HEZU Options History — November 2021 In November 2021, HEZU traded between $36.51 and $38.96. ATM implied volatility averaged 19.4%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 11.4% (HV 20d: 8.0%). Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-11-23 : Highest Volume — 9 contracts2021-11-03 : Largest IV spike — 133.2% change2021-11-24 : Highest IV Rank — 27.4%2021-11-24 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $38.24 $36.51 $38.96 $37.96 $36.51 ATM IV 19.4% 9.6% 32.4% 16.1% 18.8% Expected Move 5.4% 2.8% 9.3% 4.6% 5.4% HV 20d 8.0% 5.2% 15.5% 9.1% 15.5% HV 60d 12.2% 11.7% 14.3% 11.9% 14.3% IV Rank 13.0% 2.2% 27.4% 9.4% 12.4% IV Percentile 36.6% 0.4% 84.5% 17.9% 34.1% Term Structure -1.0% -9.1% 16.5% 6.3% -6.0% VWIV 45.9% 40.4% 49.8% 40.4% 47.3% Skew 25d 1.8% -11.5% 13.4% -8.4% -2.8% Skew 10d -0.9% -24.0% 15.3% 12.8% -11.4% Call IV 25d 20.7% 10.6% 38.7% 21.1% 27.7% Put IV 25d 22.4% 12.8% 47.8% 12.8% 24.9% Bid-Ask Spread % 134.04 116.11 163.07 117.70 144.05 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 141 0 910 0 664 Net DEX -1.3K -10.7K 0 0 -4.7K Net VEX -8 -50 0 0 -33 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 6.238 2 9 4 9 Total OI 1.333 0 7 0 7
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 2021-11-01 $37.96 $0.00 16.1% 4.6% 9.1% 9.4% 40.4% -8.4% 6.3% 0 0 0 0.00 117.70 N/A N/A 4 0 0 0 2021-11-02 $38.12 $0.00 12.1% 3.5% 8.5% 4.9% 49.8% -10.0% 6.7% 0 0 0 0.00 116.11 N/A N/A 4 0 0 0 2021-11-03 $38.43 $0.00 28.1% 8.1% 8.0% 22.7% 47.3% -11.5% -7.5% 0 0 0 0.00 121.97 N/A N/A 4 0 0 0 2021-11-04 $38.49 $0.00 19.1% 4.9% 7.5% 12.6% 0.0% 2.4% -9.1% 0 0 0 0.00 122.82 N/A N/A 6 0 0 0 2021-11-05 $38.63 $0.00 20.7% 5.1% 7.0% 14.5% 0.0% 13.4% -4.5% 0 0 0 0.00 141.01 N/A N/A 6 0 0 0 2021-11-08 $38.55 $0.00 25.4% 5.4% 6.7% 19.6% 0.0% 5.0% -0.3% 0 0 0 0.00 132.05 N/A N/A 6 0 0 0 2021-11-09 $38.46 $0.00 18.9% 5.9% 7.0% 12.4% 0.0% 0.3% -0.4% 0 0 0 0.00 141.56 N/A N/A 6 0 0 0 2021-11-10 $38.30 $0.00 22.1% 6.3% 7.2% 16.0% 0.0% 3.5% -2.5% 0 0 0 0.00 137.91 N/A N/A 6 0 0 0 2021-11-11 $38.56 $0.00 13.3% 3.8% 6.2% 6.2% 0.0% -3.0% -3.5% 0 0 0 0.00 136.97 N/A N/A 6 0 0 0 2021-11-12 $38.67 $0.00 13.7% 3.9% 6.0% 6.7% 0.0% 5.5% -2.3% 0 0 0 0.00 127.39 N/A N/A 6 0 0 0 2021-11-15 $38.82 $0.00 17.3% 5.0% 5.2% 10.7% 0.0% 0.1% 2.8% 0 0 0 0.00 136.74 N/A N/A 6 0 0 0 2021-11-16 $38.96 $0.00 9.6% 2.8% 5.2% 2.2% 0.0% 5.4% -0.4% 0 0 0 0.00 125.81 N/A N/A 6 0 0 0 2021-11-17 $38.94 $0.00 13.5% 3.9% 5.3% 6.5% 0.0% 8.1% 7.6% 0 0 0 0.00 137.94 N/A N/A 6 0 0 0 2021-11-18 $38.86 $0.00 14.2% 4.1% 5.5% 7.3% 0.0% 2.4% 4.1% 0 0 0 0.00 139.97 N/A N/A 6 0 0 0 2021-11-19 $38.52 $0.00 19.2% 5.5% 6.6% 12.8% 0.0% 8.5% 2.1% 0 0 0 0.00 124.55 N/A N/A 6 0 0 0 2021-11-22 $38.47 $0.00 14.0% 4.0% 6.6% 7.0% 0.0% -4.7% 16.5% 0 0 0 0.00 122.92 N/A N/A 2 0 0 0 2021-11-23 $38.14 $0.00 24.2% 6.9% 7.4% 18.3% 0.0% -1.9% -7.9% 0 0 0 0.00 145.36 N/A N/A 9 0 0 0 2021-11-24 $38.05 $0.00 32.4% 9.3% 7.4% 27.4% 0.0% 9.1% -7.5% 910 -10.7K -50 0.00 163.07 N/A N/A 9 0 7 0 2021-11-26 $36.70 $0.00 28.6% 8.2% 15.0% 23.2% 0.0% 10.1% -6.9% 656 -6.8K -41 0.00 151.14 N/A N/A 9 0 7 0 2021-11-29 $36.96 $0.00 26.0% 7.5% 15.1% 20.3% 0.0% 5.8% -7.4% 735 -5.7K -36 0.00 127.82 N/A N/A 9 0 7 0 2021-11-30 $36.51 $0.00 18.8% 5.4% 15.5% 12.4% 0.0% -2.8% -6.0% 664 -4.7K -33 0.00 144.05 N/A N/A 9 0 7 0
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