HEZU Options History — July 2021 In July 2021, HEZU traded between $34.84 and $36.58. ATM implied volatility averaged 20.9%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 5.9% (HV 20d: 14.9%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-07-07 : Highest Volume — 2 contracts2021-07-13 : Largest IV spike — 242.7% change2021-07-13 : Highest IV Rank — 27.0%2021-07-19 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $36.09 $34.84 $36.58 $36.58 $36.39 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 20.9% 11.1% 42.7% 18.6% 18.0% Expected Move 5.3% 2.7% 8.4% 5.3% 5.2% HV 20d 14.9% 9.6% 17.8% 9.6% 17.6% HV 60d 13.0% 11.4% 14.1% 11.4% 13.2% IV Rank 9.5% 2.7% 27.0% 5.8% 8.2% IV Percentile 26.4% 1.2% 75.0% 17.5% 17.9% Term Structure -1.6% -12.4% 9.0% -5.3% -11.2% Skew 25d -0.8% -12.2% 14.1% 7.6% -1.4% Skew 10d -5.2% -24.7% 8.6% -0.0% -11.4% Call IV 25d 21.2% 5.6% 42.1% 21.1% 18.1% Put IV 25d 20.4% 9.4% 33.5% 28.7% 16.7% Bid-Ask Spread % 132.26 103.90 160.32 135.83 133.88 Gamma HHI 0.78 0.34 1.00 0.34 1.00 Net GEX 478 137 1.2K 1.2K 230 Net DEX 1.9K -4.7K 12.5K 3.6K -4.7K Net VEX -21 -28 -4 -27 -20 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 0.095 0 2 0 0 Total OI 5.143 2 11 11 2
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 2021-07-01 $36.58 $37.00 18.6% 5.3% 9.6% 5.8% 0.0% 7.6% -5.3% 1.2K 3.6K -27 0.00 135.83 N/A N/A 0 0 6 5 2021-07-02 $36.20 $37.00 16.6% 4.8% 10.2% 4.8% 0.0% -12.2% 8.0% 1.1K 4.9K -28 0.00 153.43 N/A N/A 0 0 6 5 2021-07-06 $36.02 $0.00 20.5% 6.1% 10.3% 6.8% 0.0% 2.0% -7.0% 532 12.5K -4 0.00 132.01 N/A N/A 0 0 2 4 2021-07-07 $36.26 $0.00 42.2% 7.7% 10.6% 18.4% 0.0% -1.3% -4.7% 137 10.7K -7 0.00 160.32 N/A N/A 2 0 2 4 2021-07-08 $35.50 $0.00 27.4% 8.1% 12.9% 15.2% 0.0% 14.1% -3.7% 551 9.4K -24 0.00 126.28 N/A N/A 0 0 4 4 2021-07-09 $36.10 $0.00 22.5% 6.5% 14.4% 11.4% 0.0% -2.2% -4.9% 618 7.6K -26 0.00 105.88 N/A N/A 0 0 4 4 2021-07-12 $36.33 $0.00 12.5% 3.7% 14.3% 3.7% 0.0% 9.7% 2.4% 1.2K 8.7K -22 0.00 113.26 N/A N/A 0 0 4 4 2021-07-13 $36.30 $0.00 42.7% 2.7% 14.3% 27.0% 0.0% -5.7% 4.1% 783 7.5K -24 0.00 116.06 N/A N/A 0 0 4 4 2021-07-14 $36.27 $0.00 14.6% 4.2% 14.3% 5.4% 0.0% 2.4% -0.3% 759 7.5K -23 0.00 138.87 N/A N/A 0 0 4 4 2021-07-15 $35.91 $0.00 20.3% 5.8% 14.6% 9.9% 0.0% -2.8% 4.3% 652 8.1K -23 0.00 138.74 N/A N/A 0 0 4 4 2021-07-16 $35.65 $0.00 11.1% 3.2% 14.7% 2.7% 0.0% 13.2% -1.8% 267 3.2K -21 0.00 103.90 N/A N/A 0 0 4 2 2021-07-19 $34.84 $0.00 29.3% 8.4% 15.8% 17.0% 0.0% -8.6% -12.4% 210 -3.5K -21 0.00 139.04 N/A N/A 0 0 2 0 2021-07-20 $35.35 $0.00 23.0% 6.6% 16.7% 12.1% 0.0% -2.1% 4.3% 222 -4.0K -21 0.00 149.61 N/A N/A 0 0 2 0 2021-07-21 $35.90 $0.00 18.8% 5.4% 17.8% 8.7% 0.0% -10.6% 9.0% 243 -4.1K -21 0.00 143.46 N/A N/A 0 0 2 0 2021-07-22 $36.09 $0.00 12.2% 3.5% 17.7% 3.6% 0.0% 0.1% 3.7% 215 -4.3K -21 0.00 127.26 N/A N/A 0 0 2 0 2021-07-23 $36.45 $0.00 16.1% 4.6% 17.6% 6.6% 0.0% -6.7% -3.4% 233 -4.5K -20 0.00 131.96 N/A N/A 0 0 2 0 2021-07-26 $36.47 $0.00 11.7% 3.4% 17.6% 3.2% 0.0% -0.3% -1.8% 248 -4.7K -20 0.00 117.04 N/A N/A 0 0 2 0 2021-07-27 $36.20 $0.00 20.4% 5.9% 17.6% 10.0% 0.0% -3.4% -3.3% 201 -4.4K -21 0.00 130.26 N/A N/A 0 0 2 0 2021-07-28 $36.43 $0.00 18.6% 5.3% 17.8% 8.6% 0.0% -1.9% -4.3% 206 -4.6K -21 0.00 134.23 N/A N/A 0 0 2 0 2021-07-29 $36.56 $0.00 20.9% 6.0% 17.6% 10.4% 0.0% -6.4% -4.7% 237 -4.6K -20 0.00 146.13 N/A N/A 0 0 2 0 2021-07-30 $36.39 $0.00 18.0% 5.2% 17.6% 8.2% 0.0% -1.4% -11.2% 230 -4.7K -20 0.00 133.88 N/A N/A 0 0 2 0
« Jun 2021 | All History | Aug 2021 » Home HEZU History July 2021