HEZU Options History — February 2022 In February 2022, HEZU traded between $34.21 and $37.21. ATM implied volatility averaged 27.3%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 9.3% (HV 20d: 18.1%). Max pain ranged from $37.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2022-02-04 : Highest Volume — 24 contracts2022-02-09 : Largest IV drop — 32.4% change2022-02-23 : Highest IV Rank — 50.3%2022-02-23 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $35.98 $34.21 $37.21 $37.13 $34.21 Max Pain $37.35 $37.00 $40.00 $40.00 $37.00 ATM IV 27.3% 17.9% 36.0% 33.1% 34.0% Expected Move 7.4% 5.1% 10.3% 9.5% 9.7% HV 20d 18.1% 13.2% 23.0% 13.3% 23.0% HV 60d 16.6% 15.0% 18.2% 15.0% 17.8% IV Rank 35.0% 18.3% 50.3% 45.2% 46.8% IV Percentile 75.3% 26.2% 94.8% 93.3% 93.7% Term Structure -3.8% -14.0% 3.6% -14.0% -2.6% VWIV 27.8% 16.7% 40.5% 36.7% 40.5% Skew 25d 6.6% -8.9% 19.6% -4.0% 5.9% Skew 10d 7.3% -27.6% 20.0% -7.3% 8.6% Call IV 25d 25.5% 15.1% 38.9% 34.1% 36.9% Put IV 25d 32.1% 19.5% 43.3% 30.1% 42.8% Bid-Ask Spread % 129.54 111.58 146.60 132.76 129.45 Gamma HHI 0.59 0.41 1.00 1.00 0.51 Net GEX 2.3K 363 3.7K 854 1.9K Net DEX -13.4K -23.4K -925 -3.0K -8.9K Net VEX -44 -73 -4 -11 -32 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 18.895 9 24 9 14 Total OI 18.263 7 26 7 19
Daily Data (19 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 2022-02-01 $37.13 $40.00 33.1% 9.5% 13.3% 45.2% 36.7% -4.0% -14.0% 854 -3.0K -11 0.00 132.76 N/A N/A 9 0 7 0 2022-02-02 $37.21 $40.00 25.1% 7.2% 13.2% 31.0% 39.7% -8.9% 3.6% 949 -4.2K -14 0.00 122.70 N/A N/A 9 0 7 0 2022-02-03 $36.33 $0.00 31.5% 6.8% 15.3% 42.4% 0.0% 6.3% -0.9% 384 -963 -4 0.00 111.58 N/A N/A 9 0 7 0 2022-02-04 $36.31 $0.00 25.1% 5.8% 15.3% 31.0% 28.9% 12.6% 0.2% 363 -925 -4 0.00 121.18 N/A N/A 24 0 7 0 2022-02-07 $36.29 $37.00 27.2% 7.0% 15.3% 34.8% 25.9% 12.7% -1.9% 3.0K -23.1K -73 0.00 125.18 N/A N/A 24 0 22 0 2022-02-08 $36.51 $37.00 30.8% 5.2% 15.3% 41.2% 20.8% 3.6% -1.1% 3.1K -17.9K -64 0.00 132.29 N/A N/A 24 0 22 0 2022-02-09 $37.14 $37.00 20.8% 6.0% 16.3% 23.5% 20.7% 8.0% -3.3% 3.6K -23.4K -69 0.00 126.78 N/A N/A 24 0 22 0 2022-02-10 $36.63 $37.00 17.9% 5.1% 16.9% 18.3% 17.7% 8.8% -2.5% 3.7K -17.8K -62 0.00 116.77 N/A N/A 24 0 22 0 2022-02-11 $35.84 $37.00 23.6% 6.8% 18.2% 28.4% 23.3% 3.4% -3.8% 3.0K -18.5K -62 0.00 138.67 N/A N/A 24 0 22 0 2022-02-14 $35.65 $37.00 25.9% 7.4% 18.2% 32.4% 28.8% 4.9% -10.5% 2.1K -14.1K -50 0.00 146.60 N/A N/A 24 0 22 0 2022-02-15 $36.42 $37.00 26.0% 7.5% 19.9% 32.7% 27.1% 16.3% -4.1% 2.1K -20.8K -60 0.00 130.83 N/A N/A 24 0 22 0 2022-02-16 $36.57 $37.00 25.1% 7.2% 20.0% 31.0% 26.5% 11.5% -5.9% 3.0K -20.6K -60 0.00 143.51 N/A N/A 24 0 22 0 2022-02-17 $36.10 $37.00 19.7% 5.6% 20.4% 21.3% 16.7% 12.7% 1.1% 3.2K -15.3K -50 0.00 125.49 N/A N/A 23 0 22 0 2022-02-18 $35.93 $37.00 23.1% 6.6% 19.6% 27.5% 28.4% 2.9% -1.8% 3.4K -16.1K -57 0.00 120.19 N/A N/A 23 0 26 0 2022-02-22 $35.06 $37.00 30.4% 8.7% 20.4% 40.4% 22.6% 19.6% -3.4% 2.5K -12.9K -46 0.00 141.25 N/A N/A 14 0 19 0 2022-02-23 $34.73 $37.00 36.0% 10.3% 20.6% 50.3% 29.4% -8.2% -2.4% 2.3K -12.2K -42 0.00 127.99 N/A N/A 14 0 19 0 2022-02-24 $34.41 $37.00 30.5% 8.8% 20.5% 40.7% 37.9% 6.3% -5.1% 1.9K -10.5K -38 0.00 141.11 N/A N/A 14 0 19 0 2022-02-25 $35.06 $37.00 33.0% 9.5% 21.6% 45.1% 27.6% 10.9% -13.7% 2.5K -13.8K -45 0.00 126.92 N/A N/A 14 0 19 0 2022-02-28 $34.21 $37.00 34.0% 9.7% 23.0% 46.8% 40.5% 5.9% -2.6% 1.9K -8.9K -32 0.00 129.45 N/A N/A 14 0 19 0
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