HEZU Options History — December 2022 In December 2022, HEZU traded between $27.86 and $34.72. ATM implied volatility averaged 63.8%, placing in the 56.2% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 3.1% (HV 20d: 60.8%). Max pain ranged from $31.56 to $31.56. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 8 of 21 days.
Notable Days 2022-12-30 : Largest IV spike — 167.0% change2022-12-12 : Highest IV Rank — 100.0%2022-12-02 : Largest Expected Move — 21.1%Monthly Statistics Metric Avg Min Max Open Close Price $28.80 $27.86 $34.72 $34.72 $27.88 Max Pain $31.56 $31.56 $31.56 $31.56 $31.56 ATM IV 63.8% 23.7% 125.9% 72.5% 63.4% Expected Move 14.7% 6.8% 21.1% 20.8% 18.2% HV 20d 60.8% 18.2% 65.5% 18.2% 62.0% HV 60d 39.8% 21.5% 41.6% 21.5% 39.8% IV Rank 56.2% 7.9% 100.0% 85.6% 43.6% IV Percentile 84.9% 12.3% 100.0% 99.6% 94.4% Term Structure -8.0% -41.0% 12.5% -28.3% -9.6% Skew 25d 34.9% -64.2% 115.0% 43.5% 71.5% Skew 10d 33.5% -61.0% 122.3% 56.1% 66.4% Call IV 25d 44.0% 25.3% 85.1% 85.1% 28.9% Put IV 25d 78.9% 3.0% 167.3% 128.7% 100.4% Bid-Ask Spread % 161.86 148.23 174.77 161.70 163.33 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 323 -98 607 144 352 Net DEX 1.1K -3.1K 5.3K 5.3K 2.2K Net VEX -24 -43 0 -13 -20 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 12.381 0 13 13 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 2022-12-01 $34.72 $0.00 72.5% 20.8% 18.2% 85.6% 0.0% 43.5% -28.3% 144 5.3K -13 0.00 161.70 N/A N/A 0 0 11 2 2022-12-02 $29.23 $0.00 73.7% 21.1% 65.5% 87.5% 0.0% 81.2% 6.2% 0 0 0 0.00 161.47 N/A N/A 0 0 0 0 2022-12-05 $28.99 $31.56 76.7% 15.1% 64.6% 91.8% 0.0% 36.8% 12.5% 534 -3.1K -43 0.00 162.05 N/A N/A 0 0 11 2 2022-12-06 $28.91 $31.56 81.5% 12.1% 64.5% 99.0% 0.0% 88.0% 9.3% 533 -2.7K -40 0.00 168.62 N/A N/A 0 0 11 2 2022-12-07 $28.88 $31.56 70.8% 14.5% 64.4% 83.2% 0.0% 31.1% -16.2% 511 -804 -36 0.00 150.07 N/A N/A 0 0 11 2 2022-12-08 $28.79 $31.56 62.8% 16.0% 64.4% 71.4% 0.0% -13.8% 7.9% 281 5.0K -6 0.00 163.07 N/A N/A 0 0 11 2 2022-12-09 $28.88 $31.56 81.2% 15.2% 62.5% 98.5% 0.0% 22.4% -18.7% 524 -2.3K -40 0.00 162.03 N/A N/A 0 0 11 2 2022-12-12 $28.96 $31.56 117.7% 16.2% 62.1% 100.0% 0.0% -2.1% -6.3% 549 -1.9K -37 0.00 166.58 N/A N/A 0 0 11 2 2022-12-13 $29.23 $31.56 125.9% 11.3% 62.4% 100.0% 0.0% 52.2% -18.4% 607 -2.3K -39 0.00 159.91 N/A N/A 0 0 11 2 2022-12-14 $29.05 $31.56 61.0% 17.5% 62.3% 41.8% 0.0% -7.2% -11.4% -98 5.0K -7 0.00 174.77 N/A N/A 0 0 11 2 2022-12-15 $28.31 $31.56 36.0% 10.3% 62.6% 19.5% 0.0% 2.8% -41.0% 367 -1.1K -31 0.00 165.42 N/A N/A 0 0 11 2 2022-12-16 $28.07 $31.56 60.1% 17.2% 62.5% 41.1% 0.0% 38.3% 1.7% 403 -276 -31 0.00 170.19 N/A N/A 0 0 11 2 2022-12-19 $27.98 $31.56 34.6% 9.9% 62.2% 18.2% 0.0% -64.2% -21.8% 36 3.6K -14 0.00 164.20 N/A N/A 0 0 11 2 2022-12-20 $28.09 $31.56 57.2% 16.4% 62.3% 38.4% 0.0% 40.6% -12.6% 332 1.6K -23 0.00 167.65 N/A N/A 0 0 11 2 2022-12-21 $28.47 $31.56 50.4% 14.5% 62.6% 32.4% 0.0% 25.7% -5.3% 238 3.5K -14 0.00 164.30 N/A N/A 0 0 11 2 2022-12-22 $28.15 $31.56 63.7% 18.3% 62.5% 44.3% 0.0% 49.4% -18.7% 397 498 -26 0.00 161.71 N/A N/A 0 0 11 2 2022-12-23 $28.04 $31.56 58.0% 16.6% 62.2% 39.2% 0.0% 57.2% 1.3% 428 2.0K -23 0.00 156.32 N/A N/A 0 0 11 2 2022-12-27 $28.09 $31.56 34.5% 9.9% 62.3% 18.2% 0.0% 46.3% -9.8% 420 1.3K -24 0.00 154.41 N/A N/A 0 0 11 2 2022-12-28 $27.86 $31.56 35.4% 10.1% 62.1% 18.9% 0.0% 115.0% 5.9% 66 3.3K -16 0.00 148.23 N/A N/A 0 0 11 2 2022-12-29 $28.24 $31.56 23.7% 6.8% 62.0% 7.9% 0.0% 17.6% 5.6% 152 3.8K -13 0.00 152.97 N/A N/A 0 0 11 2 2022-12-30 $27.88 $31.56 63.4% 18.2% 62.0% 43.6% 0.0% 71.5% -9.6% 352 2.2K -20 0.00 163.33 N/A N/A 0 0 11 2
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