HEZU Options History — August 2020 In August 2020, HEZU traded between $28.02 and $29.11. ATM implied volatility averaged 32.4%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 14.6% (HV 20d: 17.8%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-08-07 : Highest Volume — 7 contracts2020-08-18 : Largest IV spike — 143.5% change2020-08-26 : Highest IV Rank — 24.9%2020-08-26 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.51 $28.02 $29.11 $28.02 $28.49 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 32.4% 16.3% 55.4% 22.6% 38.2% Expected Move 9.7% 4.7% 15.9% 6.5% 10.9% HV 20d 17.8% 14.0% 19.2% 18.4% 14.0% HV 60d 23.4% 20.5% 26.2% 26.2% 20.5% IV Rank 12.6% 4.0% 24.9% 7.3% 15.6% IV Percentile 35.0% 2.4% 79.0% 7.5% 51.6% Term Structure -1.3% -19.3% 20.3% 4.7% -0.1% Skew 25d 2.4% -35.5% 40.3% 22.4% -21.6% Skew 10d 4.3% -31.5% 57.1% 57.1% 1.5% Call IV 25d 42.3% 19.9% 66.6% 39.5% 66.6% Put IV 25d 44.7% 21.6% 68.7% 61.9% 45.0% Bid-Ask Spread % 156.79 110.74 189.06 114.23 154.62 Gamma HHI 0.42 0.28 0.77 0.39 0.77 Net GEX 4.8K 0 8.1K 6.1K 0 Net DEX 20.0K 0 38.9K 29.9K 0 Net VEX -30 -69 0 -69 0 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 0.333 0 7 0 0 Total OI 39.286 0 57 57 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 2020-08-03 $28.02 $29.00 22.6% 6.5% 18.4% 7.3% 0.0% 22.4% 4.7% 6.1K 29.9K -69 0.00 114.23 N/A N/A 0 0 36 21 2020-08-04 $28.04 $29.00 16.3% 4.7% 18.0% 4.0% 0.0% 10.4% 20.3% 6.6K 34.3K -57 0.00 110.74 N/A N/A 0 0 36 21 2020-08-05 $28.07 $29.00 17.3% 5.0% 18.0% 4.5% 0.0% 5.9% 13.6% 7.2K 34.0K -53 0.00 121.37 N/A N/A 0 0 36 21 2020-08-06 $28.12 $0.00 18.4% 11.9% 17.7% 5.1% 0.0% -19.5% -13.0% 7.2K 33.1K -54 0.00 138.34 N/A N/A 0 0 36 21 2020-08-07 $28.12 $0.00 17.1% 8.0% 17.3% 4.4% 0.0% 0.1% -3.0% 7.6K 33.8K -49 0.00 135.70 N/A N/A 7 0 36 21 2020-08-10 $28.28 $0.00 20.6% 10.1% 17.3% 6.2% 0.0% -6.5% 8.7% 7.1K 32.1K -44 0.00 140.73 N/A N/A 0 0 33 21 2020-08-11 $28.55 $0.00 49.7% 8.1% 17.2% 21.8% 0.0% 4.4% -1.3% 5.9K 21.8K -55 0.00 140.96 N/A N/A 0 0 33 21 2020-08-12 $29.06 $0.00 48.3% 13.8% 17.8% 21.1% 0.0% 40.3% -9.3% 4.0K 8.1K -66 0.00 188.87 N/A N/A 0 0 33 21 2020-08-13 $28.87 $0.00 21.0% 6.0% 18.0% 6.5% 0.0% 2.9% 18.1% 4.4K 12.6K -59 0.00 177.44 N/A N/A 0 0 33 21 2020-08-14 $28.45 $0.00 21.0% 6.0% 18.7% 6.5% 0.0% 5.8% 0.8% 6.5K 25.8K -42 0.00 171.93 N/A N/A 0 0 33 21 2020-08-17 $28.60 $0.00 21.9% 6.3% 18.6% 7.0% 0.0% 4.0% -0.6% 7.2K 23.4K -32 0.00 156.83 N/A N/A 0 0 33 21 2020-08-18 $28.46 $0.00 53.4% 15.3% 18.6% 23.8% 0.0% 3.4% -12.8% 7.7K 28.6K -24 0.00 189.06 N/A N/A 0 0 33 21 2020-08-19 $28.54 $0.00 22.2% 6.4% 18.7% 7.1% 0.0% 4.8% -1.0% 7.7K 26.5K -20 0.00 179.72 N/A N/A 0 0 33 21 2020-08-20 $28.38 $0.00 40.8% 11.7% 18.3% 17.1% 0.0% -5.7% -10.9% 8.1K 36.3K -6 0.00 147.19 N/A N/A 0 0 33 21 2020-08-21 $28.26 $0.00 46.3% 13.3% 17.9% 20.0% 0.0% 1.3% -10.2% 7.3K 38.9K -1 0.00 173.12 N/A N/A 0 0 33 21 2020-08-24 $28.79 $0.00 38.6% 11.1% 19.1% 15.9% 0.0% 17.0% -12.8% 0 0 0 0.00 172.24 N/A N/A 0 0 0 0 2020-08-25 $28.84 $0.00 44.6% 12.8% 19.0% 19.1% 0.0% -35.5% -19.3% 0 0 0 0.00 154.74 N/A N/A 0 0 0 0 2020-08-26 $29.11 $0.00 55.4% 15.9% 19.2% 24.9% 0.0% 2.4% -3.4% 0 0 0 0.00 180.94 N/A N/A 0 0 0 0 2020-08-27 $28.79 $0.00 30.8% 8.8% 17.2% 11.7% 0.0% 4.1% 1.5% 0 0 0 0.00 168.80 N/A N/A 0 0 0 0 2020-08-28 $28.80 $0.00 35.9% 10.3% 15.4% 14.5% 0.0% 9.8% 3.4% 0 0 0 0.00 174.93 N/A N/A 0 0 0 0 2020-08-31 $28.49 $0.00 38.2% 10.9% 14.0% 15.6% 0.0% -21.6% -0.1% 0 0 0 0.00 154.62 N/A N/A 0 0 0 0
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