HAUZ Options History — April 2022

In April 2022, HAUZ traded between $25.03 and $27.15. ATM implied volatility averaged 49.9%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 34.8% (HV 20d: 15.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2022-04-01: Highest Volume — 160 contracts
  • 2022-04-26: Largest IV spike — 227.7% change
  • 2022-04-11: Highest IV Rank — 100.0%
  • 2022-04-26: Largest Expected Move — 28.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.10$25.03$27.15$26.98$25.03
ATM IV49.9%24.8%110.1%39.4%43.9%
Expected Move10.2%7.1%28.2%7.1%12.6%
HV 20d15.0%10.0%21.9%21.9%10.6%
HV 60d18.0%17.7%18.3%18.2%17.7%
IV Rank42.9%10.8%100.0%37.1%30.8%
IV Percentile73.2%15.5%100.0%77.4%83.3%
Term Structure-7.9%-31.1%1.0%-14.2%-11.7%
Skew 25d3.9%0.0%14.9%2.9%3.1%
Skew 10d5.9%1.3%30.2%3.0%5.1%
Call IV 25d40.8%18.9%134.1%47.7%50.0%
Put IV 25d44.7%22.3%138.7%50.6%53.1%
Bid-Ask Spread %140.15134.31153.83136.71142.16
Gamma HHI0.700.570.830.670.71
Net GEX-2.3K-2.8K-986-2.8K-1.9K
Net DEX32.9K28.2K37.4K28.2K37.4K
Net VEX-125-138-109-136-109
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume87.2016016016
Total OI3929494929

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$26.98$0.0039.4%7.1%21.9%37.1%0.0%2.9%-14.2%-2.8K28.2K-1360.00136.71N/AN/A0160049
2022-04-04$27.15$0.0052.4%8.4%20.5%56.5%0.0%4.0%-4.6%-2.4K28.3K-1340.00142.85N/AN/A0160049
2022-04-05$26.91$0.0052.5%8.4%21.0%56.8%0.0%2.8%-5.7%-2.5K30.1K-1370.00141.13N/AN/A0160049
2022-04-06$26.69$0.0058.2%8.8%19.3%65.2%0.0%3.8%-5.9%-2.5K32.0K-1380.00141.28N/AN/A0160049
2022-04-07$26.62$0.0062.2%8.9%19.2%71.2%0.0%4.2%-6.1%-2.5K32.7K-1380.00141.82N/AN/A0160049
2022-04-08$26.58$0.0055.3%7.7%18.8%60.8%0.0%3.6%-4.9%-2.8K31.9K-1330.00136.36N/AN/A0160049
2022-04-11$26.38$0.0097.2%9.9%19.1%100.0%0.0%3.9%-8.3%-2.5K34.5K-1320.00142.95N/AN/A0160049
2022-04-12$26.14$0.00110.1%9.7%19.3%100.0%0.0%4.5%-7.5%-2.5K36.4K-1310.00142.28N/AN/A0160049
2022-04-13$26.27$0.0033.9%9.7%14.5%20.3%0.0%4.2%-7.4%-2.6K35.3K-1290.00142.36N/AN/A0160049
2022-04-14$26.27$0.0033.6%9.6%13.8%20.0%0.0%3.1%-5.0%-2.5K32.3K-1250.00142.92N/AN/A0160049
2022-04-18$26.13$0.0035.3%10.1%13.3%21.8%0.0%14.9%-6.2%-2.6K30.5K-1190.00140.50N/AN/A016029
2022-04-19$26.06$0.0024.8%7.1%12.7%10.8%0.0%0.0%-5.5%-2.8K31.1K-1170.00135.29N/AN/A016029
2022-04-20$26.06$0.0030.2%8.7%11.9%16.5%0.0%3.3%-5.0%-2.3K31.1K-1190.00136.87N/AN/A016029
2022-04-21$25.94$0.0029.5%8.5%10.6%15.8%0.0%2.2%-5.3%-2.3K32.0K-1180.00134.31N/AN/A016029
2022-04-22$25.59$0.0030.1%8.6%11.5%16.4%0.0%2.1%-5.6%-2.2K34.5K-1150.00135.01N/AN/A016029
2022-04-25$25.56$0.0030.0%8.6%10.6%16.3%0.0%3.5%1.0%-2.1K34.6K-1130.00137.00N/AN/A016029
2022-04-26$25.17$0.0098.4%28.2%11.6%87.8%0.0%4.6%-31.1%-98633.4K-1270.00153.83N/AN/A016029
2022-04-27$25.22$0.0043.2%12.4%10.0%30.1%0.0%3.1%-11.0%-1.8K36.1K-1110.00142.26N/AN/A00029
2022-04-28$25.32$0.0036.9%10.6%10.3%23.5%0.0%4.0%-7.9%-2.1K36.3K-1090.00135.16N/AN/A016029
2022-04-29$25.03$0.0043.9%12.6%10.6%30.8%0.0%3.1%-11.7%-1.9K37.4K-1090.00142.16N/AN/A016029