HEZU Options History — December 2023

Name: HEZU Options Analytics - December 2023
Creator: Options Analysis Suite

In December 2023, HEZU traded between $32.70 and $33.61. ATM implied volatility averaged 46.7%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 39.0% (HV 20d: 7.7%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 15 of 20 days.

Notable Days

2023-12-27: Highest Volume — 14 contracts
2023-12-07: Largest IV spike — 594.3% change
2023-12-12: Highest IV Rank — 78.0%
2023-12-04: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.27	$32.70	$33.61	$32.70	$33.30
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	46.7%	10.6%	118.5%	10.6%	42.9%
Expected Move	9.6%	1.8%	18.8%	3.0%	12.3%
HV 20d	7.7%	6.5%	8.5%	8.4%	8.1%
HV 60d	11.9%	11.1%	12.8%	12.8%	11.1%
IV Rank	27.1%	1.5%	78.0%	1.5%	24.4%
IV Percentile	52.4%	3.6%	98.8%	3.6%	54.4%
Term Structure	6.5%	-25.6%	24.9%	-0.1%	12.8%
VWIV	72.2%	72.2%	72.2%	72.2%	72.2%
Skew 25d	31.8%	-5.5%	57.9%	40.4%	54.4%
Skew 10d	38.0%	-23.8%	73.7%	56.8%	73.7%
Call IV 25d	23.5%	7.0%	38.8%	19.3%	38.8%
Put IV 25d	55.3%	5.2%	93.2%	59.7%	93.2%
Bid-Ask Spread %	160.61	132.49	173.93	145.08	168.17
Gamma HHI	0.53	0.44	1.00	0.50	0.50
Net GEX	-5.3K	-8.7K	-2.3K	-3.5K	-4.3K
Net DEX	63.3K	14.7K	84.1K	60.7K	27.4K
Net VEX	-158	-197	-56	-127	-110
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	1.2	0	14	0	0
Total OI	31.6	12	36	26	26

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	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2023-12-01	$32.70	$0.00	10.6%	3.0%	8.4%	1.5%	0.0%	40.4%	-0.1%	-3.5K	60.7K	-127	145.08	N/A	N/A	0	26
2023-12-04	$32.70	$35.00	57.7%	18.8%	8.5%	35.0%	72.2%	14.8%	-25.6%	-2.3K	48.0K	-172	173.93	N/A	N/A	10	26
2023-12-05	$32.84	$35.00	62.3%	9.7%	7.8%	38.2%	0.0%	28.6%	22.1%	-3.9K	84.1K	-172	168.38	N/A	N/A	0	36
2023-12-06	$32.97	$35.00	10.8%	8.4%	7.7%	1.6%	0.0%	-2.0%	4.4%	-5.7K	82.1K	-181	132.49	N/A	N/A	0	36
2023-12-07	$33.05	$35.00	74.6%	9.7%	7.6%	47.0%	0.0%	32.1%	1.6%	-4.9K	78.5K	-197	151.38	N/A	N/A	0	36
2023-12-08	$33.37	$35.00	76.3%	9.5%	7.9%	48.1%	0.0%	14.0%	-0.7%	-5.4K	79.7K	-184	158.21	N/A	N/A	0	36
2023-12-11	$33.45	$35.00	102.5%	1.8%	7.9%	66.7%	0.0%	-4.2%	4.4%	-6.2K	72.6K	-191	165.51	N/A	N/A	0	36
2023-12-12	$33.41	$35.00	118.5%	9.8%	8.0%	78.0%	0.0%	44.6%	0.3%	-7.0K	81.0K	-169	164.94	N/A	N/A	0	36
2023-12-13	$33.61	$35.00	29.1%	8.3%	6.5%	14.7%	0.0%	43.7%	14.8%	-4.1K	69.3K	-195	172.20	N/A	N/A	0	36
2023-12-14	$33.55	$35.00	29.4%	8.4%	6.6%	14.9%	0.0%	57.9%	-0.0%	-7.0K	80.4K	-166	165.90	N/A	N/A	0	36
2023-12-15	$33.47	$35.00	33.6%	9.6%	6.8%	17.8%	0.0%	38.0%	15.8%	-8.7K	71.3K	-181	172.93	N/A	N/A	0	36
2023-12-18	$33.47	$35.00	35.8%	10.3%	6.6%	19.4%	0.0%	45.5%	10.9%	-5.3K	68.5K	-195	166.41	N/A	N/A	0	36
2023-12-19	$33.61	$35.00	13.8%	4.0%	6.6%	3.8%	0.0%	26.2%	24.9%	-7.0K	77.8K	-162	159.03	N/A	N/A	0	36
2023-12-20	$33.28	$35.00	36.1%	10.3%	7.5%	19.6%	0.0%	47.3%	2.9%	-6.2K	74.8K	-170	158.53	N/A	N/A	0	36
2023-12-21	$33.50	$35.00	37.1%	10.6%	7.6%	20.4%	0.0%	25.7%	17.2%	-5.4K	78.3K	-177	156.53	N/A	N/A	0	36
2023-12-22	$33.22	$35.00	37.9%	10.9%	8.4%	20.9%	0.0%	50.7%	17.5%	-5.2K	71.0K	-189	167.98	N/A	N/A	0	36
2023-12-26	$33.39	$0.00	41.1%	11.8%	8.3%	23.1%	0.0%	-5.5%	0.7%	-4.2K	14.7K	-56	149.70	N/A	N/A	0	12
2023-12-27	$33.31	$0.00	41.7%	11.9%	8.3%	23.6%	0.0%	55.4%	-0.5%	-3.8K	16.1K	-57	158.43	N/A	N/A	14	12
2023-12-28	$33.22	$0.00	41.7%	11.9%	8.2%	23.6%	0.0%	28.6%	6.9%	-6.7K	29.4K	-110	156.50	N/A	N/A	0	26
2023-12-29	$33.30	$0.00	42.9%	12.3%	8.1%	24.4%	0.0%	54.4%	12.8%	-4.3K	27.4K	-110	168.17	N/A	N/A	0	26