HAUZ Options History — June 2022

Name: HAUZ Options Analytics - June 2022
Creator: Options Analysis Suite

In June 2022, HAUZ traded between $22.07 and $24.65. ATM implied volatility averaged 44.7%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 24.8% (HV 20d: 20.0%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.

Notable Days

2022-06-28: Highest Volume — 249 contracts
2022-06-08: Largest IV drop — 38.9% change
2022-06-06: Highest IV Rank — 46.4%
2022-06-30: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.08	$22.07	$24.65	$24.46	$22.31
Max Pain	$25.86	$23.00	$26.00	$23.00	$26.00
ATM IV	44.7%	30.6%	58.9%	42.4%	55.3%
Expected Move	11.8%	8.6%	15.9%	12.2%	15.9%
HV 20d	20.0%	14.5%	22.3%	20.3%	21.2%
HV 60d	17.9%	16.4%	18.5%	18.3%	18.0%
IV Rank	31.6%	16.8%	46.4%	29.2%	42.7%
IV Percentile	76.2%	39.9%	94.5%	77.0%	92.9%
Term Structure	-6.1%	-29.7%	100.7%	-12.1%	-29.7%
VWIV	45.5%	32.9%	57.9%	50.4%	53.2%
Skew 25d	-2.7%	-21.6%	5.7%	2.5%	-18.2%
Skew 10d	-2.2%	-19.2%	11.8%	4.0%	-10.7%
Call IV 25d	45.8%	32.8%	65.5%	47.8%	65.5%
Put IV 25d	43.1%	27.8%	53.5%	50.3%	47.3%
Bid-Ask Spread %	133.78	127.42	141.39	135.88	129.32
Gamma HHI	0.38	0.12	0.67	0.67	0.12
Net GEX	-1.5K	-2.6K	-728	-2.0K	-2.3K
Net DEX	50.0K	41.3K	76.5K	44.0K	76.5K
Net VEX	-63	-160	-11	-70	-153
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	66.19	16	249	17	218
Total OI	36.476	25	77	30	77

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	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2022-06-01	$24.46	$23.00	42.4%	12.2%	20.3%	29.2%	50.4%	2.5%	-12.1%	-2.0K	44.0K	-70	135.88	N/A	N/A	17	30
2022-06-02	$24.65	$26.00	47.2%	9.2%	20.4%	34.2%	36.4%	2.1%	-9.8%	-2.0K	41.3K	-75	135.75	N/A	N/A	17	30
2022-06-03	$24.37	$26.00	51.5%	10.1%	19.4%	38.7%	36.8%	1.4%	-11.5%	-1.9K	43.7K	-70	136.60	N/A	N/A	17	30
2022-06-06	$24.35	$26.00	58.9%	9.9%	18.8%	46.4%	37.5%	0.3%	-11.1%	-1.9K	43.1K	-68	137.16	N/A	N/A	17	30
2022-06-07	$24.26	$26.00	50.1%	8.6%	14.5%	37.2%	32.9%	1.6%	-8.7%	-2.0K	45.5K	-61	131.08	N/A	N/A	17	30
2022-06-08	$24.11	$26.00	30.6%	8.8%	14.8%	16.8%	33.6%	1.2%	-9.7%	-2.0K	46.9K	-56	131.75	N/A	N/A	18	30
2022-06-09	$23.72	$26.00	34.8%	10.0%	16.1%	21.3%	38.8%	1.9%	-11.6%	-1.7K	47.9K	-60	135.67	N/A	N/A	18	31
2022-06-10	$23.26	$26.00	43.4%	12.4%	17.5%	30.3%	49.9%	-2.2%	-14.9%	-1.5K	47.4K	-62	141.39	N/A	N/A	18	31
2022-06-13	$22.41	$26.00	38.8%	11.1%	19.6%	25.5%	43.1%	2.1%	-10.9%	-1.0K	46.0K	-29	128.91	N/A	N/A	18	27
2022-06-14	$22.13	$26.00	43.4%	12.4%	19.8%	30.3%	46.7%	1.8%	-17.1%	-728	48.0K	-11	134.30	N/A	N/A	18	27
2022-06-15	$22.59	$26.00	47.8%	13.7%	21.1%	34.8%	52.8%	3.1%	-19.4%	-877	47.4K	-14	139.32	N/A	N/A	18	27
2022-06-16	$22.07	$26.00	50.1%	14.4%	22.0%	37.3%	57.9%	-0.6%	100.7%	-758	47.8K	-16	139.79	N/A	N/A	18	27
2022-06-17	$22.19	$26.00	43.6%	12.5%	21.6%	30.4%	50.8%	-21.4%	27.8%	-887	45.9K	-30	135.25	N/A	N/A	18	27
2022-06-21	$22.45	$26.00	46.3%	13.3%	22.1%	33.2%	54.0%	-20.5%	-13.6%	-969	43.0K	-30	134.49	N/A	N/A	16	25
2022-06-22	$22.43	$26.00	39.8%	11.4%	21.7%	26.5%	44.8%	3.0%	-12.2%	-793	45.4K	-18	128.43	N/A	N/A	16	25
2022-06-23	$22.41	$26.00	47.7%	13.7%	21.7%	34.8%	50.5%	-21.6%	-13.0%	-920	44.2K	-24	134.73	N/A	N/A	88	25
2022-06-24	$22.63	$26.00	46.3%	13.3%	22.3%	33.3%	51.4%	-7.4%	-14.0%	-1.5K	48.9K	-74	134.99	N/A	N/A	150	40
2022-06-27	$22.63	$26.00	31.3%	9.0%	21.9%	17.6%	36.0%	5.7%	-13.0%	-1.6K	56.3K	-88	128.50	N/A	N/A	196	53
2022-06-28	$22.67	$26.00	42.8%	12.3%	21.1%	29.6%	48.7%	4.5%	-9.7%	-2.6K	67.2K	-144	127.42	N/A	N/A	249	69
2022-06-29	$22.48	$26.00	46.9%	13.4%	21.2%	33.9%	49.9%	4.4%	-14.9%	-2.4K	73.2K	-160	128.75	N/A	N/A	228	75
2022-06-30	$22.31	$26.00	55.3%	15.9%	21.2%	42.7%	53.2%	-18.2%	-29.7%	-2.3K	76.5K	-153	129.32	N/A	N/A	218	77