HEZU Options History — September 2020 In September 2020, HEZU traded between $27.52 and $29.09. ATM implied volatility averaged 46.3%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 26.9% (HV 20d: 19.4%). 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 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-09-22 : Highest Volume — 14 contracts2020-09-03 : Largest IV spike — 152.6% change2020-09-03 : Highest IV Rank — 51.2%2020-09-03 : Largest Expected Move — 20.2%Monthly Statistics Metric Avg Min Max Open Close Price $28.30 $27.52 $29.09 $28.38 $27.87 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 46.3% 24.4% 104.5% 44.9% 66.5% Expected Move 12.5% 7.0% 20.2% 12.9% 19.1% HV 20d 19.4% 14.1% 21.7% 14.1% 20.9% HV 60d 18.0% 17.0% 21.2% 20.4% 17.6% IV Rank 20.0% 8.3% 51.2% 19.3% 30.8% IV Percentile 59.5% 13.1% 95.6% 67.5% 88.1% Term Structure -12.6% -30.5% 13.7% -1.3% -27.0% VWIV 50.0% 42.2% 57.7% 42.2% 57.7% Skew 25d 2.8% -23.4% 26.2% 8.7% -13.9% Skew 10d -1.2% -38.2% 32.9% -17.6% -11.9% Call IV 25d 51.0% 22.4% 82.7% 57.4% 82.7% Put IV 25d 53.8% 24.1% 75.7% 66.1% 68.7% Bid-Ask Spread % 164.98 152.39 193.28 162.44 180.02 Gamma HHI 0.77 0.50 1.00 1.00 0.92 Net GEX 499 0 2.2K 0 1.3K Net DEX -7.1K -26.2K 0 0 -25.2K Net VEX -25 -85 0 0 -81 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 1 0 14 0 0 Total OI 6.429 0 21 0 21
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 2020-09-01 $28.38 $0.00 44.9% 12.9% 14.1% 19.3% 0.0% 8.7% -1.3% 0 0 0 0.00 162.44 N/A N/A 0 0 0 0 2020-09-02 $29.09 $0.00 41.4% 11.9% 16.5% 17.4% 0.0% -2.6% -6.0% 0 0 0 0.00 159.62 N/A N/A 0 0 0 0 2020-09-03 $28.36 $0.00 104.5% 20.2% 19.1% 51.2% 0.0% -4.5% -11.7% 0 0 0 0.00 193.28 N/A N/A 0 0 0 0 2020-09-04 $28.47 $0.00 44.3% 11.2% 19.1% 18.9% 0.0% 7.9% 2.4% 0 0 0 0.00 160.44 N/A N/A 0 0 0 0 2020-09-08 $28.24 $0.00 59.9% 11.6% 19.3% 27.3% 0.0% 3.5% -11.0% 0 0 0 0.00 154.43 N/A N/A 0 0 0 0 2020-09-09 $28.82 $0.00 35.6% 10.2% 20.3% 14.3% 0.0% 24.4% -28.1% 0 0 0 0.00 153.80 N/A N/A 1 0 0 0 2020-09-10 $28.51 $0.00 30.5% 8.7% 19.6% 11.5% 0.0% -7.5% 13.7% 77 -1.0K -5 0.00 167.59 N/A N/A 0 0 1 0 2020-09-11 $28.62 $0.00 41.5% 11.9% 19.6% 17.5% 0.0% 6.3% -15.8% 78 -1.3K -5 0.00 166.81 N/A N/A 0 0 1 0 2020-09-14 $28.70 $0.00 41.2% 11.8% 18.9% 17.3% 42.2% 2.5% 1.0% 99 -1.2K -5 0.00 165.72 N/A N/A 1 0 1 0 2020-09-15 $28.79 $29.00 30.0% 8.6% 18.8% 11.3% 0.0% 4.7% -4.4% 230 -2.4K -8 0.00 153.18 N/A N/A 0 0 2 0 2020-09-16 $28.87 $29.00 49.4% 14.2% 18.7% 21.7% 0.0% 2.7% -11.5% 155 -2.8K -8 0.00 182.16 N/A N/A 0 0 2 0 2020-09-17 $28.80 $29.00 46.8% 13.4% 18.7% 20.3% 0.0% -23.4% -3.7% 172 -2.6K -8 0.00 169.92 N/A N/A 0 0 2 0 2020-09-18 $28.55 $29.00 34.9% 10.0% 18.9% 13.9% 0.0% 26.2% -27.0% 168 -2.5K -8 0.00 159.76 N/A N/A 0 0 2 0 2020-09-21 $27.71 $29.00 43.2% 12.4% 21.7% 18.3% 0.0% 3.6% -8.3% 169 -1.8K -6 0.00 156.79 N/A N/A 0 0 2 0 2020-09-22 $27.77 $29.00 54.3% 15.6% 20.5% 24.3% 0.0% 21.1% -28.1% 149 -1.8K -6 0.00 163.83 N/A N/A 14 0 2 0 2020-09-23 $27.52 $29.00 47.1% 13.5% 20.6% 20.4% 0.0% -12.1% -28.8% 1.4K -15.3K -63 0.00 155.43 N/A N/A 4 0 16 0 2020-09-24 $27.62 $29.00 44.4% 12.7% 20.3% 19.0% 57.7% 12.0% -30.5% 1.5K -19.4K -78 0.00 177.69 N/A N/A 1 0 20 0 2020-09-25 $27.57 $29.00 49.1% 14.1% 20.0% 21.5% 0.0% 1.5% -28.1% 1.6K -23.2K -85 0.00 157.41 N/A N/A 0 0 21 0 2020-09-28 $28.05 $29.00 24.4% 7.0% 21.2% 8.3% 0.0% 7.2% 3.9% 2.2K -21.5K -81 0.00 152.39 N/A N/A 0 0 21 0 2020-09-29 $27.95 $29.00 38.7% 11.1% 20.9% 15.9% 0.0% -9.3% -14.0% 1.3K -26.2K -83 0.00 171.93 N/A N/A 0 0 21 0 2020-09-30 $27.87 $29.00 66.5% 19.1% 20.9% 30.8% 0.0% -13.9% -27.0% 1.3K -25.2K -81 0.00 180.02 N/A N/A 0 0 21 0
« Aug 2020 | All History | Oct 2020 » Home HEZU History September 2020