HAUZ Options History — March 2022

In March 2022, HAUZ traded between $25.11 and $27.00. ATM implied volatility averaged 39.5%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 17.8% (HV 20d: 21.8%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days.

Notable Days

  • 2022-03-01: Highest Volume — 161 contracts
  • 2022-03-04: Largest IV spike — 47.0% change
  • 2022-03-23: Highest IV Rank — 49.5%
  • 2022-03-04: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.18$25.11$27.00$26.04$26.74
Max Pain$26.00$26.00$26.00$26.00$26.00
ATM IV39.5%27.0%63.9%43.0%37.4%
Expected Move11.0%5.9%18.3%12.3%7.0%
HV 20d21.8%17.2%24.9%17.2%22.8%
HV 60d16.4%14.0%18.2%14.0%18.2%
IV Rank35.6%25.6%49.5%35.0%34.2%
IV Percentile74.8%61.4%90.0%75.4%72.8%
Term Structure-9.7%-21.5%25.8%-13.8%-12.7%
VWIV35.1%31.6%38.6%35.1%31.6%
Skew 25d8.2%1.7%34.9%3.9%2.1%
Skew 10d7.6%2.1%24.7%4.7%2.6%
Call IV 25d35.6%21.3%55.8%46.3%46.3%
Put IV 25d43.8%26.3%60.5%50.2%48.5%
Bid-Ask Spread %137.16115.75154.25133.47135.75
Gamma HHI0.520.350.670.420.65
Net GEX-2.3K-2.8K-1.8K-2.0K-2.8K
Net DEX34.7K27.4K42.6K27.4K30.4K
Net VEX-159-179-132-132-140
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume160.087158161161160
Total OI47.82641494149

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$26.04$0.0043.0%12.3%17.2%0.0%0.0%3.9%-13.8%-2.0K27.4K-1320.00133.47N/AN/A0161041
2022-03-02$26.29$0.0044.0%12.6%17.6%0.0%0.0%4.9%-8.7%-2.2K30.9K-1560.00134.83N/AN/A0161045
2022-03-03$26.01$0.0043.5%12.5%17.6%0.0%0.0%5.0%-8.7%-2.2K33.0K-1570.00134.84N/AN/A0161045
2022-03-04$25.57$0.0063.9%18.3%18.3%0.0%0.0%6.1%-12.8%-1.8K36.9K-1740.00138.43N/AN/A0161045
2022-03-07$25.11$0.0055.2%15.8%19.1%0.0%0.0%27.3%-4.9%-1.8K37.9K-1610.00138.14N/AN/A0158045
2022-03-08$25.20$0.0035.3%12.8%19.3%0.0%0.0%14.1%-14.6%-1.9K39.3K-1670.00139.14N/AN/A0160046
2022-03-09$25.89$0.0035.0%17.5%22.0%0.0%0.0%18.4%-16.8%-2.3K40.3K-1750.00140.79N/AN/A0160049
2022-03-10$25.73$0.0027.0%14.3%21.2%0.0%0.0%5.7%-1.0%-2.3K39.6K-1740.00135.89N/AN/A0160049
2022-03-11$25.49$0.0028.7%16.6%21.3%0.0%0.0%2.0%-14.0%-2.0K40.9K-1790.00139.94N/AN/A0160049
2022-03-14$25.47$26.0035.1%7.3%20.6%0.0%35.1%12.8%-11.7%-2.1K42.2K-1680.00115.75N/AN/A0160049
2022-03-15$25.35$26.0045.5%9.0%20.6%0.0%38.6%34.9%-21.5%-2.1K42.6K-1790.00120.64N/AN/A0160049
2022-03-16$26.28$26.0031.2%5.9%24.1%0.0%31.6%5.1%-12.4%-2.6K37.1K-1600.00119.46N/AN/A0160049
2022-03-17$26.59$0.0037.9%17.4%23.9%35.0%0.0%19.2%25.8%-2.3K34.8K-1630.00154.04N/AN/A0160049
2022-03-18$26.88$0.0031.6%7.0%23.8%25.6%0.0%3.7%-7.1%-2.0K32.4K-1670.00136.26N/AN/A0160049
2022-03-21$26.57$0.0038.2%8.1%24.1%35.4%0.0%3.3%-10.5%-2.6K33.3K-1570.00142.11N/AN/A0160049
2022-03-22$26.87$0.0033.4%7.1%24.4%28.1%0.0%3.5%-9.2%-2.8K29.4K-1480.00136.98N/AN/A0160049
2022-03-23$26.43$0.0047.6%9.5%24.9%49.5%0.0%2.5%-15.0%-2.4K35.5K-1610.00147.56N/AN/A0160049
2022-03-24$26.44$0.0042.2%8.6%24.3%41.4%0.0%2.8%-12.5%-2.6K34.4K-1540.00142.48N/AN/A0160049
2022-03-25$26.70$0.0039.3%11.0%23.6%37.0%0.0%3.0%-1.3%-2.6K32.1K-1520.00154.25N/AN/A0160049
2022-03-28$26.62$0.0042.7%8.1%23.5%42.0%0.0%5.0%-14.4%-2.8K32.0K-1470.00142.13N/AN/A0160049
2022-03-29$27.00$0.0036.0%7.0%23.2%32.2%0.0%2.1%-12.0%-2.8K27.8K-1370.00135.62N/AN/A0160049
2022-03-30$26.93$0.0035.5%6.8%23.0%31.4%0.0%1.7%-12.3%-2.8K28.5K-1390.00136.28N/AN/A0160049
2022-03-31$26.74$0.0037.4%7.0%22.8%34.2%0.0%2.1%-12.7%-2.8K30.4K-1400.00135.75N/AN/A0160049