HEZU Options History — November 2024 In November 2024, HEZU traded between $34.70 and $36.05. ATM implied volatility averaged 28.3%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 13.3% (HV 20d: 15.0%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-18 : Highest Volume — 10 contracts2024-11-12 : Largest IV spike — 111.9% change2024-11-29 : Highest IV Rank — 32.4%2024-11-29 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $35.45 $34.70 $36.05 $35.81 $35.46 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 28.3% 9.3% 42.1% 32.0% 42.1% Expected Move 8.9% 3.4% 12.1% 9.2% 12.1% HV 20d 15.0% 12.5% 19.6% 12.8% 19.6% HV 60d 14.2% 12.9% 16.0% 13.2% 16.0% IV Rank 20.2% 3.4% 32.4% 23.5% 32.4% IV Percentile 63.9% 6.0% 92.5% 77.0% 92.5% Term Structure -5.3% -19.9% 5.2% -19.9% -2.6% Skew 25d 34.8% 1.2% 57.8% 1.2% 33.6% Skew 10d 25.3% 2.5% 48.4% 2.5% 48.4% Call IV 25d 25.8% 9.3% 40.8% 38.4% 40.8% Put IV 25d 60.6% 39.6% 82.9% 39.6% 74.3% Bid-Ask Spread % 184.38 154.17 190.17 154.17 184.04 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.7K 0 4.2K 2.7K 1.1K Net DEX -7.6K -19.1K 0 -19.1K -12.9K Net VEX -31 -66 0 -39 -63 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 0.5 0 10 0 0 Total OI 12.25 0 15 15 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 2024-11-01 $35.81 $37.00 32.0% 9.2% 12.8% 23.5% 0.0% 1.2% -19.9% 2.7K -19.1K -39 0.00 154.17 N/A N/A 0 0 15 0 2024-11-04 $35.72 $0.00 13.4% 7.0% 12.5% 7.1% 0.0% 26.2% -1.2% 3.6K -5.5K -16 0.00 185.60 N/A N/A 0 0 15 0 2024-11-05 $35.86 $0.00 25.2% 3.4% 12.5% 17.5% 0.0% 42.8% -0.6% 4.2K -11.8K -26 0.00 188.05 N/A N/A 0 0 15 0 2024-11-06 $35.54 $0.00 19.6% 7.4% 12.6% 12.5% 0.0% 41.2% -0.9% 2.8K -3.9K -11 0.00 187.56 N/A N/A 0 0 15 0 2024-11-07 $35.83 $0.00 9.3% 7.9% 13.0% 3.4% 0.0% 35.0% -2.7% 2.6K -2.1K -7 0.00 189.34 N/A N/A 0 0 15 0 2024-11-08 $35.62 $0.00 16.5% 7.5% 12.7% 9.8% 0.0% 39.6% 5.2% 2.8K -3.6K -10 0.00 186.29 N/A N/A 0 0 15 0 2024-11-11 $35.98 $0.00 9.9% 6.8% 12.9% 4.0% 0.0% 34.7% -0.6% 1.2K -548 -2 0.00 189.03 N/A N/A 0 0 15 0 2024-11-12 $35.28 $0.00 21.1% 9.5% 12.7% 13.8% 0.0% 35.7% -1.5% 1.4K -1.5K -3 0.00 184.29 N/A N/A 0 0 15 0 2024-11-13 $35.18 $0.00 38.9% 11.2% 12.6% 29.6% 0.0% 36.8% -12.7% 2.0K -3.2K -5 0.00 183.57 N/A N/A 0 0 15 0 2024-11-14 $35.66 $0.00 19.8% 5.7% 13.5% 12.7% 0.0% 35.1% -1.8% 3.2K -4.8K -5 0.00 190.17 N/A N/A 0 0 15 0 2024-11-15 $36.05 $0.00 30.9% 8.8% 14.0% 22.5% 0.0% 37.4% -2.0% 0 0 0 0.00 186.44 N/A N/A 0 0 15 0 2024-11-18 $35.35 $0.00 31.3% 9.0% 15.3% 22.9% 0.0% 30.8% -3.1% 0 0 0 0.00 186.97 N/A N/A 10 0 0 0 2024-11-19 $34.70 $0.00 32.1% 9.2% 16.4% 23.6% 0.0% 41.0% -4.3% 971 -10.3K -59 0.00 183.00 N/A N/A 0 0 10 0 2024-11-20 $35.14 $0.00 41.6% 11.9% 17.2% 32.0% 0.0% 24.3% -13.5% 947 -12.5K -66 0.00 184.05 N/A N/A 0 0 10 0 2024-11-21 $35.09 $0.00 39.4% 11.3% 17.2% 30.1% 0.0% 29.8% -14.1% 955 -12.2K -65 0.00 183.50 N/A N/A 0 0 10 0 2024-11-22 $35.38 $0.00 31.7% 9.1% 17.5% 23.3% 0.0% 24.9% -2.6% 1.1K -12.0K -65 0.00 183.61 N/A N/A 0 0 10 0 2024-11-25 $35.63 $0.00 29.5% 8.5% 17.4% 21.3% 0.0% 35.1% -9.2% 1.1K -13.2K -64 0.00 187.57 N/A N/A 0 0 10 0 2024-11-26 $34.83 $0.00 41.5% 11.9% 19.0% 31.9% 0.0% 52.4% -12.8% 969 -11.0K -60 0.00 184.04 N/A N/A 0 0 10 0 2024-11-27 $34.82 $0.00 39.1% 11.2% 18.6% 29.8% 0.0% 57.8% -4.1% 911 -11.5K -60 0.00 186.21 N/A N/A 0 0 10 0 2024-11-29 $35.46 $0.00 42.1% 12.1% 19.6% 32.4% 0.0% 33.6% -2.6% 1.1K -12.9K -63 0.00 184.04 N/A N/A 0 0 10 0
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