HAUZ Options History — October 2021 In October 2021, HAUZ traded between $27.51 and $28.92. ATM implied volatility averaged 30.6%. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 16.9% (HV 20d: 13.7%). Max pain ranged from $21.00 to $24.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2021-10-25 : Highest Volume — 82 contracts2021-10-12 : Largest IV spike — 146.0% change2021-10-01 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $28.25 $27.51 $28.92 $27.74 $28.53 Max Pain $22.17 $21.00 $24.00 $24.00 $22.00 ATM IV 30.6% 17.6% 57.7% 49.9% 28.3% Expected Move 6.9% 3.5% 14.3% 14.3% 8.1% HV 20d 13.7% 9.2% 18.3% 18.3% 10.7% Term Structure -4.8% -19.6% 10.9% -19.6% -4.4% VWIV 31.1% 25.1% 44.8% 25.1% 44.8% Skew 25d 3.7% -16.4% 19.2% 1.4% -16.4% Skew 10d 4.3% -3.5% 27.0% 5.4% 27.0% Call IV 25d 27.2% 8.7% 65.0% 65.0% 46.7% Put IV 25d 30.8% 13.5% 66.4% 66.4% 30.3% Bid-Ask Spread % 138.97 110.07 168.57 168.57 135.24 Gamma HHI 0.70 0.23 1.00 1.00 0.29 Net GEX -170 -941 87 82 -941 Net DEX -1.2K -5.6K 6.9K -5.0K 6.4K Net VEX -12 -50 0 -2 -39 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 23.048 0 82 0 79 Total OI 7.095 2 17 2 17
Daily Data (21 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 2021-10-01 $27.74 $24.00 49.9% 14.3% 0.0% 0.0% 0.0% 1.4% -19.6% 82 -5.0K -2 0.00 168.57 N/A N/A 0 0 2 0 2021-10-04 $27.59 $0.00 57.7% 9.3% 0.0% 0.0% 0.0% 3.7% -9.7% 87 -4.9K -2 0.00 154.88 N/A N/A 0 0 2 0 2021-10-05 $27.68 $0.00 40.6% 6.7% 0.0% 0.0% 0.0% -2.2% -6.8% 43 -5.4K -1 0.00 138.52 N/A N/A 0 4 2 0 2021-10-06 $27.51 $0.00 44.2% 6.8% 0.0% 0.0% 0.0% 3.0% -3.0% 61 -5.3K -1 0.00 139.96 N/A N/A 0 0 2 0 2021-10-07 $27.81 $0.00 25.6% 4.1% 18.3% 0.0% 0.0% 5.3% -2.9% 7 -5.6K 0 0.00 135.46 N/A N/A 0 0 2 4 2021-10-08 $27.64 $0.00 37.1% 3.5% 17.7% 0.0% 0.0% 19.2% 6.8% 15 -5.5K 0 0.00 116.07 N/A N/A 0 1 2 4 2021-10-11 $27.66 $0.00 20.5% 3.6% 17.2% 0.0% 0.0% -4.8% 0.1% 0 -5.5K 0 0.00 110.07 N/A N/A 0 0 2 4 2021-10-12 $27.76 $0.00 50.4% 5.6% 16.8% 0.0% 0.0% 0.2% -9.7% -96 -4.5K -10 0.00 136.15 N/A N/A 0 0 2 5 2021-10-13 $28.18 $0.00 24.8% 7.1% 17.5% 0.0% 0.0% 2.8% -3.5% -59 -4.7K -6 0.00 141.81 N/A N/A 0 0 2 5 2021-10-14 $28.37 $0.00 20.0% 5.7% 17.2% 0.0% 0.0% 2.9% -5.3% -96 -3.7K -20 0.00 132.98 N/A N/A 0 0 2 5 2021-10-15 $28.56 $0.00 23.4% 6.7% 17.0% 0.0% 0.0% 2.2% -4.9% -84 -5.0K -7 0.00 142.22 N/A N/A 0 0 2 5 2021-10-18 $28.48 $0.00 26.4% 7.6% 13.8% 0.0% 0.0% 2.2% -5.4% -86 729 -8 0.00 142.97 N/A N/A 0 0 0 5 2021-10-19 $28.65 $0.00 24.1% 6.9% 12.6% 0.0% 0.0% 1.7% -5.6% -95 588 -5 0.00 143.15 N/A N/A 0 0 0 5 2021-10-20 $28.63 $0.00 23.8% 6.8% 12.4% 0.0% 0.0% 1.7% -5.1% -112 480 -4 0.00 142.59 N/A N/A 0 5 0 5 2021-10-21 $28.65 $0.00 17.6% 5.0% 12.0% 0.0% 0.0% 6.2% 10.9% -156 709 -7 0.00 136.16 N/A N/A 0 5 0 5 2021-10-22 $28.79 $0.00 23.2% 6.6% 11.1% 0.0% 25.1% 10.2% -0.0% -110 550 -6 0.00 133.70 N/A N/A 0 72 0 5 2021-10-25 $28.74 $21.00 26.0% 7.5% 11.1% 0.0% 29.4% 8.5% -6.5% -570 4.0K -25 0.00 143.17 N/A N/A 0 82 0 12 2021-10-26 $28.61 $22.00 26.6% 7.6% 9.3% 0.0% 29.0% 10.6% -7.7% -488 6.9K -50 0.00 142.32 N/A N/A 0 78 0 13 2021-10-27 $28.83 $22.00 27.1% 7.8% 9.3% 0.0% 31.2% 8.1% -6.9% -521 4.1K -31 0.00 142.42 N/A N/A 0 78 0 14 2021-10-28 $28.92 $22.00 25.7% 7.4% 9.2% 0.0% 26.8% 10.2% -10.8% -453 5.6K -34 0.00 139.91 N/A N/A 0 80 0 14 2021-10-29 $28.53 $22.00 28.3% 8.1% 10.7% 0.0% 44.8% -16.4% -4.4% -941 6.4K -39 0.00 135.24 N/A N/A 0 79 0 17
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