HEZU Options History — September 2022 In September 2022, HEZU traded between $28.85 and $32.20. ATM implied volatility averaged 40.4%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 19.8% (HV 20d: 20.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2022-09-06 : Highest Volume — 3 contracts2022-09-13 : Largest IV spike — 58.4% change2022-09-13 : Highest IV Rank — 85.4%2022-09-30 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.50 $28.85 $32.20 $30.76 $28.90 ATM IV 40.4% 26.3% 71.7% 44.5% 45.8% Expected Move 10.0% 5.9% 13.1% 12.8% 13.1% HV 20d 20.6% 17.2% 22.4% 17.2% 22.2% HV 60d 21.9% 19.2% 23.7% 23.7% 19.5% IV Rank 42.3% 23.0% 85.4% 48.0% 49.9% IV Percentile 79.3% 40.5% 99.6% 91.7% 93.3% Term Structure -8.0% -25.6% 6.0% -14.5% -9.7% Skew 25d 8.2% -7.6% 29.3% 4.9% 16.0% Skew 10d 12.0% -2.5% 32.7% 5.4% 17.7% Call IV 25d 35.7% 18.7% 52.9% 50.3% 49.8% Put IV 25d 43.9% 32.3% 65.8% 55.2% 65.8% Bid-Ask Spread % 139.00 121.86 151.47 150.65 132.79 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 1.286 0 3 0 3 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 2022-09-01 $30.76 $0.00 44.5% 12.8% 17.2% 48.0% 0.0% 4.9% -14.5% 0 0 0 0.00 150.65 N/A N/A 0 0 0 0 2022-09-02 $30.45 $0.00 44.0% 12.6% 17.4% 47.3% 0.0% 1.6% -21.2% 0 0 0 0.00 146.57 N/A N/A 0 0 0 0 2022-09-06 $30.73 $0.00 45.3% 9.9% 17.9% 49.1% 0.0% 21.2% -23.7% 0 0 0 0.00 141.69 N/A N/A 0 3 0 0 2022-09-07 $31.09 $0.00 33.8% 7.5% 18.6% 33.3% 0.0% 11.3% 5.0% 0 0 0 0.00 151.47 N/A N/A 0 3 0 0 2022-09-08 $30.90 $0.00 52.4% 5.9% 17.6% 59.0% 0.0% 9.8% 3.5% 0 0 0 0.00 150.99 N/A N/A 0 0 0 0 2022-09-09 $31.70 $0.00 35.8% 8.4% 20.4% 36.1% 0.0% 3.5% -2.8% 0 0 0 0.00 131.15 N/A N/A 0 0 0 0 2022-09-12 $32.20 $0.00 45.2% 10.1% 20.6% 49.0% 0.0% 15.9% -25.6% 0 0 0 0.00 121.86 N/A N/A 0 0 0 0 2022-09-13 $31.38 $0.00 71.7% 7.5% 22.2% 85.4% 0.0% 6.9% 2.3% 0 0 0 0.00 126.29 N/A N/A 0 3 0 0 2022-09-14 $31.40 $0.00 40.6% 11.6% 22.2% 42.7% 0.0% 29.3% -18.6% 0 0 0 0.00 134.72 N/A N/A 0 0 0 0 2022-09-15 $31.15 $0.00 26.3% 7.5% 22.1% 23.0% 0.0% 8.0% -1.5% 0 0 0 0.00 135.61 N/A N/A 0 0 0 0 2022-09-16 $30.87 $0.00 37.2% 10.7% 22.1% 38.0% 0.0% 9.4% -11.8% 0 0 0 0.00 147.02 N/A N/A 0 3 0 0 2022-09-19 $30.99 $0.00 30.4% 8.7% 22.0% 28.6% 0.0% 2.9% -3.6% 0 0 0 0.00 142.05 N/A N/A 0 0 0 0 2022-09-20 $30.46 $0.00 33.6% 9.6% 21.6% 33.0% 0.0% -4.3% 6.0% 0 0 0 0.00 136.20 N/A N/A 0 0 0 0 2022-09-21 $30.40 $0.00 38.1% 10.9% 21.6% 39.2% 0.0% -7.6% -12.5% 0 0 0 0.00 150.88 N/A N/A 0 0 0 0 2022-09-22 $30.36 $0.00 30.5% 8.7% 21.4% 28.7% 0.0% 9.9% -9.3% 0 0 0 0.00 134.10 N/A N/A 0 0 0 0 2022-09-23 $29.60 $0.00 32.9% 9.4% 22.4% 32.1% 0.0% 10.7% -8.4% 0 0 0 0.00 138.18 N/A N/A 0 0 0 0 2022-09-26 $29.45 $0.00 41.4% 11.9% 20.0% 43.7% 0.0% 7.3% -4.3% 0 0 0 0.00 140.82 N/A N/A 0 3 0 0 2022-09-27 $29.23 $0.00 38.7% 11.1% 20.0% 40.0% 0.0% -0.3% 1.4% 0 0 0 0.00 137.49 N/A N/A 0 3 0 0 2022-09-28 $29.59 $0.00 34.4% 9.9% 20.8% 34.1% 0.0% 5.5% -10.1% 0 0 0 0.00 131.94 N/A N/A 0 3 0 0 2022-09-29 $28.85 $0.00 45.4% 13.0% 22.2% 49.2% 0.0% 10.8% -8.5% 0 0 0 0.00 136.60 N/A N/A 0 3 0 0 2022-09-30 $28.90 $0.00 45.8% 13.1% 22.2% 49.9% 0.0% 16.0% -9.7% 0 0 0 0.00 132.79 N/A N/A 0 3 0 0
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