HAUZ Options History — July 2022 In July 2022, HAUZ traded between $21.65 and $23.40. ATM implied volatility averaged 53.2%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 35.5% (HV 20d: 17.6%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2022-07-01 : Highest Volume — 214 contracts2022-07-20 : Largest IV spike — 79.7% change2022-07-12 : Highest IV Rank — 100.0%2022-07-18 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $22.37 $21.65 $23.40 $22.34 $23.40 Max Pain $25.05 $25.00 $26.00 $26.00 $25.00 ATM IV 53.2% 23.9% 128.8% 54.7% 43.2% Expected Move 11.4% 6.8% 17.2% 15.7% 12.4% HV 20d 17.6% 13.9% 22.3% 20.8% 15.7% HV 60d 18.9% 17.9% 19.4% 17.9% 19.4% IV Rank 36.6% 8.2% 100.0% 42.1% 25.2% IV Percentile 73.6% 9.0% 100.0% 91.5% 70.6% Term Structure -6.0% -19.3% 12.4% -19.3% -10.5% VWIV 43.0% 31.0% 68.0% 68.0% 49.6% Skew 25d 2.4% -17.7% 6.0% -17.7% 2.3% Skew 10d 7.0% 1.9% 14.9% 14.9% 4.2% Call IV 25d 46.1% 25.8% 72.8% 66.4% 53.2% Put IV 25d 48.4% 29.2% 76.3% 48.7% 55.5% Bid-Ask Spread % 139.22 129.91 155.81 129.91 140.27 Gamma HHI 0.16 0.13 0.20 0.14 0.19 Net GEX -1.9K -2.5K -1.3K -2.5K -1.4K Net DEX 45.3K 20.0K 76.0K 71.3K 20.0K Net VEX -130 -150 -108 -150 -108 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 181.35 170 214 214 170 Total OI 60.05 49 75 74 49
Daily Data (20 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 2022-07-01 $22.34 $26.00 54.7% 15.7% 20.8% 42.1% 68.0% -17.7% -19.3% -2.5K 71.3K -150 0.00 129.91 N/A N/A 0 214 0 74 2022-07-05 $21.95 $25.00 65.5% 10.6% 21.1% 53.4% 39.1% 5.7% -8.1% -2.4K 76.0K -142 0.00 140.91 N/A N/A 0 196 0 75 2022-07-06 $22.12 $25.00 57.9% 9.4% 21.6% 45.4% 34.0% 6.0% -7.5% -2.4K 71.1K -127 0.00 136.00 N/A N/A 0 196 0 71 2022-07-07 $22.35 $25.00 71.4% 10.9% 22.3% 59.6% 38.7% 5.6% -9.6% -2.5K 68.6K -142 0.00 140.83 N/A N/A 0 196 0 71 2022-07-08 $22.35 $25.00 77.4% 10.9% 22.3% 65.8% 39.1% 4.9% -8.7% -2.5K 67.8K -136 0.00 141.43 N/A N/A 0 196 0 71 2022-07-11 $22.06 $25.00 80.1% 9.5% 22.1% 68.6% 34.9% 4.5% -7.2% -2.4K 71.1K -123 0.00 135.73 N/A N/A 0 197 0 71 2022-07-12 $22.04 $25.00 128.8% 9.9% 21.3% 100.0% 36.1% 4.4% -9.3% -2.5K 61.8K -146 0.00 136.47 N/A N/A 0 185 0 71 2022-07-13 $21.99 $25.00 34.5% 9.9% 16.9% 17.5% 35.2% 3.9% -9.6% -2.4K 58.9K -137 0.00 131.88 N/A N/A 0 182 0 69 2022-07-14 $21.65 $25.00 32.0% 9.2% 17.2% 15.3% 33.6% 4.0% 5.2% -2.3K 60.3K -143 0.00 138.96 N/A N/A 0 182 0 69 2022-07-15 $21.87 $25.00 45.8% 13.1% 15.8% 27.4% 48.9% 3.5% -8.3% -1.4K 62.6K -140 0.00 145.21 N/A N/A 0 183 0 69 2022-07-18 $22.04 $25.00 59.9% 17.2% 13.9% 39.8% 60.8% 3.5% 4.9% -1.3K 26.7K -141 0.00 155.81 N/A N/A 0 170 0 49 2022-07-19 $22.44 $25.00 23.9% 6.8% 15.2% 8.2% 31.0% 3.3% 12.4% -1.5K 26.0K -119 0.00 139.03 N/A N/A 0 170 0 49 2022-07-20 $22.28 $25.00 42.9% 12.3% 14.8% 24.9% 44.6% 2.9% -8.8% -1.4K 24.6K -124 0.00 141.59 N/A N/A 0 170 0 49 2022-07-21 $22.43 $25.00 43.5% 12.5% 15.0% 25.4% 46.1% 4.1% -8.1% -1.4K 24.2K -121 0.00 140.75 N/A N/A 0 170 0 49 2022-07-22 $22.61 $25.00 41.1% 11.8% 15.3% 23.3% 43.7% 3.2% -9.8% -1.4K 23.7K -122 0.00 139.60 N/A N/A 0 170 0 49 2022-07-25 $22.77 $25.00 42.9% 12.3% 15.1% 24.9% 46.8% 2.4% -9.7% -1.4K 23.3K -119 0.00 137.19 N/A N/A 0 170 0 49 2022-07-26 $22.66 $25.00 43.3% 12.4% 15.2% 25.2% 47.5% 2.4% -10.0% -1.4K 24.2K -124 0.00 140.20 N/A N/A 0 170 0 49 2022-07-27 $22.87 $25.00 42.5% 12.2% 15.6% 24.5% 48.2% 3.1% -10.2% -1.4K 23.0K -121 0.00 138.17 N/A N/A 0 170 0 49 2022-07-28 $23.15 $25.00 32.0% 9.2% 15.7% 15.4% 34.7% -4.8% 12.1% -1.5K 21.0K -109 0.00 134.53 N/A N/A 0 170 0 49 2022-07-29 $23.40 $25.00 43.2% 12.4% 15.7% 25.2% 49.6% 2.3% -10.5% -1.4K 20.0K -108 0.00 140.27 N/A N/A 0 170 0 49
« Jun 2022 | All History | Aug 2022 » Home HAUZ History July 2022