HEZU Options History — July 2025

In July 2025, HEZU traded between $39.48 and $40.82. ATM implied volatility averaged 27.4%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 12.3% (HV 20d: 15.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2025-07-25: Largest IV spike — 63.2% change
  • 2025-07-08: Highest IV Rank — 33.7%
  • 2025-07-25: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.18$39.48$40.82$40.19$40.49
ATM IV27.4%19.7%41.2%27.2%28.2%
Expected Move7.5%5.6%10.2%7.8%8.1%
HV 20d15.1%13.9%16.9%15.8%14.3%
HV 60d24.7%18.5%39.7%39.7%18.5%
IV Rank19.3%11.1%33.7%19.0%20.1%
IV Percentile45.4%10.7%87.3%48.4%53.6%
Term Structure-10.6%-27.7%-4.5%-8.8%-10.5%
Skew 25d0.9%-4.6%5.5%2.5%0.4%
Skew 10d1.4%-3.8%8.3%-1.0%1.0%
Call IV 25d27.2%20.5%34.1%32.0%33.5%
Put IV 25d28.2%21.7%34.4%34.4%34.0%
Bid-Ask Spread %154.79150.32174.33174.33155.52
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$40.19$0.0027.2%7.8%15.8%19.0%0.0%2.5%-8.8%0000.00174.33N/AN/A0000
2025-07-02$39.48$0.0032.2%9.2%16.9%24.3%0.0%-0.6%-12.0%0000.00173.45N/AN/A0000
2025-07-03$39.70$0.0026.6%5.6%15.5%18.4%0.0%1.9%-5.4%0000.00152.21N/AN/A0000
2025-07-07$39.57$0.0030.2%6.7%14.7%22.2%0.0%2.6%-11.5%0000.00153.38N/AN/A0000
2025-07-08$39.85$0.0041.2%8.0%14.8%33.7%0.0%5.5%-20.5%0000.00154.36N/AN/A0000
2025-07-09$40.46$0.0027.1%7.8%15.9%18.9%0.0%0.5%-16.8%0000.00154.86N/AN/A0000
2025-07-10$40.39$0.0024.2%6.9%14.8%15.9%0.0%-4.6%-7.9%0000.00150.79N/AN/A0000
2025-07-11$40.01$0.0022.8%6.5%15.0%14.4%0.0%1.8%-6.7%0000.00151.02N/AN/A0000
2025-07-14$40.52$0.0019.7%5.6%15.6%11.1%0.0%1.0%-5.2%0000.00150.32N/AN/A0000
2025-07-15$40.34$0.0026.9%7.7%15.6%18.7%0.0%-0.1%-12.0%0000.00151.67N/AN/A0000
2025-07-16$40.41$0.0024.1%6.9%15.5%15.8%0.0%2.9%-6.2%0000.00150.93N/AN/A0000
2025-07-17$39.93$0.0023.7%6.8%14.0%15.4%0.0%-0.8%-10.3%0000.00151.25N/AN/A0000
2025-07-18$39.92$0.0027.2%7.8%14.0%19.0%0.0%3.8%-13.0%0000.00155.02N/AN/A0000
2025-07-21$39.77$0.0024.0%6.9%13.9%15.7%0.0%-0.3%-7.7%0000.00154.00N/AN/A0000
2025-07-22$39.70$0.0031.9%9.1%14.0%23.9%0.0%0.2%-4.5%0000.00152.55N/AN/A0000
2025-07-23$40.45$0.0034.0%9.8%14.8%26.2%0.0%5.5%-17.7%0000.00153.81N/AN/A0000
2025-07-24$40.69$0.0021.8%6.3%14.5%13.4%0.0%1.0%-5.4%0000.00152.68N/AN/A0000
2025-07-25$40.08$0.0035.6%10.2%15.6%27.8%0.0%-0.6%-27.7%0000.00152.03N/AN/A0000
2025-07-28$40.41$0.0026.5%7.6%15.3%18.3%0.0%-1.1%-10.5%0000.00153.35N/AN/A0000
2025-07-29$40.82$0.0023.7%6.8%15.7%15.4%0.0%0.7%-6.2%0000.00154.17N/AN/A0000
2025-07-30$40.74$0.0024.5%7.0%15.7%16.2%0.0%-1.7%-6.6%0000.00153.58N/AN/A0000
2025-07-31$40.49$0.0028.2%8.1%14.3%20.1%0.0%0.4%-10.5%0000.00155.52N/AN/A0000