HEZU Options History — February 2023 In February 2023, HEZU traded between $30.94 and $31.66. ATM implied volatility averaged 46.0%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 36.6% (HV 20d: 9.5%). Max pain ranged from $31.56 to $31.56. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2023-02-21 : Largest IV spike — 93.7% change2023-02-01 : Highest IV Rank — 45.5%2023-02-01 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $31.29 $30.94 $31.66 $31.06 $31.20 Max Pain $31.56 $31.56 $31.56 $31.56 $31.56 ATM IV 46.0% 30.0% 65.7% 65.7% 53.8% Expected Move 12.0% 6.8% 18.8% 18.8% 15.4% HV 20d 9.5% 7.6% 12.2% 11.0% 12.0% HV 60d 38.3% 38.0% 39.3% 39.3% 38.1% IV Rank 27.7% 13.3% 45.5% 45.5% 34.8% IV Percentile 67.3% 21.8% 93.3% 93.3% 84.5% Term Structure -5.3% -22.8% 27.3% -9.0% 22.6% Skew 25d 47.9% 20.1% 88.4% 77.8% 88.4% Skew 10d 59.6% 32.5% 111.6% 111.6% 94.9% Call IV 25d 30.2% 15.4% 46.7% 46.7% 40.9% Put IV 25d 78.2% 46.9% 129.3% 124.5% 129.3% Bid-Ask Spread % 148.28 140.37 157.97 140.37 153.61 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3.2K -529 36.0K 1.2K -330 Net DEX -12.2K -37.2K 3.7K -18.8K 3.5K Net VEX -28 -51 -11 -51 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 12.263 2 17 17 2
Daily Data (19 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 2023-02-01 $31.06 $31.56 65.7% 18.8% 11.0% 45.5% 0.0% 77.8% -9.0% 1.2K -18.8K -51 0.00 140.37 N/A N/A 0 0 15 2 2023-02-02 $31.30 $0.00 65.0% 8.7% 9.5% 44.9% 0.0% 39.4% -11.8% 1.8K -15.0K -47 0.00 143.82 N/A N/A 0 0 15 2 2023-02-03 $31.30 $0.00 42.7% 10.0% 9.6% 24.7% 0.0% 53.9% -0.4% 5.1K -11.3K -43 0.00 151.97 N/A N/A 0 0 15 2 2023-02-06 $31.12 $0.00 34.7% 6.8% 8.8% 17.5% 0.0% 25.3% -4.9% 3.3K -15.6K -44 0.00 144.24 N/A N/A 0 0 15 2 2023-02-07 $31.27 $0.00 59.1% 9.6% 8.9% 39.6% 0.0% 34.2% -7.3% 1.3K -20.2K -44 0.00 151.54 N/A N/A 0 0 15 2 2023-02-08 $31.12 $0.00 40.3% 11.6% 9.2% 22.6% 0.0% 20.1% -14.6% 1.3K -19.1K -42 0.00 153.81 N/A N/A 0 0 15 2 2023-02-09 $31.20 $0.00 50.4% 14.5% 8.8% 31.7% 0.0% 45.5% -22.8% 2.8K -13.1K -37 0.00 144.63 N/A N/A 0 0 15 2 2023-02-10 $31.05 $0.00 30.3% 8.7% 8.8% 13.5% 0.0% 43.0% -16.4% 1.2K -18.7K -38 0.00 143.96 N/A N/A 0 0 15 2 2023-02-13 $31.34 $0.00 32.1% 9.2% 9.0% 15.2% 0.0% 38.3% -7.8% 1.3K -20.3K -32 0.00 148.07 N/A N/A 0 0 15 2 2023-02-14 $31.48 $0.00 38.9% 11.2% 9.1% 21.3% 0.0% 34.9% -13.8% 4.5K -20.0K -30 0.00 149.46 N/A N/A 0 0 15 2 2023-02-15 $31.63 $0.00 34.5% 9.9% 9.0% 17.3% 0.0% 25.1% -14.2% 1.5K -22.2K -27 0.00 153.26 N/A N/A 0 0 15 2 2023-02-16 $31.62 $0.00 42.4% 12.2% 7.7% 24.5% 0.0% 66.2% 27.3% 1.3K -22.4K -22 0.00 150.66 N/A N/A 0 0 15 2 2023-02-17 $31.66 $0.00 30.0% 8.6% 7.6% 13.3% 0.0% 43.3% 7.4% 36.0K -37.2K -13 0.00 140.61 N/A N/A 0 0 15 2 2023-02-21 $31.31 $0.00 58.2% 16.7% 8.8% 38.7% 0.0% 66.7% -7.4% -354 3.6K -12 0.00 147.56 N/A N/A 0 0 0 2 2023-02-22 $31.18 $0.00 50.8% 14.6% 8.9% 32.0% 0.0% 49.9% -7.5% -254 3.5K -12 0.00 157.97 N/A N/A 0 0 0 2 2023-02-23 $31.49 $0.00 47.1% 13.5% 9.4% 28.7% 0.0% 58.3% -4.8% -529 3.7K -11 0.00 151.33 N/A N/A 0 0 0 2 2023-02-24 $30.94 $0.00 37.4% 10.7% 11.5% 19.9% 0.0% 55.8% -0.7% -237 3.5K -12 0.00 143.56 N/A N/A 0 0 0 2 2023-02-27 $31.31 $0.00 61.1% 17.5% 12.2% 41.4% 0.0% 44.9% -15.3% -249 3.3K -12 0.00 146.86 N/A N/A 0 0 0 2 2023-02-28 $31.20 $0.00 53.8% 15.4% 12.0% 34.8% 0.0% 88.4% 22.6% -330 3.5K -11 0.00 153.61 N/A N/A 0 0 0 2
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