HEZU Options History — June 2025

In June 2025, HEZU traded between $39.69 and $41.45. ATM implied volatility averaged 27.0%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 6.5% (HV 20d: 20.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2025-06-23: Largest IV spike — 40.5% change
  • 2025-06-27: Highest IV Rank — 28.1%
  • 2025-06-27: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.50$39.69$41.45$40.69$40.32
ATM IV27.0%19.5%35.9%26.2%28.4%
Expected Move7.3%5.6%10.3%7.5%8.2%
HV 20d20.5%15.8%24.5%23.7%15.9%
HV 60d40.7%40.3%41.5%41.5%40.4%
IV Rank19.6%12.2%28.1%19.9%20.3%
IV Percentile48.9%15.9%78.2%47.6%56.0%
Term Structure-5.9%-18.1%5.7%-7.3%-9.5%
Skew 25d0.5%-4.0%13.3%13.3%-1.3%
Skew 10d0.6%-19.1%14.8%1.0%-1.4%
Call IV 25d26.1%16.7%31.7%16.7%31.7%
Put IV 25d26.6%22.0%32.0%30.0%30.4%
Bid-Ask Spread %173.29158.00180.62160.10171.18
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$40.69$0.0026.2%7.5%23.7%19.9%0.0%13.3%-7.3%0000.00160.10N/AN/A0000
2025-06-03$40.53$0.0026.2%7.5%23.8%19.9%0.0%-0.8%-4.1%0000.00158.00N/AN/A0000
2025-06-04$41.28$0.0027.2%7.8%23.8%20.9%0.0%0.4%-7.3%0000.00158.37N/AN/A0000
2025-06-05$40.67$0.0033.6%5.7%24.5%27.5%0.0%-0.3%5.7%0000.00180.26N/AN/A0000
2025-06-06$40.92$0.0028.5%7.4%24.5%22.3%0.0%0.7%-5.0%0000.00175.81N/AN/A0000
2025-06-09$40.84$0.0030.4%5.9%23.8%24.2%0.0%0.3%-3.1%0000.00176.88N/AN/A0000
2025-06-10$41.45$0.0029.1%7.2%24.0%22.2%0.0%0.9%-1.9%0000.00180.62N/AN/A0000
2025-06-11$41.17$0.0019.5%5.6%23.7%12.2%0.0%1.3%-2.0%0000.00177.65N/AN/A0000
2025-06-12$40.83$0.0024.5%7.0%22.0%16.9%0.0%2.2%-12.8%0000.00177.11N/AN/A0000
2025-06-13$40.71$0.0021.3%6.1%19.9%13.7%0.0%1.1%-1.9%0000.00178.57N/AN/A0000
2025-06-16$40.87$0.0025.4%7.3%18.5%17.2%0.0%1.8%-3.0%0000.00175.07N/AN/A0000
2025-06-17$39.98$0.0023.7%6.8%19.8%15.4%0.0%0.5%-5.0%0000.00180.51N/AN/A0000
2025-06-18$39.89$0.0023.6%6.8%19.7%15.2%0.0%-0.1%-6.5%0000.00179.52N/AN/A0000
2025-06-20$39.69$0.0022.7%6.5%19.7%14.3%0.0%-0.8%-3.9%0000.00174.13N/AN/A0000
2025-06-23$39.73$0.0031.9%9.1%18.6%23.9%0.0%-2.8%-8.2%0000.00170.27N/AN/A0000
2025-06-24$40.24$0.0027.8%8.0%15.8%19.6%0.0%1.1%-3.6%0000.00171.77N/AN/A0000
2025-06-25$39.89$0.0025.0%7.2%16.0%16.7%0.0%-4.0%-3.9%0000.00174.20N/AN/A0000
2025-06-26$39.86$0.0030.1%8.6%16.0%22.0%0.0%-2.0%-17.4%0000.00172.53N/AN/A0000
2025-06-27$40.34$0.0035.9%10.3%16.6%28.1%0.0%-1.7%-18.1%0000.00173.23N/AN/A0000
2025-06-30$40.32$0.0028.4%8.2%15.9%20.3%0.0%-1.3%-9.5%0000.00171.18N/AN/A0000