HEZU Options History — October 2024

In October 2024, HEZU traded between $35.57 and $37.04. ATM implied volatility averaged 26.0%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 11.7% (HV 20d: 14.4%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2024-10-22: Highest Volume — 15 contracts
2024-10-30: Largest IV spike — 179.3% change
2024-10-03: Highest IV Rank — 32.4%
2024-10-01: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.39	$35.57	$37.04	$36.50	$35.57
Max Pain	$37.00	$37.00	$37.00	$37.00	$37.00
ATM IV	26.0%	9.7%	42.0%	36.3%	13.5%
Expected Move	6.8%	2.8%	10.4%	10.4%	3.9%
HV 20d	14.4%	12.7%	16.5%	14.7%	13.4%
HV 60d	15.0%	13.0%	15.7%	15.7%	13.4%
IV Rank	18.2%	3.7%	32.4%	27.3%	7.2%
IV Percentile	57.8%	6.7%	82.9%	77.4%	23.4%
Term Structure	-4.5%	-18.1%	12.0%	-7.4%	9.2%
VWIV	8.7%	8.7%	8.7%	8.7%	8.7%
Skew 25d	2.1%	-4.2%	11.0%	-1.1%	3.2%
Skew 10d	10.2%	-5.9%	28.5%	25.8%	-5.9%
Call IV 25d	24.8%	8.4%	39.7%	34.2%	11.1%
Put IV 25d	26.9%	10.4%	37.3%	33.1%	14.3%
Bid-Ask Spread %	162.38	146.21	172.96	172.96	146.44
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	2.6K	0	7.9K	2.0K	3.5K
Net DEX	-15.3K	-23.3K	0	-16.6K	-7.9K
Net VEX	-25	-53	0	-31	-24
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	0.652	0	15	0	0
Total OI	10.652	0	15	10	15

Daily Data (23 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 Vol	Call OI
2024-10-01	$36.50	$37.00	36.3%	10.4%	14.7%	27.3%	0.0%	-1.1%	-7.4%	2.0K	-16.6K	-31	172.96	N/A	N/A	0	10
2024-10-02	$36.48	$37.00	31.2%	8.9%	14.5%	22.8%	0.0%	-2.4%	-8.5%	1.9K	-16.5K	-31	172.85	N/A	N/A	0	10
2024-10-03	$36.11	$0.00	42.0%	6.2%	14.9%	32.4%	0.0%	-0.1%	-4.1%	1.8K	-14.6K	-28	166.41	N/A	N/A	0	10
2024-10-04	$36.56	$0.00	29.4%	6.0%	14.4%	21.2%	0.0%	4.6%	-3.6%	2.0K	-16.9K	-29	166.87	N/A	N/A	0	10
2024-10-07	$36.27	$0.00	34.8%	7.4%	14.4%	26.0%	0.0%	3.0%	-10.3%	1.9K	-15.0K	-25	163.31	N/A	N/A	0	10
2024-10-08	$36.42	$0.00	36.4%	6.7%	14.2%	27.4%	0.0%	6.5%	-7.0%	2.1K	-15.7K	-24	164.55	N/A	N/A	0	10
2024-10-09	$36.64	$0.00	26.2%	7.5%	14.0%	18.3%	0.0%	5.0%	-3.8%	1.8K	-17.3K	-23	164.22	N/A	N/A	0	10
2024-10-10	$36.48	$0.00	24.3%	7.0%	14.1%	16.7%	0.0%	-4.2%	-2.8%	2.0K	-16.2K	-22	163.64	N/A	N/A	0	10
2024-10-11	$36.75	$0.00	21.6%	6.2%	14.2%	14.3%	0.0%	1.4%	-4.2%	2.1K	-17.6K	-20	163.33	N/A	N/A	0	10
2024-10-14	$37.04	$0.00	22.8%	6.5%	14.4%	15.4%	0.0%	-0.1%	-4.8%	2.9K	-19.4K	-15	172.07	N/A	N/A	0	10
2024-10-15	$36.27	$0.00	24.0%	6.9%	16.5%	16.4%	0.0%	-1.7%	-8.0%	2.1K	-14.4K	-13	168.32	N/A	N/A	0	10
2024-10-16	$36.30	$0.00	36.2%	10.4%	16.5%	27.2%	0.0%	-0.4%	-16.2%	2.2K	-14.3K	-10	167.05	N/A	N/A	0	10
2024-10-17	$36.49	$0.00	25.9%	7.4%	15.6%	18.1%	0.0%	1.6%	-11.6%	2.2K	-15.6K	-7	165.14	N/A	N/A	0	10
2024-10-18	$36.73	$0.00	23.3%	6.7%	14.9%	15.8%	0.0%	8.1%	-2.7%	2.7K	-16.8K	-2	167.52	N/A	N/A	0	10
2024-10-21	$36.45	$0.00	26.9%	7.7%	15.2%	19.0%	0.0%	6.3%	-4.4%	0	0	0	164.59	N/A	N/A	0	0
2024-10-22	$36.42	$0.00	11.1%	3.2%	15.0%	5.0%	8.7%	11.0%	12.0%	0	0	0	162.00	N/A	N/A	15	0
2024-10-23	$36.19	$37.00	25.5%	7.3%	15.2%	17.7%	0.0%	-0.4%	-1.7%	2.9K	-22.3K	-52	164.71	N/A	N/A	0	15
2024-10-24	$36.25	$37.00	28.1%	8.1%	12.8%	20.1%	0.0%	2.7%	-1.9%	2.8K	-23.2K	-53	163.03	N/A	N/A	0	15
2024-10-25	$36.27	$37.00	28.4%	8.2%	12.7%	20.3%	0.0%	1.2%	-6.4%	2.8K	-23.3K	-51	151.20	N/A	N/A	0	15
2024-10-28	$36.56	$37.00	9.7%	2.8%	12.9%	3.7%	0.0%	0.4%	0.8%	7.9K	-19.8K	-46	147.53	N/A	N/A	0	15
2024-10-29	$36.34	$37.00	10.9%	3.1%	12.7%	4.8%	0.0%	1.3%	0.8%	7.0K	-15.3K	-41	150.74	N/A	N/A	0	15
2024-10-30	$35.88	$37.00	30.3%	8.7%	13.5%	22.0%	0.0%	1.8%	-18.1%	4.2K	-13.3K	-36	146.21	N/A	N/A	0	15
2024-10-31	$35.57	$37.00	13.5%	3.9%	13.4%	7.2%	0.0%	3.2%	9.2%	3.5K	-7.9K	-24	146.44	N/A	N/A	0	15