HEZU Options History — September 2021 In September 2021, HEZU traded between $35.94 and $37.60. ATM implied volatility averaged 21.7%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 11.2% (HV 20d: 10.5%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2021-09-27 : Largest IV spike — 131.6% change2021-09-28 : Highest IV Rank — 25.7%2021-09-28 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $36.98 $35.94 $37.60 $37.60 $36.10 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 21.7% 12.4% 40.3% 12.4% 16.7% Expected Move 6.3% 3.6% 11.6% 3.6% 4.8% HV 20d 10.5% 7.0% 16.3% 7.1% 16.1% HV 60d 12.8% 11.9% 14.2% 12.2% 14.1% IV Rank 11.0% 3.7% 25.7% 3.7% 7.1% IV Percentile 37.2% 3.6% 82.1% 3.6% 17.5% Term Structure -3.1% -14.7% 8.4% 8.4% 4.8% Skew 25d -0.6% -23.8% 7.3% 2.5% -14.8% Skew 10d -2.4% -42.4% 7.2% -0.0% 1.4% Call IV 25d 27.9% 12.8% 50.3% 26.8% 44.5% Put IV 25d 27.3% 12.6% 52.9% 29.3% 29.6% Bid-Ask Spread % 152.05 130.69 171.01 144.82 144.10 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 8.5K 0 19.9K 16.8K 0 Net DEX -32.9K -78.8K 0 -77.6K 0 Net VEX -50 -153 0 -153 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 28.571 0 50 50 0
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 2021-09-01 $37.60 $38.00 12.4% 3.6% 7.1% 3.7% 0.0% 2.5% 8.4% 16.8K -77.6K -153 0.00 144.82 N/A N/A 0 0 50 0 2021-09-02 $37.59 $0.00 13.5% 5.9% 7.0% 4.6% 0.0% 2.0% -3.2% 15.5K -78.8K -148 0.00 135.81 N/A N/A 0 0 50 0 2021-09-03 $37.40 $0.00 22.6% 3.8% 7.2% 11.7% 0.0% 1.9% -0.5% 16.5K -67.8K -139 0.00 140.78 N/A N/A 0 0 50 0 2021-09-07 $37.52 $0.00 14.3% 5.6% 7.3% 5.2% 0.0% -5.8% -14.7% 19.9K -68.9K -118 0.00 142.55 N/A N/A 0 0 50 0 2021-09-08 $37.25 $0.00 21.9% 6.3% 7.7% 11.2% 0.0% 2.7% -2.2% 14.9K -63.6K -107 0.00 146.37 N/A N/A 0 0 50 0 2021-09-09 $37.15 $0.00 20.4% 5.9% 7.5% 10.0% 0.0% 2.3% -2.3% 14.0K -60.7K -101 0.00 154.76 N/A N/A 0 0 50 0 2021-09-10 $37.01 $0.00 19.7% 5.6% 7.6% 9.4% 0.0% 2.1% -6.0% 13.2K -56.4K -89 0.00 158.61 N/A N/A 0 0 50 0 2021-09-13 $37.24 $0.00 13.9% 4.0% 7.9% 4.9% 0.0% 1.2% -0.7% 18.9K -51.5K -64 0.00 160.26 N/A N/A 0 0 50 0 2021-09-14 $37.19 $0.00 25.4% 7.3% 7.8% 13.9% 0.0% 2.1% -4.7% 17.5K -51.9K -55 0.00 150.47 N/A N/A 0 0 50 0 2021-09-15 $37.09 $0.00 24.0% 6.9% 7.6% 12.9% 0.0% 3.5% -3.5% 15.1K -53.6K -48 0.00 167.52 N/A N/A 0 0 50 0 2021-09-16 $37.25 $0.00 18.8% 5.4% 7.8% 8.7% 0.0% -1.6% -0.2% 16.3K -59.7K -36 0.00 161.76 N/A N/A 0 0 50 0 2021-09-17 $36.84 $0.00 21.0% 6.0% 8.0% 10.5% 0.0% 7.3% -1.3% 0 0 0 0.00 142.03 N/A N/A 0 0 50 0 2021-09-20 $35.94 $0.00 25.1% 7.2% 11.7% 13.7% 0.0% 0.8% -7.8% 0 0 0 0.00 155.04 N/A N/A 0 0 0 0 2021-09-21 $36.55 $0.00 21.8% 6.2% 13.1% 11.1% 0.0% 2.6% 0.0% 0 0 0 0.00 171.01 N/A N/A 0 0 0 0 2021-09-22 $37.03 $0.00 25.6% 7.3% 14.0% 14.1% 0.0% 2.1% -3.7% 0 0 0 0.00 159.02 N/A N/A 0 0 0 0 2021-09-23 $37.28 $0.00 23.2% 6.6% 14.3% 12.2% 0.0% -6.1% -3.4% 0 0 0 0.00 136.16 N/A N/A 0 0 0 0 2021-09-24 $37.02 $0.00 16.9% 4.9% 14.4% 7.3% 0.0% 6.6% -2.3% 0 0 0 0.00 130.69 N/A N/A 0 0 0 0 2021-09-27 $37.06 $0.00 39.2% 11.2% 14.1% 24.8% 0.0% 0.3% -10.2% 0 0 0 0.00 166.01 N/A N/A 0 0 0 0 2021-09-28 $36.22 $0.00 40.3% 11.6% 16.2% 25.7% 0.0% -0.7% -10.1% 0 0 0 0.00 168.55 N/A N/A 0 0 0 0 2021-09-29 $36.33 $0.00 18.9% 5.4% 16.3% 8.8% 0.0% -23.8% -2.0% 0 0 0 0.00 156.74 N/A N/A 0 0 0 0 2021-09-30 $36.10 $0.00 16.7% 4.8% 16.1% 7.1% 0.0% -14.8% 4.8% 0 0 0 0.00 144.10 N/A N/A 0 0 0 0
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