HAUZ Options History — October 2022

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

In October 2022, HAUZ traded between $18.88 and $20.24. ATM implied volatility averaged 34.6%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 9.6% (HV 20d: 25.0%). Max pain ranged from $12.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days.

Notable Days

2022-10-12: Highest Volume — 112 contracts
2022-10-12: Largest IV spike — 79.9% change
2022-10-28: Highest IV Rank — 34.0%
2022-10-28: Largest Expected Move — 15.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.34	$18.88	$20.24	$19.76	$19.33
Max Pain	$14.44	$12.00	$25.00	$25.00	$12.00
ATM IV	34.6%	17.5%	53.4%	21.5%	35.0%
Expected Move	11.0%	5.7%	15.3%	6.2%	10.0%
HV 20d	25.0%	22.3%	27.8%	25.7%	22.3%
HV 60d	20.9%	19.8%	21.6%	19.8%	21.6%
IV Rank	17.6%	2.6%	34.0%	6.1%	18.0%
IV Percentile	41.3%	2.0%	86.1%	4.8%	40.5%
Term Structure	6.3%	-16.7%	64.3%	20.3%	-10.8%
VWIV	104.6%	24.7%	149.4%	29.6%	119.9%
Skew 25d	0.3%	-25.0%	26.0%	-18.2%	1.7%
Skew 10d	-0.0%	-38.5%	28.9%	-38.5%	1.3%
Call IV 25d	49.5%	19.9%	64.8%	45.9%	39.4%
Put IV 25d	49.9%	19.7%	66.4%	27.7%	41.1%
Bid-Ask Spread %	137.86	124.69	142.74	129.35	136.90
Gamma HHI	0.41	0.23	0.63	0.53	0.36
Net GEX	-2.4K	-3.9K	-518	-3.4K	-594
Net DEX	40.8K	15.7K	57.8K	42.6K	17.0K
Net VEX	-63	-92	-33	-92	-33
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	102.81	81	112	111	81
Total OI	46.476	24	56	55	24

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
2022-10-03	$19.76	$25.00	21.5%	6.2%	25.7%	6.1%	29.6%	-18.2%	20.3%	-3.4K	42.6K	-92	129.35	N/A	N/A	111	55
2022-10-04	$20.24	$25.00	22.3%	6.4%	27.7%	6.8%	32.0%	-25.0%	16.0%	-3.2K	35.8K	-84	126.11	N/A	N/A	111	55
2022-10-05	$19.92	$25.00	19.7%	5.7%	27.7%	4.6%	24.7%	-2.1%	17.2%	-3.9K	40.3K	-82	124.69	N/A	N/A	111	55
2022-10-06	$19.68	$0.00	17.5%	11.6%	27.8%	2.6%	0.0%	2.6%	-11.6%	-3.3K	43.9K	-88	140.71	N/A	N/A	111	55
2022-10-07	$19.28	$0.00	24.1%	12.5%	26.6%	8.4%	0.0%	2.9%	-12.4%	-3.2K	50.0K	-83	140.70	N/A	N/A	111	55
2022-10-10	$19.20	$0.00	29.9%	12.8%	25.5%	13.5%	0.0%	3.9%	-12.2%	-3.0K	50.4K	-81	141.57	N/A	N/A	111	55
2022-10-11	$19.05	$0.00	25.8%	12.9%	23.7%	9.9%	0.0%	3.5%	-13.6%	-3.0K	54.6K	-71	139.98	N/A	N/A	111	55
2022-10-12	$18.91	$0.00	46.4%	13.3%	23.7%	27.9%	110.8%	-1.5%	-8.4%	-2.9K	55.8K	-65	140.68	N/A	N/A	112	55
2022-10-13	$19.08	$12.00	47.3%	13.6%	24.1%	28.7%	111.5%	4.4%	-15.0%	-3.1K	54.4K	-67	140.54	N/A	N/A	112	56
2022-10-14	$18.91	$12.00	46.6%	13.4%	24.1%	28.1%	112.2%	3.1%	-13.7%	-2.6K	56.9K	-63	140.17	N/A	N/A	112	56
2022-10-17	$19.36	$12.00	48.0%	13.8%	26.3%	29.3%	119.8%	3.8%	-16.7%	-3.7K	50.8K	-74	141.50	N/A	N/A	112	56
2022-10-18	$19.31	$12.00	48.8%	14.0%	25.6%	30.1%	121.5%	2.8%	-16.4%	-3.6K	52.7K	-59	142.60	N/A	N/A	112	56
2022-10-19	$18.91	$12.00	36.4%	10.4%	26.1%	19.2%	121.1%	2.8%	9.4%	-2.5K	57.5K	-56	139.22	N/A	N/A	112	56
2022-10-20	$19.01	$12.00	36.3%	10.4%	26.3%	19.1%	123.8%	3.5%	63.2%	-2.4K	57.8K	-52	141.16	N/A	N/A	112	56
2022-10-21	$19.12	$12.00	35.6%	10.2%	24.7%	18.5%	126.6%	3.3%	63.7%	-2.7K	56.8K	-50	136.38	N/A	N/A	112	56
2022-10-24	$18.88	$12.00	39.9%	11.4%	23.8%	22.2%	132.3%	3.7%	64.3%	-518	16.7K	-47	141.90	N/A	N/A	81	24
2022-10-25	$19.30	$12.00	29.1%	8.3%	24.0%	12.8%	103.8%	-16.7%	17.1%	-540	16.2K	-52	137.93	N/A	N/A	81	24
2022-10-26	$19.55	$12.00	29.9%	8.6%	23.8%	13.5%	128.9%	26.0%	14.8%	-597	16.0K	-43	133.86	N/A	N/A	81	24
2022-10-27	$19.64	$12.00	34.0%	9.7%	23.0%	17.0%	110.4%	0.9%	-9.2%	-637	16.1K	-38	136.27	N/A	N/A	81	24
2022-10-28	$19.60	$12.00	53.4%	15.3%	22.7%	34.0%	149.4%	1.8%	-13.6%	-572	15.7K	-46	142.74	N/A	N/A	81	24
2022-10-31	$19.33	$12.00	35.0%	10.0%	22.3%	18.0%	119.9%	1.7%	-10.8%	-594	17.0K	-33	136.90	N/A	N/A	81	24