HEZU Options History — December 2024 In December 2024, HEZU traded between $35.59 and $37.28. ATM implied volatility averaged 34.3%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 15.3% (HV 20d: 19.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-18 : Highest Volume — 1 contracts2024-12-05 : Largest IV spike — 59.8% change2024-12-05 : Highest IV Rank — 48.6%2024-12-19 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $36.25 $35.59 $37.28 $36.05 $35.86 ATM IV 34.3% 23.0% 60.3% 30.0% 25.8% Expected Move 8.7% 6.6% 11.5% 8.6% 7.4% HV 20d 19.0% 14.0% 21.3% 20.4% 14.0% HV 60d 16.3% 15.8% 17.1% 16.0% 15.8% IV Rank 30.4% 17.8% 48.6% 21.7% 24.9% IV Percentile 79.1% 56.0% 96.4% 77.0% 66.3% Term Structure -2.8% -15.6% 5.4% -2.5% -6.5% Skew 25d 24.2% -2.3% 48.1% 40.0% 7.9% Skew 10d 27.7% -1.8% 54.6% 47.1% 0.0% Call IV 25d 30.1% 11.6% 62.2% 36.5% 33.7% Put IV 25d 54.3% 27.9% 84.8% 76.5% 41.6% Bid-Ask Spread % 184.82 170.22 197.50 190.37 172.51 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.3K 918 1.7K 1.4K 1.6K Net DEX -15.5K -19.3K -12.6K -13.9K -14.5K Net VEX -60 -66 -53 -64 -53 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 0.048 0 1 0 0 Total OI 10.095 10 11 10 10
Daily Data (21 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 2024-12-02 $36.05 $0.00 30.0% 8.6% 20.4% 21.7% 0.0% 40.0% -2.5% 1.4K -13.9K -64 0.00 190.37 N/A N/A 0 0 10 0 2024-12-03 $35.87 $0.00 35.4% 10.1% 20.4% 26.5% 0.0% 22.6% 0.5% 1.1K -14.4K -64 0.00 192.79 N/A N/A 0 0 10 0 2024-12-04 $36.39 $0.00 37.8% 10.8% 21.0% 28.6% 0.0% 48.1% -12.5% 1.3K -15.6K -65 0.00 190.53 N/A N/A 0 0 10 0 2024-12-05 $36.45 $0.00 60.3% 10.6% 20.7% 48.6% 0.0% 36.3% -4.0% 1.0K -16.8K -66 0.00 197.50 N/A N/A 0 0 10 0 2024-12-06 $36.73 $0.00 43.4% 7.4% 20.7% 33.6% 0.0% 40.0% 0.3% 1.3K -17.2K -66 0.00 188.88 N/A N/A 0 0 10 0 2024-12-09 $36.84 $0.00 46.7% 7.6% 20.5% 36.5% 0.0% 31.3% 1.6% 1.4K -17.4K -65 0.00 191.47 N/A N/A 0 0 10 0 2024-12-10 $36.55 $0.00 46.3% 7.3% 20.5% 36.1% 0.0% 43.9% -0.1% 1.4K -16.0K -63 0.00 191.28 N/A N/A 0 0 10 0 2024-12-11 $37.28 $0.00 28.3% 8.1% 20.1% 20.2% 0.0% 33.8% 1.0% 1.3K -19.3K -65 0.00 193.16 N/A N/A 0 0 10 0 2024-12-12 $36.62 $0.00 25.6% 7.3% 21.3% 17.8% 0.0% 26.6% 1.4% 1.4K -16.4K -63 0.00 191.22 N/A N/A 0 0 10 0 2024-12-13 $36.66 $0.00 26.5% 7.6% 20.9% 25.7% 0.0% 24.7% 5.4% 1.3K -16.7K -63 0.00 191.91 N/A N/A 0 0 10 0 2024-12-16 $36.53 $0.00 27.3% 7.8% 20.6% 26.7% 0.0% 24.3% 0.1% 1.3K -16.1K -60 0.00 193.00 N/A N/A 0 0 10 0 2024-12-17 $36.41 $0.00 35.7% 10.2% 19.3% 36.9% 0.0% 38.6% -0.5% 1.2K -15.9K -60 0.00 189.20 N/A N/A 0 0 10 0 2024-12-18 $35.95 $0.00 39.9% 11.4% 18.6% 42.1% 0.0% 42.0% -5.0% 961 -15.2K -59 0.00 186.65 N/A N/A 1 0 10 0 2024-12-19 $35.95 $0.00 40.3% 11.5% 18.1% 42.5% 0.0% 40.8% -4.2% 918 -17.4K -59 0.00 191.70 N/A N/A 0 0 11 0 2024-12-20 $35.59 $0.00 23.0% 6.6% 18.5% 21.4% 0.0% -0.2% -3.4% 1.4K -12.6K -54 0.00 170.54 N/A N/A 0 0 11 0 2024-12-23 $35.75 $0.00 32.1% 9.2% 18.4% 32.5% 0.0% -1.6% -15.6% 1.5K -13.2K -55 0.00 170.94 N/A N/A 0 0 10 0 2024-12-24 $36.00 $0.00 24.1% 6.9% 18.4% 22.8% 0.0% -0.4% -5.3% 1.6K -14.0K -55 0.00 173.89 N/A N/A 0 0 10 0 2024-12-26 $36.06 $0.00 23.8% 6.8% 16.2% 22.4% 0.0% 0.4% -5.7% 1.7K -14.2K -54 0.00 170.87 N/A N/A 0 0 10 0 2024-12-27 $35.88 $0.00 33.1% 9.5% 16.4% 33.8% 0.0% -2.3% -5.5% 1.5K -13.8K -53 0.00 172.66 N/A N/A 0 0 10 0 2024-12-30 $35.78 $0.00 36.1% 10.4% 15.2% 37.5% 0.0% 10.7% 1.3% 1.6K -14.2K -53 0.00 170.22 N/A N/A 0 0 10 0 2024-12-31 $35.86 $0.00 25.8% 7.4% 14.0% 24.9% 0.0% 7.9% -6.5% 1.6K -14.5K -53 0.00 172.51 N/A N/A 0 0 10 0
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