HEZU Options History — November 2022 In November 2022, HEZU traded between $31.33 and $34.78. ATM implied volatility averaged 40.5%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 21.5% (HV 20d: 19.0%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.19.
Notable Days 2022-11-18 : Highest Volume — 16 contracts2022-11-30 : Largest IV spike — 85.7% change2022-11-28 : Highest IV Rank — 84.1%2022-11-28 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $33.38 $31.33 $34.78 $31.88 $34.78 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 40.5% 28.5% 71.4% 40.7% 68.5% Expected Move 11.3% 8.2% 20.5% 11.7% 19.6% HV 20d 19.0% 17.0% 20.5% 18.5% 19.4% HV 60d 22.0% 21.2% 23.2% 21.3% 21.6% IV Rank 41.1% 23.8% 84.1% 42.8% 79.7% IV Percentile 70.6% 34.9% 99.2% 82.9% 98.8% Term Structure -10.6% -29.6% 10.5% 0.8% -25.7% VWIV 52.5% 49.1% 55.9% 49.1% 55.9% Skew 25d 15.3% -45.7% 55.5% 30.0% 47.7% Skew 10d 24.9% -28.4% 67.6% 10.4% 56.4% Call IV 25d 46.5% 23.0% 79.1% 31.6% 77.4% Put IV 25d 61.7% 1.4% 125.1% 61.7% 125.1% Bid-Ask Spread % 143.95 116.19 170.65 132.27 159.74 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 318 -99 774 276 188 Net DEX -2.0K -8.0K 6.0K -2.4K 5.2K Net VEX -9 -40 0 -5 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.19 0.18 1.50 1.50 0.18 Total Volume 5.857 0 16 5 0 Total OI 5.429 2 13 2 13
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 2022-11-01 $31.88 $33.00 40.7% 11.7% 18.5% 42.8% 49.1% 30.0% 0.8% 276 -2.4K -5 1.50 132.27 N/A N/A 2 3 2 0 2022-11-02 $31.40 $33.00 50.6% 14.5% 19.5% 56.4% 55.9% 18.6% -10.4% 226 -2.3K -5 1.50 146.18 N/A N/A 2 3 2 0 2022-11-03 $31.33 $0.00 44.5% 9.4% 18.6% 48.0% 0.0% -0.8% -8.2% 237 -2.0K -5 1.50 170.65 N/A N/A 2 3 2 0 2022-11-04 $32.16 $0.00 34.8% 9.4% 18.6% 34.7% 0.0% 10.1% -3.4% 336 -2.2K -5 1.50 130.92 N/A N/A 2 3 2 0 2022-11-07 $32.31 $0.00 38.1% 8.2% 18.6% 39.2% 0.0% 4.9% 10.5% 389 -2.4K -4 1.50 118.42 N/A N/A 2 3 2 0 2022-11-08 $32.53 $0.00 37.1% 9.9% 17.0% 37.8% 0.0% 7.3% -1.0% 417 -2.6K -4 1.50 127.55 N/A N/A 2 3 2 0 2022-11-09 $32.29 $0.00 34.4% 9.9% 17.5% 34.1% 0.0% 3.7% -9.9% 468 -2.2K -4 1.50 146.24 N/A N/A 2 3 2 0 2022-11-10 $33.52 $0.00 32.1% 9.2% 20.5% 30.9% 0.0% 11.9% -8.6% 327 -4.2K -4 1.50 139.45 N/A N/A 2 3 2 0 2022-11-11 $33.95 $0.00 31.9% 9.2% 20.1% 30.7% 0.0% 13.1% -5.6% 362 -4.4K -3 1.50 128.89 N/A N/A 2 3 2 0 2022-11-14 $33.88 $0.00 28.5% 8.2% 19.5% 26.0% 0.0% 7.0% -6.6% 336 -4.5K -3 1.50 116.19 N/A N/A 2 3 2 0 2022-11-15 $33.89 $0.00 34.8% 10.0% 19.4% 34.6% 0.0% 11.3% 0.1% 412 -5.1K -2 1.50 137.82 N/A N/A 2 3 2 0 2022-11-16 $33.72 $0.00 34.3% 9.8% 19.2% 33.9% 0.0% 18.2% -11.1% 556 -5.1K -2 1.50 131.48 N/A N/A 2 3 2 0 2022-11-17 $33.79 $0.00 35.4% 10.2% 19.1% 31.8% 0.0% 45.4% -7.8% 191 -4.0K -1 1.50 144.24 N/A N/A 2 3 2 0 2022-11-18 $34.10 $0.00 42.5% 12.2% 19.1% 41.7% 0.0% 42.5% -12.7% 0 -6.8K 0 0.23 143.01 N/A N/A 13 3 2 0 2022-11-21 $34.04 $0.00 37.6% 10.8% 19.1% 34.7% 0.0% 55.5% -8.6% 774 -8.0K -40 0.18 146.49 N/A N/A 11 2 11 0 2022-11-22 $34.26 $0.00 30.2% 8.7% 18.7% 23.8% 0.0% 3.8% -15.6% 654 -1.9K -31 0.18 161.52 N/A N/A 11 2 11 1 2022-11-23 $34.25 $0.00 32.7% 9.4% 18.7% 27.1% 0.0% -3.2% -19.3% 662 -2.2K -32 0.18 159.63 N/A N/A 11 2 11 1 2022-11-25 $34.55 $0.00 53.6% 15.4% 18.7% 57.9% 0.0% -45.7% -29.6% -64 3.2K -3 0.00 157.79 N/A N/A 0 3 11 1 2022-11-28 $34.13 $0.00 71.4% 20.5% 19.5% 84.1% 0.0% 43.1% -25.4% -99 6.0K -8 0.00 162.20 N/A N/A 0 0 11 2 2022-11-29 $34.26 $0.00 36.9% 10.6% 19.1% 33.3% 0.0% -3.7% -24.2% 25 5.8K -10 0.00 162.30 N/A N/A 0 0 11 2 2022-11-30 $34.78 $0.00 68.5% 19.6% 19.4% 79.7% 0.0% 47.7% -25.7% 188 5.2K -13 0.00 159.74 N/A N/A 0 0 11 2
« Oct 2022 | All History | Dec 2022 » Home HEZU History November 2022