HEZU Options History — June 2024 In June 2024, HEZU traded between $35.95 and $37.66. ATM implied volatility averaged 11.9%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 0.5% (HV 20d: 11.4%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-21 : Highest Volume — 100 contracts2024-06-24 : Largest IV spike — 63.0% change2024-06-24 : Highest IV Rank — 14.4%2024-06-24 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $36.83 $35.95 $37.66 $37.26 $36.25 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 11.9% 6.7% 21.7% 8.8% 15.2% Expected Move 3.4% 1.9% 6.2% 2.5% 4.3% HV 20d 11.4% 8.0% 14.1% 8.2% 13.6% HV 60d 10.8% 9.5% 11.7% 9.6% 11.4% IV Rank 5.7% 1.1% 14.4% 3.0% 8.6% IV Percentile 20.1% 1.2% 54.0% 3.6% 37.7% Term Structure -0.0% -10.1% 7.6% 7.6% 1.6% Skew 25d -3.1% -18.6% 6.3% -17.1% -14.9% Skew 10d -9.4% -21.0% 1.1% -13.1% -13.0% Call IV 25d 15.5% 6.4% 28.2% 24.6% 28.2% Put IV 25d 12.5% 7.2% 22.3% 7.5% 13.2% Bid-Ask Spread % 160.48 155.01 167.42 157.63 162.46 Gamma HHI 0.60 0.51 0.72 0.61 0.71 Net GEX -11.9K -62.7K 18.1K -28.5K 14.4K Net DEX 58.0K -68.3K 216.3K 17.1K -53.3K Net VEX -531 -911 -247 -911 -311 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 6 0 100 0 0 Total OI 181.053 114 214 200 114
Daily Data (19 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 2024-06-03 $37.26 $37.00 8.8% 2.5% 8.2% 3.0% 0.0% -17.1% 7.6% -28.5K 17.1K -911 0.00 157.63 N/A N/A 0 0 100 100 2024-06-04 $37.09 $37.00 8.1% 2.3% 8.0% 2.4% 0.0% -18.6% 0.7% -22.5K 95.9K -740 0.00 159.23 N/A N/A 0 0 100 100 2024-06-05 $37.59 $37.00 6.7% 1.9% 8.8% 1.1% 0.0% -0.6% 1.1% -22.8K -27.3K -686 0.00 155.91 N/A N/A 0 0 100 100 2024-06-06 $37.66 $0.00 9.1% 2.4% 8.6% 3.2% 0.0% 1.6% 0.7% -18.6K -58.9K -684 0.00 155.01 N/A N/A 0 0 100 100 2024-06-07 $37.47 $0.00 7.7% 2.8% 8.6% 2.0% 0.0% -0.1% 0.8% -16.5K 33.8K -759 0.00 159.79 N/A N/A 0 0 100 100 2024-06-10 $37.34 $0.00 11.7% 2.2% 8.5% 5.5% 0.0% 1.7% 2.2% -34.0K 61.0K -603 0.00 162.35 N/A N/A 0 0 100 100 2024-06-11 $36.93 $0.00 8.1% 2.6% 9.4% 2.4% 0.0% 2.2% 3.4% -62.7K 139.5K -563 0.00 160.68 N/A N/A 0 0 100 100 2024-06-12 $37.23 $0.00 12.7% 3.6% 9.6% 6.4% 0.0% 0.3% -2.0% -6.2K 88.7K -659 0.00 158.97 N/A N/A 0 0 100 100 2024-06-13 $36.75 $0.00 10.2% 2.9% 10.4% 4.3% 0.0% -8.2% -0.5% -11.3K 148.9K -525 0.00 167.42 N/A N/A 14 0 100 100 2024-06-14 $35.95 $0.00 11.3% 3.2% 12.6% 5.2% 0.0% 0.8% 5.4% -13.9K 216.3K -452 0.00 157.60 N/A N/A 0 0 114 100 2024-06-17 $36.37 $0.00 12.5% 3.6% 13.4% 6.3% 0.0% -6.3% -2.1% -17.2K 184.9K -492 0.00 160.71 N/A N/A 0 0 114 100 2024-06-18 $36.52 $0.00 13.2% 3.8% 13.6% 6.9% 0.0% 1.5% -1.4% -20.2K 174.8K -481 0.00 164.21 N/A N/A 0 0 114 100 2024-06-20 $36.72 $0.00 12.6% 3.6% 13.8% 6.3% 0.0% 0.3% -1.4% -18.5K 136.2K -498 0.00 158.54 N/A N/A 0 0 114 100 2024-06-21 $36.44 $0.00 13.3% 3.8% 13.9% 7.0% 0.0% -2.4% -2.9% -14.1K 179.4K -320 0.00 164.00 N/A N/A 0 100 114 100 2024-06-24 $36.67 $0.00 21.7% 6.2% 14.1% 14.4% 0.0% 6.3% -10.1% 18.1K -68.3K -402 0.00 157.51 N/A N/A 0 0 114 0 2024-06-25 $36.69 $0.00 13.8% 3.9% 13.9% 7.4% 0.0% 1.5% -5.2% 18.1K -67.9K -397 0.00 161.20 N/A N/A 0 0 114 0 2024-06-26 $36.46 $0.00 14.3% 4.1% 14.0% 7.9% 0.0% -2.9% 6.3% 16.1K -60.7K -353 0.00 166.03 N/A N/A 0 0 114 0 2024-06-27 $36.37 $0.00 15.1% 4.3% 13.7% 8.5% 0.0% -3.5% -4.5% 13.9K -38.4K -247 0.00 159.97 N/A N/A 0 0 114 0 2024-06-28 $36.25 $0.00 15.2% 4.3% 13.6% 8.6% 0.0% -14.9% 1.6% 14.4K -53.3K -311 0.00 162.46 N/A N/A 0 0 114 0
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