HEZU Options History — August 2021

In August 2021, HEZU traded between $36.50 and $37.66. ATM implied volatility averaged 19.9%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 9.0% (HV 20d: 10.9%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2021-08-26: Highest Volume — 50 contracts
2021-08-25: Largest IV drop — 67.5% change
2021-08-24: Highest IV Rank — 21.1%
2021-08-24: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.24	$36.50	$37.66	$36.50	$37.35
Max Pain	$38.00	$38.00	$38.00	$38.00	$38.00
ATM IV	19.9%	11.2%	34.5%	23.2%	21.4%
Expected Move	5.5%	3.2%	9.9%	6.6%	6.1%
HV 20d	10.9%	6.8%	17.3%	17.2%	6.8%
HV 60d	12.3%	11.8%	13.2%	13.2%	12.1%
IV Rank	9.7%	2.8%	21.1%	12.2%	10.8%
IV Percentile	28.3%	1.6%	70.2%	42.5%	37.3%
Term Structure	0.2%	-7.5%	12.4%	0.1%	-4.4%
VWIV	7.9%	7.9%	7.9%	7.9%	7.9%
Skew 25d	0.1%	-13.3%	8.0%	-3.2%	-1.3%
Skew 10d	1.6%	-8.6%	13.9%	-3.1%	2.2%
Call IV 25d	23.4%	7.9%	50.4%	29.2%	30.2%
Put IV 25d	23.4%	9.6%	52.4%	26.0%	29.0%
Bid-Ask Spread %	144.66	120.86	172.90	131.34	148.76
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	1.6K	179	16.8K	216	13.5K
Net DEX	-10.9K	-71.5K	-4.5K	-4.5K	-71.5K
Net VEX	-30	-157	-15	-20	-153
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	2.364	0	50	0	0
Total OI	6.364	2	50	2	50

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2021-08-02	$36.50	$0.00	23.2%	6.6%	17.2%	12.2%	0.0%	-3.2%	0.1%	216	-4.5K	-20	131.34	N/A	N/A	0	2
2021-08-03	$36.80	$0.00	28.2%	8.1%	17.3%	16.2%	0.0%	2.7%	-4.6%	245	-4.7K	-19	140.52	N/A	N/A	0	2
2021-08-04	$36.89	$0.00	18.7%	5.4%	17.2%	8.7%	0.0%	0.1%	1.9%	179	-4.7K	-20	137.38	N/A	N/A	0	2
2021-08-05	$37.06	$0.00	15.6%	3.7%	15.1%	6.2%	0.0%	0.8%	-0.7%	213	-5.0K	-19	120.86	N/A	N/A	0	2
2021-08-06	$37.18	$0.00	19.4%	5.5%	14.1%	9.2%	0.0%	4.3%	-4.3%	224	-5.2K	-19	151.81	N/A	N/A	0	2
2021-08-09	$37.25	$0.00	18.9%	3.7%	14.0%	8.8%	0.0%	-3.5%	10.3%	253	-5.0K	-18	145.20	N/A	N/A	0	2
2021-08-10	$37.38	$0.00	27.3%	5.9%	14.0%	15.4%	0.0%	1.9%	-2.0%	229	-5.1K	-18	157.57	N/A	N/A	0	2
2021-08-11	$37.53	$0.00	11.8%	3.4%	14.0%	3.3%	0.0%	-5.8%	-0.4%	267	-5.5K	-17	146.05	N/A	N/A	0	2
2021-08-12	$37.62	$0.00	13.5%	3.9%	13.3%	4.6%	0.0%	1.6%	4.7%	214	-5.3K	-18	131.73	N/A	N/A	0	2
2021-08-13	$37.66	$0.00	19.3%	5.5%	12.8%	9.2%	0.0%	0.5%	-0.7%	238	-5.3K	-17	144.03	N/A	N/A	0	2
2021-08-16	$37.51	$0.00	18.9%	5.4%	8.9%	8.9%	0.0%	0.6%	-3.2%	236	-5.2K	-18	148.08	N/A	N/A	0	2
2021-08-17	$37.30	$0.00	13.9%	4.0%	8.5%	4.9%	0.0%	1.7%	-0.7%	253	-5.4K	-17	141.60	N/A	N/A	0	2
2021-08-18	$37.31	$0.00	21.8%	6.3%	7.1%	11.1%	0.0%	0.0%	-4.2%	213	-5.2K	-18	153.63	N/A	N/A	0	2
2021-08-19	$36.93	$0.00	24.9%	7.1%	8.2%	13.5%	0.0%	0.1%	-1.8%	217	-4.8K	-19	153.49	N/A	N/A	0	2
2021-08-20	$37.03	$0.00	21.9%	6.3%	7.5%	11.2%	0.0%	-1.7%	-1.5%	235	-4.9K	-18	151.99	N/A	N/A	0	2
2021-08-23	$37.28	$0.00	24.4%	7.0%	7.8%	13.1%	0.0%	1.5%	-5.3%	205	-5.0K	-18	156.07	N/A	N/A	2	2
2021-08-24	$37.34	$0.00	34.5%	9.9%	7.2%	21.1%	0.0%	2.0%	5.2%	251	-4.9K	-17	172.90	N/A	N/A	0	2
2021-08-25	$37.33	$0.00	11.2%	3.2%	7.0%	2.8%	0.0%	8.0%	12.4%	217	-5.3K	-17	135.09	N/A	N/A	0	2
2021-08-26	$37.14	$0.00	17.4%	5.0%	7.2%	7.7%	7.9%	4.8%	-7.5%	233	-5.2K	-18	131.61	N/A	N/A	50	2
2021-08-27	$37.41	$0.00	13.4%	3.8%	7.3%	4.5%	0.0%	-0.3%	0.5%	299	-5.6K	-15	143.81	N/A	N/A	0	2
2021-08-30	$37.40	$38.00	19.2%	5.5%	7.3%	9.1%	0.0%	-13.3%	11.1%	16.8K	-67.3K	-157	139.09	N/A	N/A	0	50
2021-08-31	$37.35	$38.00	21.4%	6.1%	6.8%	10.8%	0.0%	-1.3%	-4.4%	13.5K	-71.5K	-153	148.76	N/A	N/A	0	50