HEZU Options History — November 2023 In November 2023, HEZU traded between $30.18 and $32.41. ATM implied volatility averaged 49.0%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 36.0% (HV 20d: 13.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2023-11-13 : Highest Volume — 12 contracts2023-11-07 : Largest IV spike — 434.4% change2023-11-29 : Highest IV Rank — 61.7%2023-11-29 : Largest Expected Move — 27.4%Monthly Statistics Metric Avg Min Max Open Close Price $31.49 $30.18 $32.41 $30.18 $32.41 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 49.0% 9.5% 95.4% 65.8% 40.1% Expected Move 13.7% 2.7% 27.4% 18.9% 11.5% HV 20d 13.0% 10.1% 15.7% 14.1% 10.1% HV 60d 12.9% 12.5% 13.2% 12.5% 12.7% IV Rank 28.8% 0.8% 61.7% 40.7% 22.5% IV Percentile 61.0% 2.0% 97.6% 89.3% 46.0% Term Structure -7.3% -31.7% 20.8% -6.9% -30.1% Skew 25d 44.9% -13.0% 73.8% 73.8% 38.8% Skew 10d 63.7% 16.1% 91.5% 81.7% 48.0% Call IV 25d 31.4% 11.7% 56.4% 56.4% 20.0% Put IV 25d 76.3% 8.6% 130.2% 130.2% 58.8% Bid-Ask Spread % 160.25 125.28 175.06 171.31 159.99 Gamma HHI 0.62 0.34 1.00 1.00 0.53 Net GEX -960 -3.1K 1.7K 340 -3.1K Net DEX 26.4K -13.1K 64.8K -8.4K 63.9K Net VEX -98 -172 -3 -13 -125 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.238 0 12 0 0 Total OI 18.381 5 29 5 26
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 2023-11-01 $30.18 $30.00 65.8% 18.9% 14.1% 40.7% 0.0% 73.8% -6.9% 340 -8.4K -13 0.00 171.31 N/A N/A 0 0 5 0 2023-11-02 $30.77 $0.00 63.7% 19.9% 15.7% 39.2% 0.0% 49.9% 1.3% 366 -9.2K -12 0.00 174.16 N/A N/A 0 0 5 0 2023-11-03 $30.80 $0.00 66.4% 11.7% 15.3% 41.1% 0.0% 46.0% -6.3% 357 -9.2K -12 0.00 175.06 N/A N/A 0 0 5 0 2023-11-06 $30.61 $0.00 11.9% 6.2% 15.3% 2.4% 0.0% -4.1% -11.0% 1.7K -13.1K -6 0.00 125.28 N/A N/A 0 0 5 0 2023-11-07 $30.61 $0.00 63.4% 13.0% 14.6% 39.0% 0.0% 36.9% -6.7% 1.7K -13.0K -6 0.00 149.02 N/A N/A 0 1 5 0 2023-11-08 $30.79 $0.00 37.1% 10.6% 14.7% 20.3% 0.0% 17.1% -4.2% 1.1K -11.4K -3 0.00 152.18 N/A N/A 0 0 5 1 2023-11-09 $30.88 $0.00 43.2% 12.4% 14.6% 24.7% 0.0% 71.2% -7.2% 300 -7.2K -14 0.00 171.57 N/A N/A 0 10 5 1 2023-11-10 $31.08 $0.00 43.4% 12.4% 13.9% 24.8% 0.0% 50.2% -6.7% -233 13.2K -95 0.00 173.85 N/A N/A 0 0 5 11 2023-11-13 $31.12 $0.00 45.7% 13.1% 13.8% 26.4% 0.0% 52.6% -7.4% -294 14.4K -88 0.00 170.01 N/A N/A 0 12 5 11 2023-11-14 $31.64 $0.00 43.7% 12.5% 14.7% 25.0% 0.0% 54.7% -19.9% -1.4K 36.5K -164 0.00 170.84 N/A N/A 0 0 5 23 2023-11-15 $31.79 $0.00 44.8% 12.8% 13.5% 25.8% 0.0% 52.0% -7.9% -1.6K 37.7K -157 0.00 169.32 N/A N/A 0 0 5 23 2023-11-16 $31.76 $0.00 45.2% 13.0% 12.8% 26.1% 0.0% 52.5% 20.8% -1.5K 39.7K -137 0.00 170.36 N/A N/A 0 1 5 23 2023-11-17 $31.98 $0.00 9.5% 2.7% 12.2% 0.8% 0.0% 10.0% -3.2% -3.0K 39.0K -149 0.00 126.59 N/A N/A 0 0 5 24 2023-11-20 $32.11 $0.00 48.9% 14.0% 12.0% 28.7% 0.0% 57.1% -7.4% -1.7K 46.3K -170 0.00 164.52 N/A N/A 0 1 0 24 2023-11-21 $31.94 $0.00 50.0% 14.3% 12.1% 29.5% 0.0% 58.0% -8.8% -1.8K 49.2K -168 0.00 169.92 N/A N/A 0 0 0 25 2023-11-22 $32.08 $0.00 51.0% 14.6% 11.5% 30.2% 0.0% 59.7% -8.4% -1.8K 48.6K -172 0.00 169.72 N/A N/A 0 1 0 25 2023-11-24 $32.25 $0.00 50.1% 14.4% 11.2% 29.6% 0.0% 58.9% -8.0% -2.6K 56.7K -154 0.00 144.01 N/A N/A 0 0 0 26 2023-11-27 $32.16 $0.00 57.5% 16.5% 10.4% 34.8% 0.0% 67.2% -8.8% -2.2K 56.2K -152 0.00 165.47 N/A N/A 0 0 0 26 2023-11-28 $32.06 $0.00 51.9% 14.9% 10.3% 30.9% 0.0% 53.6% 14.3% -2.3K 64.8K -116 0.00 143.28 N/A N/A 0 0 0 26 2023-11-29 $32.28 $0.00 95.4% 27.4% 10.3% 61.7% 0.0% -13.0% -31.7% -2.5K 60.2K -138 0.00 148.82 N/A N/A 0 0 0 26 2023-11-30 $32.41 $0.00 40.1% 11.5% 10.1% 22.5% 0.0% 38.8% -30.1% -3.1K 63.9K -125 0.00 159.99 N/A N/A 0 0 0 26
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