HEZU Options History — March 2026

In March 2026, HEZU traded between $42.16 and $45.81. ATM implied volatility averaged 29.4%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 8.0% (HV 20d: 21.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

  • 2026-03-11: Largest IV drop — 31.9% change
  • 2026-03-16: Highest IV Rank — 28.9%
  • 2026-03-30: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.86$42.16$45.81$45.81$43.00
ATM IV29.4%23.3%35.2%24.3%32.8%
Expected Move7.5%6.1%9.6%7.0%9.4%
HV 20d21.4%19.5%23.6%23.6%19.9%
HV 60d21.7%20.9%22.3%21.2%21.5%
IV Rank23.0%16.7%28.9%17.7%26.4%
IV Percentile70.8%42.1%86.9%49.6%82.9%
Term Structure-4.4%-10.5%0.9%0.9%-10.5%
Skew 25d2.7%1.1%5.2%2.0%2.6%
Skew 10d3.7%2.5%15.0%2.7%2.5%
Call IV 25d27.8%21.8%33.8%27.7%32.1%
Put IV 25d30.5%24.6%36.9%29.7%34.7%
Bid-Ask Spread %102.7661.68165.11165.1161.68
Gamma HHI1.001.001.001.001.00
Net GEX1.7K1.4K2.0K2.0K1.6K
Net DEX-27.7K-36.7K-20.7K-36.7K-23.6K
Net VEX-167-186-145-186-151
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI1515151515

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$45.81$0.0024.3%7.0%23.6%17.7%0.0%2.0%0.9%2.0K-36.7K-1860.00165.11N/AN/A00150
2026-03-03$45.39$0.0026.6%7.6%21.5%20.1%0.0%5.2%-5.0%1.8K-34.7K-1850.00156.76N/AN/A00150
2026-03-04$45.48$0.0027.0%7.7%21.5%20.5%0.0%3.7%-5.9%1.9K-35.1K-1840.00163.28N/AN/A00150
2026-03-05$44.50$0.0030.3%6.3%22.1%23.8%0.0%2.3%-2.2%1.8K-30.5K-1780.00143.57N/AN/A00150
2026-03-06$44.35$0.0029.6%6.2%22.0%23.2%0.0%4.7%-1.8%1.7K-29.9K-1770.00141.78N/AN/A00150
2026-03-09$43.83$0.0032.0%6.1%22.1%25.6%0.0%2.4%-2.2%1.7K-27.3K-1700.00139.44N/AN/A00150
2026-03-10$44.23$0.0034.2%6.4%22.2%27.9%0.0%1.1%-2.5%1.8K-29.1K-1750.00143.34N/AN/A00150
2026-03-11$44.36$0.0023.3%6.7%22.0%16.7%0.0%2.7%-3.2%1.8K-29.8K-1740.00144.11N/AN/A00150
2026-03-12$44.22$0.0029.8%0.0%22.0%23.4%0.0%3.0%-9.0%1.8K-29.1K-1740.0089.35N/AN/A00150
2026-03-13$43.86$0.0032.3%0.0%20.7%25.9%0.0%1.4%-2.4%1.6K-28.1K-1730.00106.73N/AN/A00150
2026-03-16$44.45$0.0035.2%9.1%21.1%28.9%0.0%3.1%-10.4%1.8K-30.1K-1720.0089.33N/AN/A00150
2026-03-17$44.17$0.0025.8%7.4%21.1%19.3%0.0%2.0%-4.0%1.7K-28.8K-1710.0075.93N/AN/A00150
2026-03-18$44.08$0.0025.9%6.8%20.2%19.4%0.0%2.6%-2.8%1.7K-28.3K-1700.0072.15N/AN/A00150
2026-03-19$43.48$0.0026.0%6.7%19.9%19.5%0.0%3.3%-2.8%1.6K-25.9K-1640.0069.90N/AN/A00150
2026-03-20$42.16$0.0027.7%7.4%21.4%21.2%0.0%2.3%-3.1%1.4K-20.7K-1480.0068.70N/AN/A00150
2026-03-23$42.98$0.0029.0%7.5%22.7%22.5%0.0%2.1%-3.6%1.6K-23.8K-1550.0072.42N/AN/A00150
2026-03-24$42.92$0.0029.5%7.1%22.5%23.1%0.0%3.1%-3.8%1.6K-23.6K-1540.0071.28N/AN/A00150
2026-03-25$43.53$0.0030.2%7.6%21.0%23.8%0.0%3.4%-5.7%1.6K-26.1K-1610.0070.97N/AN/A00150
2026-03-26$43.06$0.0031.3%9.0%21.1%24.9%0.0%2.5%-5.4%1.6K-24.2K-1530.0076.28N/AN/A00150
2026-03-27$42.47$0.0031.6%9.1%21.3%25.2%0.0%2.4%-5.3%1.5K-21.9K-1450.0067.03N/AN/A00150
2026-03-30$42.61$0.0033.5%9.6%19.5%27.2%0.0%2.6%-6.9%1.5K-22.4K-1510.0071.53N/AN/A00150
2026-03-31$43.00$0.0032.8%9.4%19.9%26.4%0.0%2.6%-10.5%1.6K-23.6K-1510.0061.68N/AN/A00150