HEZU Options History — July 2020 In July 2020, HEZU traded between $27.37 and $29.23. ATM implied volatility averaged 63.8%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 45.3% (HV 20d: 18.5%). Max pain ranged from $29.00 to $33.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2020-07-15 : Highest Volume — 57 contracts2020-07-07 : Largest IV spike — 250.9% change2020-07-07 : Highest IV Rank — 100.0%2020-07-08 : Largest Expected Move — 31.8%Monthly Statistics Metric Avg Min Max Open Close Price $28.60 $27.37 $29.23 $28.20 $27.37 Max Pain $29.40 $29.00 $33.00 $33.00 $29.00 ATM IV 63.8% 18.7% 195.7% 95.5% 42.0% Expected Move 13.4% 5.3% 31.8% 27.4% 12.0% HV 20d 18.5% 12.6% 28.7% 28.7% 16.8% HV 60d 27.3% 25.0% 29.6% 29.6% 25.9% IV Rank 30.2% 5.2% 100.0% 54.2% 17.7% IV Percentile 68.5% 3.6% 100.0% 96.0% 59.5% Term Structure 1.0% -33.0% 33.6% 0.9% -7.2% VWIV 36.5% 19.4% 60.6% 60.6% 19.4% Skew 25d 4.6% -30.0% 66.5% 66.5% 38.2% Skew 10d 19.7% -26.3% 81.5% 25.2% -26.3% Call IV 25d 43.6% 15.0% 112.3% 44.6% 28.4% Put IV 25d 48.2% 17.1% 111.1% 111.1% 66.6% Bid-Ask Spread % 147.63 123.69 183.20 183.20 123.69 Gamma HHI 0.39 0.29 0.69 0.48 0.30 Net GEX 3.8K -119 6.6K -119 2.9K Net DEX 16.3K 507 37.7K 14.9K 24.9K Net VEX -115 -150 -72 -150 -92 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.00 1.24 1.24 0.58 Total Volume 4.773 0 57 0 0 Total OI 50.818 38 57 38 57
Daily Data (22 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 2020-07-01 $28.20 $0.00 95.5% 27.4% 28.7% 54.2% 0.0% 66.5% 0.9% -119 14.9K -150 0.00 183.20 N/A N/A 0 0 17 21 2020-07-02 $28.39 $0.00 72.5% 20.8% 28.7% 39.8% 0.0% -4.0% 10.4% -70 17.4K -148 0.00 162.52 N/A N/A 0 0 17 21 2020-07-06 $28.75 $33.00 55.8% 14.7% 27.7% 29.4% 60.6% -9.5% 25.8% -40 17.2K -142 1.24 167.04 N/A N/A 17 21 17 21 2020-07-07 $28.44 $33.00 195.7% 6.5% 27.6% 100.0% 23.7% 9.5% 33.6% 1.9K 37.7K -80 0.00 161.03 N/A N/A 9 0 17 21 2020-07-08 $28.54 $29.00 116.9% 31.8% 27.0% 57.8% 0.0% -12.6% -33.0% 3.3K 19.3K -116 0.00 153.50 N/A N/A 0 0 26 21 2020-07-09 $28.27 $29.00 71.6% 6.7% 26.9% 33.6% 0.0% 4.0% 3.1% 3.2K 25.8K -107 0.00 126.75 N/A N/A 0 0 26 21 2020-07-10 $28.55 $29.00 41.2% 6.1% 16.8% 17.3% 0.0% 7.0% 5.8% 2.9K 19.6K -119 0.00 141.86 N/A N/A 0 0 26 21 2020-07-13 $28.38 $29.00 60.1% 7.2% 15.8% 27.4% 0.0% 3.8% 1.5% 3.0K 22.2K -111 0.00 140.36 N/A N/A 0 0 26 21 2020-07-14 $28.70 $29.00 137.6% 13.5% 16.2% 68.9% 0.0% -2.7% -4.9% 2.9K 18.9K -112 0.00 151.31 N/A N/A 0 0 26 21 2020-07-15 $29.04 $29.00 55.9% 16.0% 15.8% 25.2% 42.3% -3.4% -8.1% 2.9K 14.3K -113 0.58 148.34 N/A N/A 36 21 26 21 2020-07-16 $29.02 $29.00 21.0% 6.0% 15.7% 6.5% 0.0% -1.2% 29.6% 4.1K 4.4K -145 0.00 134.49 N/A N/A 0 0 36 21 2020-07-17 $29.01 $29.00 20.6% 5.9% 15.5% 6.2% 0.0% -2.5% 0.3% 5.1K 5.5K -136 0.00 138.92 N/A N/A 0 0 36 21 2020-07-20 $29.23 $29.00 57.6% 16.5% 15.6% 26.1% 19.4% -30.0% -6.6% 4.8K 507 -133 0.00 151.21 N/A N/A 0 1 36 21 2020-07-21 $29.15 $29.00 40.0% 11.5% 15.6% 16.6% 0.0% -3.9% -2.4% 5.6K 3.1K -125 0.00 144.22 N/A N/A 0 0 36 21 2020-07-22 $29.20 $29.00 58.0% 16.6% 15.4% 26.3% 0.0% -25.1% -7.3% 5.5K 1.9K -122 0.00 149.96 N/A N/A 0 0 36 21 2020-07-23 $28.85 $29.00 54.0% 15.5% 13.9% 24.1% 0.0% -8.8% -10.2% 5.7K 9.8K -116 0.00 146.02 N/A N/A 0 0 36 21 2020-07-24 $28.51 $29.00 55.1% 15.8% 14.1% 24.7% 0.0% 29.5% -10.7% 5.4K 16.7K -110 0.00 146.69 N/A N/A 0 0 36 21 2020-07-27 $28.59 $29.00 57.5% 16.5% 12.9% 26.0% 0.0% 18.0% -12.0% 6.4K 17.1K -99 0.00 149.65 N/A N/A 0 0 36 21 2020-07-28 $28.46 $29.00 19.0% 5.4% 12.6% 5.4% 0.0% 8.7% 0.8% 5.9K 19.3K -96 0.00 129.52 N/A N/A 0 0 36 21 2020-07-29 $28.61 $29.00 58.1% 16.7% 12.7% 26.3% 0.0% 14.3% -12.9% 6.6K 16.9K -94 0.00 150.91 N/A N/A 0 0 36 21 2020-07-30 $27.90 $29.00 18.7% 5.3% 15.7% 5.2% 0.0% 4.9% 25.0% 5.5K 32.2K -72 0.00 146.63 N/A N/A 0 0 36 21 2020-07-31 $27.37 $29.00 42.0% 12.0% 16.8% 17.7% 0.0% 38.2% -7.2% 2.9K 24.9K -92 0.00 123.69 N/A N/A 0 0 36 21
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