HEZU Options History — February 2020 In February 2020, HEZU traded between $28.65 and $33.12. ATM implied volatility averaged 39.7%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 22.2% (HV 20d: 17.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days.
Notable Days 2020-02-05 : Highest Volume — 20 contracts2020-02-12 : Largest IV drop — 40.3% change2020-02-28 : Highest IV Rank — 37.9%2020-02-28 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $31.94 $28.65 $33.12 $31.34 $28.65 ATM IV 39.7% 30.1% 55.8% 32.5% 55.8% Expected Move 10.3% 5.1% 16.0% 9.3% 16.0% HV 20d 17.6% 13.0% 26.4% 13.0% 26.4% HV 60d 14.3% 12.2% 18.6% 12.2% 18.6% IV Rank 24.9% 17.1% 37.9% 19.1% 37.9% IV Percentile 81.4% 61.9% 96.4% 73.4% 96.4% Term Structure -1.1% -14.5% 63.8% -0.8% -14.3% Skew 25d 10.1% -10.2% 32.8% 0.9% -5.6% Skew 10d 8.2% -20.1% 38.7% -8.8% -16.2% Call IV 25d 32.3% 8.7% 60.8% 44.8% 60.8% Put IV 25d 42.4% 33.4% 55.1% 45.7% 55.1% Bid-Ask Spread % 182.86 128.95 200.00 154.70 200.00 Gamma HHI 0.95 0.89 1.00 1.00 0.90 Net GEX -2.2K -6.7K 0 0 -992 Net DEX 30.5K 0 43.3K 0 43.3K Net VEX -149 -194 0 0 -144 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.105 0 20 0 0 Total OI 17.263 0 21 0 21
Daily Data (19 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 2020-02-03 $31.34 $0.00 32.5% 9.3% 13.0% 19.1% 0.0% 0.9% -0.8% 0 0 0 0.00 154.70 N/A N/A 0 0 0 0 2020-02-04 $31.89 $0.00 41.2% 11.8% 14.5% 26.1% 0.0% 13.8% -9.5% 0 0 0 0.00 157.60 N/A N/A 0 0 0 0 2020-02-05 $32.39 $0.00 43.3% 12.4% 15.5% 27.7% 0.0% -10.1% -11.3% 0 0 0 0.00 159.58 N/A N/A 0 20 0 0 2020-02-06 $32.59 $0.00 47.1% 5.1% 15.4% 30.9% 0.0% -10.2% 1.8% -2.6K 33.5K -190 0.00 128.95 N/A N/A 0 0 0 20 2020-02-07 $32.41 $0.00 43.0% 9.2% 15.5% 27.5% 0.0% 26.2% -3.7% -3.6K 36.7K -187 0.00 196.78 N/A N/A 0 0 0 20 2020-02-10 $32.52 $0.00 42.3% 8.7% 15.4% 26.9% 0.0% 25.1% -1.0% -3.9K 36.0K -185 0.00 197.33 N/A N/A 0 0 0 20 2020-02-11 $32.73 $0.00 50.5% 8.8% 15.6% 33.6% 0.0% 27.0% -0.6% -1.7K 31.6K -189 0.00 193.22 N/A N/A 0 0 0 20 2020-02-12 $33.06 $0.00 30.1% 8.6% 15.9% 17.1% 0.0% 7.3% -4.8% -5.1K 37.9K -159 0.00 193.67 N/A N/A 0 0 0 20 2020-02-13 $32.92 $0.00 30.9% 8.9% 15.9% 17.8% 0.0% 7.5% -0.5% -2.0K 31.0K -188 0.00 193.13 N/A N/A 0 0 0 20 2020-02-14 $32.93 $0.00 31.4% 9.0% 15.8% 18.1% 0.0% 28.0% 0.9% -2.7K 31.3K -188 0.00 195.04 N/A N/A 0 0 0 20 2020-02-18 $32.94 $0.00 33.6% 9.6% 15.7% 19.9% 0.0% 32.8% -3.4% -1.8K 32.2K -185 0.00 187.66 N/A N/A 0 1 0 20 2020-02-19 $33.12 $0.00 33.5% 9.6% 15.5% 19.9% 0.0% 7.9% -3.8% -6.7K 37.9K -161 0.00 190.64 N/A N/A 0 0 0 21 2020-02-20 $32.98 $0.00 32.1% 9.2% 15.5% 18.7% 0.0% 7.5% -7.2% -2.0K 32.0K -194 0.00 189.06 N/A N/A 0 0 0 21 2020-02-21 $32.58 $0.00 34.8% 10.0% 16.2% 20.9% 0.0% 29.8% -8.9% -2.1K 32.5K -190 0.00 188.86 N/A N/A 0 0 0 21 2020-02-24 $31.30 $0.00 42.7% 12.2% 21.8% 27.3% 0.0% 25.0% 63.8% -1.8K 39.8K -178 0.00 195.96 N/A N/A 0 0 0 21 2020-02-25 $30.48 $0.00 33.8% 9.7% 22.8% 20.1% 0.0% -6.8% 9.6% -1.5K 42.3K -161 0.00 182.54 N/A N/A 0 0 0 21 2020-02-26 $30.47 $0.00 45.8% 13.1% 22.5% 29.8% 0.0% -6.9% -12.3% -1.5K 41.8K -168 0.00 189.50 N/A N/A 0 0 0 21 2020-02-27 $29.51 $0.00 50.2% 14.4% 24.7% 33.3% 0.0% -6.5% -14.5% -1.0K 40.2K -156 0.00 180.11 N/A N/A 0 0 0 21 2020-02-28 $28.65 $0.00 55.8% 16.0% 26.4% 37.9% 0.0% -5.6% -14.3% -992 43.3K -144 0.00 200.00 N/A N/A 0 0 0 21
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