HEZU Options History — October 2019

In October 2019, HEZU traded between $29.77 and $31.62. ATM implied volatility averaged 34.6%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 20.6% (HV 20d: 14.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 3 of 23 days.

Notable Days

  • 2019-10-29: Largest IV spike — 281.9% change
  • 2019-10-07: Highest IV Rank — 39.0%
  • 2019-10-22: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.90$29.77$31.62$30.53$31.45
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV34.6%8.9%58.1%22.9%29.4%
Expected Move9.0%2.6%11.6%6.6%8.4%
HV 20d14.0%8.9%15.9%8.9%11.0%
HV 60d15.5%14.0%16.5%14.5%14.0%
IV Rank19.9%0.0%39.0%10.2%16.5%
IV Percentile73.4%0.0%98.0%27.8%65.1%
Term Structure-0.7%-21.9%76.6%-6.6%-4.4%
Skew 25d10.9%-27.1%30.7%2.0%-14.2%
Skew 10d19.3%-29.3%39.1%9.5%15.5%
Call IV 25d29.5%10.6%53.7%28.4%53.7%
Put IV 25d40.5%13.3%56.0%30.4%39.5%
Bid-Ask Spread %172.39126.38194.65157.97175.46
Gamma HHI1.001.001.001.001.00
Net GEX36609329320
Net DEX-5.8K-15.6K0-9.6K0
Net VEX-5-130-130
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI3.0430550

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$30.53$30.0022.9%6.6%8.9%10.2%0.0%2.0%-6.6%932-9.6K-130.00157.97N/AN/A0050
2019-10-02$29.77$30.0026.5%7.6%12.4%13.1%0.0%-10.6%-6.5%891-7.0K-120.00171.02N/AN/A0050
2019-10-03$29.88$0.0035.6%7.3%12.1%20.6%0.0%15.4%-3.7%718-7.5K-120.00182.50N/AN/A0050
2019-10-04$30.13$0.0051.1%10.0%12.5%33.2%0.0%28.9%-8.1%513-8.1K-120.00194.65N/AN/A0050
2019-10-07$30.22$0.0058.1%10.2%12.5%39.0%0.0%29.4%-9.4%518-8.3K-100.00192.84N/AN/A0050
2019-10-08$29.90$0.0056.9%10.2%13.0%38.0%0.0%28.1%-10.0%533-7.9K-100.00193.03N/AN/A0050
2019-10-09$30.15$0.0035.4%10.1%13.2%20.4%0.0%29.1%-10.3%679-8.2K-90.00185.90N/AN/A0050
2019-10-10$30.30$0.0036.0%10.3%13.1%20.9%0.0%30.7%-2.6%591-8.5K-90.00184.30N/AN/A0050
2019-10-11$30.95$0.0033.7%9.7%15.3%19.0%0.0%8.5%-7.3%631-10.1K-80.00172.72N/AN/A0050
2019-10-14$30.88$0.0035.9%10.3%15.2%20.8%0.0%8.3%-21.9%785-10.4K-60.00184.30N/AN/A0050
2019-10-15$31.29$0.0034.8%10.0%15.9%19.9%0.0%9.7%-18.4%585-10.8K-50.00179.73N/AN/A0050
2019-10-16$31.22$0.0034.4%9.9%15.9%19.6%0.0%8.6%-13.0%647-10.9K-40.00185.49N/AN/A0050
2019-10-17$31.21$0.0029.1%8.3%15.9%15.2%0.0%-0.4%-8.6%395-9.9K-30.00165.28N/AN/A0050
2019-10-18$31.18$0.0037.4%10.7%15.9%22.0%0.0%16.1%-18.3%0-15.6K00.00162.02N/AN/A0050
2019-10-21$31.35$0.0027.8%8.0%15.9%14.2%0.0%29.3%76.6%0000.00157.29N/AN/A0000
2019-10-22$31.22$0.0040.4%11.6%15.7%24.5%0.0%17.6%74.8%0000.00143.48N/AN/A0000
2019-10-23$31.35$0.0021.4%6.1%15.7%9.0%0.0%-27.1%-5.8%0000.00126.38N/AN/A0000
2019-10-24$31.47$0.0036.2%10.4%15.7%21.1%0.0%9.1%-0.9%0000.00177.25N/AN/A0000
2019-10-25$31.52$0.0030.7%8.8%15.6%16.5%0.0%9.9%-8.1%0000.00175.22N/AN/A0000
2019-10-28$31.62$0.008.9%2.6%15.4%0.0%0.0%25.0%8.2%0000.00142.86N/AN/A0000
2019-10-29$31.56$0.0034.1%9.8%14.6%20.3%0.0%-7.9%-7.1%0000.00175.50N/AN/A0000
2019-10-30$31.61$0.0039.4%11.3%10.6%24.6%0.0%5.4%-4.1%0000.00179.74N/AN/A0000
2019-10-31$31.45$0.0029.4%8.4%11.0%16.5%0.0%-14.2%-4.4%0000.00175.46N/AN/A0000