HEZU Options History — April 2021 In April 2021, HEZU traded between $34.59 and $35.36. ATM implied volatility averaged 22.7%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 11.0% (HV 20d: 11.7%). Max pain ranged from $30.00 to $34.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-04-14 : Highest Volume — 5 contracts2021-04-12 : Largest IV spike — 223.1% change2021-04-13 : Highest IV Rank — 16.0%2021-04-01 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $34.95 $34.59 $35.36 $34.60 $34.89 Max Pain $32.43 $30.00 $34.00 $33.00 $34.00 ATM IV 22.7% 10.8% 40.4% 28.7% 23.9% Expected Move 5.5% 3.3% 8.2% 8.2% 6.8% HV 20d 11.7% 7.7% 13.3% 7.7% 13.0% HV 60d 12.3% 10.3% 13.1% 12.3% 10.6% IV Rank 6.4% 0.0% 16.0% 9.3% 7.1% IV Percentile 21.9% 0.0% 57.1% 34.9% 29.0% Term Structure 0.2% -10.9% 9.8% -10.9% 4.1% VWIV 26.4% 16.5% 36.3% 36.3% 16.5% Skew 25d 2.7% -15.6% 14.4% -15.6% 2.0% Skew 10d 0.8% -11.3% 12.2% -8.8% -7.7% Call IV 25d 19.7% 13.7% 26.8% 25.9% 21.1% Put IV 25d 22.5% 10.4% 29.6% 10.4% 23.0% Bid-Ask Spread % 128.72 114.92 141.93 140.17 132.94 Gamma HHI 0.68 0.39 0.90 0.42 0.81 Net GEX -357 -1.1K 320 313 -780 Net DEX -5.7K -10.0K -412 -9.0K -5.2K Net VEX -14 -36 -2 -6 -36 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 0.524 0 5 0 0 Total OI 5.524 2 9 3 9
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 2021-04-01 $34.60 $33.00 28.7% 8.2% 7.7% 9.3% 0.0% -15.6% -10.9% 313 -9.0K -6 0.00 140.17 N/A N/A 0 0 3 0 2021-04-05 $35.19 $30.00 32.3% 3.3% 9.0% 11.2% 0.0% -5.4% 9.8% 221 -9.8K -4 0.00 131.17 N/A N/A 0 0 3 0 2021-04-06 $34.59 $30.00 25.3% 4.7% 11.4% 7.4% 0.0% 8.3% 2.1% 320 -9.1K -6 0.00 121.70 N/A N/A 0 0 3 0 2021-04-07 $34.69 $30.00 26.8% 6.3% 11.2% 8.2% 0.0% 9.4% -3.8% 308 -9.1K -5 0.00 121.14 N/A N/A 0 0 3 0 2021-04-08 $34.75 $30.00 21.6% 5.1% 11.0% 5.4% 0.0% 14.4% 5.6% 273 -9.3K -5 0.00 123.33 N/A N/A 0 0 3 0 2021-04-09 $34.81 $30.00 10.8% 4.4% 11.0% 0.0% 0.0% -0.1% 5.7% 158 -10.0K -3 0.00 115.00 N/A N/A 0 0 3 0 2021-04-12 $34.69 $30.00 34.9% 4.4% 11.1% 13.0% 0.0% 8.5% 0.9% 266 -9.6K -3 0.00 114.92 N/A N/A 1 0 3 0 2021-04-13 $34.83 $30.00 40.4% 6.4% 11.1% 16.0% 36.3% 10.6% -3.4% 204 -6.7K -2 0.00 117.64 N/A N/A 3 0 2 0 2021-04-14 $34.73 $30.00 15.0% 4.3% 11.2% 2.3% 16.5% 0.6% 3.3% 251 -9.8K -2 0.00 122.78 N/A N/A 0 5 3 0 2021-04-15 $34.97 $34.00 22.3% 6.4% 11.4% 6.2% 0.0% 2.2% -2.5% -584 -3.4K -24 0.00 139.33 N/A N/A 0 0 3 5 2021-04-16 $35.36 $34.00 19.3% 5.5% 11.4% 4.6% 0.0% 2.1% -0.7% -828 -6.2K -18 0.00 139.41 N/A N/A 0 0 3 5 2021-04-19 $35.20 $34.00 18.7% 5.4% 11.7% 4.3% 0.0% 7.2% -1.8% -728 -3.2K -16 0.00 131.43 N/A N/A 0 0 2 5 2021-04-20 $34.64 $34.00 14.0% 4.0% 13.3% 1.7% 0.0% 9.8% 0.7% -1.1K -2.0K -18 0.00 140.46 N/A N/A 0 0 2 5 2021-04-21 $34.95 $34.00 19.7% 5.7% 13.2% 4.8% 0.0% 9.0% -0.6% -1.0K -1.0K -19 0.00 130.72 N/A N/A 0 0 2 5 2021-04-22 $35.02 $34.00 24.1% 6.9% 13.2% 7.2% 0.0% 2.8% -4.8% -753 -662 -21 0.00 141.93 N/A N/A 0 0 2 5 2021-04-23 $35.14 $34.00 23.9% 6.9% 13.1% 7.1% 0.0% -9.6% -4.5% -698 -412 -20 0.00 125.73 N/A N/A 0 0 2 5 2021-04-26 $35.22 $34.00 19.6% 5.6% 12.9% 4.8% 0.0% 11.5% 0.9% -835 -2.6K -16 0.00 128.23 N/A N/A 0 0 2 5 2021-04-27 $35.25 $34.00 13.8% 4.0% 12.9% 1.6% 0.0% 4.2% 5.7% -989 -3.1K -14 0.00 126.26 N/A N/A 0 0 2 5 2021-04-28 $35.27 $34.00 21.2% 6.1% 12.8% 5.6% 0.0% -3.0% -2.0% -900 -2.3K -16 0.00 129.81 N/A N/A 2 0 2 5 2021-04-29 $35.22 $34.00 21.1% 6.0% 12.9% 5.6% 0.0% -11.5% -0.3% -625 -6.7K -35 0.00 129.01 N/A N/A 0 0 4 5 2021-04-30 $34.89 $34.00 23.9% 6.8% 13.0% 7.1% 0.0% 2.0% 4.1% -780 -5.2K -36 0.00 132.94 N/A N/A 0 0 4 5
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