HEZU Options History — October 2020

In October 2020, HEZU traded between $26.39 and $29.02. ATM implied volatility averaged 48.7%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 32.7% (HV 20d: 16.0%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2020-10-22: Highest Volume — 4 contracts
2020-10-13: Largest IV spike — 424.5% change
2020-10-13: Highest IV Rank — 67.5%
2020-10-02: Largest Expected Move — 26.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.11	$26.39	$29.02	$27.89	$26.44
Max Pain	$29.00	$29.00	$29.00	$29.00	$29.00
ATM IV	48.7%	20.4%	135.1%	39.5%	64.0%
Expected Move	11.9%	5.8%	26.5%	11.3%	18.4%
HV 20d	16.0%	12.1%	20.1%	18.6%	19.9%
HV 60d	17.6%	17.0%	18.4%	17.6%	18.4%
IV Rank	21.2%	6.1%	67.5%	16.3%	28.9%
IV Percentile	54.2%	5.6%	98.0%	49.6%	85.3%
Term Structure	-5.4%	-51.0%	23.3%	2.0%	-23.7%
VWIV	18.6%	18.6%	18.6%	18.6%	18.6%
Skew 25d	0.7%	-89.8%	32.4%	16.6%	-5.7%
Skew 10d	4.4%	-31.0%	25.9%	-26.3%	-31.0%
Call IV 25d	45.9%	19.7%	122.1%	47.1%	37.0%
Put IV 25d	46.6%	24.0%	68.1%	63.7%	31.4%
Bid-Ask Spread %	147.67	129.97	195.40	170.68	149.98
Gamma HHI	0.80	0.62	0.93	0.92	0.67
Net GEX	2.1K	1.2K	3.6K	2.0K	1.6K
Net DEX	-25.3K	-32.1K	-15.4K	-21.6K	-16.2K
Net VEX	-74	-83	-57	-78	-59
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	0.409	0	4	0	0
Total OI	22.318	21	26	21	26

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2020-10-01	$27.89	$29.00	39.5%	11.3%	18.6%	16.3%	0.0%	16.6%	2.0%	2.0K	-21.6K	-78	170.68	N/A	N/A	0	21
2020-10-02	$28.04	$29.00	92.3%	26.5%	16.6%	44.6%	0.0%	-89.8%	-51.0%	1.2K	-25.6K	-80	195.40	N/A	N/A	0	21
2020-10-05	$28.37	$29.00	43.1%	7.0%	17.1%	18.3%	0.0%	-7.4%	2.2%	2.9K	-25.7K	-79	136.54	N/A	N/A	0	21
2020-10-06	$28.18	$29.00	77.6%	14.4%	17.0%	36.8%	0.0%	2.1%	-13.9%	1.4K	-29.6K	-79	155.06	N/A	N/A	0	21
2020-10-07	$28.45	$29.00	56.3%	12.2%	15.6%	25.4%	0.0%	6.7%	-12.2%	1.7K	-27.0K	-77	137.76	N/A	N/A	0	21
2020-10-08	$28.69	$29.00	45.3%	11.7%	15.5%	19.5%	0.0%	7.3%	-12.7%	1.8K	-29.5K	-78	137.37	N/A	N/A	0	21
2020-10-09	$28.77	$29.00	51.6%	10.8%	15.5%	22.8%	0.0%	3.3%	10.2%	2.0K	-30.3K	-77	138.25	N/A	N/A	2	21
2020-10-12	$29.02	$29.00	25.8%	8.1%	15.7%	9.0%	18.6%	15.7%	4.2%	2.7K	-31.5K	-80	145.04	N/A	N/A	2	21
2020-10-13	$28.80	$29.00	135.1%	13.9%	15.9%	67.5%	0.0%	6.9%	-13.1%	1.5K	-32.1K	-82	160.08	N/A	N/A	0	22
2020-10-14	$28.74	$29.00	20.4%	5.8%	15.9%	6.1%	0.0%	3.9%	-2.0%	3.6K	-27.9K	-79	146.64	N/A	N/A	0	22
2020-10-15	$28.52	$29.00	21.3%	6.1%	16.1%	6.6%	0.0%	6.8%	23.3%	3.3K	-25.2K	-75	149.24	N/A	N/A	0	22
2020-10-16	$28.72	$29.00	51.3%	14.7%	16.0%	22.7%	0.0%	6.8%	-7.5%	1.4K	-30.3K	-78	159.17	N/A	N/A	0	22
2020-10-19	$28.45	$29.00	23.8%	6.8%	12.1%	8.0%	0.0%	2.7%	-2.5%	3.0K	-23.8K	-71	153.48	N/A	N/A	0	21
2020-10-20	$28.65	$29.00	53.8%	15.4%	12.3%	24.0%	0.0%	6.9%	-9.4%	1.4K	-29.9K	-73	159.43	N/A	N/A	0	21
2020-10-21	$28.15	$29.00	30.1%	8.6%	13.5%	11.3%	0.0%	0.3%	-5.7%	2.6K	-22.6K	-67	133.88	N/A	N/A	0	21
2020-10-22	$28.24	$29.00	36.2%	10.4%	13.5%	14.6%	0.0%	2.2%	3.4%	2.2K	-22.9K	-67	136.67	N/A	N/A	4	21
2020-10-23	$28.41	$29.00	32.1%	9.2%	13.6%	12.4%	0.0%	5.1%	2.1%	2.4K	-28.0K	-83	135.35	N/A	N/A	0	25
2020-10-26	$27.70	$29.00	47.2%	13.5%	15.3%	20.5%	0.0%	-16.2%	-10.6%	2.7K	-23.6K	-73	136.25	N/A	N/A	0	25
2020-10-27	$27.27	$29.00	47.9%	13.7%	16.2%	20.9%	0.0%	32.4%	-1.1%	1.9K	-20.1K	-68	129.97	N/A	N/A	0	25
2020-10-28	$26.39	$29.00	44.6%	12.8%	19.7%	18.4%	0.0%	4.3%	-4.4%	1.7K	-15.4K	-57	138.77	N/A	N/A	0	25
2020-10-29	$26.60	$29.00	32.2%	9.2%	20.1%	11.7%	0.0%	3.2%	3.4%	1.5K	-17.3K	-59	143.72	N/A	N/A	1	25
2020-10-30	$26.44	$29.00	64.0%	18.4%	19.9%	28.9%	0.0%	-5.7%	-23.7%	1.6K	-16.2K	-59	149.98	N/A	N/A	0	26