HEZU Options History — March 2023

Name: HEZU Options Analytics - March 2023
Creator: Options Analysis Suite

In March 2023, HEZU traded between $29.77 and $31.74. ATM implied volatility averaged 60.9%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 43.9% (HV 20d: 17.0%). Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2023-03-02: Highest Volume — 6 contracts
2023-03-06: Largest IV spike — 92.2% change
2023-03-13: Highest IV Rank — 100.0%
2023-03-23: Largest Expected Move — 16.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.79	$29.77	$31.74	$31.14	$31.52
ATM IV	60.9%	30.0%	149.4%	51.0%	30.0%
Expected Move	13.1%	8.6%	16.3%	14.6%	8.6%
HV 20d	17.0%	11.9%	21.2%	11.9%	21.0%
HV 60d	16.2%	13.9%	38.1%	38.1%	15.0%
IV Rank	37.0%	10.9%	100.0%	32.3%	10.9%
IV Percentile	78.1%	19.4%	100.0%	81.3%	19.4%
Term Structure	-9.4%	-22.1%	5.7%	-1.0%	-6.5%
Skew 25d	47.5%	29.8%	77.6%	69.4%	56.7%
Skew 10d	52.2%	24.3%	102.1%	86.2%	64.9%
Call IV 25d	34.4%	22.9%	47.5%	44.2%	27.2%
Put IV 25d	82.0%	58.1%	125.1%	113.6%	83.9%
Bid-Ask Spread %	152.61	136.90	165.48	148.82	136.90
Gamma HHI	0.54	0.40	1.00	1.00	0.50
Net GEX	71	-268	242	-268	-64
Net DEX	-1.6K	-5.2K	3.5K	3.5K	-766
Net VEX	-47	-61	-11	-11	-42
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.304	0	6	0	0
Total OI	7.783	2	9	2	8

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-03-01	$31.14	$0.00	51.0%	14.6%	11.9%	32.3%	0.0%	69.4%	-1.0%	-268	3.5K	-11	148.82	N/A	N/A	0	0	2
2023-03-02	$31.38	$0.00	50.0%	14.3%	11.9%	31.3%	0.0%	35.1%	-4.5%	-268	3.2K	-11	151.25	N/A	N/A	6	0	2
2023-03-03	$31.74	$0.00	36.6%	10.5%	12.2%	19.2%	0.0%	77.6%	-1.1%	242	-5.2K	-61	152.31	N/A	N/A	0	6	2
2023-03-06	$31.66	$0.00	70.4%	11.4%	12.3%	49.8%	0.0%	31.7%	-19.6%	-231	-2.7K	-55	150.16	N/A	N/A	0	6	2
2023-03-07	$31.46	$0.00	58.1%	12.3%	12.3%	38.7%	0.0%	50.6%	-21.6%	-80	-4.1K	-60	143.94	N/A	N/A	0	6	2
2023-03-08	$31.57	$0.00	56.5%	10.3%	12.3%	37.2%	0.0%	37.8%	-12.7%	52	-947	-46	144.51	N/A	N/A	1	6	2
2023-03-09	$31.13	$0.00	80.9%	11.4%	13.2%	59.3%	0.0%	29.8%	-12.3%	91	-5.1K	-59	154.12	N/A	N/A	0	7	2
2023-03-10	$30.70	$0.00	94.4%	12.1%	14.0%	71.5%	0.0%	55.3%	-2.8%	135	-3.0K	-51	163.85	N/A	N/A	0	7	2
2023-03-13	$30.18	$0.00	135.7%	12.9%	15.1%	100.0%	0.0%	50.8%	-0.9%	240	-2.3K	-50	165.48	N/A	N/A	0	7	2
2023-03-14	$30.59	$0.00	149.4%	14.4%	15.6%	100.0%	0.0%	47.7%	-16.2%	29	-3.8K	-54	165.26	N/A	N/A	0	7	2
2023-03-15	$29.88	$0.00	46.3%	13.3%	17.3%	23.0%	0.0%	51.3%	-3.2%	138	-889	-44	164.68	N/A	N/A	0	7	2
2023-03-16	$30.34	$0.00	43.1%	12.4%	18.3%	20.7%	0.0%	43.6%	0.6%	239	-2.2K	-49	151.34	N/A	N/A	0	7	2
2023-03-17	$29.77	$0.00	39.2%	11.2%	19.2%	17.8%	0.0%	42.2%	-0.5%	153	-939	-48	149.62	N/A	N/A	0	7	2
2023-03-20	$30.16	$0.00	51.4%	14.7%	20.0%	26.9%	0.0%	41.6%	-10.6%	122	-1.3K	-48	153.37	N/A	N/A	0	6	2
2023-03-21	$30.73	$0.00	44.7%	12.8%	21.1%	21.9%	0.0%	43.8%	-9.1%	158	-2.1K	-52	146.39	N/A	N/A	0	6	2
2023-03-22	$30.45	$0.00	51.7%	14.8%	21.2%	27.1%	0.0%	42.1%	-9.0%	194	-1.4K	-49	160.53	N/A	N/A	0	6	2
2023-03-23	$30.38	$0.00	56.9%	16.3%	20.8%	31.0%	0.0%	42.1%	-19.9%	111	-1.6K	-50	152.32	N/A	N/A	0	6	2
2023-03-24	$30.27	$0.00	56.5%	16.2%	20.0%	30.7%	0.0%	44.1%	-16.2%	140	-1.1K	-47	154.76	N/A	N/A	0	6	2
2023-03-27	$30.52	$0.00	42.6%	12.2%	19.7%	20.3%	0.0%	50.3%	-22.1%	148	-1.9K	-50	147.30	N/A	N/A	0	6	2
2023-03-28	$30.37	$0.00	54.0%	15.5%	19.7%	28.8%	0.0%	63.0%	5.7%	113	-1.1K	-48	156.90	N/A	N/A	0	6	2
2023-03-29	$30.96	$0.00	51.7%	14.8%	21.0%	27.1%	0.0%	46.7%	-20.3%	112	-1.4K	-46	150.57	N/A	N/A	0	6	2
2023-03-30	$31.29	$0.00	49.6%	14.2%	21.2%	25.5%	0.0%	40.5%	-12.1%	132	-755	-42	145.61	N/A	N/A	0	6	2
2023-03-31	$31.52	$0.00	30.0%	8.6%	21.0%	10.9%	0.0%	56.7%	-6.5%	-64	-766	-42	136.90	N/A	N/A	0	6	2