HEZU Options History — February 2021 In February 2021, HEZU traded between $31.48 and $32.89. ATM implied volatility averaged 26.1%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 10.0% (HV 20d: 16.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-02-17 : Highest Volume — 2 contracts2021-02-04 : Largest IV spike — 62.5% change2021-02-01 : Highest IV Rank — 15.5%2021-02-01 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $32.41 $31.48 $32.89 $31.48 $32.28 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 26.1% 16.2% 41.8% 41.8% 32.5% Expected Move 7.1% 4.6% 12.0% 12.0% 9.3% HV 20d 16.1% 14.0% 17.1% 16.9% 14.0% HV 60d 14.1% 13.0% 17.0% 16.9% 13.3% IV Rank 7.0% 1.5% 15.5% 15.5% 10.5% IV Percentile 20.0% 3.2% 47.2% 47.2% 31.3% Term Structure 0.1% -12.1% 60.3% 1.3% -6.7% Skew 25d 7.4% -5.5% 21.1% 2.6% 3.9% Skew 10d -2.1% -19.4% 23.8% -3.3% 4.7% Call IV 25d 23.0% 9.4% 51.6% 51.6% 35.1% Put IV 25d 30.4% 19.9% 54.2% 54.2% 39.0% Bid-Ask Spread % 141.16 117.47 171.80 148.50 162.38 Gamma HHI 0.44 0.35 0.60 0.35 0.51 Net GEX 301 195 502 346 202 Net DEX -7.0K -11.1K -4.2K -5.6K -4.2K Net VEX -10 -13 -7 -12 -11 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 0.105 0 2 0 0 Total OI 2.842 2 4 3 2
Daily Data (19 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 2021-02-01 $31.48 $30.00 41.8% 12.0% 16.9% 15.5% 0.0% 2.6% 1.3% 346 -5.6K -12 0.00 148.50 N/A N/A 0 0 3 0 2021-02-02 $31.95 $30.00 22.7% 6.5% 17.1% 5.1% 0.0% -0.1% 2.6% 445 -6.7K -11 0.00 152.44 N/A N/A 0 0 3 0 2021-02-03 $32.08 $30.00 16.2% 4.6% 17.1% 1.5% 0.0% 15.3% 2.2% 394 -7.3K -9 0.00 134.69 N/A N/A 0 0 3 0 2021-02-04 $32.31 $0.00 26.3% 9.0% 17.1% 7.0% 0.0% 16.2% -10.3% 369 -7.2K -10 0.00 138.80 N/A N/A 0 0 3 0 2021-02-05 $32.36 $0.00 35.8% 4.7% 16.8% 12.3% 0.0% 4.8% -2.7% 352 -7.1K -10 0.00 120.10 N/A N/A 0 0 3 0 2021-02-08 $32.50 $0.00 28.7% 6.8% 16.7% 8.4% 0.0% 13.7% -11.3% 338 -7.7K -9 0.00 122.78 N/A N/A 0 0 3 0 2021-02-09 $32.48 $0.00 33.1% 7.7% 16.4% 10.8% 0.0% 5.4% -2.7% 306 -8.0K -8 0.00 126.37 N/A N/A 0 0 3 0 2021-02-10 $32.27 $0.00 26.8% 7.7% 16.6% 7.3% 0.0% -5.5% -11.4% 502 -7.8K -8 0.00 141.61 N/A N/A 0 0 3 0 2021-02-11 $32.50 $0.00 24.4% 7.0% 16.7% 6.0% 0.0% 11.3% 3.1% 236 -8.2K -7 0.00 124.60 N/A N/A 0 0 3 0 2021-02-12 $32.68 $0.00 24.1% 6.9% 16.7% 5.9% 0.0% 7.0% -1.0% 294 -7.9K -8 0.00 123.16 N/A N/A 0 0 3 0 2021-02-16 $32.89 $0.00 19.5% 5.6% 15.9% 3.3% 0.0% 9.5% 0.2% 235 -8.3K -7 0.00 117.47 N/A N/A 0 0 3 0 2021-02-17 $32.77 $0.00 17.5% 5.0% 16.0% 2.3% 0.0% 12.5% 4.8% 263 -8.1K -7 0.00 119.58 N/A N/A 2 0 3 0 2021-02-18 $32.56 $0.00 26.6% 7.6% 16.0% 7.2% 0.0% 21.1% 60.3% 356 -9.3K -13 0.00 127.93 N/A N/A 0 0 4 0 2021-02-19 $32.66 $0.00 26.8% 7.7% 16.0% 7.4% 0.0% 12.0% -12.1% 212 -11.1K -11 0.00 163.02 N/A N/A 0 0 4 0 2021-02-22 $32.52 $0.00 19.9% 5.7% 15.9% 3.6% 0.0% 4.2% -3.5% 242 -4.6K -10 0.00 162.16 N/A N/A 0 0 2 0 2021-02-23 $32.52 $0.00 28.2% 8.1% 15.3% 8.1% 0.0% 3.6% -4.4% 198 -4.4K -11 0.00 163.04 N/A N/A 0 0 2 0 2021-02-24 $32.75 $0.00 23.5% 6.7% 15.3% 5.5% 0.0% 1.9% -3.3% 195 -4.6K -11 0.00 161.55 N/A N/A 0 0 2 0 2021-02-25 $32.25 $0.00 22.2% 6.4% 14.4% 4.8% 0.0% 1.7% -3.4% 226 -4.3K -11 0.00 171.80 N/A N/A 0 0 2 0 2021-02-26 $32.28 $0.00 32.5% 9.3% 14.0% 10.5% 0.0% 3.9% -6.7% 202 -4.2K -11 0.00 162.38 N/A N/A 0 0 2 0
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