HEZU Options History — July 2024

Name: HEZU Options Analytics - July 2024
Creator: Options Analysis Suite

In July 2024, HEZU traded between $35.21 and $36.62. ATM implied volatility averaged 23.2%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 7.3% (HV 20d: 15.8%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days.

Notable Days

2024-07-19: Largest IV spike — 183.0% change
2024-07-26: Highest IV Rank — 24.9%
2024-07-26: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.87	$35.21	$36.62	$36.56	$35.72
Max Pain	$38.00	$38.00	$38.00	$38.00	$38.00
ATM IV	23.2%	10.4%	33.5%	18.0%	27.9%
Expected Move	6.1%	2.6%	9.6%	5.2%	8.0%
HV 20d	15.8%	14.0%	16.9%	14.0%	14.6%
HV 60d	12.9%	11.3%	13.3%	11.3%	13.3%
IV Rank	15.7%	4.4%	24.9%	11.2%	19.9%
IV Percentile	54.8%	10.3%	72.2%	45.6%	66.7%
Term Structure	-2.8%	-15.1%	6.7%	-9.2%	0.8%
Skew 25d	3.8%	-3.8%	17.7%	-3.8%	10.9%
Skew 10d	-1.2%	-12.7%	1.9%	0.9%	1.6%
Call IV 25d	23.9%	9.2%	36.1%	26.3%	36.1%
Put IV 25d	27.7%	10.5%	47.0%	22.5%	47.0%
Bid-Ask Spread %	155.74	135.69	163.81	161.47	156.91
Gamma HHI	0.70	0.56	0.75	0.69	0.73
Net GEX	12.4K	4.9K	17.3K	16.2K	12.4K
Net DEX	-56.7K	-105.2K	-8.3K	-49.9K	-63.3K
Net VEX	-241	-403	-51	-300	-201
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	114	114	114	114	114

Daily Data (22 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	Call OI
2024-07-01	$36.56	$0.00	18.0%	5.2%	14.0%	11.2%	0.0%	-3.8%	-9.2%	16.2K	-49.9K	-300	161.47	N/A	N/A	114
2024-07-02	$35.72	$0.00	12.4%	3.6%	16.0%	6.2%	0.0%	17.7%	2.5%	9.3K	-22.2K	-157	159.12	N/A	N/A	114
2024-07-03	$36.08	$0.00	18.9%	5.4%	16.6%	12.0%	0.0%	1.1%	6.7%	12.1K	-29.2K	-188	163.29	N/A	N/A	114
2024-07-05	$36.25	$38.00	20.2%	2.8%	15.8%	13.1%	0.0%	6.6%	-0.4%	13.1K	-30.1K	-183	142.45	N/A	N/A	114
2024-07-08	$36.08	$38.00	18.4%	3.0%	15.8%	11.5%	0.0%	1.3%	4.5%	10.9K	-23.8K	-149	135.69	N/A	N/A	114
2024-07-09	$35.71	$38.00	32.6%	2.6%	16.0%	24.1%	0.0%	-2.7%	-0.6%	10.0K	-26.6K	-160	144.42	N/A	N/A	114
2024-07-10	$36.17	$38.00	18.4%	5.3%	16.9%	11.5%	0.0%	0.4%	-3.2%	14.9K	-91.5K	-378	143.46	N/A	N/A	114
2024-07-11	$36.24	$38.00	13.6%	3.9%	16.6%	7.3%	0.0%	0.1%	-3.2%	15.0K	-46.4K	-236	146.26	N/A	N/A	114
2024-07-12	$36.62	$38.00	20.8%	6.0%	16.8%	13.6%	0.0%	13.9%	2.3%	17.3K	-105.2K	-403	159.89	N/A	N/A	114
2024-07-15	$36.21	$38.00	22.2%	6.4%	16.6%	14.8%	0.0%	4.0%	-5.7%	15.0K	-90.2K	-352	160.28	N/A	N/A	114
2024-07-16	$36.19	$38.00	22.3%	6.4%	14.6%	14.9%	0.0%	0.2%	-1.8%	14.9K	-89.2K	-344	158.29	N/A	N/A	114
2024-07-17	$35.69	$38.00	29.9%	8.6%	14.8%	21.6%	0.0%	-0.2%	-14.0%	12.6K	-74.9K	-306	163.62	N/A	N/A	114
2024-07-18	$35.61	$38.00	10.4%	3.0%	14.7%	4.4%	0.0%	1.8%	-1.7%	4.9K	-8.3K	-51	144.31	N/A	N/A	114
2024-07-19	$35.37	$38.00	29.5%	8.4%	14.6%	21.3%	0.0%	0.1%	-15.1%	11.2K	-61.4K	-266	161.72	N/A	N/A	114
2024-07-22	$35.98	$38.00	23.6%	6.8%	15.8%	16.1%	0.0%	0.3%	-4.7%	14.0K	-71.2K	-280	157.76	N/A	N/A	114
2024-07-23	$35.86	$38.00	23.4%	6.7%	15.7%	15.9%	0.0%	7.3%	2.2%	13.3K	-68.8K	-274	160.49	N/A	N/A	114
2024-07-24	$35.39	$38.00	26.4%	7.6%	16.2%	18.6%	0.0%	-2.3%	-7.7%	11.2K	-62.8K	-239	160.69	N/A	N/A	114
2024-07-25	$35.21	$38.00	27.2%	7.8%	16.2%	19.2%	0.0%	10.0%	-8.6%	10.5K	-56.2K	-210	159.83	N/A	N/A	114
2024-07-26	$35.58	$38.00	33.5%	9.6%	16.7%	24.9%	0.0%	0.6%	1.9%	12.0K	-66.3K	-231	161.15	N/A	N/A	114
2024-07-29	$35.40	$38.00	29.1%	8.3%	16.8%	20.9%	0.0%	8.5%	4.0%	10.9K	-52.2K	-188	163.81	N/A	N/A	114
2024-07-30	$35.45	$38.00	30.7%	8.8%	16.4%	22.4%	0.0%	8.4%	-10.5%	11.2K	-57.0K	-204	161.46	N/A	N/A	114
2024-07-31	$35.72	$38.00	27.9%	8.0%	14.6%	19.9%	0.0%	10.9%	0.8%	12.4K	-63.3K	-201	156.91	N/A	N/A	114