HEZU Options History — September 2024 In September 2024, HEZU traded between $34.92 and $37.07. ATM implied volatility averaged 31.3%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 18.2% (HV 20d: 13.1%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 71.7% change2024-09-10 : Highest IV Rank — 42.9%2024-09-26 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $35.87 $34.92 $37.07 $35.74 $36.79 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 31.3% 21.1% 54.0% 27.5% 27.1% Expected Move 8.0% 6.1% 11.9% 7.9% 7.8% HV 20d 13.1% 11.5% 15.8% 11.5% 15.8% HV 60d 15.8% 15.3% 16.3% 16.1% 15.6% IV Rank 22.9% 13.9% 42.9% 19.5% 19.2% IV Percentile 69.2% 51.6% 88.9% 66.7% 65.5% Term Structure -5.5% -14.3% 1.1% -7.7% 1.1% Skew 25d 6.4% -2.2% 36.7% -1.4% -1.3% Skew 10d 21.5% 4.2% 43.9% 4.2% 24.9% Call IV 25d 26.5% 13.4% 39.2% 36.8% 32.5% Put IV 25d 32.9% 25.8% 50.1% 35.4% 31.2% Bid-Ask Spread % 177.32 170.37 195.40 173.69 171.96 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.7K 1.1K 2.1K 1.6K 2.1K Net DEX -14.1K -20.0K -10.6K -13.9K -18.2K Net VEX -40 -48 -33 -48 -33 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10 10 10 10 10
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 2024-09-03 $35.74 $0.00 27.5% 7.9% 11.5% 19.5% 0.0% -1.4% -7.7% 1.6K -13.9K -48 0.00 173.69 N/A N/A 0 0 10 0 2024-09-04 $35.52 $0.00 37.1% 10.6% 11.9% 28.1% 0.0% -2.2% -8.0% 1.5K -12.9K -47 0.00 173.51 N/A N/A 0 0 10 0 2024-09-05 $35.41 $37.00 31.9% 6.4% 12.1% 23.4% 0.0% 5.6% -3.4% 1.6K -12.0K -44 0.00 182.02 N/A N/A 0 0 10 0 2024-09-06 $34.92 $37.00 30.2% 6.2% 12.7% 21.9% 0.0% 4.9% -1.7% 1.3K -10.9K -43 0.00 177.08 N/A N/A 0 0 10 0 2024-09-09 $35.33 $37.00 51.2% 9.4% 13.2% 40.5% 0.0% 0.3% -8.5% 1.4K -12.1K -42 0.00 177.96 N/A N/A 0 0 10 0 2024-09-10 $35.13 $37.00 54.0% 6.5% 13.3% 42.9% 0.0% 3.1% -3.9% 1.5K -10.6K -39 0.00 179.82 N/A N/A 0 0 10 0 2024-09-11 $35.45 $37.00 26.1% 7.5% 13.4% 18.3% 0.0% 4.5% -8.8% 1.5K -12.2K -41 0.00 175.15 N/A N/A 0 0 10 0 2024-09-12 $35.53 $37.00 21.1% 6.1% 13.4% 13.9% 0.0% 6.4% -1.2% 1.6K -12.2K -40 0.00 175.72 N/A N/A 0 0 10 0 2024-09-13 $35.74 $37.00 21.1% 6.1% 12.0% 13.9% 0.0% 0.8% -3.2% 1.8K -12.9K -42 0.00 180.86 N/A N/A 0 0 10 0 2024-09-16 $35.77 $37.00 28.9% 8.3% 12.0% 20.8% 0.0% 10.0% -10.2% 1.6K -13.5K -40 0.00 178.11 N/A N/A 0 0 10 0 2024-09-17 $35.75 $37.00 22.7% 6.5% 11.7% 15.3% 0.0% 7.5% -4.2% 1.7K -13.1K -39 0.00 175.13 N/A N/A 0 0 10 0 2024-09-18 $35.73 $37.00 39.1% 11.2% 11.6% 29.7% 0.0% 36.7% -7.3% 1.1K -15.2K -41 0.00 195.40 N/A N/A 0 0 10 0 2024-09-19 $36.32 $37.00 28.2% 8.1% 12.8% 20.1% 0.0% 9.3% -13.5% 1.9K -15.9K -40 0.00 175.45 N/A N/A 0 0 10 0 2024-09-20 $35.86 $37.00 30.2% 8.7% 13.6% 21.9% 0.0% 3.0% -4.1% 1.7K -13.7K -38 0.00 173.69 N/A N/A 0 0 10 0 2024-09-23 $35.98 $37.00 21.6% 6.2% 13.3% 14.3% 0.0% 10.8% -1.7% 1.8K -13.8K -36 0.00 174.54 N/A N/A 0 0 10 0 2024-09-24 $36.24 $37.00 24.6% 7.1% 13.5% 17.0% 0.0% 5.3% -4.5% 2.0K -15.1K -37 0.00 176.74 N/A N/A 0 0 10 0 2024-09-25 $36.17 $37.00 27.6% 7.9% 13.5% 19.6% 0.0% 7.0% 0.3% 1.9K -14.9K -36 0.00 174.72 N/A N/A 0 0 10 0 2024-09-26 $36.98 $37.00 41.5% 11.9% 15.6% 31.9% 0.0% 4.7% -14.3% 1.5K -19.6K -36 0.00 184.47 N/A N/A 0 0 10 0 2024-09-27 $37.07 $37.00 33.9% 9.7% 15.5% 25.2% 0.0% 12.7% -4.3% 1.9K -20.0K -35 0.00 170.37 N/A N/A 0 0 10 0 2024-09-30 $36.79 $37.00 27.1% 7.8% 15.8% 19.2% 0.0% -1.3% 1.1% 2.1K -18.2K -33 0.00 171.96 N/A N/A 0 0 10 0
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