HEZU Options History — July 2023 In July 2023, HEZU traded between $30.98 and $32.70. ATM implied volatility averaged 32.7%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 17.5% (HV 20d: 15.2%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-12 : Highest Volume — 1 contracts2023-07-07 : Largest IV spike — 271.2% change2023-07-27 : Highest IV Rank — 33.0%2023-07-27 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $31.97 $30.98 $32.70 $32.11 $32.70 Max Pain $33.45 $32.00 $34.00 $32.00 $33.00 ATM IV 32.7% 9.1% 55.6% 16.9% 9.8% Expected Move 8.9% 2.6% 15.9% 4.9% 2.8% HV 20d 15.2% 12.1% 16.3% 12.1% 15.0% HV 60d 13.1% 12.0% 13.6% 12.0% 12.8% IV Rank 16.7% 0.0% 33.0% 5.4% 0.5% IV Percentile 39.9% 0.0% 79.4% 8.3% 1.6% Term Structure 1.2% -11.5% 13.1% -2.0% -0.2% Skew 25d 34.8% -10.6% 78.2% 43.4% 21.2% Skew 10d 47.9% 0.0% 85.0% 61.0% 15.3% Call IV 25d 20.4% 7.4% 40.9% 9.6% 9.8% Put IV 25d 55.2% 9.9% 100.3% 53.0% 30.9% Bid-Ask Spread % 135.80 96.78 162.89 147.63 123.84 Gamma HHI 0.62 0.38 0.94 0.66 0.63 Net GEX 5.6K 1.7K 25.4K 6.6K 2.9K Net DEX -25.7K -54.6K -4.8K -32.9K -5.3K Net VEX -47 -84 -14 -83 -14 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 0.05 0 1 0 0 Total OI 28.25 20 36 31 20
Daily Data (20 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 2023-07-03 $32.11 $32.00 16.9% 4.9% 12.1% 5.4% 0.0% 43.4% -2.0% 6.6K -32.9K -83 0.00 147.63 N/A N/A 0 0 31 0 2023-07-05 $31.73 $32.00 47.3% 13.6% 12.5% 27.1% 0.0% 78.2% 11.0% 6.7K -23.8K -61 0.00 162.89 N/A N/A 0 0 31 0 2023-07-06 $30.98 $34.00 9.4% 3.5% 14.9% 0.0% 0.0% 8.0% 13.1% 4.0K -7.5K -24 0.00 122.73 N/A N/A 0 0 31 0 2023-07-07 $31.04 $34.00 35.0% 8.6% 14.9% 18.3% 0.0% -10.6% 1.8% 3.8K -4.8K -24 0.00 118.65 N/A N/A 0 0 31 0 2023-07-10 $31.16 $34.00 12.8% 3.9% 14.9% 2.5% 0.0% 5.2% 9.5% 4.6K -6.4K -24 0.00 96.78 N/A N/A 0 0 31 0 2023-07-11 $31.48 $34.00 43.9% 4.0% 15.4% 24.7% 0.0% 5.1% 9.6% 7.5K -12.7K -33 0.00 113.90 N/A N/A 0 0 31 0 2023-07-12 $31.88 $34.00 10.2% 2.9% 15.8% 0.5% 0.0% 2.5% 10.1% 11.9K -21.9K -34 0.00 115.01 N/A N/A 1 0 31 0 2023-07-13 $32.20 $34.00 26.3% 7.5% 16.1% 12.1% 0.0% 13.2% 1.6% 11.0K -37.8K -58 0.00 127.37 N/A N/A 0 0 32 0 2023-07-14 $32.03 $34.00 43.2% 12.4% 16.2% 24.1% 0.0% 48.5% -5.4% 2.7K -44.4K -84 0.00 154.08 N/A N/A 0 0 32 0 2023-07-17 $31.99 $34.00 44.5% 12.8% 16.2% 25.1% 0.0% 55.6% -6.2% 2.8K -43.4K -75 0.00 155.05 N/A N/A 0 0 32 0 2023-07-18 $32.13 $34.00 45.1% 12.9% 16.3% 25.5% 0.0% 70.8% -5.7% 3.0K -42.2K -69 0.00 142.13 N/A N/A 0 0 32 0 2023-07-19 $32.05 $34.00 44.7% 12.8% 15.9% 25.2% 0.0% 57.0% 1.3% 2.5K -47.6K -72 0.00 151.24 N/A N/A 0 0 32 0 2023-07-20 $32.03 $34.00 28.6% 8.2% 15.7% 13.7% 0.0% 24.8% -11.5% 25.4K -30.5K -23 0.00 126.87 N/A N/A 0 0 32 0 2023-07-21 $32.23 $33.00 16.1% 4.6% 15.8% 4.8% 0.0% 18.5% 10.7% 6.6K -54.6K -15 0.00 129.38 N/A N/A 0 0 36 0 2023-07-24 $32.23 $33.00 51.2% 14.7% 15.4% 29.9% 0.0% 57.3% -5.8% 1.7K -23.4K -63 0.00 155.67 N/A N/A 0 0 20 0 2023-07-25 $32.20 $33.00 52.3% 15.0% 15.4% 30.7% 0.0% 60.3% -6.3% 1.7K -23.0K -60 0.00 148.63 N/A N/A 0 0 20 0 2023-07-26 $32.11 $33.00 52.4% 15.0% 15.1% 30.7% 0.0% 65.0% -6.2% 1.7K -22.4K -58 0.00 153.76 N/A N/A 0 0 20 0 2023-07-27 $32.45 $33.00 55.6% 15.9% 15.4% 33.0% 0.0% 59.5% -7.2% 1.8K -24.1K -60 0.00 148.96 N/A N/A 0 0 20 0 2023-07-28 $32.69 $33.00 9.1% 2.6% 15.6% 0.0% 0.0% 12.8% 11.1% 2.9K -5.3K -15 0.00 121.39 N/A N/A 0 0 20 0 2023-07-31 $32.70 $33.00 9.8% 2.8% 15.0% 0.5% 0.0% 21.2% -0.2% 2.9K -5.3K -14 0.00 123.84 N/A N/A 0 0 20 0
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