HAUZ Options History — September 2021 In September 2021, HAUZ traded between $27.61 and $28.70. ATM implied volatility averaged 33.5%. The 30-day expected move averaged 9.6%. Max pain ranged from $24.00 to $24.00. Net GEX was positive for 1 of 11 trading days. Term structure was in contango for 2 of 11 days. Put/call ratio averaged 0.00.
Notable Days 2021-09-28 : Highest Volume — 2 contracts2021-09-21 : Largest IV spike — 71.8% change2021-09-21 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $28.12 $27.61 $28.70 $28.70 $27.61 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 33.5% 20.0% 52.3% 20.0% 49.4% Expected Move 9.6% 5.7% 15.0% 5.7% 14.2% Term Structure -9.3% -23.8% 6.7% 6.7% -18.3% VWIV 46.9% 46.9% 46.9% 46.9% 46.9% Skew 25d 6.4% -3.4% 33.1% 0.6% 2.1% Skew 10d 3.9% 0.0% 6.7% 4.8% 3.7% Call IV 25d 36.9% 14.6% 64.4% 22.6% 63.2% Put IV 25d 43.2% 23.2% 68.4% 23.2% 65.4% Bid-Ask Spread % 157.88 142.60 175.16 142.60 169.03 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 8 0 86 0 86 Net DEX -447 -4.9K 0 0 -4.9K Net VEX -0 -2 0 0 -2 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 0.273 0 2 0 0 Total OI 0.182 0 2 0 2
Daily Data (11 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 2021-09-16 $28.70 $0.00 20.0% 5.7% 0.0% 0.0% 0.0% 0.6% 6.7% 0 0 0 0.00 142.60 N/A N/A 0 0 0 0 2021-09-17 $28.41 $0.00 21.1% 6.0% 0.0% 0.0% 0.0% -3.4% -7.3% 0 0 0 0.00 144.71 N/A N/A 1 0 0 0 2021-09-20 $27.66 $0.00 30.5% 8.7% 0.0% 0.0% 0.0% 3.2% -6.6% 0 0 0 0.00 151.97 N/A N/A 0 0 0 0 2021-09-21 $28.14 $0.00 52.3% 15.0% 0.0% 0.0% 0.0% 4.0% -15.8% 0 0 0 0.00 175.16 N/A N/A 0 0 0 0 2021-09-22 $28.34 $0.00 31.4% 9.0% 0.0% 0.0% 0.0% 3.1% -8.3% 0 0 0 0.00 153.91 N/A N/A 0 0 0 0 2021-09-23 $28.58 $0.00 25.5% 7.3% 0.0% 0.0% 0.0% 7.1% 0.3% 0 0 0 0.00 150.51 N/A N/A 0 0 0 0 2021-09-24 $28.21 $0.00 31.1% 8.9% 0.0% 0.0% 0.0% 1.8% -8.8% 0 0 0 0.00 156.89 N/A N/A 0 0 0 0 2021-09-27 $28.24 $0.00 31.5% 9.0% 0.0% 0.0% 0.0% 33.1% -23.8% 0 0 0 0.00 162.33 N/A N/A 0 0 0 0 2021-09-28 $27.78 $0.00 28.5% 8.2% 0.0% 0.0% 46.9% 16.1% -3.1% 0 0 0 0.00 160.64 N/A N/A 2 0 0 0 2021-09-29 $27.66 $0.00 47.8% 13.7% 0.0% 0.0% 0.0% 2.0% -17.3% 0 0 0 0.00 168.99 N/A N/A 0 0 0 0 2021-09-30 $27.61 $24.00 49.4% 14.2% 0.0% 0.0% 0.0% 2.1% -18.3% 86 -4.9K -2 0.00 169.03 N/A N/A 0 0 2 0
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