HAUZ Options History — January 2022 In January 2022, HAUZ traded between $26.56 and $28.06. ATM implied volatility averaged 30.1%. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 18.7% (HV 20d: 11.4%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 34.39.
Notable Days 2022-01-03 : Highest Volume — 180 contracts2022-01-12 : Largest IV drop — 42.6% change2022-01-26 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.30 $26.56 $28.06 $28.03 $27.08 Max Pain $27.15 $27.00 $28.00 $28.00 $27.00 ATM IV 30.1% 20.7% 41.7% 30.7% 26.5% Expected Move 7.8% 5.9% 11.8% 8.8% 7.6% HV 20d 11.4% 10.4% 12.9% 11.6% 12.9% HV 60d 11.4% 10.9% 12.0% 11.1% 12.0% Term Structure -4.8% -14.5% 17.0% -8.1% 11.2% VWIV 29.4% 13.7% 49.9% 46.6% 13.7% Skew 25d 4.6% -0.5% 17.5% 0.8% 11.6% Skew 10d 7.3% -14.4% 26.9% 1.9% 10.6% Call IV 25d 31.3% 20.6% 43.8% 38.7% 31.3% Put IV 25d 35.9% 21.0% 52.4% 39.5% 42.9% Bid-Ask Spread % 138.77 129.60 155.34 154.74 133.39 Gamma HHI 0.36 0.28 0.86 0.36 0.32 Net GEX -2.3K -8.5K -1.5K -1.7K -2.1K Net DEX 18.6K 12.3K 31.3K 12.3K 27.5K Net VEX -84 -169 -52 -61 -150 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 34.39 31.80 35.00 35.00 31.80 Total Volume 176.95 164 180 180 164 Total OI 37.8 32 45 37 45
Daily Data (20 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 2022-01-03 $28.03 $28.00 30.7% 8.8% 11.6% 0.0% 46.6% 0.8% -8.1% -1.7K 12.3K -61 35.00 154.74 N/A N/A 5 175 0 37 2022-01-04 $28.06 $28.00 31.6% 9.1% 11.0% 0.0% 49.9% 3.0% -9.3% -1.6K 13.6K -69 35.00 155.34 N/A N/A 5 175 0 37 2022-01-05 $27.79 $28.00 32.1% 9.2% 10.8% 0.0% 48.0% 0.4% -10.5% -1.8K 13.2K -63 35.00 154.53 N/A N/A 5 175 0 37 2022-01-06 $27.55 $27.00 33.7% 6.5% 11.1% 0.0% 25.5% 2.1% -5.3% -1.9K 15.5K -68 35.00 134.66 N/A N/A 5 175 0 37 2022-01-07 $27.58 $27.00 34.3% 6.5% 11.1% 0.0% 25.7% 1.2% -5.6% -1.9K 15.5K -67 35.00 135.81 N/A N/A 5 175 0 37 2022-01-10 $27.30 $27.00 41.7% 7.3% 11.5% 0.0% 25.6% 2.9% -5.8% -2.0K 17.3K -71 35.00 134.99 N/A N/A 5 175 0 37 2022-01-11 $27.62 $27.00 39.3% 6.7% 11.8% 0.0% 26.0% 1.4% -6.8% -2.0K 15.0K -61 35.00 132.83 N/A N/A 5 175 0 37 2022-01-12 $27.81 $27.00 22.5% 6.5% 11.9% 0.0% 22.5% 12.8% -1.1% -1.8K 13.5K -52 34.60 145.24 N/A N/A 5 173 0 37 2022-01-13 $27.66 $27.00 21.8% 6.2% 12.1% 0.0% 24.5% 2.7% -4.7% -2.0K 13.5K -53 34.60 135.66 N/A N/A 5 173 0 37 2022-01-14 $27.58 $27.00 24.8% 7.1% 12.1% 0.0% 26.9% 0.7% -7.9% -2.0K 15.2K -59 34.60 135.46 N/A N/A 5 173 0 37 2022-01-18 $27.19 $27.00 20.7% 5.9% 11.8% 0.0% 20.7% -0.5% 1.2% -2.6K 19.2K -74 34.60 129.60 N/A N/A 5 173 0 37 2022-01-19 $27.29 $27.00 28.4% 8.1% 11.2% 0.0% 28.4% 2.3% -8.0% -2.0K 19.0K -78 34.60 136.49 N/A N/A 5 173 0 37 2022-01-20 $27.13 $27.00 27.5% 7.9% 11.1% 0.0% 27.5% 3.7% -4.5% -2.1K 19.5K -75 34.60 132.77 N/A N/A 5 173 0 37 2022-01-21 $27.01 $27.00 30.6% 8.8% 11.1% 0.0% 30.7% 2.1% -7.6% -8.5K 21.0K -83 34.80 139.94 N/A N/A 5 174 0 37 2022-01-24 $26.70 $27.00 24.9% 7.1% 11.7% 0.0% 24.9% 3.3% -6.1% -1.5K 14.8K -64 32.80 131.09 N/A N/A 5 164 0 32 2022-01-25 $26.80 $27.00 34.9% 10.0% 10.9% 0.0% 34.9% 5.5% -11.2% -1.6K 16.7K -79 34.60 143.57 N/A N/A 5 173 0 32 2022-01-26 $26.69 $27.00 41.1% 11.8% 10.9% 0.0% 41.1% 17.3% -14.5% -2.2K 31.3K -169 34.60 135.63 N/A N/A 5 173 0 43 2022-01-27 $26.60 $27.00 28.8% 8.2% 10.6% 0.0% 28.8% 1.0% -8.7% -2.6K 28.5K -140 34.60 133.19 N/A N/A 5 173 0 43 2022-01-28 $26.56 $27.00 25.8% 7.4% 10.4% 0.0% 17.0% 17.5% 17.0% -2.2K 29.2K -146 32.00 140.44 N/A N/A 5 160 0 43 2022-01-31 $27.08 $27.00 26.5% 7.6% 12.9% 0.0% 13.7% 11.6% 11.2% -2.1K 27.5K -150 31.80 133.39 N/A N/A 5 159 0 45
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