HEZU Options History — July 2022 In July 2022, HEZU traded between $30.06 and $32.77. ATM implied volatility averaged 38.4%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 10.1% (HV 20d: 28.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2022-07-18 : Highest Volume — 3 contracts2022-07-08 : Largest IV spike — 105.9% change2022-07-12 : Highest IV Rank — 100.0%2022-07-08 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $31.16 $30.06 $32.77 $31.59 $32.77 ATM IV 38.4% 24.3% 82.3% 31.3% 35.7% Expected Move 9.1% 5.5% 11.4% 9.0% 10.2% HV 20d 28.3% 24.9% 32.0% 26.8% 25.8% HV 60d 25.0% 22.6% 25.8% 22.6% 25.5% IV Rank 43.2% 20.2% 100.0% 37.3% 35.9% IV Percentile 76.9% 46.0% 100.0% 72.2% 79.8% Term Structure -5.0% -12.6% 9.9% -1.9% -11.5% Skew 25d 10.9% 1.1% 26.5% 1.1% 19.4% Skew 10d 5.2% -28.8% 24.7% 6.1% -22.0% Call IV 25d 32.0% 23.8% 46.0% 33.3% 24.2% Put IV 25d 42.9% 26.5% 55.2% 34.5% 43.6% Bid-Ask Spread % 122.64 101.19 137.55 134.69 122.47 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -143 -261 0 0 0 Net DEX 1.7K 0 4.4K 0 0 Net VEX -8 -21 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.95 0 3 0 3 Total OI 1.45 0 3 0 0
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 2022-07-01 $31.59 $0.00 31.3% 9.0% 26.8% 37.3% 0.0% 1.1% -1.9% 0 0 0 0.00 134.69 N/A N/A 0 0 0 0 2022-07-05 $30.06 $0.00 57.8% 5.5% 31.2% 82.7% 0.0% 7.2% 9.9% 0 0 0 0.00 119.91 N/A N/A 0 1 0 0 2022-07-06 $30.30 $0.00 52.3% 9.3% 31.0% 73.4% 0.0% 12.8% -9.2% -141 1.4K -2 0.00 127.44 N/A N/A 0 1 0 1 2022-07-07 $30.80 $0.00 26.8% 7.5% 32.0% 29.5% 0.0% 15.9% -4.0% -211 704 -1 0.00 107.50 N/A N/A 0 1 0 1 2022-07-08 $30.88 $0.00 55.2% 11.4% 32.0% 78.3% 0.0% 10.9% -12.4% -142 1.1K -2 0.00 120.16 N/A N/A 0 1 0 1 2022-07-11 $30.66 $0.00 42.2% 8.5% 31.7% 56.0% 0.0% 7.6% -12.6% -211 883 -1 0.00 105.93 N/A N/A 0 1 0 1 2022-07-12 $30.58 $0.00 82.3% 9.9% 31.1% 100.0% 0.0% 12.6% -8.4% -145 1.2K -1 0.00 126.69 N/A N/A 0 1 0 1 2022-07-13 $30.59 $0.00 24.3% 7.0% 29.8% 20.2% 0.0% 8.7% -2.9% -165 952 -1 0.00 101.19 N/A N/A 0 1 0 1 2022-07-14 $30.21 $0.00 34.5% 9.9% 29.8% 34.3% 0.0% 8.8% 3.9% -188 1.3K -1 0.00 120.72 N/A N/A 0 1 0 1 2022-07-15 $30.61 $0.00 34.0% 9.8% 29.0% 33.6% 0.0% 9.9% -2.0% -1 0 0 0.00 137.55 N/A N/A 0 1 0 1 2022-07-18 $30.66 $0.00 38.7% 11.1% 25.2% 40.0% 0.0% 8.2% -5.2% 0 0 0 0.00 130.72 N/A N/A 0 3 0 0 2022-07-19 $31.61 $0.00 32.3% 9.3% 27.2% 31.2% 0.0% 9.3% -2.0% -187 3.9K -21 0.00 129.60 N/A N/A 0 3 0 3 2022-07-20 $31.36 $0.00 29.0% 8.3% 27.1% 26.7% 0.0% 26.5% -3.4% -251 3.9K -21 0.00 120.96 N/A N/A 0 3 0 3 2022-07-21 $31.63 $0.00 26.9% 7.7% 27.0% 23.8% 0.0% 13.8% -6.5% -244 3.8K -21 0.00 123.44 N/A N/A 0 3 0 3 2022-07-22 $31.49 $0.00 32.1% 9.2% 27.0% 31.0% 0.0% 20.5% -4.1% -261 4.4K -21 0.00 119.21 N/A N/A 0 3 0 3 2022-07-25 $31.71 $0.00 32.2% 9.2% 24.9% 31.0% 0.0% 8.3% -4.0% -219 3.8K -21 0.00 135.29 N/A N/A 0 3 0 3 2022-07-26 $31.42 $0.00 28.3% 8.1% 25.0% 25.7% 0.0% 5.9% -11.3% -260 3.8K -21 0.00 113.98 N/A N/A 0 3 0 3 2022-07-27 $32.00 $0.00 37.6% 10.8% 25.9% 38.6% 0.0% 7.6% -2.7% -235 3.8K -20 0.00 134.74 N/A N/A 0 3 0 3 2022-07-28 $32.30 $0.00 34.5% 9.9% 26.1% 34.3% 0.0% 2.8% -9.0% 0 0 0 0.00 120.67 N/A N/A 0 3 0 0 2022-07-29 $32.77 $0.00 35.7% 10.2% 25.8% 35.9% 0.0% 19.4% -11.5% 0 0 0 0.00 122.47 N/A N/A 0 3 0 0
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