HAUZ Options History — September 2022

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

In September 2022, HAUZ traded between $19.20 and $22.50. ATM implied volatility averaged 48.5%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 29.3% (HV 20d: 19.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.

Notable Days

2022-09-06: Highest Volume — 145 contracts
2022-09-14: Largest IV drop — 63.3% change
2022-09-13: Highest IV Rank — 81.1%
2022-09-01: Largest Expected Move — 15.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.04	$19.20	$22.50	$21.77	$19.41
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	48.5%	19.2%	107.1%	54.4%	24.2%
Expected Move	10.3%	5.5%	15.6%	15.6%	6.9%
HV 20d	19.2%	12.7%	24.3%	16.7%	24.3%
HV 60d	17.7%	16.1%	19.4%	18.3%	19.4%
IV Rank	29.7%	4.1%	81.1%	34.9%	8.5%
IV Percentile	58.6%	2.4%	99.2%	88.8%	9.1%
Term Structure	-2.4%	-26.6%	31.3%	-20.3%	21.3%
VWIV	32.2%	25.7%	40.0%	33.4%	25.7%
Skew 25d	-7.7%	-27.8%	5.9%	2.3%	-11.1%
Skew 10d	-19.2%	-39.8%	14.1%	6.3%	-39.8%
Call IV 25d	44.8%	34.1%	69.4%	67.5%	36.0%
Put IV 25d	37.0%	18.6%	71.8%	69.8%	24.9%
Bid-Ask Spread %	133.83	121.22	141.94	141.94	127.99
Gamma HHI	0.38	0.30	0.48	0.39	0.44
Net GEX	-2.1K	-3.1K	-1.7K	-1.7K	-3.0K
Net DEX	31.9K	22.4K	47.5K	23.7K	47.2K
Net VEX	-110	-129	-94	-112	-95
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	55.286	0	145	0	111
Total OI	54.762	54	55	54	55

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
2022-09-01	$21.77	$0.00	54.4%	15.6%	16.7%	34.9%	0.0%	2.3%	-20.3%	-1.7K	23.7K	-112	141.94	N/A	N/A	0	54
2022-09-02	$21.72	$0.00	54.1%	15.5%	16.6%	34.7%	0.0%	2.4%	-23.9%	-1.7K	23.5K	-108	140.61	N/A	N/A	0	54
2022-09-06	$21.70	$25.00	64.9%	10.7%	16.4%	44.1%	33.4%	-3.7%	-26.6%	-1.8K	23.4K	-99	129.71	N/A	N/A	145	54
2022-09-07	$21.86	$25.00	63.7%	9.3%	16.8%	43.1%	32.4%	0.1%	-12.6%	-1.7K	22.4K	-98	130.15	N/A	N/A	145	54
2022-09-08	$21.74	$25.00	70.5%	10.5%	12.7%	49.1%	40.0%	-18.2%	-11.5%	-1.8K	27.6K	-126	138.54	N/A	N/A	1	54
2022-09-09	$22.19	$25.00	74.7%	10.6%	15.4%	52.7%	0.0%	-9.5%	-11.1%	-1.7K	25.3K	-120	139.63	N/A	N/A	0	55
2022-09-12	$22.50	$25.00	100.3%	10.7%	16.2%	75.1%	0.0%	-3.5%	-14.3%	-1.7K	22.9K	-109	139.62	N/A	N/A	0	55
2022-09-13	$21.77	$25.00	107.1%	10.8%	19.5%	81.1%	33.4%	-18.6%	-12.8%	-1.8K	27.8K	-121	135.96	N/A	N/A	142	55
2022-09-14	$21.65	$25.00	39.3%	11.3%	19.5%	21.7%	0.0%	-8.1%	-15.5%	-2.0K	25.9K	-105	138.12	N/A	N/A	0	55
2022-09-15	$21.72	$25.00	39.3%	11.3%	19.5%	21.7%	0.0%	-19.8%	-6.3%	-1.8K	28.2K	-119	138.63	N/A	N/A	0	55
2022-09-16	$21.65	$25.00	39.4%	11.3%	19.5%	21.8%	36.8%	-4.4%	-5.8%	-1.9K	24.5K	-100	134.13	N/A	N/A	142	55
2022-09-19	$21.63	$25.00	41.2%	11.8%	18.7%	23.4%	0.0%	-27.8%	-7.8%	-1.9K	28.0K	-111	135.91	N/A	N/A	0	55
2022-09-20	$21.15	$25.00	42.9%	12.3%	19.5%	24.9%	0.0%	-15.3%	-8.4%	-2.2K	26.4K	-95	133.29	N/A	N/A	0	55
2022-09-21	$20.90	$25.00	43.4%	12.4%	19.8%	25.3%	0.0%	5.9%	-10.1%	-1.9K	36.2K	-129	138.45	N/A	N/A	0	55
2022-09-22	$20.72	$25.00	38.4%	11.0%	19.8%	20.9%	0.0%	3.9%	-7.3%	-2.0K	35.3K	-113	134.02	N/A	N/A	0	55
2022-09-23	$20.10	$25.00	35.1%	10.1%	21.1%	18.1%	0.0%	5.1%	23.5%	-1.9K	40.7K	-122	135.92	N/A	N/A	0	55
2022-09-26	$19.64	$25.00	20.9%	6.0%	21.6%	5.6%	30.0%	-17.7%	23.2%	-3.0K	44.2K	-105	127.61	N/A	N/A	142	55
2022-09-27	$19.21	$25.00	21.4%	6.1%	22.2%	6.0%	32.1%	-9.0%	31.3%	-2.8K	43.4K	-122	126.63	N/A	N/A	111	55
2022-09-28	$19.51	$25.00	19.2%	5.5%	23.6%	4.1%	27.1%	-8.9%	20.9%	-3.1K	46.1K	-94	121.22	N/A	N/A	111	55
2022-09-29	$19.20	$25.00	23.5%	6.7%	23.8%	7.9%	31.0%	-6.6%	23.9%	-2.8K	47.5K	-100	122.30	N/A	N/A	111	55
2022-09-30	$19.41	$25.00	24.2%	6.9%	24.3%	8.5%	25.7%	-11.1%	21.3%	-3.0K	47.2K	-95	127.99	N/A	N/A	111	55