HEZU Options History — June 2022 In June 2022, HEZU traded between $30.96 and $34.56. ATM implied volatility averaged 32.6%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 9.1% (HV 20d: 23.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2022-06-03 : Largest IV spike — 68.0% change2022-06-30 : Highest IV Rank — 59.1%2022-06-30 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $32.54 $30.96 $34.56 $34.17 $31.28 ATM IV 32.6% 22.3% 44.0% 30.7% 44.0% Expected Move 9.1% 6.3% 12.6% 8.8% 12.6% HV 20d 23.5% 17.6% 27.9% 23.7% 26.9% HV 60d 22.0% 20.1% 24.2% 24.2% 22.6% IV Rank 39.5% 21.7% 59.1% 36.2% 59.1% IV Percentile 75.5% 44.4% 93.7% 76.2% 93.7% Term Structure -4.8% -18.2% 14.5% 6.9% -7.2% Skew 25d 4.9% -4.5% 14.5% -4.5% 8.8% Skew 10d 5.0% -10.4% 22.7% 22.7% 0.5% Call IV 25d 36.4% 22.3% 57.9% 42.5% 55.5% Put IV 25d 41.3% 27.7% 64.3% 38.0% 64.3% Bid-Ask Spread % 131.27 112.23 146.60 141.30 136.70 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2022-06-01 $34.17 $0.00 30.7% 8.8% 23.7% 36.2% 0.0% -4.5% 6.9% 0 0 0 0.00 141.30 N/A N/A 0 0 0 0 2022-06-02 $34.54 $0.00 22.3% 6.3% 23.5% 21.7% 0.0% 0.6% 14.5% 0 0 0 0.00 113.39 N/A N/A 0 0 0 0 2022-06-03 $34.19 $0.00 37.4% 8.0% 21.3% 47.7% 0.0% 13.2% 0.0% 0 0 0 0.00 123.40 N/A N/A 0 0 0 0 2022-06-06 $34.56 $0.00 29.6% 6.5% 20.9% 34.3% 0.0% 10.3% 4.6% 0 0 0 0.00 146.60 N/A N/A 0 0 0 0 2022-06-07 $34.54 $0.00 31.4% 8.4% 17.6% 37.5% 0.0% 6.0% -3.2% 0 0 0 0.00 130.80 N/A N/A 0 0 0 0 2022-06-08 $34.07 $0.00 27.0% 7.7% 18.5% 29.8% 0.0% -1.9% -4.7% 0 0 0 0.00 125.19 N/A N/A 0 0 0 0 2022-06-09 $33.51 $0.00 30.3% 8.7% 19.7% 35.6% 0.0% 11.7% -18.2% 0 0 0 0.00 131.70 N/A N/A 0 0 0 0 2022-06-10 $32.82 $0.00 31.5% 9.0% 21.2% 37.7% 0.0% 5.0% -0.7% 0 0 0 0.00 143.60 N/A N/A 0 0 0 0 2022-06-13 $31.91 $0.00 24.8% 7.1% 21.1% 26.0% 0.0% 1.8% -2.1% 0 0 0 0.00 126.87 N/A N/A 0 0 0 0 2022-06-14 $31.55 $0.00 35.3% 10.1% 21.3% 44.1% 0.0% 9.2% -8.1% 0 0 0 0.00 135.46 N/A N/A 0 0 0 0 2022-06-15 $32.26 $0.00 28.8% 8.3% 22.2% 32.9% 0.0% -0.1% -3.8% 0 0 0 0.00 141.89 N/A N/A 0 0 0 0 2022-06-16 $30.96 $0.00 43.8% 12.5% 25.0% 58.7% 0.0% 5.0% -10.3% 0 0 0 0.00 141.63 N/A N/A 0 0 0 0 2022-06-17 $31.31 $0.00 34.4% 9.9% 25.5% 42.5% 0.0% -2.3% -14.0% 0 0 0 0.00 138.68 N/A N/A 0 0 0 0 2022-06-21 $31.64 $0.00 27.2% 7.8% 25.8% 30.3% 0.0% 13.3% -1.2% 0 0 0 0.00 128.53 N/A N/A 0 0 0 0 2022-06-22 $31.33 $0.00 35.2% 10.1% 25.5% 43.9% 0.0% 14.5% -12.6% 0 0 0 0.00 112.23 N/A N/A 0 0 0 0 2022-06-23 $31.12 $0.00 34.7% 9.9% 25.5% 43.0% 0.0% 12.8% -7.6% 0 0 0 0.00 128.80 N/A N/A 0 0 0 0 2022-06-24 $32.05 $0.00 37.8% 10.8% 27.9% 48.5% 0.0% 2.0% -11.7% 0 0 0 0.00 130.22 N/A N/A 0 0 0 0 2022-06-27 $31.87 $0.00 32.2% 9.2% 27.3% 38.8% 0.0% -2.6% -11.4% 0 0 0 0.00 120.46 N/A N/A 0 0 0 0 2022-06-28 $31.83 $0.00 33.0% 9.5% 26.6% 40.1% 0.0% -0.9% -7.6% 0 0 0 0.00 132.02 N/A N/A 0 0 0 0 2022-06-29 $31.73 $0.00 34.0% 9.7% 26.6% 41.8% 0.0% 1.6% -2.1% 0 0 0 0.00 127.14 N/A N/A 0 0 0 0 2022-06-30 $31.28 $0.00 44.0% 12.6% 26.9% 59.1% 0.0% 8.8% -7.2% 0 0 0 0.00 136.70 N/A N/A 0 0 0 0
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