HEZU Options History — September 2023 In September 2023, HEZU traded between $30.44 and $31.71. ATM implied volatility averaged 44.2%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 32.6% (HV 20d: 11.6%). Max pain ranged from $32.00 to $33.00. 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 2023-09-11 : Highest Volume — 5 contracts2023-09-12 : Largest IV spike — 296.4% change2023-09-08 : Highest IV Rank — 63.3%2023-09-14 : Largest Expected Move — 21.7%Monthly Statistics Metric Avg Min Max Open Close Price $31.17 $30.44 $31.71 $31.71 $30.73 Max Pain $32.26 $32.00 $33.00 $33.00 $32.00 ATM IV 44.2% 10.0% 97.7% 61.1% 38.4% Expected Move 9.6% 2.9% 21.7% 17.5% 11.0% HV 20d 11.6% 10.1% 13.1% 11.1% 12.0% HV 60d 12.8% 11.5% 13.3% 12.6% 11.5% IV Rank 25.4% 1.1% 63.3% 37.3% 21.2% IV Percentile 52.5% 2.4% 98.4% 86.5% 46.4% Term Structure 1.1% -22.6% 22.5% -22.6% -11.7% VWIV 11.7% 11.7% 11.7% 11.7% 11.7% Skew 25d 35.2% 1.5% 56.8% 54.6% 44.4% Skew 10d 35.4% -24.8% 63.9% 59.0% 63.9% Call IV 25d 23.0% 8.8% 45.4% 45.4% 28.1% Put IV 25d 58.2% 14.3% 100.0% 100.0% 72.5% Bid-Ask Spread % 149.05 109.58 178.53 157.81 144.48 Gamma HHI 0.70 0.50 1.00 1.00 0.58 Net GEX 1.8K 598 4.1K 1.6K 1.9K Net DEX -14.9K -31.3K -674 -12.8K -14.1K Net VEX -48 -80 -4 -53 -44 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 0.25 0 5 0 0 Total OI 18.5 15 20 15 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 2023-09-01 $31.71 $0.00 61.1% 17.5% 11.1% 37.3% 0.0% 54.6% -22.6% 1.6K -12.8K -53 0.00 157.81 N/A N/A 0 0 15 0 2023-09-05 $31.52 $33.00 74.6% 10.9% 10.8% 46.9% 0.0% 55.2% -3.4% 1.3K -19.9K -64 0.00 172.76 N/A N/A 0 0 15 0 2023-09-06 $31.32 $33.00 86.7% 12.1% 10.9% 55.5% 0.0% 52.9% -2.5% 1.4K -18.4K -64 0.00 170.66 N/A N/A 0 0 15 0 2023-09-07 $31.23 $33.00 72.9% 5.6% 10.9% 45.8% 0.0% 25.5% 3.6% 1.1K -13.2K -50 0.00 165.48 N/A N/A 0 0 15 0 2023-09-08 $31.27 $33.00 97.7% 12.4% 10.6% 63.3% 0.0% 43.0% -3.3% 1.4K -17.7K -60 0.00 163.39 N/A N/A 0 0 15 0 2023-09-11 $31.48 $33.00 14.9% 4.2% 10.7% 4.6% 11.7% 13.9% 0.1% 2.8K -7.7K -37 0.00 120.26 N/A N/A 5 0 15 0 2023-09-12 $31.30 $32.00 59.1% 9.9% 10.8% 35.9% 0.0% 21.1% -8.1% 2.3K -23.0K -75 0.00 150.06 N/A N/A 0 0 20 0 2023-09-13 $31.07 $32.00 39.2% 11.2% 10.1% 21.8% 0.0% 47.0% -1.6% 1.7K -24.4K -75 0.00 167.68 N/A N/A 0 0 20 0 2023-09-14 $31.70 $32.00 75.7% 21.7% 12.4% 47.7% 0.0% 56.8% -3.6% 1.2K -31.3K -80 0.00 174.15 N/A N/A 0 0 20 0 2023-09-15 $31.59 $32.00 41.8% 12.0% 11.8% 23.7% 0.0% 56.4% 5.2% 1.2K -30.5K -77 0.00 174.58 N/A N/A 0 0 20 0 2023-09-18 $31.29 $32.00 48.4% 13.9% 12.4% 28.4% 0.0% 52.0% -4.8% 1.7K -25.9K -73 0.00 178.53 N/A N/A 0 0 20 0 2023-09-19 $31.38 $32.00 48.8% 14.0% 12.3% 28.6% 0.0% 52.8% -3.6% 1.7K -26.4K -71 0.00 177.35 N/A N/A 0 0 20 0 2023-09-20 $31.44 $32.00 38.4% 11.0% 12.3% 21.3% 0.0% 37.0% 0.1% 4.1K -9.2K -37 0.00 129.67 N/A N/A 0 0 20 0 2023-09-21 $31.01 $32.00 10.0% 2.9% 13.1% 1.1% 0.0% 28.7% 9.0% 1.9K -3.6K -19 0.00 128.83 N/A N/A 0 0 20 0 2023-09-22 $30.96 $32.00 15.1% 4.3% 12.6% 4.7% 0.0% 1.6% 13.0% 2.7K -5.3K -26 0.00 122.30 N/A N/A 0 0 20 0 2023-09-25 $30.79 $32.00 13.0% 3.7% 12.3% 3.2% 0.0% 1.5% 13.7% 1.7K -2.6K -14 0.00 109.58 N/A N/A 0 0 20 0 2023-09-26 $30.44 $32.00 13.6% 3.9% 12.2% 3.6% 0.0% 5.1% 22.5% 598 -674 -4 0.00 111.68 N/A N/A 0 0 20 0 2023-09-27 $30.49 $32.00 22.6% 6.5% 11.6% 10.0% 0.0% 30.3% 10.3% 2.3K -9.3K -35 0.00 137.69 N/A N/A 0 0 20 0 2023-09-28 $30.68 $32.00 12.7% 3.6% 11.9% 3.0% 0.0% 24.4% 10.4% 1.4K -2.1K -11 0.00 124.08 N/A N/A 0 0 20 0 2023-09-29 $30.73 $32.00 38.4% 11.0% 12.0% 21.2% 0.0% 44.4% -11.7% 1.9K -14.1K -44 0.00 144.48 N/A N/A 0 0 20 0
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