% -2.7% 220 -3.3K -7 0.00 191.20 N/A N/A 0 0 2 0 2019-08-14 $28.49 $29.00 31.3% 9.0% 18.9% 33.1% 0.0% -2.7% -4.3% 210 -2.6K -7 0.00 183.59 N/A N/A 0 0 2 0 2019-08-15 $28.44 $29.00 31.0% 8.9% 18.9% 32.7% 0.0% -1.8% -3.7% 209 -2.6K -7 0.00 182.70 N/A N/A 0 0 2 0 2019-08-16 $28.88 $29.00 28.7% 8.2% 20.0% 29.0% 0.0% 4.7% -3.9% 224 -3.0K -7 0.00 185.78 N/A N/A 0 0 2 0 2019-08-19 $29.20 $29.00 29.8% 8.5% 20.5% 30.8% 0.0% -12.8% 78.0% 232 -3.2K -7 0.00 186.98 N/A N/A 0 0 2 0 2019-08-20 $29.01 $29.00 29.7% 8.5% 19.5% 30.6% 0.0% 3.0% 80.6% 227 -3.1K -7 0.00 186.16 N/A N/A 0 0 2 0 2019-08-21 $29.45 $29.00 31.3% 9.0% 20.4% 33.2% 0.0% -7.4% 75.9% 235 -3.5K -7 0.00 188.73 N/A N/A 0 0 2 0 2019-08-22 $29.35 $29.00 30.0% 8.6% 20.2% 31.1% 0.0% 3.0% 80.1% 233 -3.4K -6 0.00 186.92 N/A N/A 0 0 2 0 2019-08-23 $28.82 $29.00 29.3% 8.4% 20.8% 30.1% 0.0% -17.8% 82.7% 228 -2.9K -6 0.00 186.37 N/A N/A 0 0 2 0 2019-08-26 $29.11 $29.00 32.1% 9.2% 21.3% 34.5% 0.0% 4.1% 84.2% 233 -3.1K -6 0.00 200.00 N/A N/A 0 0 2 0 2019-08-27 $29.23 $29.00 32.7% 9.4% 20.3% 35.4% 0.0% 3.5% 83.0% 237 -3.3K -6 0.00 186.01 N/A N/A 0 0 2 0 2019-08-28 $29.20 $29.00 33.0% 9.5% 20.2% 35.9% 0.0% -18.6% 85.1% 259 -3.2K -6 0.00 184.73 N/A N/A 0 0 2 0 2019-08-29 $29.60 $29.00 32.5% 9.3% 20.9% 35.0% 0.0% -14.9% 88.0% 249 -3.6K -6 0.00 187.04 N/A N/A 0 0 2 0 2019-08-30 $29.85 $29.00 23.1% 6.6% 20.7% 20.2% 0.0% 0.2% 94.8% 286 -4.0K -5 0.00 184.63 N/A N/A 0 0 2 0
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