HEZU Options History — February 2024 In February 2024, HEZU traded between $33.81 and $35.18. ATM implied volatility averaged 15.1%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 5.4% (HV 20d: 9.7%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days.
Notable Days 2024-02-05 : Highest Volume — 14 contracts2024-02-06 : Largest IV spike — 100.6% change2024-02-27 : Highest IV Rank — 12.7%2024-02-27 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $34.46 $33.81 $35.18 $33.97 $35.18 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 15.1% 7.0% 25.2% 22.0% 19.7% Expected Move 3.9% 2.0% 7.2% 3.3% 5.6% HV 20d 9.7% 9.1% 10.6% 10.6% 9.1% HV 60d 9.4% 8.7% 9.7% 9.4% 9.5% IV Rank 5.2% 0.0% 12.7% 9.6% 8.9% IV Percentile 17.3% 0.0% 39.3% 29.0% 32.5% Term Structure 6.0% -16.3% 74.7% 0.4% -16.3% Skew 25d 1.2% -16.4% 5.7% -2.2% -16.4% Skew 10d -0.2% -10.7% 4.5% 1.8% -0.1% Call IV 25d 13.6% 5.7% 30.8% 14.0% 30.8% Put IV 25d 14.8% 6.6% 30.1% 11.8% 14.5% Bid-Ask Spread % 136.21 110.08 158.96 121.45 154.16 Gamma HHI 0.48 0.38 0.60 0.44 0.51 Net GEX -10.2K -18.4K -3.9K -11.4K -4.1K Net DEX 28.6K -4.3K 73.6K 39.8K -2.4K Net VEX -300 -392 -218 -331 -218 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.7 0 14 0 0 Total OI 80.5 67 93 79 67
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 2024-02-01 $33.97 $34.00 22.0% 3.3% 10.6% 9.6% 0.0% -2.2% 0.4% -11.4K 39.8K -331 0.00 121.45 N/A N/A 0 0 15 64 2024-02-02 $33.92 $34.00 15.5% 2.9% 10.6% 5.0% 0.0% 4.6% 1.9% -12.1K 39.5K -323 0.00 120.95 N/A N/A 0 0 15 64 2024-02-05 $33.95 $34.00 12.1% 2.8% 10.6% 2.6% 0.0% -0.4% -0.1% -11.8K 44.6K -298 0.00 110.08 N/A N/A 0 14 15 64 2024-02-06 $34.05 $34.00 24.3% 3.6% 10.2% 11.3% 0.0% 2.3% -0.3% -12.4K 46.1K -367 0.00 127.78 N/A N/A 0 0 15 78 2024-02-07 $34.03 $34.00 9.7% 2.8% 9.6% 0.9% 0.0% 2.8% 1.5% -17.0K 62.6K -392 0.00 112.16 N/A N/A 0 0 15 78 2024-02-08 $34.11 $34.00 11.5% 3.3% 9.6% 2.2% 0.0% 4.1% -0.2% -14.3K 52.5K -375 0.00 138.15 N/A N/A 0 0 15 78 2024-02-09 $34.25 $34.00 9.5% 2.7% 9.5% 0.8% 0.0% 2.9% 2.7% -11.5K 30.0K -337 0.00 138.09 N/A N/A 0 0 15 78 2024-02-12 $34.28 $34.00 10.6% 3.0% 9.5% 1.5% 0.0% 4.1% 2.4% -11.3K 35.2K -339 0.00 132.98 N/A N/A 0 0 15 78 2024-02-13 $33.81 $34.00 11.9% 3.4% 10.0% 2.4% 0.0% 4.4% -2.4% -16.4K 73.6K -345 0.00 134.70 N/A N/A 0 0 15 78 2024-02-14 $34.19 $34.00 8.7% 2.5% 10.0% 0.2% 0.0% -1.1% 2.0% -18.4K 49.6K -332 0.00 122.58 N/A N/A 0 0 15 78 2024-02-15 $34.47 $34.00 7.0% 2.0% 9.4% 0.0% 0.0% 0.9% 74.7% -14.5K 33.0K -304 0.00 128.16 N/A N/A 0 0 15 78 2024-02-16 $34.41 $34.00 11.2% 3.2% 9.6% 2.9% 0.0% 4.4% 73.1% -13.4K 31.7K -304 0.00 124.19 N/A N/A 0 0 15 78 2024-02-20 $34.47 $34.00 13.1% 3.8% 9.5% 4.2% 0.0% 1.1% -2.6% -7.5K 25.1K -291 0.00 147.82 N/A N/A 0 0 15 52 2024-02-21 $34.61 $34.00 21.1% 6.0% 9.5% 9.9% 0.0% -1.9% -1.3% -5.5K 11.7K -273 0.00 145.71 N/A N/A 0 0 15 52 2024-02-22 $35.11 $34.00 16.3% 4.7% 9.6% 6.5% 0.0% 5.7% -0.1% -4.0K -4.3K -231 0.00 148.03 N/A N/A 0 0 15 52 2024-02-23 $35.14 $34.00 20.4% 5.9% 9.4% 9.4% 0.0% -2.9% 2.4% -4.1K 3.9K -252 0.00 148.04 N/A N/A 0 0 15 52 2024-02-26 $35.04 $34.00 20.5% 5.9% 9.4% 9.5% 0.0% 4.6% -6.3% -4.2K 1.6K -233 0.00 158.96 N/A N/A 0 0 15 52 2024-02-27 $35.17 $34.00 25.2% 7.2% 9.4% 12.7% 0.0% 4.1% -15.9% -3.9K -4.2K -219 0.00 154.62 N/A N/A 0 0 15 52 2024-02-28 $35.12 $34.00 11.8% 3.4% 9.5% 3.4% 0.0% 3.2% 3.5% -5.7K 1.5K -244 0.00 155.67 N/A N/A 0 0 15 52 2024-02-29 $35.18 $34.00 19.7% 5.6% 9.1% 8.9% 0.0% -16.4% -16.3% -4.1K -2.4K -218 0.00 154.16 N/A N/A 0 0 15 52
« Jan 2024 | All History | Mar 2024 » Home HEZU History February 2024