HAUZ Options History — August 2022

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

In August 2022, HAUZ traded between $22.14 and $23.76. ATM implied volatility averaged 45.1%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 29.5% (HV 20d: 15.6%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.

Notable Days

2022-08-01: Highest Volume — 170 contracts
2022-08-10: Largest IV drop — 43.0% change
2022-08-09: Highest IV Rank — 40.0%
2022-08-31: Largest Expected Move — 15.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.98	$22.14	$23.76	$23.36	$22.14
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	45.1%	32.6%	60.1%	48.6%	53.6%
Expected Move	11.9%	9.3%	15.4%	13.9%	15.4%
HV 20d	15.6%	14.2%	17.0%	15.7%	16.1%
HV 60d	18.1%	17.6%	19.4%	19.4%	18.1%
IV Rank	26.8%	15.8%	40.0%	29.8%	34.2%
IV Percentile	71.1%	39.9%	93.8%	83.1%	88.8%
Term Structure	-10.5%	-19.2%	-4.6%	-14.8%	-19.2%
VWIV	54.4%	53.3%	56.5%	53.3%	56.5%
Skew 25d	3.4%	2.1%	15.7%	2.4%	2.4%
Skew 10d	5.2%	3.6%	6.4%	4.5%	5.3%
Call IV 25d	48.6%	38.9%	64.9%	57.9%	64.9%
Put IV 25d	51.9%	42.1%	67.3%	60.3%	67.3%
Bid-Ask Spread %	141.69	136.48	143.53	141.96	139.51
Gamma HHI	0.19	0.17	0.37	0.18	0.37
Net GEX	-1.3K	-1.6K	-1.1K	-1.4K	-1.6K
Net DEX	20.6K	18.5K	23.2K	20.3K	21.5K
Net VEX	-105	-117	-89	-107	-103
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	51.174	0	170	170	145
Total OI	47.696	44	54	49	54

Daily Data (23 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
2022-08-01	$23.36	$25.00	48.6%	13.9%	15.7%	29.8%	53.3%	2.4%	-14.8%	-1.4K	20.3K	-107	141.96	N/A	N/A	170	49
2022-08-02	$23.06	$25.00	48.0%	13.7%	15.0%	29.3%	53.4%	2.3%	-13.9%	-1.4K	21.8K	-110	140.41	N/A	N/A	170	49
2022-08-03	$23.13	$25.00	50.0%	14.3%	14.9%	31.1%	56.5%	2.4%	-14.9%	-1.4K	22.2K	-111	140.16	N/A	N/A	170	49
2022-08-04	$23.23	$0.00	50.8%	9.9%	14.6%	31.8%	0.0%	3.6%	-4.6%	-1.4K	22.1K	-114	141.44	N/A	N/A	170	49
2022-08-05	$23.01	$0.00	52.2%	9.9%	15.2%	33.0%	0.0%	3.2%	-4.6%	-1.5K	22.9K	-114	141.00	N/A	N/A	170	49
2022-08-08	$23.09	$0.00	58.0%	10.3%	14.2%	38.1%	0.0%	3.3%	-7.2%	-1.4K	22.8K	-117	142.54	N/A	N/A	170	49
2022-08-09	$23.01	$0.00	60.1%	10.3%	14.3%	40.0%	0.0%	3.2%	-6.2%	-1.4K	23.2K	-117	142.65	N/A	N/A	0	49
2022-08-10	$23.64	$0.00	34.3%	9.8%	16.7%	17.3%	0.0%	3.9%	-6.3%	-1.4K	19.6K	-102	141.81	N/A	N/A	0	49
2022-08-11	$23.61	$0.00	34.3%	9.8%	15.2%	17.4%	0.0%	3.1%	-7.5%	-1.4K	19.9K	-105	142.06	N/A	N/A	0	49
2022-08-12	$23.76	$0.00	34.8%	10.0%	15.0%	17.7%	0.0%	3.1%	-6.6%	-1.4K	19.1K	-102	142.44	N/A	N/A	0	49
2022-08-15	$23.65	$0.00	36.4%	10.4%	15.3%	19.2%	0.0%	3.1%	-7.8%	-1.4K	19.7K	-100	143.53	N/A	N/A	0	49
2022-08-16	$23.60	$0.00	37.0%	10.6%	14.4%	19.7%	0.0%	2.9%	-8.1%	-1.4K	19.9K	-100	143.13	N/A	N/A	0	49
2022-08-17	$23.34	$0.00	39.1%	11.2%	14.8%	21.5%	0.0%	2.5%	-8.3%	-1.5K	21.3K	-104	142.83	N/A	N/A	0	49
2022-08-18	$23.25	$0.00	39.4%	11.3%	14.9%	21.8%	0.0%	2.8%	-8.7%	-1.5K	21.8K	-103	143.31	N/A	N/A	0	49
2022-08-19	$22.83	$0.00	32.6%	9.3%	16.3%	15.8%	0.0%	2.8%	-6.1%	-1.2K	21.5K	-96	136.48	N/A	N/A	2	49
2022-08-22	$22.49	$0.00	44.5%	12.8%	17.0%	26.3%	0.0%	2.1%	-10.7%	-1.2K	19.6K	-109	142.96	N/A	N/A	0	44
2022-08-23	$22.43	$0.00	46.1%	13.2%	16.9%	27.7%	0.0%	2.8%	-12.3%	-1.2K	19.9K	-107	143.24	N/A	N/A	0	44
2022-08-24	$22.45	$0.00	39.7%	11.4%	16.5%	22.1%	0.0%	2.3%	-10.8%	-1.2K	18.5K	-96	137.44	N/A	N/A	0	44
2022-08-25	$22.68	$0.00	44.7%	12.8%	16.3%	26.4%	0.0%	2.6%	-13.1%	-1.1K	18.7K	-103	143.07	N/A	N/A	0	44
2022-08-26	$22.29	$0.00	47.7%	13.7%	16.7%	29.1%	0.0%	2.2%	-15.2%	-1.2K	20.3K	-106	141.60	N/A	N/A	0	44
2022-08-29	$22.26	$0.00	51.6%	14.8%	16.7%	32.5%	0.0%	2.4%	-17.1%	-1.1K	18.6K	-89	143.25	N/A	N/A	0	44
2022-08-30	$22.18	$0.00	53.3%	15.3%	16.2%	33.9%	0.0%	15.7%	-18.2%	-1.1K	18.8K	-90	142.11	N/A	N/A	10	44
2022-08-31	$22.14	$0.00	53.6%	15.4%	16.1%	34.2%	0.0%	2.4%	-19.2%	-1.6K	21.5K	-103	139.51	N/A	N/A	145	54