HAUZ Options History — May 2022 In May 2022, HAUZ traded between $23.25 and $24.87. ATM implied volatility averaged 46.0%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 28.6% (HV 20d: 17.5%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-05-25 : Highest Volume — 17 contracts2022-05-09 : Largest IV spike — 57.6% change2022-05-09 : Highest IV Rank — 83.8%2022-05-09 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.14 $23.25 $24.87 $24.60 $24.67 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 46.0% 31.7% 94.6% 40.8% 47.2% Expected Move 11.8% 9.1% 15.7% 11.7% 13.5% HV 20d 17.5% 10.6% 21.2% 10.7% 20.2% HV 60d 18.9% 18.0% 19.6% 18.0% 18.6% IV Rank 33.0% 18.0% 83.8% 27.6% 34.2% IV Percentile 76.4% 50.6% 98.1% 75.2% 84.7% Term Structure -8.7% -16.5% -4.1% -11.1% -15.7% VWIV 57.2% 50.0% 65.9% 65.9% 59.2% Skew 25d 3.9% 1.8% 5.8% 5.0% 3.2% Skew 10d 5.7% 3.3% 9.8% 4.6% 4.7% Call IV 25d 46.2% 35.4% 63.6% 44.5% 54.5% Put IV 25d 50.0% 39.6% 67.3% 49.5% 57.6% Bid-Ask Spread % 137.36 132.70 141.88 137.18 140.18 Gamma HHI 0.63 0.54 0.70 0.65 0.65 Net GEX -1.7K -2.3K -1.2K -1.6K -2.0K Net DEX 42.1K 38.5K 45.4K 38.7K 40.9K Net VEX -88 -109 -66 -109 -78 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 16.19 16 17 16 17 Total OI 29.143 29 30 29 30
Daily Data (21 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 2022-05-02 $24.60 $0.00 40.8% 11.7% 10.7% 27.6% 0.0% 5.0% -11.1% -1.6K 38.7K -109 0.00 137.18 N/A N/A 0 16 0 29 2022-05-03 $24.73 $0.00 40.2% 11.5% 10.6% 26.9% 0.0% 4.3% -11.3% -1.8K 39.2K -106 0.00 136.68 N/A N/A 0 16 0 29 2022-05-04 $24.87 $0.00 46.8% 13.4% 11.1% 33.8% 0.0% 5.4% -14.2% -2.0K 39.1K -103 0.00 135.40 N/A N/A 0 16 0 29 2022-05-05 $24.36 $0.00 58.8% 11.4% 12.5% 46.3% 0.0% 3.3% -5.3% -1.7K 41.3K -99 0.00 136.00 N/A N/A 0 16 0 29 2022-05-06 $24.05 $0.00 60.0% 11.8% 12.8% 47.6% 0.0% 5.1% -9.1% -1.4K 39.3K -106 0.00 137.17 N/A N/A 0 16 0 29 2022-05-09 $23.29 $0.00 94.6% 15.7% 15.9% 83.8% 0.0% 3.7% -12.0% -1.2K 38.5K -103 0.00 139.83 N/A N/A 0 16 0 29 2022-05-10 $23.37 $0.00 65.2% 11.4% 16.3% 53.0% 0.0% 4.9% -4.2% -1.2K 43.2K -92 0.00 135.34 N/A N/A 0 16 0 29 2022-05-11 $23.37 $0.00 41.2% 11.8% 16.4% 27.9% 0.0% 1.8% -16.5% -1.2K 41.6K -96 0.00 136.64 N/A N/A 0 16 0 29 2022-05-12 $23.25 $0.00 40.1% 11.5% 15.9% 26.8% 0.0% 4.7% -4.4% -1.2K 44.0K -88 0.00 135.31 N/A N/A 0 16 0 29 2022-05-13 $23.83 $0.00 31.7% 9.1% 19.2% 18.0% 0.0% 4.2% -4.1% -1.6K 43.9K -84 0.00 132.70 N/A N/A 0 16 0 29 2022-05-16 $23.89 $0.00 38.9% 11.2% 19.4% 25.6% 0.0% 4.3% -6.5% -1.6K 44.4K -81 0.00 140.60 N/A N/A 0 16 0 29 2022-05-17 $24.12 $0.00 38.9% 11.2% 20.0% 25.6% 0.0% 3.3% -6.5% -1.7K 42.7K -84 0.00 141.88 N/A N/A 0 16 0 29 2022-05-18 $23.81 $0.00 39.8% 11.4% 20.2% 26.5% 0.0% 2.3% -7.9% -1.6K 45.3K -78 0.00 140.70 N/A N/A 0 16 0 29 2022-05-19 $24.08 $0.00 40.3% 11.5% 21.0% 27.0% 0.0% 4.3% -8.0% -1.7K 43.2K -82 0.00 140.29 N/A N/A 0 16 0 29 2022-05-20 $24.22 $0.00 33.8% 9.7% 20.9% 20.2% 0.0% 3.6% -5.5% -1.7K 42.3K -84 0.00 134.17 N/A N/A 0 16 0 29 2022-05-23 $24.39 $0.00 40.1% 11.5% 21.2% 26.8% 0.0% 2.9% -7.9% -1.9K 43.4K -75 0.00 133.06 N/A N/A 0 16 0 29 2022-05-24 $24.33 $0.00 35.8% 10.3% 20.6% 22.3% 0.0% 3.9% -7.0% -1.9K 43.7K -75 0.00 135.19 N/A N/A 0 16 0 29 2022-05-25 $24.30 $0.00 48.4% 13.9% 20.6% 35.5% 65.9% 5.8% -9.9% -1.8K 42.1K -78 0.00 137.98 N/A N/A 0 17 0 29 2022-05-26 $24.50 $23.00 43.5% 12.5% 20.8% 30.4% 50.0% 2.4% -10.1% -1.9K 41.9K -82 0.00 139.33 N/A N/A 0 17 0 30 2022-05-27 $24.81 $23.00 40.9% 11.7% 21.0% 27.6% 53.7% 2.8% -5.9% -2.3K 45.4K -66 0.00 138.88 N/A N/A 0 17 0 30 2022-05-31 $24.67 $23.00 47.2% 13.5% 20.2% 34.2% 59.2% 3.2% -15.7% -2.0K 40.9K -78 0.00 140.18 N/A N/A 0 17 0 30
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