HEZU Options History — August 2023

In August 2023, HEZU traded between $31.05 and $32.34. ATM implied volatility averaged 30.7%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 18.9% (HV 20d: 11.7%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-31: Highest Volume — 10 contracts
  • 2023-08-15: Largest IV spike — 297.4% change
  • 2023-08-25: Highest IV Rank — 35.7%
  • 2023-08-25: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.62$31.05$32.34$32.34$31.77
Max Pain$33.00$33.00$33.00$33.00$33.00
ATM IV30.7%8.4%58.8%11.6%11.6%
Expected Move8.9%2.4%16.9%3.3%3.3%
HV 20d11.7%10.3%14.6%14.0%11.1%
HV 60d13.1%12.6%13.5%13.0%12.6%
IV Rank15.6%0.0%35.7%1.8%2.3%
IV Percentile33.4%0.0%84.1%3.6%4.8%
Term Structure-1.0%-15.7%23.1%0.5%3.2%
Skew 25d18.5%-17.2%67.2%7.9%-1.5%
Skew 10d21.9%-31.6%86.4%29.7%-0.9%
Call IV 25d21.1%9.1%47.7%10.6%11.1%
Put IV 25d39.6%7.5%114.9%18.5%9.6%
Bid-Ask Spread %138.83107.06174.48124.16122.89
Gamma HHI0.790.341.000.701.00
Net GEX80702.1K2.1K921
Net DEX-3.9K-14.4K0-3.3K-4.5K
Net VEX-12-260-11-20
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.652010010
Total OI13.913020205

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$32.34$33.0011.6%3.3%14.0%1.8%0.0%7.9%0.5%2.1K-3.3K-110.00124.16N/AN/A00200
2023-08-02$31.82$33.0035.9%10.3%14.6%19.1%0.0%48.1%-4.3%1.9K-8.6K-260.00132.23N/AN/A00200
2023-08-03$31.70$0.0013.3%8.5%11.7%3.0%0.0%-8.9%-1.2%827-1.1K-40.00124.44N/AN/A00200
2023-08-04$31.62$0.0014.1%5.1%11.7%3.5%0.0%1.8%-9.5%1.2K-2.8K-100.00132.27N/AN/A00200
2023-08-07$31.88$0.0030.8%3.5%12.0%15.5%0.0%2.5%-1.1%786-836-30.00107.06N/AN/A00200
2023-08-08$31.71$0.0010.7%4.3%11.7%1.1%0.0%-0.1%12.5%525-490-20.00126.33N/AN/A00200
2023-08-09$31.80$0.0034.6%9.9%10.8%18.2%0.0%26.4%2.3%651-995-30.00145.23N/AN/A00200
2023-08-10$31.98$0.0024.7%7.1%10.3%11.1%0.0%9.3%-15.7%553-393-10.00118.44N/AN/A00200
2023-08-11$31.76$0.0032.0%9.2%10.5%16.3%0.0%23.3%-6.5%1.4K-4.0K-90.00143.88N/AN/A00200
2023-08-14$31.84$0.008.4%2.4%10.5%0.0%0.0%-2.5%23.1%2.0K-8.7K-130.00135.08N/AN/A00200
2023-08-15$31.41$0.0033.5%9.6%11.4%17.8%0.0%-17.2%3.5%1.7K-14.4K-160.00135.41N/AN/A00200
2023-08-16$31.38$0.0023.3%6.7%11.4%10.6%0.0%7.9%2.0%186-15900.00126.99N/AN/A00200
2023-08-17$31.05$0.0026.5%7.6%11.8%12.8%0.0%27.7%-8.2%410-655-10.00134.25N/AN/A00200
2023-08-18$31.12$0.0012.3%3.5%11.6%2.8%0.0%-16.8%9.8%0000.00124.78N/AN/A00200
2023-08-21$31.26$0.0034.9%10.0%11.8%18.8%0.0%25.5%-9.5%0000.00143.51N/AN/A5000
2023-08-22$31.27$0.0040.7%11.7%11.8%22.9%0.0%7.3%-8.2%453-1.5K-100.00127.47N/AN/A0050
2023-08-23$31.45$0.0056.5%16.2%12.1%34.1%0.0%58.8%-7.4%438-6.6K-240.00173.32N/AN/A0050
2023-08-24$31.13$0.0046.6%13.4%11.7%27.1%0.0%25.1%18.7%277-5.8K-220.00154.60N/AN/A0050
2023-08-25$31.39$0.0058.8%16.9%11.8%35.7%0.0%61.7%-8.3%436-6.4K-240.00174.48N/AN/A0050
2023-08-28$31.68$0.0056.9%16.3%12.4%34.4%0.0%66.0%-8.3%445-6.9K-240.00173.59N/AN/A0050
2023-08-29$31.98$0.0058.4%16.7%12.5%35.4%0.0%67.2%-7.3%454-7.4K-240.00172.26N/AN/A0050
2023-08-30$31.82$0.0029.4%8.4%11.2%14.9%0.0%6.6%-2.1%875-5.2K-210.00140.31N/AN/A0050
2023-08-31$31.77$0.0011.6%3.3%11.1%2.3%0.0%-1.5%3.2%921-4.5K-200.00122.89N/AN/A10050