HEZU Options History — February 2025

In February 2025, HEZU traded between $38.12 and $40.36. ATM implied volatility averaged 23.8%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 14.5% (HV 20d: 9.3%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-02-26: Highest Volume — 14 contracts
  • 2025-02-28: Largest IV spike — 223.8% change
  • 2025-02-28: Highest IV Rank — 64.4%
  • 2025-02-28: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.46$38.12$40.36$38.12$39.86
Max Pain$37.00$37.00$37.00$37.00$37.00
ATM IV23.8%9.0%63.1%36.3%63.1%
Expected Move6.5%2.6%18.1%10.4%18.1%
HV 20d9.3%8.1%11.2%9.1%11.1%
HV 60d13.8%11.8%15.1%15.1%11.8%
IV Rank20.4%4.0%64.4%34.5%64.4%
IV Percentile47.7%5.6%97.6%85.7%97.6%
Term Structure-5.2%-22.0%4.9%-8.2%-22.0%
Skew 25d1.6%-5.5%11.3%0.4%11.3%
Skew 10d6.2%-7.6%27.3%2.5%27.3%
Call IV 25d23.1%7.4%78.8%32.0%78.8%
Put IV 25d24.7%9.2%90.1%32.4%90.1%
Bid-Ask Spread %161.67141.58196.90160.74196.90
Gamma HHI1.001.001.001.001.00
Net GEX1.1K02.5K1.8K1.4K
Net DEX-29.2K-55.8K0-25.7K-23.5K
Net VEX-20-1000-31-100
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.15801400
Total OI9.4740141014

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$38.12$37.0036.3%10.4%9.1%34.5%0.0%0.4%-8.2%1.8K-25.7K-310.00160.74N/AN/A00100
2025-02-04$38.31$37.0027.3%7.8%8.9%24.4%0.0%-0.6%-9.5%1.9K-27.2K-290.00162.09N/AN/A00100
2025-02-05$38.55$37.0026.5%7.6%8.1%23.5%0.0%-4.4%3.2%1.8K-28.7K-270.00158.84N/AN/A00100
2025-02-06$38.93$0.0025.0%6.5%8.4%21.8%0.0%6.7%-0.6%1.7K-30.9K-230.00169.27N/AN/A00100
2025-02-07$38.73$0.0026.3%5.3%8.8%23.3%0.0%1.9%-2.4%1.8K-30.0K-230.00171.77N/AN/A00100
2025-02-10$39.09$0.0030.0%6.8%8.8%27.4%0.0%8.6%-10.3%1.6K-31.8K-180.00171.70N/AN/A00100
2025-02-11$39.33$0.0032.2%7.5%8.7%29.9%0.0%-0.1%-3.1%1.5K-32.7K-160.00172.88N/AN/A00100
2025-02-12$39.69$0.0018.7%5.4%8.9%14.8%0.0%2.1%-4.0%1.3K-34.2K-140.00170.88N/AN/A00100
2025-02-13$39.88$0.0019.5%5.6%8.4%15.7%0.0%-5.5%-3.9%1.2K-35.6K-120.00161.84N/AN/A00100
2025-02-14$40.00$0.009.0%2.6%8.1%4.0%0.0%0.9%-0.9%318-39.6K-20.00148.69N/AN/A00100
2025-02-18$40.36$0.0017.8%5.1%8.1%13.8%0.0%0.1%-4.3%245-40.0K-10.00152.78N/AN/A40100
2025-02-19$39.83$0.0013.4%3.8%9.9%8.9%0.0%1.8%-9.1%0-55.8K00.00141.58N/AN/A00140
2025-02-20$39.83$0.0020.6%5.9%10.0%16.9%0.0%0.7%-3.7%1.6K-51.1K-50.00165.34N/AN/A00140
2025-02-21$39.68$0.0011.4%3.3%10.0%6.7%0.0%1.1%4.9%1.2K-53.4K-10.00145.07N/AN/A40140
2025-02-24$39.75$0.0013.8%3.9%9.9%9.3%0.0%2.6%-3.6%0000.00156.11N/AN/A0000
2025-02-25$39.99$0.0022.0%6.3%9.9%18.5%0.0%1.8%-4.5%0000.00163.40N/AN/A0000
2025-02-26$40.17$0.0019.0%5.4%9.9%15.1%0.0%2.4%-13.5%0000.00146.48N/AN/A14000
2025-02-27$39.69$0.0019.5%5.6%11.2%15.7%0.0%-0.4%-4.1%2.5K-15.4K-860.00155.38N/AN/A00140
2025-02-28$39.86$0.0063.1%18.1%11.1%64.4%0.0%11.3%-22.0%1.4K-23.5K-1000.00196.90N/AN/A00140