HAUZ Options History — December 2021

Name: HAUZ Options Analytics - December 2021
Creator: Options Analysis Suite

In December 2021, HAUZ traded between $27.02 and $28.22. ATM implied volatility averaged 37.9%. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 25.1% (HV 20d: 12.8%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 35.00.

Notable Days

2021-12-01: Highest Volume — 997 contracts
2021-12-15: Largest IV drop — 69.3% change
2021-12-01: Largest Expected Move — 14.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.72	$27.02	$28.22	$27.36	$28.02
Max Pain	$27.86	$27.00	$28.00	$27.00	$28.00
ATM IV	37.9%	24.6%	81.5%	49.2%	29.4%
Expected Move	8.2%	6.9%	14.1%	14.1%	8.4%
HV 20d	12.8%	11.2%	14.6%	11.2%	11.7%
HV 60d	12.2%	11.3%	13.5%	13.2%	11.4%
Term Structure	-4.5%	-17.1%	1.7%	-17.1%	-6.2%
VWIV	35.7%	24.2%	51.7%	50.7%	43.9%
Skew 25d	3.5%	0.4%	8.3%	2.0%	1.1%
Skew 10d	2.1%	-4.2%	5.6%	-4.2%	1.9%
Call IV 25d	29.9%	17.6%	46.8%	45.4%	36.2%
Put IV 25d	33.3%	19.4%	50.1%	47.3%	37.3%
Bid-Ask Spread %	149.12	131.09	156.53	131.09	156.53
Gamma HHI	0.27	0.18	0.40	0.18	0.35
Net GEX	-2.0K	-2.5K	-1.2K	-2.5K	-1.7K
Net DEX	15.4K	10.9K	24.5K	24.5K	12.7K
Net VEX	-67	-114	-52	-114	-65
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	35.00	35.00	35.00	35.00	35.00
Total Volume	660.364	170	997	997	180
Total OI	124.591	32	187	186	37

Daily Data (22 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	Put OI
2021-12-01	$27.36	$27.00	49.2%	14.1%	11.2%	0.0%	50.7%	2.0%	-17.1%	-2.5K	24.5K	-114	0.00	131.09	N/A	N/A	0	997	186
2021-12-02	$27.65	$27.00	38.8%	11.1%	11.5%	0.0%	50.1%	4.4%	-12.7%	-2.2K	17.9K	-68	0.00	134.27	N/A	N/A	0	997	186
2021-12-03	$27.55	$27.00	41.3%	11.8%	11.5%	0.0%	51.7%	3.3%	-13.7%	-2.2K	18.5K	-67	0.00	134.64	N/A	N/A	0	997	186
2021-12-06	$27.85	$28.00	43.9%	7.5%	12.2%	0.0%	34.2%	4.8%	-2.0%	-2.1K	16.0K	-58	0.00	144.97	N/A	N/A	0	997	186
2021-12-07	$28.16	$28.00	43.8%	6.9%	12.8%	0.0%	33.1%	4.8%	-1.8%	-2.0K	16.6K	-83	0.00	151.84	N/A	N/A	0	997	186
2021-12-08	$28.22	$28.00	45.3%	7.0%	12.9%	0.0%	33.6%	4.6%	-1.9%	-2.0K	14.0K	-55	0.00	152.16	N/A	N/A	0	995	186
2021-12-09	$28.16	$28.00	48.9%	7.3%	12.4%	0.0%	33.7%	4.0%	-3.3%	-2.1K	16.7K	-81	0.00	153.04	N/A	N/A	0	995	187
2021-12-10	$28.20	$28.00	49.0%	7.0%	12.4%	0.0%	33.4%	4.1%	-2.9%	-2.1K	15.9K	-77	0.00	152.68	N/A	N/A	0	995	187
2021-12-13	$27.87	$28.00	68.4%	7.1%	12.9%	0.0%	33.7%	3.6%	-2.1%	-2.3K	16.4K	-57	0.00	150.78	N/A	N/A	0	995	187
2021-12-14	$27.73	$28.00	81.5%	7.4%	12.9%	0.0%	34.4%	4.0%	-2.2%	-2.3K	17.4K	-58	0.00	150.23	N/A	N/A	0	995	187
2021-12-15	$27.77	$28.00	25.0%	7.2%	13.0%	0.0%	34.1%	2.9%	-1.4%	-2.3K	17.1K	-56	0.00	150.78	N/A	N/A	0	995	187
2021-12-16	$27.76	$28.00	24.6%	7.1%	12.8%	0.0%	32.7%	1.4%	-1.8%	-2.3K	17.6K	-68	0.00	154.28	N/A	N/A	0	995	187
2021-12-17	$27.31	$28.00	28.3%	8.1%	13.6%	0.0%	32.8%	2.2%	-4.3%	-2.0K	13.1K	-65	0.00	152.94	N/A	N/A	0	995	187
2021-12-20	$27.02	$28.00	28.7%	8.2%	13.9%	0.0%	34.0%	3.0%	-4.7%	-1.5K	14.6K	-69	0.00	152.59	N/A	N/A	0	171	33
2021-12-21	$27.20	$28.00	27.9%	8.0%	14.3%	0.0%	24.2%	6.6%	-5.4%	-1.7K	14.7K	-74	0.00	145.42	N/A	N/A	0	171	33
2021-12-22	$27.31	$28.00	25.4%	7.3%	14.5%	0.0%	31.5%	8.3%	1.7%	-1.4K	12.6K	-57	0.00	148.54	N/A	N/A	0	171	33
2021-12-23	$27.41	$28.00	28.5%	8.2%	14.6%	0.0%	35.9%	1.6%	-6.6%	-1.2K	10.9K	-54	0.00	154.59	N/A	N/A	0	170	32
2021-12-27	$27.71	$28.00	26.1%	7.5%	13.1%	0.0%	31.3%	3.8%	0.1%	-2.2K	12.7K	-52	35.00	156.38	N/A	N/A	5	175	37
2021-12-28	$27.74	$28.00	27.6%	7.9%	13.1%	0.0%	39.9%	1.4%	-5.9%	-1.7K	14.3K	-72	35.00	154.57	N/A	N/A	5	175	37
2021-12-29	$27.87	$28.00	25.0%	7.2%	12.5%	0.0%	32.2%	3.4%	-3.0%	-2.0K	12.6K	-61	35.00	153.89	N/A	N/A	5	175	37
2021-12-30	$27.99	$28.00	26.9%	7.7%	12.2%	0.0%	25.3%	0.4%	-1.3%	-2.0K	12.2K	-57	35.00	144.38	N/A	N/A	5	175	37
2021-12-31	$28.02	$28.00	29.4%	8.4%	11.7%	0.0%	43.9%	1.1%	-6.2%	-1.7K	12.7K	-65	35.00	156.53	N/A	N/A	5	175	37