HEZU Options History — October 2022 In October 2022, HEZU traded between $29.14 and $31.79. ATM implied volatility averaged 37.4%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 12.9% (HV 20d: 24.5%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.50.
Notable Days 2022-10-26 : Highest Volume — 5 contracts2022-10-19 : Largest IV spike — 52.2% change2022-10-11 : Highest IV Rank — 52.1%2022-10-21 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.39 $29.14 $31.79 $29.56 $31.57 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 37.4% 26.8% 47.4% 36.4% 27.5% Expected Move 10.0% 7.4% 12.2% 10.4% 7.9% HV 20d 24.5% 21.2% 26.5% 23.8% 21.2% HV 60d 21.1% 20.0% 21.6% 20.0% 21.1% IV Rank 38.2% 23.6% 52.1% 36.9% 24.5% IV Percentile 73.0% 35.3% 94.0% 73.8% 35.7% Term Structure -0.7% -21.3% 18.0% -15.0% 6.2% VWIV 33.5% 20.4% 46.1% 28.9% 30.5% Skew 25d 8.8% -3.6% 23.4% 8.0% 5.6% Skew 10d 18.7% 2.4% 30.5% 6.3% 30.5% Call IV 25d 38.0% 27.1% 53.8% 45.6% 29.4% Put IV 25d 46.8% 32.8% 65.9% 53.5% 35.0% Bid-Ask Spread % 124.50 109.70 138.59 134.10 129.29 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 47 0 336 0 317 Net DEX -227 -1.7K 0 0 -1.5K Net VEX -1 -5 0 0 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.50 1.50 1.50 1.50 1.50 Total Volume 3.381 3 5 3 5 Total OI 0.286 0 2 0 2
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 2022-10-03 $29.56 $0.00 36.4% 10.4% 23.8% 36.9% 0.0% 8.0% -15.0% 0 0 0 0.00 134.10 N/A N/A 0 3 0 0 2022-10-04 $30.53 $0.00 31.0% 8.9% 26.4% 29.5% 0.0% 4.6% -11.9% 0 0 0 0.00 116.08 N/A N/A 0 3 0 0 2022-10-05 $30.54 $0.00 36.2% 10.4% 26.1% 36.6% 0.0% 4.7% -17.2% 0 0 0 0.00 122.92 N/A N/A 0 3 0 0 2022-10-06 $30.10 $0.00 45.8% 7.4% 26.5% 49.8% 28.9% 11.0% 7.2% 0 0 0 0.00 112.62 N/A N/A 0 3 0 0 2022-10-07 $29.50 $0.00 43.1% 8.4% 25.2% 46.1% 28.8% 15.2% -3.4% 0 0 0 0.00 122.61 N/A N/A 0 3 0 0 2022-10-10 $29.60 $0.00 37.4% 7.8% 24.4% 38.3% 20.4% 4.5% 6.8% 0 0 0 0.00 109.70 N/A N/A 0 3 0 0 2022-10-11 $29.14 $0.00 47.4% 11.0% 23.4% 52.1% 29.8% 1.1% 4.8% 0 0 0 0.00 117.93 N/A N/A 0 3 0 0 2022-10-12 $29.16 $0.00 39.2% 11.2% 23.4% 40.7% 34.5% 13.0% -0.6% 0 0 0 0.00 138.59 N/A N/A 0 3 0 0 2022-10-13 $29.70 $0.00 34.4% 9.8% 24.6% 34.1% 31.6% 14.6% 2.7% 0 0 0 0.00 128.36 N/A N/A 0 3 0 0 2022-10-14 $29.52 $0.00 36.2% 10.4% 24.5% 36.6% 21.5% 23.4% -9.5% 0 0 0 0.00 115.96 N/A N/A 0 3 0 0 2022-10-17 $30.19 $0.00 37.0% 10.6% 26.0% 37.7% 46.1% 0.7% -5.7% 0 0 0 0.00 113.62 N/A N/A 0 3 0 0 2022-10-18 $30.55 $0.00 26.8% 7.7% 25.7% 23.6% 28.9% 5.0% 5.0% 0 0 0 0.00 128.47 N/A N/A 0 3 0 0 2022-10-19 $30.30 $0.00 40.8% 11.7% 25.8% 42.9% 35.8% 5.6% 2.9% 0 0 0 0.00 135.86 N/A N/A 0 3 0 0 2022-10-20 $30.30 $0.00 40.7% 11.7% 25.8% 42.8% 32.0% 11.0% 16.7% 0 0 0 0.00 133.41 N/A N/A 0 3 0 0 2022-10-21 $30.63 $0.00 42.7% 12.2% 24.3% 45.5% 38.4% 5.0% 14.1% 0 0 0 0.00 117.90 N/A N/A 0 3 0 0 2022-10-24 $30.98 $0.00 39.9% 11.4% 24.4% 41.6% 45.3% 17.1% 18.0% 0 0 0 0.00 135.70 N/A N/A 0 3 0 0 2022-10-25 $31.46 $0.00 38.8% 11.1% 24.5% 40.2% 45.9% -3.6% 7.9% 0 0 0 0.00 120.73 N/A N/A 0 3 0 0 2022-10-26 $31.51 $0.00 30.9% 8.9% 24.3% 29.3% 35.7% 15.0% -14.3% 0 0 0 1.50 129.30 N/A N/A 2 3 0 0 2022-10-27 $31.50 $33.00 34.5% 9.9% 21.9% 34.2% 37.4% 13.8% -8.5% 329 -1.6K -5 1.50 129.75 N/A N/A 2 3 2 0 2022-10-28 $31.79 $33.00 38.8% 11.1% 21.9% 40.2% 30.8% 10.2% -21.3% 336 -1.7K -5 1.50 121.63 N/A N/A 2 3 2 0 2022-10-31 $31.57 $33.00 27.5% 7.9% 21.2% 24.5% 30.5% 5.6% 6.2% 317 -1.5K -4 1.50 129.29 N/A N/A 2 3 2 0
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