HEZU Options History — November 2019 In November 2019, HEZU traded between $31.69 and $32.40. ATM implied volatility averaged 30.7%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 23.4% (HV 20d: 7.2%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-04 : Highest Volume — 6 contracts2019-11-12 : Largest IV spike — 345.4% change2019-11-12 : Highest IV Rank — 48.1%2019-11-01 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $32.18 $31.69 $32.40 $31.69 $32.23 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 30.7% 10.5% 68.5% 47.6% 20.3% Expected Move 7.8% 2.3% 13.6% 13.6% 5.8% HV 20d 7.2% 5.6% 11.3% 11.0% 6.1% HV 60d 11.7% 10.1% 14.0% 14.0% 10.1% IV Rank 17.5% 1.3% 48.1% 31.2% 9.2% IV Percentile 56.1% 0.8% 98.4% 93.7% 13.5% Term Structure 0.2% -15.7% 73.1% -14.7% -2.1% VWIV 19.5% 19.5% 19.5% 19.5% 19.5% Skew 25d 0.7% -16.7% 12.3% 10.6% -1.3% Skew 10d -2.9% -19.1% 28.2% 28.2% -3.9% Call IV 25d 29.9% 10.1% 52.3% 52.3% 37.3% Put IV 25d 30.5% 7.4% 62.9% 62.9% 35.9% Bid-Ask Spread % 161.78 122.31 183.46 183.46 168.96 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.2K 0 2.7K 0 2.7K Net DEX -13.1K -19.4K 0 0 -16.7K Net VEX -13 -25 0 0 -7 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 0.3 0 6 0 0 Total OI 5.4 0 6 0 6
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 2019-11-01 $31.69 $0.00 47.6% 13.6% 11.0% 31.2% 0.0% 10.6% -14.7% 0 0 0 0.00 183.46 N/A N/A 0 0 0 0 2019-11-04 $32.00 $0.00 40.1% 9.0% 11.3% 25.1% 19.5% 7.8% -2.5% 0 0 0 0.00 155.04 N/A N/A 6 0 0 0 2019-11-05 $32.12 $31.00 10.5% 5.0% 10.1% 1.3% 0.0% 12.3% -2.5% 2.4K -15.1K -14 0.00 122.31 N/A N/A 0 0 6 0 2019-11-06 $32.11 $31.00 43.5% 9.1% 10.0% 27.9% 0.0% 7.0% -15.7% 730 -11.7K -25 0.00 180.47 N/A N/A 0 0 6 0 2019-11-07 $32.23 $31.00 44.7% 8.7% 10.0% 28.9% 0.0% 5.8% -9.1% 688 -12.5K -24 0.00 181.91 N/A N/A 0 0 6 0 2019-11-08 $32.28 $31.00 31.5% 9.3% 7.3% 18.2% 0.0% 6.3% -14.9% 661 -12.5K -24 0.00 177.63 N/A N/A 0 0 6 0 2019-11-11 $32.24 $31.00 15.4% 2.3% 7.2% 5.2% 0.0% -3.1% 1.9% 0 -19.3K 0 0.00 123.12 N/A N/A 0 0 6 0 2019-11-12 $32.28 $31.00 68.5% 9.3% 5.9% 48.1% 0.0% 2.5% -10.4% 809 -12.3K -22 0.00 175.05 N/A N/A 0 0 6 0 2019-11-13 $32.19 $31.00 31.8% 9.1% 6.0% 18.5% 0.0% 1.4% -9.2% 938 -12.4K -22 0.00 180.78 N/A N/A 0 0 6 0 2019-11-14 $32.15 $31.00 32.2% 9.2% 6.0% 18.8% 0.0% -0.6% -9.7% 1.1K -12.7K -20 0.00 166.90 N/A N/A 0 0 6 0 2019-11-15 $32.26 $31.00 23.1% 6.6% 6.0% 11.4% 0.0% 1.9% -5.9% 2.0K -15.5K -14 0.00 147.92 N/A N/A 0 0 6 0 2019-11-18 $32.25 $31.00 28.9% 8.3% 5.9% 16.2% 0.0% -14.4% 73.1% 849 -12.5K -20 0.00 154.22 N/A N/A 0 0 6 0 2019-11-19 $32.19 $31.00 37.0% 10.6% 5.6% 22.7% 0.0% 3.6% -15.5% 685 -12.2K -20 0.00 163.84 N/A N/A 0 0 6 0 2019-11-20 $32.01 $31.00 33.8% 9.7% 6.1% 20.0% 0.0% -3.6% -6.7% 1.1K -12.0K -19 0.00 179.34 N/A N/A 0 0 6 0 2019-11-21 $32.08 $31.00 21.1% 6.0% 6.0% 9.8% 0.0% -16.7% 12.8% 2.4K -15.5K -12 0.00 160.38 N/A N/A 0 0 6 0 2019-11-22 $32.17 $31.00 16.6% 4.8% 6.0% 6.2% 0.0% -15.8% 7.7% 2.6K -18.4K 0 0.00 158.92 N/A N/A 0 0 6 0 2019-11-25 $32.32 $31.00 12.6% 3.6% 6.1% 2.9% 0.0% 3.8% 17.5% 429 -19.4K 0 0.00 132.44 N/A N/A 0 0 6 0 2019-11-26 $32.36 $31.00 26.2% 7.5% 6.0% 14.0% 0.0% 2.8% 9.2% 2.4K -16.9K -8 0.00 153.54 N/A N/A 0 0 6 0 2019-11-27 $32.40 $31.00 27.7% 7.9% 6.0% 15.2% 0.0% 3.1% 1.7% 1.3K -14.8K -14 0.00 169.45 N/A N/A 0 0 6 0 2019-11-29 $32.23 $31.00 20.3% 5.8% 6.1% 9.2% 0.0% -1.3% -2.1% 2.7K -16.7K -7 0.00 168.96 N/A N/A 0 0 6 0
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