HEZU Options History — December 2021 In December 2021, HEZU traded between $36.35 and $37.96. ATM implied volatility averaged 26.0%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 7.6% (HV 20d: 18.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2021-12-08 : Highest Volume — 10 contracts2021-12-13 : Largest IV spike — 105.2% change2021-12-13 : Highest IV Rank — 50.4%2021-12-03 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $37.36 $36.35 $37.96 $36.66 $37.75 ATM IV 26.0% 14.2% 53.2% 28.8% 25.2% Expected Move 6.0% 4.1% 10.6% 8.2% 7.2% HV 20d 18.4% 15.3% 21.0% 15.4% 15.6% HV 60d 14.7% 13.7% 15.9% 14.3% 13.7% IV Rank 20.3% 7.3% 50.4% 23.4% 19.4% IV Percentile 61.1% 12.3% 98.0% 82.1% 71.8% Term Structure -3.1% -13.4% 4.7% -4.2% -7.2% Skew 25d 5.8% -5.7% 12.9% 4.0% 10.3% Skew 10d 5.4% -12.0% 15.2% 2.7% 2.1% Call IV 25d 21.1% 11.8% 39.3% 34.5% 26.3% Put IV 25d 26.9% 18.6% 52.2% 38.5% 36.7% Bid-Ask Spread % 131.19 106.67 154.91 140.01 135.66 Gamma HHI 0.88 0.56 1.00 1.00 1.00 Net GEX 1.0K 657 1.5K 788 1.1K Net DEX -5.8K -8.2K -1.4K -7.0K -6.3K Net VEX -31 -42 -11 -38 -30 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 9.364 9 10 9 9 Total OI 7.318 7 8 7 7
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-12-01 $36.66 $0.00 28.8% 8.2% 15.4% 23.4% 0.0% 4.0% -4.2% 788 -7.0K -38 0.00 140.01 N/A N/A 9 0 7 0 2021-12-02 $36.89 $0.00 22.9% 6.6% 15.3% 16.8% 0.0% 8.2% -6.0% 826 -7.5K -41 0.00 136.93 N/A N/A 9 0 7 0 2021-12-03 $36.35 $0.00 36.9% 10.6% 15.9% 32.4% 0.0% 12.9% -10.7% 657 -5.5K -34 0.00 143.35 N/A N/A 9 0 7 0 2021-12-06 $37.00 $0.00 32.2% 6.4% 17.4% 27.2% 0.0% 3.4% -3.3% 894 -7.6K -41 0.00 129.73 N/A N/A 9 0 7 0 2021-12-07 $37.92 $0.00 21.8% 4.2% 19.8% 15.7% 0.0% 4.9% -1.1% 971 -8.0K -42 0.00 126.27 N/A N/A 9 0 7 0 2021-12-08 $37.74 $0.00 28.9% 5.0% 19.8% 23.5% 0.0% 6.8% -1.9% 1.0K -5.4K -32 0.00 127.12 N/A N/A 10 0 7 0 2021-12-09 $37.45 $0.00 30.8% 5.3% 19.9% 25.6% 0.0% 1.8% -1.7% 1.3K -5.7K -31 0.00 133.68 N/A N/A 10 0 8 0 2021-12-10 $37.49 $0.00 25.9% 4.9% 19.7% 20.2% 0.0% 4.9% -5.1% 1.5K -6.2K -32 0.00 112.31 N/A N/A 10 0 8 0 2021-12-13 $37.28 $0.00 53.2% 5.3% 19.7% 50.4% 0.0% 4.5% -2.5% 1.2K -6.6K -32 0.00 117.57 N/A N/A 10 0 8 0 2021-12-14 $37.06 $0.00 42.8% 4.9% 19.7% 38.9% 0.0% 3.1% -1.1% 1.1K -4.1K -24 0.00 150.37 N/A N/A 10 0 8 0 2021-12-15 $37.42 $0.00 22.4% 6.4% 20.0% 16.3% 0.0% 3.3% -1.5% 1.2K -6.9K -32 0.00 154.91 N/A N/A 10 0 8 0 2021-12-16 $37.21 $0.00 23.2% 6.6% 20.0% 17.2% 0.0% 7.2% -2.4% 1.2K -8.2K -38 0.00 133.32 N/A N/A 10 0 8 0 2021-12-17 $37.03 $0.00 23.5% 6.7% 20.1% 17.6% 0.0% 9.8% -2.5% 1.1K -6.3K -31 0.00 129.98 N/A N/A 10 0 8 0 2021-12-20 $36.80 $0.00 22.4% 6.4% 20.0% 16.3% 0.0% 9.3% -13.4% 773 -3.7K -23 0.00 132.92 N/A N/A 9 0 7 0 2021-12-21 $37.32 $0.00 26.3% 7.5% 20.8% 20.6% 0.0% 6.9% -3.2% 884 -5.9K -32 0.00 134.38 N/A N/A 9 0 7 0 2021-12-22 $37.67 $0.00 18.8% 5.4% 21.0% 12.3% 0.0% 3.4% -3.8% 1.1K -4.5K -27 0.00 142.25 N/A N/A 9 0 7 0 2021-12-23 $37.51 $0.00 17.6% 5.1% 21.0% 11.1% 0.0% 4.1% 4.7% 1.0K -5.6K -31 0.00 124.14 N/A N/A 9 0 7 0 2021-12-27 $37.81 $0.00 17.7% 5.1% 16.5% 11.1% 0.0% 8.1% 4.2% 1.1K -5.7K -30 0.00 137.50 N/A N/A 9 0 7 0 2021-12-28 $37.96 $0.00 14.2% 4.1% 16.4% 7.3% 0.0% 9.0% 0.2% 1.2K -4.7K -25 0.00 117.71 N/A N/A 9 0 7 0 2021-12-29 $37.84 $0.00 18.8% 5.4% 15.7% 12.4% 0.0% -5.7% -1.0% 1.0K -4.8K -27 0.00 106.67 N/A N/A 9 0 7 0 2021-12-30 $37.81 $0.00 17.3% 5.0% 15.7% 10.7% 0.0% 7.7% -4.8% 751 -1.4K -11 0.00 119.44 N/A N/A 9 0 7 0 2021-12-31 $37.75 $0.00 25.2% 7.2% 15.6% 19.4% 0.0% 10.3% -7.2% 1.1K -6.3K -30 0.00 135.66 N/A N/A 9 0 7 0
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