HEZU Options History — November 2020 In November 2020, HEZU traded between $26.91 and $31.51. ATM implied volatility averaged 45.2%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 18.8% (HV 20d: 26.3%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-11-10 : Highest Volume — 30 contracts2020-11-23 : Largest IV spike — 101.9% change2020-11-04 : Highest IV Rank — 31.9%2020-11-04 : Largest Expected Move — 20.0%Monthly Statistics Metric Avg Min Max Open Close Price $30.12 $26.91 $31.51 $26.91 $31.21 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 45.2% 20.3% 70.6% 52.3% 44.0% Expected Move 11.8% 5.8% 20.0% 15.0% 12.6% HV 20d 26.3% 20.6% 30.3% 20.6% 21.5% HV 60d 21.2% 18.8% 22.3% 18.8% 20.6% IV Rank 17.7% 3.8% 31.9% 22.5% 15.4% IV Percentile 52.8% 4.4% 88.5% 72.2% 55.2% Term Structure -5.7% -23.2% 21.2% -12.8% -9.2% VWIV 14.6% 14.6% 14.6% 14.6% 14.6% Skew 25d 1.2% -26.8% 43.4% -15.4% -4.5% Skew 10d 3.1% -43.3% 29.9% -41.4% 2.5% Call IV 25d 45.5% 16.0% 84.3% 76.9% 22.0% Put IV 25d 46.7% 17.5% 87.3% 61.4% 17.5% Bid-Ask Spread % 153.63 127.72 186.09 145.54 127.72 Gamma HHI 0.59 0.39 0.76 0.66 0.72 Net GEX 4.2K 1.8K 6.8K 1.9K 4.5K Net DEX -62.1K -110.1K -18.6K -18.6K -52.1K Net VEX -110 -164 -59 -59 -104 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 1.6 0 30 0 0 Total OI 40.75 26 56 26 37
Daily Data (20 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 2020-11-02 $26.91 $29.00 52.3% 15.0% 20.6% 22.5% 0.0% -15.4% -12.8% 1.9K -18.6K -59 0.00 145.54 N/A N/A 0 0 26 0 2020-11-03 $27.74 $29.00 52.1% 14.9% 23.6% 22.4% 0.0% 6.6% 5.2% 1.8K -28.3K -69 0.00 159.13 N/A N/A 0 0 26 0 2020-11-04 $28.07 $29.00 69.6% 20.0% 23.7% 31.9% 0.0% -26.8% -19.6% 1.8K -31.2K -70 0.00 158.88 N/A N/A 0 0 26 0 2020-11-05 $28.49 $29.00 65.6% 14.2% 24.2% 29.0% 0.0% 15.0% -11.5% 1.9K -34.0K -70 0.00 186.09 N/A N/A 0 0 26 0 2020-11-06 $28.62 $29.00 70.6% 13.8% 24.2% 31.7% 0.0% 5.0% -11.4% 1.8K -35.4K -70 0.00 186.05 N/A N/A 0 0 26 0 2020-11-09 $29.95 $29.00 51.7% 10.4% 29.0% 21.4% 0.0% 7.1% -13.2% 3.0K -48.4K -64 0.00 135.45 N/A N/A 0 0 26 0 2020-11-10 $30.45 $29.00 63.2% 10.3% 29.3% 27.7% 14.6% 8.4% 9.1% 2.6K -50.1K -61 0.00 147.42 N/A N/A 30 0 26 0 2020-11-11 $30.61 $29.00 27.4% 7.8% 29.2% 8.1% 0.0% -9.5% -6.6% 6.7K -84.4K -164 0.00 130.29 N/A N/A 2 0 56 0 2020-11-12 $30.09 $29.00 26.2% 7.5% 29.9% 7.4% 0.0% 1.0% -6.4% 6.1K -68.1K -145 0.00 138.50 N/A N/A 0 0 56 0 2020-11-13 $30.62 $29.00 39.2% 11.2% 30.3% 14.5% 0.0% 43.4% -9.4% 6.0K -91.0K -161 0.00 138.25 N/A N/A 0 0 56 0 2020-11-16 $30.80 $29.00 33.2% 9.5% 29.9% 11.3% 0.0% 9.3% -5.0% 6.2K -89.3K -150 0.00 137.70 N/A N/A 0 0 56 0 2020-11-17 $30.86 $29.00 29.3% 8.4% 29.9% 9.2% 0.0% 5.2% 0.5% 6.4K -87.4K -142 0.00 162.85 N/A N/A 0 0 56 0 2020-11-18 $30.80 $29.00 50.1% 14.4% 29.0% 20.5% 0.0% -5.1% -7.5% 5.2K -92.7K -145 0.00 173.33 N/A N/A 0 0 56 0 2020-11-19 $30.90 $29.00 49.7% 14.3% 29.0% 20.3% 0.0% 4.5% -9.1% 3.3K -110.1K -130 0.00 176.17 N/A N/A 0 0 56 0 2020-11-20 $30.95 $29.00 20.3% 5.8% 29.0% 4.2% 0.0% -2.1% 21.2% 4.9K -103.6K -122 0.00 156.99 N/A N/A 0 0 56 0 2020-11-23 $31.02 $29.00 41.0% 11.8% 26.8% 15.5% 0.0% 13.9% -11.1% 4.1K -50.5K -120 0.00 154.80 N/A N/A 0 0 37 0 2020-11-24 $31.34 $29.00 46.3% 13.3% 25.6% 18.4% 0.0% -2.1% 0.6% 4.6K -58.3K -119 0.00 140.18 N/A N/A 0 0 37 0 2020-11-25 $31.41 $29.00 48.3% 13.8% 21.0% 17.8% 0.0% -18.8% -23.2% 3.8K -55.0K -118 0.00 155.93 N/A N/A 0 0 37 0 2020-11-27 $31.51 $29.00 23.2% 6.6% 21.1% 3.8% 0.0% -10.9% 4.6% 6.8K -54.2K -109 0.00 161.39 N/A N/A 0 0 37 0 2020-11-30 $31.21 $29.00 44.0% 12.6% 21.5% 15.4% 0.0% -4.5% -9.2% 4.5K -52.1K -104 0.00 127.72 N/A N/A 0 0 37 0
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