HAUZ Options History — February 2022 In February 2022, HAUZ traded between $26.17 and $27.45. ATM implied volatility averaged 26.6%. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 12.1% (HV 20d: 14.5%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 31.89.
Notable Days 2022-02-11 : Highest Volume — 165 contracts2022-02-09 : Largest IV spike — 57.7% change2022-02-28 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $26.93 $26.17 $27.45 $27.18 $26.46 Max Pain $27.00 $27.00 $27.00 $27.00 $27.00 ATM IV 26.6% 14.5% 41.9% 29.7% 41.9% Expected Move 8.2% 4.8% 12.0% 8.5% 12.0% HV 20d 14.5% 12.5% 17.9% 13.1% 17.9% HV 60d 12.9% 11.9% 13.9% 12.1% 13.9% Term Structure -2.7% -12.2% 17.2% 17.2% -12.2% VWIV 14.3% 11.8% 16.8% 11.8% 16.8% Skew 25d 6.1% 2.0% 17.2% 11.7% 4.6% Skew 10d 6.0% -3.0% 53.3% 2.2% 5.4% Call IV 25d 31.0% 18.3% 43.8% 33.1% 43.8% Put IV 25d 37.1% 24.8% 56.6% 44.8% 48.4% Bid-Ask Spread % 136.22 131.42 141.96 141.96 134.06 Gamma HHI 0.42 0.29 0.58 0.29 0.46 Net GEX -3.1K -6.5K -1.4K -1.9K -2.0K Net DEX 26.6K 23.3K 30.5K 28.8K 24.4K Net VEX -137 -162 -116 -162 -127 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 31.89 31.80 32.00 31.80 32.00 Total Volume 162.842 158 165 164 158 Total OI 43.789 40 45 45 41
Daily Data (19 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 2022-02-01 $27.18 $27.00 29.7% 8.5% 13.1% 0.0% 11.8% 11.7% 17.2% -1.9K 28.8K -162 31.80 141.96 N/A N/A 5 159 0 45 2022-02-02 $27.33 $27.00 16.9% 4.8% 13.3% 0.0% 16.8% 16.4% 13.5% -3.1K 27.5K -158 31.80 141.41 N/A N/A 5 159 0 45 2022-02-03 $27.14 $0.00 16.7% 7.4% 13.1% 0.0% 0.0% 4.2% -3.1% -2.6K 28.0K -157 31.80 136.16 N/A N/A 5 159 0 45 2022-02-04 $27.03 $0.00 15.0% 7.4% 12.8% 0.0% 0.0% 3.6% -4.0% -3.3K 25.8K -134 31.80 135.88 N/A N/A 5 159 0 45 2022-02-07 $26.99 $0.00 16.6% 7.3% 12.8% 0.0% 0.0% 4.1% -3.6% -3.4K 26.2K -135 31.80 136.24 N/A N/A 5 159 0 45 2022-02-08 $26.83 $0.00 14.5% 7.3% 12.5% 0.0% 0.0% 3.5% -3.9% -3.9K 28.7K -139 31.80 136.61 N/A N/A 5 159 0 45 2022-02-09 $27.24 $0.00 22.8% 6.5% 13.0% 0.0% 0.0% 10.2% 1.8% -3.0K 25.6K -141 31.80 135.59 N/A N/A 5 159 0 45 2022-02-10 $27.23 $0.00 26.1% 7.5% 12.7% 0.0% 0.0% 3.1% -4.4% -4.3K 26.9K -145 31.80 134.49 N/A N/A 5 159 0 45 2022-02-11 $26.76 $0.00 24.4% 7.0% 13.9% 0.0% 0.0% 2.1% -4.0% -3.5K 28.6K -129 32.00 137.51 N/A N/A 5 160 0 45 2022-02-14 $26.67 $0.00 24.4% 7.0% 13.9% 0.0% 0.0% 3.3% -4.5% -3.5K 30.5K -132 32.00 136.34 N/A N/A 5 160 0 45 2022-02-15 $27.07 $0.00 29.1% 8.3% 14.3% 0.0% 0.0% 4.8% -4.9% -3.1K 29.5K -151 32.00 136.86 N/A N/A 5 160 0 45 2022-02-16 $27.45 $0.00 30.0% 8.6% 15.1% 0.0% 0.0% 3.3% -3.0% -2.4K 25.1K -128 32.00 134.97 N/A N/A 5 160 0 45 2022-02-17 $27.07 $0.00 29.6% 8.5% 15.8% 0.0% 0.0% 17.2% -5.7% -4.8K 26.5K -131 32.00 135.81 N/A N/A 5 160 0 45 2022-02-18 $26.98 $0.00 30.6% 8.8% 15.7% 0.0% 0.0% 8.9% -4.8% -6.5K 26.9K -123 32.00 136.63 N/A N/A 5 160 0 45 2022-02-22 $26.80 $0.00 32.7% 9.4% 15.4% 0.0% 0.0% 4.0% -6.9% -1.4K 23.5K -136 0.00 135.09 N/A N/A 0 159 0 40 2022-02-23 $26.58 $0.00 33.0% 9.5% 15.6% 0.0% 0.0% 2.0% -8.0% -1.4K 24.5K -136 0.00 136.09 N/A N/A 0 159 0 40 2022-02-24 $26.17 $0.00 36.4% 10.4% 16.4% 0.0% 0.0% 5.0% -3.4% -2.0K 25.2K -116 0.00 131.42 N/A N/A 0 158 0 40 2022-02-25 $26.65 $0.00 34.0% 9.8% 17.7% 0.0% 0.0% 3.9% -8.2% -2.0K 23.3K -125 0.00 135.07 N/A N/A 0 158 0 41 2022-02-28 $26.46 $0.00 41.9% 12.0% 17.9% 0.0% 0.0% 4.6% -12.2% -2.0K 24.4K -127 0.00 134.06 N/A N/A 0 158 0 41
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