HEZU Options History — December 2019 In December 2019, HEZU traded between $30.85 and $32.09. ATM implied volatility averaged 31.4%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 18.0% (HV 20d: 13.4%). Max pain ranged from $30.17 to $31.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2019-12-09 : Largest IV spike — 75.8% change2019-12-04 : Highest IV Rank — 30.0%2019-12-04 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.61 $30.85 $32.09 $31.72 $31.69 Max Pain $30.59 $30.17 $31.00 $31.00 $30.17 ATM IV 31.4% 17.3% 46.1% 35.0% 42.2% Expected Move 9.4% 5.3% 13.2% 10.0% 12.1% HV 20d 13.4% 8.2% 14.6% 8.2% 13.4% HV 60d 12.2% 10.7% 12.6% 10.7% 11.0% IV Rank 18.2% 6.7% 30.0% 21.1% 26.8% IV Percentile 67.8% 5.6% 94.0% 83.3% 92.5% Term Structure -5.6% -15.2% 9.3% -11.6% -4.9% Skew 25d 5.4% -14.0% 30.4% -12.5% 1.5% Skew 10d 10.5% -26.0% 39.3% -2.8% 3.5% Call IV 25d 29.3% 13.8% 49.8% 44.8% 13.8% Put IV 25d 34.7% 12.5% 51.7% 32.4% 15.3% Bid-Ask Spread % 183.60 158.47 196.36 190.15 192.01 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 531 0 1.3K 1.3K 0 Net DEX -10.0K -19.2K 0 -11.2K 0 Net VEX -5 -15 0 -15 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4 0 6 6 0
Daily Data (21 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 2019-12-02 $31.72 $31.00 35.0% 10.0% 8.2% 21.1% 0.0% -12.5% -11.6% 1.3K -11.2K -15 0.00 190.15 N/A N/A 0 0 6 0 2019-12-03 $30.85 $0.00 35.5% 10.2% 12.2% 21.4% 0.0% -14.0% 4.8% 0 0 0 0.00 177.91 N/A N/A 0 0 0 0 2019-12-04 $31.14 $30.17 46.1% 13.2% 12.7% 30.0% 0.0% 12.3% -10.8% 708 -12.1K -14 0.00 176.84 N/A N/A 0 0 6 0 2019-12-05 $31.09 $0.00 25.0% 8.9% 12.6% 12.9% 0.0% -9.7% -14.6% 1.0K -13.0K -13 0.00 158.47 N/A N/A 0 0 6 0 2019-12-06 $31.38 $0.00 17.3% 8.8% 13.1% 6.7% 0.0% 22.4% -11.4% 1.0K -14.6K -11 0.00 166.45 N/A N/A 0 0 6 0 2019-12-09 $31.18 $0.00 30.4% 9.0% 13.2% 17.3% 0.0% -4.0% -7.4% 0 -18.7K 0 0.00 176.74 N/A N/A 0 0 6 0 2019-12-10 $31.18 $0.00 28.4% 9.5% 13.2% 15.7% 0.0% -4.5% -15.2% 1.3K -15.1K -8 0.00 165.38 N/A N/A 0 0 6 0 2019-12-11 $31.27 $0.00 32.5% 9.3% 13.3% 19.1% 0.0% 12.8% -5.4% 785 -12.7K -10 0.00 193.24 N/A N/A 0 0 6 0 2019-12-12 $31.55 $0.00 33.2% 9.5% 13.8% 19.6% 0.0% 8.2% -10.5% 857 -14.2K -9 0.00 181.68 N/A N/A 0 0 6 0 2019-12-13 $31.71 $0.00 29.9% 8.6% 13.9% 17.0% 0.0% 13.1% 0.4% 884 -15.6K -7 0.00 177.70 N/A N/A 0 0 6 0 2019-12-16 $31.95 $0.00 32.1% 9.2% 14.2% 18.7% 0.0% 19.2% -6.8% 781 -16.0K -5 0.00 195.17 N/A N/A 0 0 6 0 2019-12-17 $31.87 $0.00 32.2% 9.2% 14.2% 18.8% 0.0% -4.5% -1.7% 791 -15.3K -5 0.00 195.89 N/A N/A 0 0 6 0 2019-12-18 $31.80 $0.00 28.4% 8.1% 14.2% 15.7% 0.0% 14.7% -11.9% 854 -16.2K -4 0.00 192.80 N/A N/A 0 0 6 0 2019-12-19 $31.84 $0.00 18.4% 5.3% 14.1% 7.6% 0.0% -1.4% 9.3% 792 -15.1K -3 0.00 176.06 N/A N/A 0 0 6 0 2019-12-20 $32.06 $0.00 24.7% 7.1% 14.3% 12.7% 0.0% 13.5% 5.8% 0 -19.2K 0 0.00 186.72 N/A N/A 0 0 6 0 2019-12-23 $32.09 $0.00 30.1% 8.6% 14.2% 17.1% 0.0% 30.4% 0.3% 0 0 0 0.00 187.69 N/A N/A 0 0 0 0 2019-12-24 $31.91 $0.00 30.0% 8.6% 14.2% 17.0% 0.0% 6.0% 4.2% 0 0 0 0.00 185.47 N/A N/A 0 0 0 0 2019-12-26 $32.02 $0.00 37.8% 10.8% 14.3% 23.3% 0.0% 7.2% -11.0% 0 0 0 0.00 194.87 N/A N/A 0 0 0 0 2019-12-27 $31.95 $0.00 33.8% 9.7% 14.3% 20.1% 0.0% 0.4% -11.5% 0 0 0 0.00 188.02 N/A N/A 0 0 0 0 2019-12-30 $31.65 $0.00 37.1% 10.6% 14.6% 22.8% 0.0% 3.2% -7.0% 0 0 0 0.00 196.36 N/A N/A 0 0 0 0 2019-12-31 $31.69 $0.00 42.2% 12.1% 13.4% 26.8% 0.0% 1.5% -4.9% 0 0 0 0.00 192.01 N/A N/A 0 0 0 0
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