HEZU Options History — March 2024 In March 2024, HEZU traded between $35.11 and $36.78. ATM implied volatility averaged 18.0%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 8.8% (HV 20d: 9.2%). Max pain ranged from $34.00 to $36.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-18 : Highest Volume — 287 contracts2024-03-08 : Largest IV spike — 163.7% change2024-03-08 : Highest IV Rank — 21.1%2024-03-18 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $35.95 $35.11 $36.78 $35.32 $36.78 Max Pain $35.78 $34.00 $36.00 $34.00 $36.00 ATM IV 18.0% 8.7% 37.2% 22.1% 11.7% Expected Move 4.1% 2.5% 6.4% 6.3% 3.4% HV 20d 9.2% 8.0% 11.2% 9.0% 8.2% HV 60d 9.8% 9.5% 10.1% 9.5% 9.5% IV Rank 8.6% 1.5% 21.1% 10.5% 4.2% IV Percentile 27.4% 1.2% 56.7% 36.1% 11.5% Term Structure -1.3% -20.8% 10.2% -20.8% 7.2% VWIV 23.1% 23.1% 23.1% 23.1% 23.1% Skew 25d -0.0% -14.5% 10.1% -14.5% -1.0% Skew 10d -1.8% -11.3% 6.8% -2.2% 1.8% Call IV 25d 14.7% 8.4% 28.4% 28.4% 11.9% Put IV 25d 14.6% 9.3% 25.9% 13.9% 10.9% Bid-Ask Spread % 148.04 140.37 170.15 151.69 148.02 Gamma HHI 0.66 0.42 0.94 0.51 0.94 Net GEX 37.1K -5.1K 127.1K -3.5K 89.6K Net DEX -304.8K -875.0K -3.0K -8.3K -836.2K Net VEX -536 -1.3K -100 -201 -895 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 14.35 0 287 0 0 Total OI 170.55 42 329 67 329
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 2024-03-01 $35.32 $34.00 22.1% 6.3% 9.0% 10.5% 0.0% -14.5% -20.8% -3.5K -8.3K -201 0.00 151.69 N/A N/A 0 0 15 52 2024-03-04 $35.35 $0.00 23.8% 2.9% 8.9% 11.8% 0.0% 1.0% -1.2% -4.4K -3.0K -217 0.00 152.09 N/A N/A 0 0 15 52 2024-03-05 $35.11 $0.00 12.3% 3.1% 9.5% 3.7% 0.0% -2.0% 0.4% -5.1K -8.1K -199 0.00 152.72 N/A N/A 0 0 15 52 2024-03-06 $35.42 $0.00 24.6% 4.3% 9.8% 12.3% 0.0% 9.9% 0.4% -3.3K -14.7K -173 0.00 142.82 N/A N/A 0 0 15 52 2024-03-07 $35.83 $0.00 14.1% 2.5% 10.3% 4.9% 0.0% 0.8% -0.5% -996 -33.8K -117 0.00 141.52 N/A N/A 0 0 15 52 2024-03-08 $35.58 $0.00 37.2% 3.9% 10.9% 21.1% 0.0% -5.3% -2.8% -3.0K -15.0K -164 0.00 140.37 N/A N/A 0 0 15 52 2024-03-11 $35.55 $0.00 24.3% 3.0% 10.9% 12.1% 0.0% -10.2% 10.2% -3.7K -13.5K -187 0.00 144.14 N/A N/A 0 0 15 52 2024-03-12 $35.91 $0.00 17.2% 2.6% 11.2% 7.1% 0.0% -4.4% 2.6% 930 -31.2K -125 0.00 146.90 N/A N/A 0 0 15 52 2024-03-13 $35.97 $0.00 9.9% 2.8% 9.5% 2.0% 0.0% 3.0% -0.3% -49 -37.4K -100 0.00 141.54 N/A N/A 0 0 15 52 2024-03-14 $35.83 $0.00 15.9% 4.5% 9.3% 6.2% 0.0% 5.1% -5.9% -1.4K -21.7K -141 0.00 147.32 N/A N/A 0 0 15 52 2024-03-15 $35.91 $0.00 20.8% 6.0% 9.1% 12.3% 0.0% 1.1% -2.6% -2.2K -12.3K -127 0.00 170.15 N/A N/A 0 0 15 52 2024-03-18 $35.84 $0.00 22.2% 6.4% 9.1% 13.6% 23.1% -5.0% -3.9% 491 -25.1K -150 0.00 144.73 N/A N/A 287 0 15 27 2024-03-19 $35.94 $36.00 11.2% 3.2% 9.1% 3.7% 0.0% -1.6% -1.2% 127.1K -611.8K -1.3K 0.00 143.64 N/A N/A 0 0 302 27 2024-03-20 $36.25 $36.00 12.4% 3.5% 9.3% 4.8% 0.0% 5.1% 4.3% 116.1K -728.7K -1.2K 0.00 147.11 N/A N/A 0 0 302 27 2024-03-21 $36.33 $36.00 17.3% 5.0% 8.2% 9.2% 0.0% 9.4% -1.4% 83.0K -682.6K -1.2K 0.00 148.53 N/A N/A 0 0 302 27 2024-03-22 $36.38 $36.00 21.1% 6.0% 8.2% 12.6% 0.0% 10.1% -12.6% 74.7K -684.8K -1.2K 0.00 157.12 N/A N/A 0 0 302 27 2024-03-25 $36.41 $36.00 14.9% 4.3% 8.0% 7.0% 0.0% 5.8% 7.1% 101.0K -725.6K -1.1K 0.00 142.63 N/A N/A 0 0 302 27 2024-03-26 $36.50 $36.00 18.5% 5.3% 8.0% 10.3% 0.0% -8.6% -7.2% 80.5K -727.0K -1.0K 0.00 151.16 N/A N/A 0 0 302 27 2024-03-27 $36.78 $36.00 8.7% 2.5% 8.1% 1.5% 0.0% 0.9% 1.4% 97.2K -875.0K -848 0.00 146.59 N/A N/A 0 0 302 27 2024-03-28 $36.78 $36.00 11.7% 3.4% 8.2% 4.2% 0.0% -1.0% 7.2% 89.6K -836.2K -895 0.00 148.02 N/A N/A 0 0 302 27
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