HEZU Options History — October 2023

In October 2023, HEZU traded between $29.29 and $30.89. ATM implied volatility averaged 37.4%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 24.5% (HV 20d: 12.9%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-10-23: Highest Volume — 5 contracts
  • 2023-10-25: Largest IV spike — 398.1% change
  • 2023-10-30: Highest IV Rank — 78.0%
  • 2023-10-30: Largest Expected Move — 33.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.11$29.29$30.89$30.38$29.90
Max Pain$30.67$30.00$32.00$32.00$30.00
ATM IV37.4%11.0%118.4%51.9%63.2%
Expected Move10.6%3.2%33.9%14.9%18.1%
HV 20d12.9%11.6%14.0%12.5%13.7%
HV 60d11.9%11.3%12.4%11.8%12.3%
IV Rank20.5%1.8%78.0%30.8%38.9%
IV Percentile41.8%4.0%98.8%72.2%85.7%
Term Structure5.3%-23.1%23.7%4.5%-6.6%
VWIV101.7%40.5%162.9%40.5%162.9%
Skew 25d24.5%-33.8%72.2%67.8%72.2%
Skew 10d29.7%-37.8%84.1%76.7%75.6%
Call IV 25d29.0%12.8%54.6%36.3%54.6%
Put IV 25d53.5%11.3%126.8%104.1%126.8%
Bid-Ask Spread %142.13114.25173.39150.36170.77
Gamma HHI0.750.511.000.551.00
Net GEX1.1K02.3K2.1K343
Net DEX-5.8K-14.6K0-9.0K-8.0K
Net VEX-12-310-31-13
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.3180500
Total OI15020205

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$30.38$32.0051.9%14.9%12.5%30.8%0.0%67.8%4.5%2.1K-9.0K-310.00150.36N/AN/A00200
2023-10-03$30.13$32.0027.8%8.0%12.6%13.8%0.0%-11.2%2.6%1.4K-4.2K-180.00130.52N/AN/A00200
2023-10-04$30.27$32.0026.5%7.6%12.7%12.8%0.0%34.2%16.1%2.0K-10.4K-310.00142.81N/AN/A00200
2023-10-05$30.29$0.0024.9%9.5%12.7%11.7%0.0%5.4%-9.1%550-701-30.00133.83N/AN/A00200
2023-10-06$30.59$0.0051.9%4.8%13.3%30.9%0.0%2.9%1.5%2.3K-9.6K-270.00137.06N/AN/A00200
2023-10-09$30.40$0.0013.7%8.3%13.1%3.7%0.0%11.1%15.9%2.1K-9.5K-260.00120.63N/AN/A00200
2023-10-10$30.79$0.0014.2%3.8%14.0%4.1%0.0%42.3%12.1%941-1.0K-40.00143.39N/AN/A00200
2023-10-11$30.89$0.0013.8%4.0%13.8%3.8%0.0%49.3%3.5%944-1.0K-30.00133.16N/AN/A00200
2023-10-12$30.74$0.0014.0%4.0%11.6%4.0%0.0%-13.9%3.1%342-232-10.00138.42N/AN/A00200
2023-10-13$30.34$0.0032.2%9.2%12.3%16.8%0.0%32.1%8.3%1.6K-4.3K-110.00142.25N/AN/A00200
2023-10-16$30.54$0.0011.2%3.2%12.3%2.0%0.0%3.4%9.3%2.0K-5.8K-100.00119.50N/AN/A00200
2023-10-17$30.46$0.0011.9%3.4%12.3%2.5%0.0%-2.4%21.2%2.0K-14.6K-170.00126.57N/AN/A00200
2023-10-18$30.04$0.0013.8%4.0%12.9%3.8%0.0%3.5%16.2%0000.00128.39N/AN/A00200
2023-10-19$29.76$0.0044.2%12.7%12.5%25.4%0.0%-33.8%23.7%1.5K-12.4K-90.00129.07N/AN/A00200
2023-10-20$29.52$0.0029.4%8.4%12.7%14.9%0.0%-6.3%13.9%0000.00114.25N/AN/A00200
2023-10-23$29.48$0.0073.9%21.2%12.6%46.4%40.5%8.5%12.7%0000.00145.09N/AN/A5000
2023-10-24$29.84$30.0011.0%3.2%13.1%1.8%0.0%31.5%6.3%1.9K-7.9K-150.00132.32N/AN/A0050
2023-10-25$29.64$30.0055.0%15.8%13.2%33.0%0.0%62.5%-4.5%408-7.5K-150.00173.39N/AN/A0050
2023-10-26$29.55$30.0055.4%15.9%12.9%33.3%0.0%64.1%-4.7%411-7.3K-140.00173.38N/AN/A0050
2023-10-27$29.29$30.0063.9%18.3%13.1%39.3%162.9%56.6%-6.8%282-7.3K-140.00172.32N/AN/A0250
2023-10-30$29.66$30.00118.4%33.9%13.6%78.0%0.0%58.9%-23.1%607-6.0K-120.00169.36N/AN/A0050
2023-10-31$29.90$30.0063.2%18.1%13.7%38.9%0.0%72.2%-6.6%343-8.0K-130.00170.77N/AN/A0050