HEZU Options History — August 2022 In August 2022, HEZU traded between $31.03 and $33.52. ATM implied volatility averaged 31.9%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 14.6% (HV 20d: 17.2%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 5 of 23 days.
Notable Days 2022-08-01 : Highest Volume — 3 contracts2022-08-12 : Largest IV spike — 74.8% change2022-08-29 : Highest IV Rank — 49.6%2022-08-29 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $32.55 $31.03 $33.52 $32.58 $31.03 ATM IV 31.9% 15.4% 45.6% 27.3% 31.0% Expected Move 8.7% 4.4% 13.1% 7.8% 8.9% HV 20d 17.2% 14.2% 25.8% 25.8% 17.2% HV 60d 23.7% 22.9% 25.3% 25.3% 23.7% IV Rank 30.6% 7.9% 49.6% 24.3% 29.4% IV Percentile 63.2% 9.1% 93.7% 53.6% 62.7% Term Structure -4.0% -19.8% 23.7% 11.0% -9.0% Skew 25d 5.3% -19.8% 20.1% -4.5% 11.8% Skew 10d -4.6% -31.7% 25.1% -28.6% 7.4% Call IV 25d 32.0% 15.8% 53.0% 48.0% 30.5% Put IV 25d 37.2% 22.6% 49.9% 43.4% 42.3% Bid-Ask Spread % 127.28 110.16 154.81 127.64 154.81 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 0.913 0 3 3 3 Total OI 0 0 0 0 0
Daily Data (23 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 2022-08-01 $32.58 $0.00 27.3% 7.8% 25.8% 24.3% 0.0% -4.5% 11.0% 0 0 0 0.00 127.64 N/A N/A 0 3 0 0 2022-08-02 $32.38 $0.00 41.6% 11.9% 17.7% 44.0% 0.0% -3.9% -8.2% 0 0 0 0.00 127.20 N/A N/A 0 3 0 0 2022-08-03 $32.88 $0.00 37.5% 10.8% 18.2% 38.4% 0.0% -15.8% -15.9% 0 0 0 0.00 134.48 N/A N/A 0 3 0 0 2022-08-04 $32.90 $0.00 33.5% 8.8% 17.6% 32.9% 0.0% 7.6% -6.1% 0 0 0 0.00 114.78 N/A N/A 0 3 0 0 2022-08-05 $32.86 $0.00 37.9% 10.1% 17.7% 39.0% 0.0% 7.3% -6.9% 0 0 0 0.00 120.93 N/A N/A 0 3 0 0 2022-08-08 $32.88 $0.00 44.6% 9.5% 17.3% 48.1% 0.0% 4.5% -6.7% 0 0 0 0.00 128.06 N/A N/A 0 3 0 0 2022-08-09 $32.62 $0.00 45.0% 7.1% 17.6% 48.8% 0.0% 10.8% -5.1% 0 0 0 0.00 117.49 N/A N/A 0 0 0 0 2022-08-10 $33.07 $0.00 31.8% 9.1% 18.0% 30.5% 0.0% 4.6% -7.8% 0 0 0 0.00 110.16 N/A N/A 0 0 0 0 2022-08-11 $32.98 $0.00 15.4% 4.4% 17.1% 7.9% 0.0% 15.3% 7.2% 0 0 0 0.00 126.72 N/A N/A 0 0 0 0 2022-08-12 $33.44 $0.00 26.9% 7.7% 17.2% 23.8% 0.0% 6.9% -5.7% 0 0 0 0.00 136.79 N/A N/A 0 0 0 0 2022-08-15 $33.46 $0.00 31.0% 8.9% 17.2% 29.5% 0.0% 7.8% -14.9% 0 0 0 0.00 111.75 N/A N/A 0 0 0 0 2022-08-16 $33.52 $0.00 30.1% 8.6% 14.2% 28.2% 0.0% -2.8% -7.1% 0 0 0 0.00 121.31 N/A N/A 0 0 0 0 2022-08-17 $33.14 $0.00 31.4% 9.0% 14.6% 30.0% 0.0% 5.4% -4.7% 0 0 0 0.00 146.81 N/A N/A 0 0 0 0 2022-08-18 $33.16 $0.00 23.2% 6.6% 14.4% 18.7% 0.0% 19.6% 10.5% 0 0 0 0.00 135.80 N/A N/A 0 0 0 0 2022-08-19 $32.75 $0.00 16.8% 4.8% 15.2% 9.9% 0.0% 20.1% 23.7% 0 0 0 0.00 118.17 N/A N/A 0 0 0 0 2022-08-22 $32.06 $0.00 28.8% 8.3% 17.1% 26.4% 0.0% -2.3% 4.2% 0 0 0 0.00 119.71 N/A N/A 0 0 0 0 2022-08-23 $32.06 $0.00 33.4% 9.6% 16.7% 32.7% 0.0% 7.5% -1.5% 0 0 0 0.00 131.53 N/A N/A 0 0 0 0 2022-08-24 $32.22 $0.00 29.0% 8.3% 15.5% 26.7% 0.0% 10.0% -6.5% 0 0 0 0.00 119.84 N/A N/A 0 0 0 0 2022-08-25 $32.47 $0.00 29.5% 8.5% 15.4% 27.4% 0.0% 6.8% -9.1% 0 0 0 0.00 111.25 N/A N/A 0 0 0 0 2022-08-26 $31.46 $0.00 32.4% 9.3% 18.2% 31.4% 0.0% -19.8% -19.8% 0 0 0 0.00 125.45 N/A N/A 0 0 0 0 2022-08-29 $31.49 $0.00 45.6% 13.1% 18.2% 49.6% 0.0% 19.0% -11.8% 0 0 0 0.00 140.04 N/A N/A 0 0 0 0 2022-08-30 $31.29 $0.00 28.7% 8.2% 18.2% 26.3% 0.0% 5.2% -1.3% 0 0 0 0.00 146.74 N/A N/A 0 0 0 0 2022-08-31 $31.03 $0.00 31.0% 8.9% 17.2% 29.4% 0.0% 11.8% -9.0% 0 0 0 0.00 154.81 N/A N/A 0 3 0 0
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