HEZU Options History — September 2019 In September 2019, HEZU traded between $29.81 and $30.91. ATM implied volatility averaged 37.6%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 24.8% (HV 20d: 12.7%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2019-09-11 : Largest IV spike — 215.7% change2019-09-11 : Highest IV Rank — 100.0%2019-09-12 : Largest Expected Move — 38.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.61 $29.81 $30.91 $29.81 $30.91 Max Pain $29.89 $29.00 $30.00 $29.00 $30.00 ATM IV 37.6% 11.0% 132.8% 15.0% 23.2% Expected Move 15.9% 3.2% 38.1% 4.3% 6.7% HV 20d 12.7% 7.4% 18.0% 17.8% 7.4% HV 60d 15.3% 14.2% 15.7% 15.6% 14.3% IV Rank 27.2% 0.5% 100.0% 7.3% 10.5% IV Percentile 57.0% 0.4% 100.0% 2.0% 30.2% Term Structure -28.6% -111.4% 97.2% 3.3% -4.4% Skew 25d -0.2% -110.7% 44.9% 3.1% 4.9% Skew 10d 4.6% -110.7% 44.9% 5.8% 12.6% Call IV 25d 57.6% 11.2% 137.7% 13.7% 25.4% Put IV 25d 57.4% 14.0% 182.6% 16.8% 30.3% Bid-Ask Spread % 175.91 124.72 200.00 124.72 163.53 Gamma HHI 0.78 0.51 1.00 1.00 1.00 Net GEX 667 276 1.4K 444 852 Net DEX -11.7K -16.2K -4.4K -4.5K -10.8K Net VEX -16 -24 -4 -4 -12 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5.65 2 7 2 5
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 2019-09-03 $29.81 $29.00 15.0% 4.3% 17.8% 7.3% 0.0% 3.1% 3.3% 444 -4.5K -4 0.00 124.72 N/A N/A 0 0 2 0 2019-09-04 $30.10 $29.00 25.4% 7.3% 18.0% 23.7% 0.0% -8.1% 97.2% 297 -4.4K -4 0.00 173.46 N/A N/A 0 0 2 0 2019-09-05 $30.36 $0.00 28.0% 35.8% 18.0% 27.9% 0.0% 39.0% -102.1% 276 -4.6K -4 0.00 200.00 N/A N/A 0 0 2 0 2019-09-06 $30.43 $30.00 28.3% 36.1% 17.8% 28.4% 0.0% -106.5% -103.1% 462 -13.6K -24 0.00 200.00 N/A N/A 0 0 7 0 2019-09-09 $30.45 $30.00 53.0% 37.5% 17.7% 67.6% 0.0% 42.0% -96.0% 341 -13.5K -23 0.00 200.00 N/A N/A 0 0 7 0 2019-09-10 $30.54 $30.00 41.6% 37.3% 16.9% 49.6% 0.0% -110.7% -110.0% 382 -13.7K -22 0.00 200.00 N/A N/A 0 0 7 0 2019-09-11 $30.71 $30.00 131.3% 37.7% 16.6% 100.0% 0.0% 42.1% -109.9% 389 -13.9K -22 0.00 200.00 N/A N/A 0 0 7 0 2019-09-12 $30.88 $30.00 132.8% 38.1% 13.0% 100.0% 0.0% 44.9% -111.4% 354 -14.4K -21 0.00 200.00 N/A N/A 0 0 7 0 2019-09-13 $30.91 $30.00 25.2% 7.2% 12.8% 12.1% 0.0% 5.6% -2.8% 852 -15.2K -20 0.00 173.26 N/A N/A 0 0 7 0 2019-09-16 $30.74 $30.00 26.4% 7.6% 12.6% 13.0% 0.0% 5.4% -3.4% 879 -14.6K -19 0.00 173.26 N/A N/A 0 0 7 0 2019-09-17 $30.71 $30.00 26.4% 7.6% 12.3% 13.1% 0.0% 6.0% -3.3% 887 -14.6K -19 0.00 176.09 N/A N/A 0 0 7 0 2019-09-18 $30.80 $30.00 26.9% 7.7% 11.8% 13.4% 0.0% 5.6% -3.6% 903 -15.0K -17 0.00 173.16 N/A N/A 0 0 7 0 2019-09-19 $30.88 $30.00 26.9% 7.7% 10.9% 13.5% 0.0% 5.7% -3.9% 858 -14.9K -17 0.00 173.60 N/A N/A 0 0 7 0 2019-09-20 $30.86 $30.00 26.7% 7.7% 10.8% 13.3% 0.0% 5.6% -4.0% 648 -16.2K -16 0.00 173.09 N/A N/A 0 0 7 0 2019-09-23 $30.74 $30.00 28.3% 8.1% 7.9% 14.6% 0.0% 5.7% -4.7% 670 -9.7K -15 0.00 172.71 N/A N/A 0 0 5 0 2019-09-24 $30.51 $30.00 29.7% 8.5% 8.4% 15.7% 0.0% 4.5% -4.6% 662 -9.1K -15 0.00 176.83 N/A N/A 0 0 5 0 2019-09-25 $30.56 $30.00 11.0% 3.2% 8.3% 0.5% 0.0% 2.8% 2.9% 1.4K -10.9K -13 0.00 137.25 N/A N/A 0 0 5 0 2019-09-26 $30.72 $30.00 22.3% 6.4% 8.3% 9.7% 0.0% -5.3% -3.2% 884 -10.2K -14 0.00 163.59 N/A N/A 0 0 5 0 2019-09-27 $30.64 $30.00 23.2% 6.7% 7.4% 10.4% 0.0% 3.1% -4.6% 855 -9.8K -14 0.00 163.66 N/A N/A 0 0 5 0 2019-09-30 $30.91 $30.00 23.2% 6.7% 7.4% 10.5% 0.0% 4.9% -4.4% 852 -10.8K -12 0.00 163.53 N/A N/A 0 0 5 0
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