HEZU Options History — May 2022 In May 2022, HEZU traded between $31.80 and $34.47. ATM implied volatility averaged 31.6%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 9.3% (HV 20d: 22.3%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-05-02 : Highest Volume — 4 contracts2022-05-25 : Largest IV spike — 86.9% change2022-05-10 : Highest IV Rank — 67.0%2022-05-04 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $33.26 $31.80 $34.47 $33.40 $34.38 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 31.6% 19.1% 48.6% 28.0% 22.2% Expected Move 8.5% 5.5% 11.4% 8.0% 6.4% HV 20d 22.3% 16.3% 26.0% 16.7% 23.6% HV 60d 27.8% 24.8% 28.6% 27.4% 24.8% IV Rank 38.1% 16.3% 67.0% 33.8% 21.7% IV Percentile 71.8% 29.8% 96.8% 71.8% 43.7% Term Structure -4.5% -17.5% 17.6% -12.7% -1.7% VWIV 45.7% 43.4% 50.2% 43.4% 50.2% Skew 25d 9.7% -3.2% 23.8% 19.8% 8.2% Skew 10d 25.0% 10.5% 41.8% 24.6% 17.3% Call IV 25d 31.4% 22.0% 45.5% 22.6% 45.5% Put IV 25d 41.1% 25.9% 61.5% 42.4% 53.8% Bid-Ask Spread % 133.97 114.14 156.18 125.36 140.43 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 117 0 388 258 0 Net DEX -433 -2.4K 0 -763 0 Net VEX -1 -7 0 -3 0 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 2.857 0 4 4 0 Total OI 2.857 0 4 4 0
Daily Data (21 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 2022-05-02 $33.40 $37.00 28.0% 8.0% 16.7% 33.8% 43.4% 19.8% -12.7% 258 -763 -3 0.00 125.36 N/A N/A 4 0 4 0 2022-05-03 $33.60 $37.00 28.0% 8.0% 16.3% 33.9% 43.5% 9.4% -9.8% 316 -1.0K -4 0.00 125.47 N/A N/A 4 0 4 0 2022-05-04 $34.05 $37.00 39.9% 11.4% 16.5% 53.7% 50.2% 18.3% -10.7% 388 -2.4K -7 0.00 137.67 N/A N/A 4 0 4 0 2022-05-05 $33.10 $0.00 36.6% 9.0% 18.6% 48.2% 0.0% 18.6% -6.9% 226 -909 -3 0.00 116.29 N/A N/A 4 0 4 0 2022-05-06 $32.70 $0.00 38.4% 9.1% 18.9% 51.1% 0.0% 17.6% -8.0% 204 -962 -4 0.00 142.19 N/A N/A 4 0 4 0 2022-05-09 $31.80 $0.00 43.5% 10.7% 21.0% 58.3% 0.0% 11.2% -17.5% 89 -278 -1 0.00 135.38 N/A N/A 4 0 4 0 2022-05-10 $32.16 $0.00 48.6% 8.1% 21.5% 67.0% 0.0% 7.5% -4.1% 154 -537 -2 0.00 122.27 N/A N/A 4 0 4 0 2022-05-11 $32.28 $0.00 37.9% 10.9% 21.6% 48.5% 0.0% 12.4% -2.2% 200 -817 -2 0.00 131.98 N/A N/A 4 0 4 0 2022-05-12 $32.42 $0.00 34.0% 9.8% 21.4% 41.9% 0.0% -2.8% -4.7% 81 -195 -1 0.00 121.45 N/A N/A 4 0 4 0 2022-05-13 $33.32 $0.00 29.1% 8.4% 23.8% 33.5% 0.0% 7.4% -4.9% 185 -505 -2 0.00 133.24 N/A N/A 4 0 4 0 2022-05-16 $33.28 $0.00 33.9% 9.7% 23.8% 41.6% 0.0% -1.0% -9.2% 46 -69 0 0.00 144.68 N/A N/A 4 0 4 0 2022-05-17 $33.82 $0.00 19.1% 5.5% 24.5% 16.3% 0.0% -2.4% -1.4% 175 -328 -1 0.00 140.49 N/A N/A 4 0 4 0 2022-05-18 $33.00 $0.00 26.7% 7.7% 25.7% 29.4% 0.0% 4.2% -3.2% 111 -245 0 0.00 130.39 N/A N/A 4 0 4 0 2022-05-19 $33.01 $0.00 25.9% 7.4% 25.7% 27.9% 0.0% -3.2% 3.3% 2 -2 0 0.00 145.52 N/A N/A 4 0 4 0 2022-05-20 $33.14 $0.00 33.8% 9.7% 25.6% 41.5% 0.0% 9.0% -2.1% 26 -34 0 0.00 133.12 N/A N/A 4 0 4 0 2022-05-23 $33.49 $0.00 28.4% 8.1% 26.0% 32.3% 0.0% 5.5% -0.1% 0 0 0 0.00 114.14 N/A N/A 0 0 0 0 2022-05-24 $33.37 $0.00 19.3% 5.5% 24.4% 16.7% 0.0% -0.3% -0.6% 0 0 0 0.00 144.02 N/A N/A 0 0 0 0 2022-05-25 $33.58 $0.00 36.1% 10.4% 24.3% 45.5% 0.0% 19.5% -1.7% 0 0 0 0.00 156.18 N/A N/A 0 0 0 0 2022-05-26 $34.02 $0.00 33.4% 9.6% 23.8% 40.9% 0.0% 21.1% -14.2% 0 0 0 0.00 144.14 N/A N/A 0 0 0 0 2022-05-27 $34.47 $0.00 19.7% 5.6% 23.6% 17.2% 0.0% 23.8% 17.6% 0 0 0 0.00 128.92 N/A N/A 0 0 0 0 2022-05-31 $34.38 $0.00 22.2% 6.4% 23.6% 21.7% 0.0% 8.2% -1.7% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0
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