HEZU Options History — October 2021 In October 2021, HEZU traded between $35.84 and $37.79. ATM implied volatility averaged 22.3%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 7.2% (HV 20d: 15.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-10-20 : Highest Volume — 4 contracts2021-10-11 : Largest IV spike — 100.9% change2021-10-11 : Highest IV Rank — 29.0%2021-10-11 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $36.83 $35.84 $37.79 $36.20 $37.79 ATM IV 22.3% 10.4% 44.6% 20.1% 16.5% Expected Move 5.2% 3.0% 7.0% 5.8% 4.7% HV 20d 15.1% 10.1% 18.3% 16.2% 10.1% HV 60d 12.5% 11.8% 13.6% 13.4% 11.8% IV Rank 13.1% 3.1% 29.0% 9.8% 9.8% IV Percentile 38.6% 0.4% 88.9% 34.5% 19.0% Term Structure -2.1% -6.9% 11.8% -4.7% -6.5% VWIV 30.0% 23.9% 34.8% 29.8% 23.9% Skew 25d 2.0% -11.5% 13.3% 13.3% -2.2% Skew 10d -2.7% -16.1% 5.4% 4.2% -1.7% Call IV 25d 18.4% 10.8% 26.0% 13.6% 15.8% Put IV 25d 20.4% 9.2% 34.6% 26.9% 13.6% Bid-Ask Spread % 128.65 106.98 144.61 139.33 115.37 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 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 1.524 0 4 0 4 Total OI 0 0 0 0 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 2021-10-01 $36.20 $0.00 20.1% 5.8% 16.2% 9.8% 0.0% 13.3% -4.7% 0 0 0 0.00 139.33 N/A N/A 0 0 0 0 2021-10-04 $35.84 $0.00 22.9% 4.5% 16.4% 12.0% 0.0% -3.4% -1.0% 0 0 0 0.00 138.97 N/A N/A 0 0 0 0 2021-10-05 $36.25 $0.00 32.9% 6.6% 17.0% 19.8% 0.0% 3.1% -6.8% 0 0 0 0.00 133.68 N/A N/A 0 0 0 0 2021-10-06 $36.00 $0.00 37.6% 6.3% 17.0% 23.5% 0.0% 10.0% -5.2% 0 0 0 0.00 141.54 N/A N/A 0 0 0 0 2021-10-07 $36.39 $0.00 38.2% 6.3% 17.5% 24.0% 0.0% 8.6% -3.8% 0 0 0 0.00 133.46 N/A N/A 0 0 0 0 2021-10-08 $36.24 $0.00 22.2% 4.4% 17.5% 11.4% 0.0% 7.5% -1.0% 0 0 0 0.00 137.30 N/A N/A 0 0 0 0 2021-10-11 $36.09 $0.00 44.6% 7.0% 17.4% 29.0% 0.0% 9.3% -6.2% 0 0 0 0.00 130.99 N/A N/A 0 0 0 0 2021-10-12 $36.16 $0.00 28.6% 5.8% 17.4% 16.5% 0.0% 2.4% -2.1% 0 0 0 0.00 142.17 N/A N/A 0 0 0 0 2021-10-13 $36.47 $0.00 23.5% 6.8% 17.7% 12.5% 0.0% 1.5% -4.1% 0 0 0 0.00 144.61 N/A N/A 0 0 0 0 2021-10-14 $36.95 $0.00 16.7% 4.8% 18.3% 10.0% 0.0% 5.4% 2.3% 0 0 0 0.00 120.33 N/A N/A 0 0 0 0 2021-10-15 $37.20 $0.00 15.4% 4.4% 18.1% 8.6% 0.0% 4.1% 2.5% 0 0 0 0.00 122.18 N/A N/A 0 0 0 0 2021-10-18 $36.97 $0.00 22.4% 6.4% 15.7% 16.3% 0.0% -11.5% -1.6% 0 0 0 0.00 133.08 N/A N/A 0 0 0 0 2021-10-19 $37.05 $0.00 15.2% 4.4% 14.6% 8.4% 0.0% -2.8% -1.8% 0 0 0 0.00 131.10 N/A N/A 0 0 0 0 2021-10-20 $37.17 $0.00 14.1% 4.1% 13.9% 7.2% 29.8% 1.2% -5.7% 0 0 0 0.00 121.73 N/A N/A 4 0 0 0 2021-10-21 $37.20 $0.00 16.8% 4.8% 13.7% 10.1% 28.0% -2.7% 0.5% 0 0 0 0.00 118.02 N/A N/A 4 0 0 0 2021-10-22 $37.39 $0.00 21.4% 6.1% 13.5% 15.3% 34.8% 0.8% -0.2% 0 0 0 0.00 128.47 N/A N/A 4 0 0 0 2021-10-25 $37.36 $0.00 18.7% 5.4% 13.5% 12.3% 33.3% -1.2% -6.9% 0 0 0 0.00 106.98 N/A N/A 4 0 0 0 2021-10-26 $37.56 $0.00 10.4% 3.0% 10.4% 3.1% 32.7% 4.4% 11.8% 0 0 0 0.00 121.73 N/A N/A 4 0 0 0 2021-10-27 $37.50 $0.00 16.0% 4.6% 10.5% 9.3% 30.1% -1.8% -6.9% 0 0 0 0.00 117.62 N/A N/A 4 0 0 0 2021-10-28 $37.61 $0.00 13.1% 3.7% 10.1% 6.0% 27.4% -3.6% 4.2% 0 0 0 0.00 123.08 N/A N/A 4 0 0 0 2021-10-29 $37.79 $0.00 16.5% 4.7% 10.1% 9.8% 23.9% -2.2% -6.5% 0 0 0 0.00 115.37 N/A N/A 4 0 0 0
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