HEZU Options History — August 2024 In August 2024, HEZU traded between $33.45 and $36.36. ATM implied volatility averaged 38.1%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 20.3% (HV 20d: 17.8%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-29 : Highest Volume — 10 contracts2024-08-02 : Largest IV spike — 90.5% change2024-08-13 : Highest IV Rank — 72.4%2024-08-02 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $35.03 $33.45 $36.36 $34.83 $36.36 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 38.1% 21.8% 87.3% 29.6% 26.9% Expected Move 8.1% 6.2% 16.2% 8.5% 7.7% HV 20d 17.8% 12.3% 19.4% 16.6% 12.3% HV 60d 15.5% 14.2% 16.0% 14.2% 15.7% IV Rank 28.9% 14.4% 72.4% 21.4% 19.0% IV Percentile 71.9% 53.6% 98.0% 69.4% 65.5% Term Structure -5.8% -32.7% 10.1% -1.2% -7.6% Skew 25d 2.2% -2.1% 7.7% -0.1% 0.5% Skew 10d 12.5% -7.4% 24.2% 1.4% 7.0% Call IV 25d 29.8% 23.8% 45.4% 37.8% 30.9% Put IV 25d 32.0% 26.3% 43.3% 37.6% 31.4% Bid-Ask Spread % 172.61 158.61 192.76 159.21 169.66 Gamma HHI 0.73 0.68 1.00 0.71 1.00 Net GEX 3.5K 0 8.1K 8.1K 4.6K Net DEX -16.4K -61.6K 0 -34.1K -13.4K Net VEX -44 -161 0 -131 -51 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 0.455 0 10 0 0 Total OI 62.636 0 114 114 10
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-08-01 $34.83 $38.00 29.6% 8.5% 16.6% 21.4% 0.0% -0.1% -1.2% 8.1K -34.1K -131 0.00 159.21 N/A N/A 0 0 114 0 2024-08-02 $34.14 $38.00 56.4% 16.2% 17.6% 45.1% 0.0% -0.6% -32.7% 6.7K -33.2K -125 0.00 159.04 N/A N/A 0 0 114 0 2024-08-05 $33.45 $0.00 55.3% 9.6% 18.6% 44.1% 0.0% -1.2% -3.5% 5.9K -35.4K -108 0.00 183.37 N/A N/A 0 0 114 0 2024-08-06 $33.67 $0.00 67.7% 11.7% 18.8% 55.1% 0.0% -2.1% -12.9% 7.0K -61.6K -161 0.00 192.76 N/A N/A 0 0 114 0 2024-08-07 $33.80 $0.00 42.3% 7.9% 18.1% 32.6% 0.0% 0.6% -4.3% 4.9K -19.6K -62 0.00 171.94 N/A N/A 0 0 114 0 2024-08-08 $34.25 $0.00 63.8% 10.8% 18.9% 51.6% 0.0% 0.5% -15.3% 7.7K -50.1K -120 0.00 184.90 N/A N/A 0 0 114 0 2024-08-09 $34.34 $0.00 44.8% 6.7% 18.4% 34.8% 0.0% 0.5% 1.6% 5.8K -22.0K -65 0.00 175.50 N/A N/A 0 0 114 0 2024-08-12 $34.20 $0.00 65.7% 6.4% 18.2% 53.3% 0.0% 2.7% -2.4% 5.4K -20.2K -42 0.00 175.39 N/A N/A 0 0 114 0 2024-08-13 $34.48 $0.00 87.3% 6.7% 18.6% 72.4% 0.0% 7.0% 0.6% 6.4K -25.1K -43 0.00 174.67 N/A N/A 0 0 114 0 2024-08-14 $34.62 $0.00 27.1% 7.8% 18.2% 19.2% 0.0% 0.8% -4.8% 5.9K -19.6K -30 0.00 172.87 N/A N/A 0 0 114 0 2024-08-15 $35.24 $0.00 21.8% 6.2% 19.4% 14.4% 0.0% 7.7% 10.1% 8.1K -27.0K -29 0.00 170.53 N/A N/A 0 0 114 0 2024-08-16 $35.33 $0.00 22.9% 6.6% 19.3% 15.4% 0.0% 2.7% -4.6% 0 0 0 0.00 174.80 N/A N/A 0 0 114 0 2024-08-19 $35.59 $0.00 24.2% 6.9% 18.5% 16.6% 0.0% 7.4% -8.2% 0 0 0 0.00 173.24 N/A N/A 0 0 0 0 2024-08-20 $35.43 $0.00 23.6% 6.8% 18.5% 16.1% 0.0% 3.7% -4.7% 0 0 0 0.00 158.61 N/A N/A 0 0 0 0 2024-08-21 $35.66 $0.00 29.9% 8.6% 18.0% 21.6% 0.0% 3.7% -19.6% 0 0 0 0.00 171.21 N/A N/A 0 0 0 0 2024-08-22 $35.53 $0.00 22.9% 6.6% 18.0% 15.5% 0.0% 0.5% 5.0% 0 0 0 0.00 173.09 N/A N/A 0 0 0 0 2024-08-23 $35.83 $0.00 29.3% 8.4% 17.8% 21.1% 0.0% 3.4% 5.4% 0 0 0 0.00 171.09 N/A N/A 0 0 0 0 2024-08-26 $35.86 $0.00 23.3% 6.7% 17.7% 15.8% 0.0% 1.1% -4.2% 0 0 0 0.00 175.33 N/A N/A 0 0 0 0 2024-08-27 $35.93 $0.00 24.1% 6.9% 17.7% 16.5% 0.0% 5.4% -5.1% 0 0 0 0.00 168.37 N/A N/A 0 0 0 0 2024-08-28 $35.99 $0.00 23.6% 6.8% 17.5% 16.0% 0.0% 3.5% -4.6% 0 0 0 0.00 171.17 N/A N/A 0 0 0 0 2024-08-29 $36.22 $0.00 25.4% 7.3% 14.8% 17.6% 0.0% 1.1% -14.6% 0 0 0 0.00 170.61 N/A N/A 10 0 0 0 2024-08-30 $36.36 $0.00 26.9% 7.7% 12.3% 19.0% 0.0% 0.5% -7.6% 4.6K -13.4K -51 0.00 169.66 N/A N/A 0 0 10 0
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