HEZU Options History — March 2022

In March 2022, HEZU traded between $30.59 and $35.29. ATM implied volatility averaged 38.6%, placing in the 52.2% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 2.6% (HV 20d: 36.0%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.11.

Notable Days

  • 2022-03-01: Highest Volume — 15 contracts
  • 2022-03-21: Largest IV spike — 62.4% change
  • 2022-03-07: Highest IV Rank — 100.0%
  • 2022-03-08: Largest Expected Move — 22.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.45$30.59$35.29$33.06$34.31
Max Pain$37.00$37.00$37.00$37.00$37.00
ATM IV38.6%23.1%67.8%38.4%28.4%
Expected Move10.6%4.8%22.4%11.0%6.2%
HV 20d36.0%25.0%40.1%25.0%36.0%
HV 60d24.6%18.9%27.2%18.9%27.2%
IV Rank52.2%25.8%100.0%54.6%34.5%
IV Percentile89.5%58.7%100.0%96.0%77.0%
Term Structure-8.6%-24.1%8.4%-2.1%-10.6%
VWIV51.8%15.6%84.5%49.1%22.6%
Skew 25d13.1%3.9%26.4%14.7%6.7%
Skew 10d23.1%-5.7%54.7%2.5%36.4%
Call IV 25d34.4%21.6%54.6%35.6%25.0%
Put IV 25d47.4%31.0%69.0%50.4%31.7%
Bid-Ask Spread %116.4889.17140.35126.1490.54
Gamma HHI0.610.441.000.441.00
Net GEX63501.7K1.1K470
Net DEX-3.3K-9.1K0-4.4K-3.4K
Net VEX-11-290-29-16
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.070.250.070.25
Total Volume10.217115155
Total OI12.13020204

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$33.06$37.0038.4%11.0%25.0%54.6%49.1%14.7%-2.1%1.1K-4.4K-290.07126.14N/AN/A141191
2022-03-02$33.66$37.0041.5%11.9%25.8%60.2%46.9%15.4%-4.8%1.6K-8.5K-290.07117.93N/AN/A141190
2022-03-03$32.75$37.0044.1%12.7%26.8%64.9%53.5%21.9%-4.5%1.3K-8.9K-280.07128.29N/AN/A141190
2022-03-04$31.38$37.0057.5%16.5%29.2%88.6%70.9%12.2%-11.4%675-3.6K-140.07123.39N/AN/A141190
2022-03-07$30.59$37.0067.8%19.4%29.7%100.0%84.5%14.4%-4.8%777-5.6K-160.07133.41N/AN/A141190
2022-03-08$31.36$37.0047.4%22.4%31.9%66.1%69.5%26.4%-10.3%767-5.0K-160.07126.07N/AN/A141190
2022-03-09$33.12$37.0036.7%17.3%38.6%48.3%60.3%23.8%5.1%1.1K-5.1K-150.07131.35N/AN/A141190
2022-03-10$32.34$37.0029.6%18.7%38.2%36.5%79.4%8.8%-1.5%655-2.5K-80.07121.94N/AN/A141190
2022-03-11$32.31$37.0037.4%15.7%38.2%49.4%83.1%3.9%-2.4%812-3.5K-100.07140.35N/AN/A141190
2022-03-14$32.84$0.0045.8%9.1%38.5%63.4%0.0%25.3%-9.1%1.0K-4.4K-90.07109.24N/AN/A141190
2022-03-15$33.10$0.0044.1%6.7%38.8%60.6%0.0%5.4%-24.1%619-1.8K-40.07101.06N/AN/A141190
2022-03-16$34.21$0.0035.4%8.5%40.0%46.1%0.0%11.3%-6.8%1.7K-9.1K-110.07138.49N/AN/A141190
2022-03-17$34.22$0.0030.5%8.3%39.9%37.9%0.0%10.1%-16.7%814-1.7K-20.07111.43N/AN/A141190
2022-03-18$34.50$0.0023.1%7.5%39.9%25.8%0.0%7.3%8.4%0000.07105.31N/AN/A141190
2022-03-21$34.10$0.0037.6%7.1%40.1%49.7%0.0%10.3%-20.3%0000.00117.68N/AN/A0100
2022-03-22$34.63$0.0031.8%6.7%39.7%40.1%0.0%19.6%-7.5%0000.0089.17N/AN/A0100
2022-03-23$33.99$0.0036.8%9.8%40.1%48.4%0.0%10.6%-4.1%0000.00121.85N/AN/A0100
2022-03-24$34.13$0.0038.1%6.5%40.0%50.7%0.0%5.4%-20.8%0000.00118.92N/AN/A0100
2022-03-25$34.19$0.0037.3%5.0%39.4%49.3%0.0%9.0%-14.0%0000.00109.25N/AN/A0100
2022-03-28$34.47$0.0045.1%4.8%38.5%62.2%19.0%17.4%-22.1%0000.25116.87N/AN/A4100
2022-03-29$35.29$37.0027.3%5.6%37.0%32.7%15.6%13.1%-4.7%574-4.4K-190.25108.52N/AN/A4140
2022-03-30$34.74$37.0025.9%6.7%37.2%30.3%19.4%7.4%-7.7%577-4.3K-180.2591.85N/AN/A4140
2022-03-31$34.31$37.0028.4%6.2%36.0%34.5%22.6%6.7%-10.6%470-3.4K-160.2590.54N/AN/A4140