HEZU Options History — January 2020 In January 2020, HEZU traded between $31.05 and $32.43. ATM implied volatility averaged 40.1%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 29.1% (HV 20d: 11.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2020-01-13 : Largest IV spike — 125.0% change2020-01-14 : Highest IV Rank — 49.1%2020-01-03 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.99 $31.05 $32.43 $32.25 $31.05 ATM IV 40.1% 28.1% 69.8% 35.0% 44.4% Expected Move 9.5% 5.2% 13.2% 10.0% 12.7% HV 20d 11.0% 10.1% 13.0% 10.3% 13.0% HV 60d 11.0% 10.5% 12.0% 11.6% 12.0% IV Rank 25.2% 15.5% 49.1% 21.1% 28.6% IV Percentile 83.4% 59.5% 98.8% 83.3% 91.7% Term Structure -0.5% -15.7% 67.0% -3.5% -13.9% Skew 25d -0.0% -25.7% 27.2% -25.7% 8.4% Skew 10d 2.6% -34.2% 27.7% -25.0% 22.3% Call IV 25d 33.5% 6.7% 52.0% 44.9% 44.5% Put IV 25d 33.5% 13.8% 52.9% 19.1% 52.9% Bid-Ask Spread % 170.43 162.11 181.89 181.14 176.46 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2020-01-02 $32.25 $0.00 35.0% 10.0% 10.3% 21.1% 0.0% -25.7% -3.5% 0 0 0 0.00 181.14 N/A N/A 0 0 0 0 2020-01-03 $31.88 $0.00 45.9% 13.2% 11.0% 29.8% 0.0% -2.1% -15.7% 0 0 0 0.00 181.89 N/A N/A 0 0 0 0 2020-01-06 $31.87 $0.00 43.9% 5.2% 11.0% 28.2% 0.0% 27.2% 2.4% 0 0 0 0.00 169.43 N/A N/A 0 0 0 0 2020-01-07 $31.87 $0.00 53.7% 8.5% 10.5% 36.1% 0.0% 8.6% -7.7% 0 0 0 0.00 172.01 N/A N/A 0 0 0 0 2020-01-08 $32.16 $0.00 39.7% 8.3% 10.6% 24.8% 0.0% 8.8% -5.2% 0 0 0 0.00 169.15 N/A N/A 0 0 0 0 2020-01-09 $32.18 $0.00 42.8% 8.4% 10.6% 27.3% 0.0% 8.3% -7.2% 0 0 0 0.00 170.02 N/A N/A 0 0 0 0 2020-01-10 $32.03 $0.00 28.1% 8.5% 10.8% 15.5% 0.0% -11.9% -7.4% 0 0 0 0.00 169.22 N/A N/A 0 0 0 0 2020-01-13 $32.10 $0.00 63.3% 8.4% 10.4% 43.9% 0.0% 8.6% -8.0% 0 0 0 0.00 171.07 N/A N/A 0 0 0 0 2020-01-14 $32.15 $0.00 69.8% 8.8% 10.3% 49.1% 0.0% -16.9% -8.1% 0 0 0 0.00 172.46 N/A N/A 0 0 0 0 2020-01-15 $32.01 $0.00 30.7% 8.8% 10.1% 17.6% 0.0% 8.1% -8.5% 0 0 0 0.00 172.37 N/A N/A 0 0 0 0 2020-01-16 $32.22 $0.00 31.3% 9.0% 10.3% 18.0% 0.0% 8.2% -9.5% 0 0 0 0.00 168.22 N/A N/A 0 0 0 0 2020-01-17 $32.43 $0.00 31.6% 9.1% 10.5% 18.3% 0.0% 9.2% -5.9% 0 0 0 0.00 167.67 N/A N/A 0 0 0 0 2020-01-21 $32.22 $0.00 32.8% 9.4% 10.8% 19.2% 0.0% 4.3% 66.1% 0 0 0 0.00 163.98 N/A N/A 0 0 0 0 2020-01-22 $32.10 $0.00 33.4% 9.6% 10.6% 19.7% 0.0% 6.3% 67.0% 0 0 0 0.00 163.55 N/A N/A 0 0 0 0 2020-01-23 $32.14 $0.00 29.1% 8.3% 10.6% 16.3% 0.0% 7.9% -2.1% 0 0 0 0.00 164.02 N/A N/A 0 0 0 0 2020-01-24 $32.10 $0.00 35.2% 10.1% 10.4% 21.2% 0.0% -19.5% -6.6% 0 0 0 0.00 170.79 N/A N/A 0 0 0 0 2020-01-27 $31.52 $0.00 38.9% 11.2% 12.2% 24.2% 0.0% 7.9% -10.1% 0 0 0 0.00 171.18 N/A N/A 0 0 0 0 2020-01-28 $31.80 $0.00 35.5% 10.2% 12.7% 21.5% 0.0% -0.3% -7.3% 0 0 0 0.00 162.11 N/A N/A 0 0 0 0 2020-01-29 $31.90 $0.00 37.0% 10.6% 12.3% 22.7% 0.0% -22.7% -8.1% 0 0 0 0.00 169.35 N/A N/A 0 0 0 0 2020-01-30 $31.74 $0.00 39.9% 11.4% 12.4% 25.0% 0.0% -22.9% -10.4% 0 0 0 0.00 172.93 N/A N/A 0 0 0 0 2020-01-31 $31.05 $0.00 44.4% 12.7% 13.0% 28.6% 0.0% 8.4% -13.9% 0 0 0 0.00 176.46 N/A N/A 0 0 0 0
« Dec 2019 | All History | Feb 2020 » Home HEZU History January 2020