HEZU Options History — April 2022 In April 2022, HEZU traded between $33.08 and $34.87. ATM implied volatility averaged 35.3%, placing in the 45.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 14.8% (HV 20d: 20.4%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.13.
Notable Days 2022-04-01 : Highest Volume — 5 contracts2022-04-06 : Largest IV spike — 68.3% change2022-04-12 : Highest IV Rank — 89.5%2022-04-29 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $33.96 $33.08 $34.87 $34.49 $33.48 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 35.3% 19.3% 61.5% 24.5% 40.0% Expected Move 8.1% 5.5% 11.5% 6.3% 11.5% HV 20d 20.4% 15.7% 31.8% 31.8% 16.9% HV 60d 27.4% 27.1% 27.8% 27.2% 27.8% IV Rank 45.9% 19.4% 89.5% 28.0% 53.8% IV Percentile 78.8% 33.3% 99.2% 63.5% 91.7% Term Structure -3.4% -15.9% 11.3% -5.6% -13.3% VWIV 28.1% 13.9% 44.8% 20.7% 44.8% Skew 25d 6.6% -9.0% 24.5% 5.1% -5.3% Skew 10d 23.1% 5.9% 37.8% 5.9% 22.5% Call IV 25d 28.9% 19.7% 47.1% 26.2% 47.1% Put IV 25d 35.5% 26.0% 52.1% 31.3% 41.9% Bid-Ask Spread % 115.41 88.28 141.34 90.57 135.67 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 408 188 516 510 379 Net DEX -2.4K -4.1K -558 -3.7K -2.0K Net VEX -11 -17 -3 -17 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.00 0.25 0.25 0.00 Total Volume 4.3 0 5 5 4 Total OI 4 4 4 4 4
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 2022-04-01 $34.49 $37.00 24.5% 6.3% 31.8% 28.0% 20.7% 5.1% -5.6% 510 -3.7K -17 0.25 90.57 N/A N/A 4 1 4 0 2022-04-04 $34.87 $37.00 28.6% 5.6% 29.8% 34.8% 21.2% 9.4% -2.1% 516 -3.7K -17 0.25 105.36 N/A N/A 4 1 4 0 2022-04-05 $34.38 $37.00 29.4% 6.3% 29.9% 36.2% 21.5% 10.6% 6.6% 499 -3.4K -15 0.25 103.24 N/A N/A 4 1 4 0 2022-04-06 $33.87 $37.00 49.5% 8.9% 24.0% 69.6% 39.6% 5.9% -6.4% 387 -2.8K -14 0.25 136.88 N/A N/A 4 1 4 0 2022-04-07 $34.02 $37.00 46.6% 8.2% 22.2% 64.7% 37.6% 24.5% -5.1% 392 -4.1K -17 0.25 126.21 N/A N/A 4 1 4 0 2022-04-08 $34.00 $37.00 51.4% 8.2% 22.2% 72.7% 27.1% 9.9% -5.5% 437 -2.6K -13 0.25 118.97 N/A N/A 4 1 4 0 2022-04-11 $33.76 $37.00 61.4% 8.4% 21.8% 89.3% 17.4% -7.7% 4.0% 386 -2.3K -11 0.25 130.47 N/A N/A 4 1 4 0 2022-04-12 $33.60 $37.00 61.5% 9.1% 21.8% 89.5% 39.4% -1.6% -0.8% 431 -2.8K -13 0.25 108.90 N/A N/A 4 1 4 0 2022-04-13 $33.88 $37.00 22.1% 6.3% 18.4% 24.1% 19.8% 15.5% -2.4% 421 -2.6K -11 0.25 120.27 N/A N/A 4 1 4 0 2022-04-14 $33.93 $37.00 23.5% 6.7% 18.4% 26.4% 40.3% -9.0% 5.0% 378 -1.7K -9 0.25 113.70 N/A N/A 4 1 4 0 2022-04-18 $33.95 $37.00 32.8% 9.4% 18.2% 41.9% 33.0% 7.3% -6.3% 441 -2.4K -11 0.00 123.68 N/A N/A 4 0 4 0 2022-04-19 $34.11 $37.00 24.3% 7.0% 17.8% 27.6% 13.9% -2.9% -1.5% 476 -1.9K -9 0.00 96.27 N/A N/A 4 0 4 0 2022-04-20 $34.41 $37.00 28.8% 8.3% 17.2% 35.2% 15.9% 7.6% 2.0% 444 -2.3K -10 0.00 88.28 N/A N/A 4 0 4 0 2022-04-21 $34.24 $37.00 27.4% 7.9% 15.9% 32.9% 39.0% 15.2% 11.3% 470 -2.0K -9 0.00 112.41 N/A N/A 4 0 4 0 2022-04-22 $33.95 $37.00 30.5% 8.7% 16.1% 38.0% 16.9% 2.2% -8.1% 371 -1.7K -8 0.00 99.93 N/A N/A 4 0 4 0 2022-04-25 $33.92 $37.00 19.3% 5.5% 16.1% 19.4% 18.6% 15.8% -3.5% 357 -1.3K -6 0.00 122.61 N/A N/A 4 0 4 0 2022-04-26 $33.08 $37.00 28.7% 8.2% 18.0% 35.1% 34.6% 16.9% -7.1% 188 -558 -3 0.00 109.28 N/A N/A 4 0 4 0 2022-04-27 $33.34 $37.00 38.0% 10.9% 15.7% 50.5% 0.0% 3.7% -13.5% 277 -1.4K -6 0.00 141.34 N/A N/A 0 0 4 0 2022-04-28 $33.97 $37.00 36.8% 10.5% 16.7% 48.4% 31.6% 8.8% -15.9% 397 -2.1K -8 0.00 124.25 N/A N/A 4 0 4 0 2022-04-29 $33.48 $37.00 40.0% 11.5% 16.9% 53.8% 44.8% -5.3% -13.3% 379 -2.0K -7 0.00 135.67 N/A N/A 4 0 4 0
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