HEZU Options History — June 2021 In June 2021, HEZU traded between $36.22 and $36.95. ATM implied volatility averaged 20.8%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 11.5% (HV 20d: 9.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.90.
Notable Days 2021-06-23 : Highest Volume — 12 contracts2021-06-22 : Largest IV spike — 98.2% change2021-06-28 : Highest IV Rank — 12.0%2021-06-28 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $36.58 $36.22 $36.95 $36.22 $36.39 Max Pain $36.94 $35.00 $40.00 $35.00 $37.00 ATM IV 20.8% 10.6% 30.2% 24.6% 13.6% Expected Move 5.4% 3.0% 8.7% 7.0% 3.9% HV 20d 9.3% 5.5% 14.3% 14.3% 9.5% HV 60d 11.9% 11.4% 12.4% 12.1% 11.4% IV Rank 7.0% 1.6% 12.0% 9.0% 3.2% IV Percentile 24.0% 0.4% 55.2% 37.3% 2.4% Term Structure -3.6% -16.5% 7.6% -1.2% -3.5% VWIV 21.1% 13.9% 33.8% 13.9% 25.0% Skew 25d 2.1% -10.6% 17.7% 2.8% 8.2% Skew 10d -1.5% -23.3% 12.9% -1.0% -1.2% Call IV 25d 19.4% 7.4% 30.1% 30.1% 7.4% Put IV 25d 21.5% 10.3% 34.6% 32.9% 15.6% Bid-Ask Spread % 141.35 106.92 165.92 135.56 137.88 Gamma HHI 0.35 0.27 0.48 0.28 0.48 Net GEX 690 -127 2.1K 377 1.8K Net DEX -5.0K -12.0K 9.2K -9.4K 5.6K Net VEX -22 -35 -13 -26 -25 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.00 4.00 4.00 0.71 Total Volume 1.773 0 12 0 0 Total OI 7.545 5 12 5 11
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-06-01 $36.22 $35.00 24.6% 7.0% 14.3% 9.0% 0.0% 2.8% -1.2% 377 -9.4K -26 0.00 135.56 N/A N/A 0 0 4 1 2021-06-02 $36.26 $35.00 23.1% 6.6% 12.8% 8.2% 0.0% 3.3% -5.8% 297 -10.0K -21 0.00 165.92 N/A N/A 0 0 4 1 2021-06-03 $36.26 $0.00 30.0% 6.1% 11.6% 11.9% 0.0% 2.1% -3.2% 335 -9.8K -21 0.00 152.22 N/A N/A 0 0 4 1 2021-06-04 $36.41 $0.00 29.9% 5.9% 11.6% 11.8% 0.0% 1.1% -3.2% 291 -10.2K -20 0.00 165.39 N/A N/A 0 0 4 1 2021-06-07 $36.53 $0.00 26.7% 4.9% 11.5% 10.1% 0.0% 5.7% -0.3% 424 -11.7K -18 0.00 145.51 N/A N/A 0 0 4 1 2021-06-08 $36.59 $0.00 23.9% 3.4% 11.1% 8.7% 0.0% 12.1% 1.5% 573 -11.2K -20 0.00 129.57 N/A N/A 0 0 4 1 2021-06-09 $36.50 $0.00 19.4% 5.6% 9.7% 6.3% 0.0% 3.6% -7.4% 741 -12.0K -13 0.00 111.43 N/A N/A 0 0 4 1 2021-06-10 $36.48 $0.00 15.5% 4.4% 9.3% 4.2% 13.9% 17.7% -1.1% 731 -11.4K -13 0.00 136.35 N/A N/A 0 2 4 1 2021-06-11 $36.76 $37.00 15.0% 4.3% 8.9% 3.9% 0.0% -4.3% -4.9% -127 -9.1K -20 0.00 121.85 N/A N/A 0 0 4 2 2021-06-14 $36.85 $37.00 17.1% 4.9% 7.6% 5.0% 0.0% 1.4% -3.3% 261 -10.1K -18 0.00 153.31 N/A N/A 0 0 4 1 2021-06-15 $36.89 $37.00 16.8% 4.8% 7.5% 4.9% 0.0% 0.7% -3.4% 252 -10.3K -17 0.00 151.56 N/A N/A 0 0 4 1 2021-06-16 $36.92 $37.00 22.2% 6.4% 7.3% 7.8% 0.0% -0.0% -4.7% 248 -10.1K -18 0.00 160.55 N/A N/A 0 0 4 1 2021-06-17 $36.95 $37.00 22.6% 6.5% 5.5% 8.0% 33.8% 0.1% -4.9% 254 -10.1K -18 4.00 159.96 N/A N/A 1 4 4 1 2021-06-18 $36.38 $40.00 18.6% 5.3% 7.5% 5.8% 16.6% 3.3% -4.5% 210 3.9K -20 0.00 151.81 N/A N/A 4 0 4 5 2021-06-21 $36.61 $37.00 10.6% 3.0% 7.6% 1.6% 0.0% 3.9% 7.6% 2.1K 878 -31 0.00 143.68 N/A N/A 0 0 7 5 2021-06-22 $36.62 $37.00 21.1% 6.0% 7.4% 7.1% 0.0% -5.3% -8.0% 992 255 -35 0.00 150.87 N/A N/A 0 0 7 5 2021-06-23 $36.33 $37.00 15.5% 4.4% 8.0% 4.2% 21.3% -6.1% -1.5% 1.3K 2.1K -32 0.71 131.29 N/A N/A 7 5 7 5 2021-06-24 $36.75 $37.00 18.2% 5.2% 8.9% 5.6% 0.0% -10.6% -3.2% 1.5K 817 -27 0.00 106.92 N/A N/A 0 0 7 5 2021-06-25 $36.78 $37.00 16.4% 4.7% 8.9% 4.7% 0.0% 1.4% 3.9% 1.3K -486 -31 0.00 113.22 N/A N/A 2 0 7 5 2021-06-28 $36.56 $37.00 30.2% 8.7% 9.1% 12.0% 15.9% 2.8% -11.5% 492 3.1K -34 0.00 147.90 N/A N/A 2 0 6 5 2021-06-29 $36.65 $37.00 26.1% 7.5% 9.1% 9.8% 25.0% 2.1% -16.5% 845 9.2K -16 0.71 136.97 N/A N/A 7 5 4 5 2021-06-30 $36.39 $37.00 13.6% 3.9% 9.5% 3.2% 0.0% 8.2% -3.5% 1.8K 5.6K -25 0.00 137.88 N/A N/A 0 0 6 5
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