HEZU Options History — April 2020 In April 2020, HEZU traded between $22.64 and $26.03. ATM implied volatility averaged 43.9%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded below realized volatility by 17.7% (HV 20d: 61.6%). Max pain ranged from $32.17 to $32.17. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-04-16 : Highest Volume — 78 contracts2020-04-07 : Largest IV spike — 53.9% change2020-04-07 : Highest IV Rank — 37.6%2020-04-01 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.49 $22.64 $26.03 $22.64 $25.34 Max Pain $32.17 $32.17 $32.17 $32.17 $32.17 ATM IV 43.9% 31.9% 68.9% 65.6% 39.4% Expected Move 12.1% 9.2% 18.8% 18.8% 11.3% HV 20d 61.6% 37.8% 93.9% 93.6% 37.8% HV 60d 59.4% 56.8% 60.7% 56.8% 60.7% IV Rank 21.9% 14.4% 37.6% 35.5% 19.1% IV Percentile 74.8% 53.6% 93.7% 93.3% 69.8% Term Structure -9.3% -23.3% 6.9% -17.9% -6.4% Skew 25d 10.5% -1.9% 25.5% 7.2% 19.3% Skew 10d 9.7% -2.7% 16.6% 8.0% 7.6% Call IV 25d 39.2% 29.0% 69.4% 69.4% 29.1% Put IV 25d 49.7% 34.0% 76.6% 76.6% 48.4% Bid-Ask Spread % 128.64 110.50 141.86 136.46 128.74 Gamma HHI 0.54 0.45 0.79 0.50 0.59 Net GEX -106 -516 610 219 -301 Net DEX 46.0K 38.6K 53.7K 40.6K 53.7K Net VEX -71 -127 -24 -96 -24 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 3.714 0 78 0 0 Total OI 102 102 102 102 102
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 2020-04-01 $22.64 $0.00 65.6% 18.8% 93.6% 35.5% 0.0% 7.2% -17.9% 219 40.6K -96 0.00 136.46 N/A N/A 0 0 80 22 2020-04-02 $23.21 $32.17 50.1% 13.8% 93.9% 25.8% 0.0% 8.2% -9.7% 66 45.2K -62 0.00 123.97 N/A N/A 0 0 80 22 2020-04-03 $22.78 $32.17 54.2% 13.0% 93.8% 28.4% 0.0% 9.6% -12.1% 253 44.4K -62 0.00 121.48 N/A N/A 0 0 80 22 2020-04-06 $24.23 $32.17 44.8% 12.1% 91.1% 22.5% 0.0% 15.1% -23.3% 604 46.2K -64 0.00 119.46 N/A N/A 0 0 80 22 2020-04-07 $24.32 $32.17 68.9% 13.5% 90.3% 37.6% 0.0% 6.5% -3.9% 388 38.6K -127 0.00 135.76 N/A N/A 0 0 80 22 2020-04-08 $24.56 $32.17 38.0% 10.9% 88.7% 18.2% 0.0% 13.0% -10.3% 94 42.0K -103 0.00 130.33 N/A N/A 0 0 80 22 2020-04-09 $25.20 $32.17 38.9% 11.1% 76.7% 18.8% 0.0% 15.1% -15.7% 610 43.6K -102 0.00 123.08 N/A N/A 0 0 80 22 2020-04-13 $24.77 $32.17 43.1% 12.4% 75.3% 21.4% 0.0% 18.0% -20.2% 116 46.2K -76 0.00 122.71 N/A N/A 0 0 80 22 2020-04-14 $25.10 $32.17 31.9% 9.2% 57.8% 14.4% 0.0% 19.7% 2.9% -315 50.2K -52 0.00 130.92 N/A N/A 0 0 80 22 2020-04-15 $24.16 $32.17 40.9% 11.7% 57.8% 20.1% 0.0% 0.6% 6.9% -319 47.6K -55 0.00 131.93 N/A N/A 0 0 80 22 2020-04-16 $24.15 $32.17 39.9% 11.4% 51.5% 19.4% 0.0% 25.5% 5.2% -271 47.8K -54 0.00 110.50 N/A N/A 78 0 80 22 2020-04-17 $24.95 $32.17 33.1% 9.5% 48.1% 15.1% 0.0% 10.0% -4.7% -316 48.9K -63 0.00 111.60 N/A N/A 0 0 80 22 2020-04-20 $24.66 $32.17 37.4% 10.7% 48.6% 17.8% 0.0% 12.8% -6.2% -278 43.1K -91 0.00 125.73 N/A N/A 0 0 80 22 2020-04-21 $24.20 $32.17 53.8% 15.4% 49.2% 28.1% 0.0% 3.2% -17.3% -406 42.2K -92 0.00 138.39 N/A N/A 0 0 80 22 2020-04-22 $24.53 $32.17 37.0% 10.6% 42.5% 17.6% 0.0% 9.0% -4.8% -355 48.5K -54 0.00 133.99 N/A N/A 0 0 80 22 2020-04-23 $24.43 $32.17 54.3% 15.6% 40.6% 28.4% 0.0% 8.5% -12.7% -292 40.8K -95 0.00 141.86 N/A N/A 0 0 80 22 2020-04-24 $24.69 $32.17 34.7% 10.0% 40.7% 16.2% 0.0% 4.7% -12.4% -516 42.5K -91 0.00 134.13 N/A N/A 0 0 80 22 2020-04-27 $25.09 $32.17 35.5% 10.2% 38.5% 16.6% 0.0% 11.6% -9.9% -367 52.1K -33 0.00 139.19 N/A N/A 0 0 80 22 2020-04-28 $25.20 $32.17 36.4% 10.4% 38.2% 17.2% 0.0% 4.9% -11.8% -381 52.3K -33 0.00 138.65 N/A N/A 0 0 80 22 2020-04-29 $26.03 $32.17 44.7% 12.8% 39.4% 22.5% 0.0% -1.9% -11.4% -469 49.3K -70 0.00 122.51 N/A N/A 0 0 80 22 2020-04-30 $25.34 $32.17 39.4% 11.3% 37.8% 19.1% 0.0% 19.3% -6.4% -301 53.7K -24 0.00 128.74 N/A N/A 0 0 80 22
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