HEZU Options History — June 2023 In June 2023, HEZU traded between $31.66 and $32.70. ATM implied volatility averaged 34.8%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 22.3% (HV 20d: 12.5%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-26 : Highest Volume — 15 contracts2023-06-30 : Largest IV spike — 308.1% change2023-06-02 : Highest IV Rank — 39.5%2023-06-02 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $32.15 $31.66 $32.70 $31.68 $32.70 Max Pain $32.67 $32.00 $34.00 $34.00 $32.00 ATM IV 34.8% 9.4% 65.5% 57.5% 38.3% Expected Move 8.0% 2.7% 18.8% 16.5% 11.0% HV 20d 12.5% 10.9% 13.3% 12.1% 11.5% HV 60d 12.7% 11.1% 15.3% 15.0% 11.3% IV Rank 17.4% 0.0% 39.5% 33.6% 20.7% IV Percentile 39.7% 0.0% 90.5% 83.3% 49.6% Term Structure 3.1% -10.8% 19.5% -8.7% 12.1% VWIV 10.7% 10.7% 10.7% 10.7% 10.7% Skew 25d 23.2% -16.7% 83.0% 83.0% 11.5% Skew 10d 29.4% -13.7% 92.6% 91.4% 15.6% Call IV 25d 19.6% 8.0% 50.7% 40.1% 37.3% Put IV 25d 42.8% 10.2% 126.2% 123.0% 48.7% Bid-Ask Spread % 132.10 107.70 168.44 159.39 154.35 Gamma HHI 0.55 0.44 0.89 0.50 0.44 Net GEX 3.2K 993 14.6K 1.3K 4.2K Net DEX -15.5K -41.1K -3.0K -12.5K -41.1K Net VEX -63 -105 -22 -67 -105 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 0.714 0 15 0 0 Total OI 20.571 16 31 19 31
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 2023-06-01 $31.68 $34.00 57.5% 16.5% 12.1% 33.6% 0.0% 83.0% -8.7% 1.3K -12.5K -67 0.00 159.39 N/A N/A 0 0 19 0 2023-06-02 $32.20 $34.00 65.5% 18.8% 13.3% 39.5% 0.0% 75.5% -10.8% 1.6K -21.6K -96 0.00 168.44 N/A N/A 0 0 19 0 2023-06-05 $31.91 $0.00 60.9% 4.6% 12.6% 36.1% 0.0% 13.1% 2.2% 1.8K -9.7K -64 0.00 114.02 N/A N/A 0 0 19 0 2023-06-06 $32.05 $0.00 36.6% 10.2% 12.7% 18.6% 0.0% 25.3% -10.7% 1.6K -5.9K -42 0.00 139.39 N/A N/A 0 0 19 0 2023-06-07 $31.95 $0.00 46.9% 4.1% 12.6% 26.0% 0.0% 8.0% 5.3% 1.2K -13.5K -73 0.00 108.58 N/A N/A 0 0 19 0 2023-06-08 $32.09 $0.00 51.1% 8.5% 12.7% 29.1% 0.0% 2.0% -9.3% 1.6K -13.2K -69 0.00 120.86 N/A N/A 0 0 19 0 2023-06-09 $31.98 $0.00 24.8% 3.8% 12.8% 10.1% 0.0% 11.3% -1.0% 1.4K -5.6K -42 0.00 120.01 N/A N/A 0 0 19 0 2023-06-12 $32.27 $0.00 62.8% 8.1% 13.1% 37.5% 0.0% -16.7% -10.3% 1.6K -11.9K -65 0.00 121.92 N/A N/A 0 0 19 0 2023-06-13 $32.41 $0.00 16.6% 4.0% 13.1% 4.1% 0.0% -5.3% 4.8% 1.9K -10.3K -59 0.00 117.04 N/A N/A 0 0 19 0 2023-06-14 $32.48 $0.00 12.7% 3.6% 13.0% 1.3% 0.0% 23.4% 9.2% 1.9K -14.3K -72 0.00 124.52 N/A N/A 0 0 19 0 2023-06-15 $32.53 $0.00 17.8% 5.1% 12.8% 5.0% 0.0% 3.6% 5.9% 1.6K -16.1K -65 0.00 107.70 N/A N/A 0 0 19 0 2023-06-16 $32.61 $0.00 39.3% 11.3% 12.6% 20.5% 0.0% 33.9% -9.3% 1.7K -9.8K -56 0.00 150.61 N/A N/A 0 0 19 0 2023-06-20 $32.30 $0.00 29.6% 8.5% 13.0% 13.5% 0.0% 11.5% 7.5% 1.4K -10.4K -56 0.00 139.06 N/A N/A 0 0 16 0 2023-06-21 $32.05 $0.00 29.3% 8.4% 13.3% 13.3% 0.0% 35.9% 15.2% 1.3K -12.4K -63 0.00 149.03 N/A N/A 0 0 16 0 2023-06-22 $31.94 $0.00 12.5% 3.6% 12.7% 1.2% 0.0% 31.7% 19.5% 1.2K -8.1K -48 0.00 135.70 N/A N/A 0 0 16 0 2023-06-23 $31.66 $0.00 27.5% 7.9% 12.0% 12.0% 0.0% 13.2% 5.2% 1.1K -5.3K -35 0.00 122.68 N/A N/A 0 0 16 0 2023-06-26 $31.73 $0.00 40.2% 11.5% 11.9% 21.2% 10.7% 32.6% 16.4% 993 -3.0K -22 0.00 144.83 N/A N/A 15 0 16 0 2023-06-27 $32.04 $32.00 42.4% 12.1% 11.9% 22.7% 0.0% 17.1% -2.4% 7.9K -30.4K -90 0.00 136.66 N/A N/A 0 0 31 0 2023-06-28 $32.20 $32.00 9.5% 2.7% 11.5% 0.0% 0.0% 42.2% 17.9% 14.6K -30.1K -57 0.00 110.14 N/A N/A 0 0 31 0 2023-06-29 $32.30 $32.00 9.4% 2.7% 10.9% 0.0% 0.0% 33.9% 7.1% 14.4K -39.5K -85 0.00 129.15 N/A N/A 0 0 31 0 2023-06-30 $32.70 $32.00 38.3% 11.0% 11.5% 20.7% 0.0% 11.5% 12.1% 4.2K -41.1K -105 0.00 154.35 N/A N/A 0 0 31 0
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