HAUZ Options History — November 2021 In November 2021, HAUZ traded between $27.56 and $29.07. ATM implied volatility averaged 31.0%. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 21.5% (HV 20d: 9.5%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2021-11-24 : Highest Volume — 999 contracts2021-11-10 : Largest IV drop — 40.4% change2021-11-24 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.56 $27.56 $29.07 $28.56 $27.56 Max Pain $27.05 $26.00 $28.00 $26.00 $27.00 ATM IV 31.0% 21.8% 41.5% 30.6% 40.0% Expected Move 8.3% 6.3% 11.9% 8.8% 11.5% HV 20d 9.5% 8.5% 11.3% 10.4% 11.0% HV 60d 13.0% 12.5% 13.4% 13.0% 13.3% Term Structure -7.4% -16.3% -0.4% -6.4% -16.3% VWIV 41.1% 25.1% 109.5% 46.3% 45.5% Skew 25d 3.4% -10.4% 24.6% 24.6% 11.2% Skew 10d 3.0% -7.9% 40.0% 3.8% 2.8% Call IV 25d 33.1% 17.1% 61.9% 45.5% 33.3% Put IV 25d 36.5% 18.1% 70.0% 70.0% 44.5% Bid-Ask Spread % 134.00 114.53 143.35 134.30 132.58 Gamma HHI 0.27 0.19 0.43 0.23 0.26 Net GEX -1.4K -2.3K -685 -685 -2.3K Net DEX 10.8K 6.3K 20.3K 12.4K 17.4K Net VEX -54 -104 -31 -68 -68 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 307.81 72 999 73 999 Total OI 61.571 21 186 21 186
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 2021-11-01 $28.56 $26.00 30.6% 8.8% 10.4% 0.0% 46.3% 24.6% -6.4% -685 12.4K -68 0.00 134.30 N/A N/A 0 73 0 21 2021-11-02 $28.54 $28.00 31.0% 8.9% 10.4% 0.0% 34.6% 17.7% -8.1% -1.5K 10.2K -57 0.00 138.54 N/A N/A 0 72 0 28 2021-11-03 $28.77 $28.00 30.4% 8.7% 10.3% 0.0% 53.8% -4.4% -8.5% -1.2K 15.2K -77 0.00 143.35 N/A N/A 0 74 0 28 2021-11-04 $28.82 $27.00 32.0% 6.5% 9.7% 0.0% 32.4% 2.8% -3.9% -1.1K 8.6K -50 0.00 135.26 N/A N/A 0 74 0 30 2021-11-05 $28.95 $27.00 32.5% 6.6% 9.3% 0.0% 32.3% 2.7% -4.0% -1.0K 8.2K -48 0.00 134.91 N/A N/A 0 74 0 30 2021-11-08 $29.07 $27.00 36.6% 6.8% 9.3% 0.0% 33.6% 2.9% -4.6% -964 7.7K -43 0.00 135.65 N/A N/A 0 74 0 30 2021-11-09 $28.97 $27.00 36.6% 6.7% 9.5% 0.0% 28.7% 0.5% -7.8% -1.0K 11.8K -52 0.00 133.58 N/A N/A 0 75 0 30 2021-11-10 $28.66 $27.00 21.8% 6.3% 9.3% 0.0% 27.3% 0.7% -4.1% -1.2K 7.9K -43 0.00 132.90 N/A N/A 0 75 0 32 2021-11-11 $28.71 $27.00 25.2% 7.2% 9.1% 0.0% 34.2% 2.0% -5.5% -1.2K 8.1K -44 0.00 135.64 N/A N/A 0 75 0 33 2021-11-12 $28.80 $27.00 23.6% 6.8% 8.8% 0.0% 25.1% 1.0% -0.4% -1.5K 6.3K -31 0.00 125.66 N/A N/A 0 75 0 33 2021-11-15 $28.77 $27.00 26.0% 7.4% 8.8% 0.0% 35.5% 1.7% -6.3% -1.2K 7.9K -42 0.00 135.60 N/A N/A 0 75 0 33 2021-11-16 $28.77 $27.00 26.4% 7.6% 8.5% 0.0% 36.5% 2.4% -6.5% -1.2K 7.8K -41 0.00 134.67 N/A N/A 0 75 0 33 2021-11-17 $28.54 $27.00 27.2% 7.8% 9.0% 0.0% 36.4% 2.2% -6.8% -1.3K 8.8K -43 0.00 134.84 N/A N/A 0 75 0 33 2021-11-18 $28.66 $27.00 27.3% 7.8% 9.1% 0.0% 36.3% 4.5% -6.3% -1.2K 7.6K -40 0.00 134.96 N/A N/A 0 75 0 33 2021-11-19 $28.63 $27.00 28.2% 8.1% 9.0% 0.0% 37.8% 1.5% -6.7% -946 6.9K -40 0.00 135.47 N/A N/A 0 75 0 33 2021-11-22 $28.50 $27.00 30.4% 8.7% 9.1% 0.0% 109.5% -10.4% -4.8% -1.1K 12.3K -62 0.00 130.97 N/A N/A 0 477 0 21 2021-11-23 $28.42 $27.00 30.3% 8.7% 9.0% 0.0% 31.3% -4.6% -16.2% -1.8K 8.3K -41 0.00 114.53 N/A N/A 0 875 0 78 2021-11-24 $28.43 $27.00 41.5% 11.9% 8.5% 0.0% 50.3% 5.9% -8.4% -2.2K 16.9K -80 0.00 139.44 N/A N/A 0 999 0 176 2021-11-26 $27.80 $27.00 38.3% 11.0% 11.3% 0.0% 50.0% 1.8% -12.4% -2.1K 20.3K -104 0.00 136.69 N/A N/A 0 999 0 186 2021-11-29 $27.86 $27.00 35.3% 10.1% 10.5% 0.0% 45.9% 3.9% -11.5% -2.0K 15.9K -63 0.00 134.42 N/A N/A 0 999 0 186 2021-11-30 $27.56 $27.00 40.0% 11.5% 11.0% 0.0% 45.5% 11.2% -16.3% -2.3K 17.4K -68 0.00 132.58 N/A N/A 0 999 0 186
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