HEZU Options History — January 2022 In January 2022, HEZU traded between $35.97 and $38.46. ATM implied volatility averaged 23.8%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 11.7% (HV 20d: 12.2%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-01-03 : Highest Volume — 9 contracts2022-01-26 : Largest IV spike — 83.0% change2022-01-26 : Highest IV Rank — 45.2%2022-01-26 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $37.34 $35.97 $38.46 $38.26 $36.76 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 23.8% 15.0% 48.5% 15.1% 23.6% Expected Move 6.6% 4.0% 13.9% 4.3% 6.8% HV 20d 12.2% 10.4% 15.0% 15.0% 13.8% HV 60d 14.1% 13.7% 14.8% 13.8% 14.8% IV Rank 19.0% 8.2% 45.2% 8.2% 28.4% IV Percentile 57.1% 14.7% 98.0% 15.5% 65.5% Term Structure -4.2% -12.7% 4.2% 4.2% -6.2% VWIV 28.5% 17.7% 56.6% 17.7% 29.1% Skew 25d 5.2% -10.1% 17.5% -10.1% 6.2% Skew 10d 4.1% -21.5% 16.5% -14.3% 9.4% Call IV 25d 24.4% 13.7% 54.0% 26.7% 25.7% Put IV 25d 29.6% 16.6% 53.3% 16.6% 31.9% Bid-Ask Spread % 133.91 114.83 173.93 119.09 132.41 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 947 303 1.8K 1.3K 440 Net DEX -4.0K -7.4K -796 -7.4K -1.1K Net VEX -18 -32 -4 -32 -5 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 9 9 9 9 Total OI 7 7 7 7 7
Daily Data (20 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 2022-01-03 $38.26 $0.00 15.1% 4.3% 15.0% 8.2% 0.0% -10.1% 4.2% 1.3K -7.4K -32 0.00 119.09 N/A N/A 9 0 7 0 2022-01-04 $38.46 $0.00 20.7% 5.9% 14.0% 14.4% 0.0% -3.2% -8.9% 1.8K -5.2K -26 0.00 136.41 N/A N/A 9 0 7 0 2022-01-05 $38.18 $0.00 21.6% 6.2% 11.5% 15.4% 0.0% -7.8% -4.9% 1.4K -5.9K -28 0.00 140.66 N/A N/A 9 0 7 0 2022-01-06 $38.03 $40.00 17.8% 4.0% 11.4% 11.3% 17.7% 6.0% -1.4% 1.2K -3.5K -19 0.00 125.47 N/A N/A 9 0 7 0 2022-01-07 $37.97 $40.00 21.1% 5.2% 11.0% 14.9% 22.0% 10.5% -5.2% 1.2K -4.3K -21 0.00 121.82 N/A N/A 9 0 7 0 2022-01-10 $37.60 $40.00 25.6% 6.1% 11.6% 19.8% 25.8% 6.9% -3.7% 972 -5.6K -25 0.00 143.05 N/A N/A 9 0 7 0 2022-01-11 $37.93 $40.00 27.7% 6.2% 11.8% 22.2% 22.1% 7.4% -4.5% 1.2K -5.7K -24 0.00 135.47 N/A N/A 9 0 7 0 2022-01-12 $37.99 $40.00 18.5% 5.3% 11.5% 12.0% 18.3% 7.9% -2.4% 1.2K -4.5K -21 0.00 134.41 N/A N/A 9 0 7 0 2022-01-13 $37.72 $40.00 18.9% 5.4% 11.5% 12.4% 20.6% 7.2% -4.3% 1.1K -4.7K -22 0.00 128.44 N/A N/A 9 0 7 0 2022-01-14 $37.81 $40.00 15.0% 4.3% 11.2% 8.2% 18.6% 8.7% -3.0% 1.1K -5.4K -23 0.00 117.75 N/A N/A 9 0 7 0 2022-01-18 $37.44 $40.00 22.3% 6.4% 11.7% 16.2% 21.6% 9.9% -3.2% 994 -3.0K -16 0.00 114.83 N/A N/A 9 0 7 0 2022-01-19 $37.47 $40.00 22.1% 6.3% 11.4% 16.0% 28.4% 8.5% -0.6% 1.0K -4.7K -20 0.00 139.48 N/A N/A 9 0 7 0 2022-01-20 $37.38 $40.00 25.1% 7.2% 10.4% 19.4% 29.2% 17.5% -5.5% 993 -4.4K -18 0.00 139.41 N/A N/A 9 0 7 0 2022-01-21 $36.74 $40.00 30.8% 8.8% 11.5% 25.7% 35.1% 11.4% -6.7% 791 -4.2K -18 0.00 143.04 N/A N/A 9 0 7 0 2022-01-24 $36.07 $40.00 21.8% 6.3% 13.0% 15.7% 35.0% 10.4% -0.7% 394 -1.3K -7 0.00 134.11 N/A N/A 9 0 7 0 2022-01-25 $35.97 $40.00 26.5% 7.6% 12.4% 20.8% 41.4% 6.8% -3.7% 415 -1.6K -8 0.00 146.61 N/A N/A 9 0 7 0 2022-01-26 $36.20 $40.00 48.5% 13.9% 12.6% 45.2% 56.6% -0.7% -12.7% 637 -5.1K -19 0.00 173.93 N/A N/A 9 0 7 0 2022-01-27 $36.49 $40.00 24.9% 7.1% 13.1% 23.6% 28.2% 2.2% -3.3% 653 -2.1K -10 0.00 127.93 N/A N/A 9 0 7 0 2022-01-28 $36.40 $40.00 29.1% 8.4% 13.1% 29.5% 34.4% -2.5% -6.9% 303 -796 -4 0.00 123.80 N/A N/A 9 0 7 0 2022-01-31 $36.76 $40.00 23.6% 6.8% 13.8% 28.4% 29.1% 6.2% -6.2% 440 -1.1K -5 0.00 132.41 N/A N/A 9 0 7 0
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