HEZU Options History — May 2021 In May 2021, HEZU traded between $34.70 and $36.10. ATM implied volatility averaged 22.5%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 8.2% (HV 20d: 14.3%). Max pain ranged from $34.00 to $35.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2021-05-04 : Highest Volume — 2 contracts2021-05-10 : Largest IV spike — 226.1% change2021-05-11 : Highest IV Rank — 29.9%2021-05-11 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $35.45 $34.70 $36.10 $35.27 $36.10 Max Pain $34.75 $34.00 $35.00 $34.00 $35.00 ATM IV 22.5% 7.6% 63.9% 17.1% 19.4% Expected Move 5.9% 3.6% 11.2% 4.9% 5.6% HV 20d 14.3% 11.9% 15.4% 12.1% 14.7% HV 60d 12.1% 10.7% 12.8% 10.7% 12.1% IV Rank 7.6% 0.0% 29.9% 3.4% 6.2% IV Percentile 24.4% 0.0% 88.9% 7.9% 16.7% Term Structure -4.4% -12.8% 4.6% -1.0% -2.6% VWIV 27.6% 18.8% 38.2% 38.2% 26.0% Skew 25d 3.1% -10.8% 13.8% -10.8% 9.0% Skew 10d 0.9% -15.9% 10.5% -11.3% 10.5% Call IV 25d 21.0% 10.3% 45.8% 27.9% 19.5% Put IV 25d 24.1% 12.6% 49.6% 17.1% 28.5% Bid-Ask Spread % 139.32 115.30 172.75 129.04 131.07 Gamma HHI 0.60 0.28 0.95 0.95 0.33 Net GEX -399 -1.1K 377 -736 324 Net DEX -9.6K -13.9K -4.8K -8.8K -9.8K Net VEX -29 -40 -21 -28 -23 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 0.2 0 2 0 0 Total OI 8.7 4 11 9 5
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 2021-05-03 $35.27 $34.00 17.1% 4.9% 12.1% 3.4% 0.0% -10.8% -1.0% -736 -8.8K -28 0.00 129.04 N/A N/A 0 0 4 5 2021-05-04 $34.70 $34.00 23.6% 6.8% 11.9% 6.9% 38.2% -4.1% -12.8% -991 -4.8K -35 0.00 133.25 N/A N/A 2 0 4 5 2021-05-05 $35.27 $34.00 23.1% 6.6% 13.2% 6.6% 0.0% -1.6% -12.4% -508 -11.6K -33 0.00 129.03 N/A N/A 0 0 5 5 2021-05-06 $35.40 $0.00 23.1% 4.2% 13.3% 6.6% 0.0% 9.0% 1.3% -657 -11.0K -35 0.00 127.48 N/A N/A 0 0 5 5 2021-05-07 $35.65 $0.00 7.6% 3.6% 13.4% 0.0% 0.0% 13.8% 4.6% -391 -13.7K -28 0.00 131.60 N/A N/A 0 0 5 5 2021-05-10 $35.40 $0.00 24.9% 4.6% 13.7% 9.2% 0.0% 1.8% -4.5% -589 -11.2K -31 0.00 158.86 N/A N/A 0 0 5 5 2021-05-11 $34.93 $0.00 63.9% 11.2% 14.5% 29.9% 0.0% 3.8% -8.4% -105 -5.4K -40 0.00 172.75 N/A N/A 0 0 5 5 2021-05-12 $34.74 $0.00 22.5% 6.5% 14.6% 7.9% 0.0% 8.7% -1.8% -640 -7.1K -36 0.00 144.32 N/A N/A 0 0 5 5 2021-05-13 $35.15 $0.00 17.3% 5.0% 15.0% 5.1% 0.0% 10.7% -2.4% -1.1K -10.9K -31 0.00 124.22 N/A N/A 0 0 5 5 2021-05-14 $35.66 $0.00 18.8% 5.4% 15.4% 6.0% 0.0% -5.8% -10.6% -563 -12.9K -27 0.00 146.56 N/A N/A 0 0 5 5 2021-05-17 $35.57 $0.00 18.4% 5.3% 15.3% 5.7% 18.8% 5.7% -0.6% -611 -12.2K -27 0.00 135.55 N/A N/A 0 1 5 5 2021-05-18 $35.47 $35.00 14.5% 4.1% 14.1% 3.6% 0.0% 2.3% -0.6% -820 -11.9K -28 0.00 115.30 N/A N/A 0 0 5 6 2021-05-19 $35.08 $35.00 25.4% 7.3% 14.4% 9.4% 0.0% 4.4% -2.7% -645 -7.1K -31 0.00 153.17 N/A N/A 0 0 5 6 2021-05-20 $35.50 $35.00 20.0% 5.7% 15.0% 6.6% 0.0% 4.5% -1.5% -753 -10.2K -27 0.00 145.59 N/A N/A 0 0 5 6 2021-05-21 $35.69 $35.00 18.1% 5.2% 15.0% 5.6% 0.0% 3.1% -3.0% 148 -13.9K -23 0.00 160.34 N/A N/A 0 0 5 6 2021-05-24 $35.90 $35.00 19.3% 5.5% 15.1% 6.2% 0.0% 8.3% -1.8% 106 -7.2K -23 0.00 134.17 N/A N/A 0 0 3 1 2021-05-25 $35.84 $35.00 24.4% 7.0% 15.2% 8.9% 0.0% 2.4% -10.6% 128 -7.1K -21 0.00 150.46 N/A N/A 0 0 3 1 2021-05-26 $35.85 $35.00 25.9% 7.4% 15.2% 9.7% 26.0% -0.6% -11.5% 88 -6.7K -25 0.00 134.14 N/A N/A 1 0 3 1 2021-05-27 $35.89 $35.00 22.7% 6.5% 15.1% 8.0% 0.0% -2.4% -5.0% 377 -8.9K -26 0.00 129.42 N/A N/A 0 0 4 1 2021-05-28 $36.10 $35.00 19.4% 5.6% 14.7% 6.2% 0.0% 9.0% -2.6% 324 -9.8K -23 0.00 131.07 N/A N/A 0 0 4 1
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