HAUZ Options History — November 2022

In November 2022, HAUZ traded between $19.14 and $21.74. ATM implied volatility averaged 67.0%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 41.1% (HV 20d: 25.9%). Max pain ranged from $12.00 to $12.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 106.17.

Notable Days

2022-11-11: Highest Volume — 150 contracts
2022-11-17: Largest IV spike — 67.1% change
2022-11-25: Highest IV Rank — 87.2%
2022-11-25: Largest Expected Move — 32.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.77	$19.14	$21.74	$19.65	$21.74
Max Pain	$12.00	$12.00	$12.00	$12.00	$12.00
ATM IV	67.0%	27.1%	114.2%	42.3%	92.0%
Expected Move	18.0%	7.8%	32.7%	12.1%	26.4%
HV 20d	25.9%	21.0%	29.5%	21.3%	26.3%
HV 60d	24.4%	21.3%	25.9%	21.9%	25.5%
IV Rank	46.0%	11.0%	87.2%	24.3%	67.8%
IV Percentile	82.1%	15.9%	99.6%	62.3%	96.0%
Term Structure	-12.6%	-35.5%	15.4%	15.4%	-20.3%
VWIV	167.9%	166.3%	169.4%	166.3%	169.4%
Skew 25d	23.5%	-10.6%	106.4%	15.7%	106.4%
Skew 10d	30.7%	-18.3%	134.0%	4.3%	134.0%
Call IV 25d	55.9%	35.0%	82.8%	55.3%	82.8%
Put IV 25d	79.4%	35.4%	189.1%	71.0%	189.1%
Bid-Ask Spread %	139.41	97.30	147.37	142.34	142.96
Gamma HHI	0.44	0.24	0.56	0.25	0.51
Net GEX	-1.4K	-2.2K	-547	-571	-1.7K
Net DEX	24.9K	15.3K	40.6K	15.5K	29.1K
Net VEX	-131	-206	-43	-45	-155
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	106.17	49.00	147.00	49.00	73.50
Total Volume	106.762	0	150	81	0
Total OI	85.333	24	107	24	103

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-11-01	$19.65	$12.00	42.3%	12.1%	21.3%	24.3%	166.3%	15.7%	15.4%	-571	15.5K	-45	0.00	142.34	N/A	N/A	0	81	0	24
2022-11-02	$19.41	$12.00	63.7%	18.3%	21.0%	43.1%	169.4%	-0.1%	-20.7%	-560	16.0K	-45	0.00	142.04	N/A	N/A	0	81	0	24
2022-11-03	$19.14	$0.00	63.2%	12.6%	21.2%	42.6%	0.0%	3.6%	-10.0%	-547	16.5K	-43	0.00	139.69	N/A	N/A	0	81	0	24
2022-11-04	$19.77	$0.00	61.9%	12.1%	23.1%	41.5%	0.0%	4.6%	-8.6%	-579	15.3K	-43	0.00	139.08	N/A	N/A	0	81	0	24
2022-11-07	$19.84	$0.00	67.1%	12.5%	23.0%	46.0%	0.0%	4.3%	-10.5%	-591	15.3K	-43	0.00	140.41	N/A	N/A	0	147	0	24
2022-11-08	$20.09	$0.00	70.9%	12.9%	23.0%	49.4%	0.0%	3.8%	-10.7%	-2.1K	34.2K	-191	0.00	138.25	N/A	N/A	0	147	0	104
2022-11-09	$19.87	$0.00	44.7%	12.8%	23.3%	26.5%	0.0%	5.8%	-11.1%	-2.2K	40.6K	-206	0.00	139.93	N/A	N/A	0	147	0	104
2022-11-10	$20.90	$0.00	43.1%	12.4%	28.8%	25.1%	0.0%	5.9%	-10.2%	-1.9K	30.7K	-177	0.00	140.20	N/A	N/A	0	147	0	104
2022-11-11	$21.49	$0.00	27.1%	7.8%	29.5%	11.0%	0.0%	4.6%	3.1%	-1.5K	17.6K	-91	49.00	130.34	N/A	N/A	3	147	0	104
2022-11-14	$21.39	$0.00	34.0%	9.7%	29.0%	17.1%	0.0%	-10.6%	-6.9%	-1.3K	16.4K	-114	147.00	133.86	N/A	N/A	1	147	3	104
2022-11-15	$21.45	$0.00	44.7%	12.8%	28.9%	26.5%	0.0%	3.6%	-12.3%	-1.5K	20.9K	-144	147.00	137.88	N/A	N/A	1	147	3	104
2022-11-16	$21.24	$0.00	45.8%	13.1%	27.8%	27.4%	0.0%	3.4%	-13.2%	-1.5K	21.1K	-141	147.00	140.05	N/A	N/A	1	147	3	104
2022-11-17	$21.21	$0.00	76.5%	21.9%	27.9%	54.2%	0.0%	78.3%	-14.2%	-861	28.7K	-189	73.50	145.19	N/A	N/A	2	147	3	104
2022-11-18	$21.17	$0.00	77.3%	22.2%	28.0%	55.0%	0.0%	17.9%	-13.9%	-1.6K	23.0K	-169	73.50	146.40	N/A	N/A	2	147	3	104
2022-11-21	$21.04	$0.00	81.0%	23.2%	27.6%	58.2%	0.0%	88.7%	-14.8%	-1.8K	33.0K	-182	0.00	147.37	N/A	N/A	0	146	0	103
2022-11-22	$21.16	$0.00	78.3%	22.4%	26.9%	55.8%	0.0%	-0.8%	-12.0%	-1.8K	31.3K	-164	0.00	147.10	N/A	N/A	0	146	0	103
2022-11-23	$21.23	$0.00	84.0%	24.1%	26.7%	60.8%	0.0%	-1.1%	-14.6%	-1.8K	30.5K	-163	0.00	146.43	N/A	N/A	0	146	0	103
2022-11-25	$21.51	$0.00	114.2%	32.7%	26.9%	87.2%	0.0%	0.0%	-35.5%	-1.8K	27.0K	-144	0.00	97.30	N/A	N/A	0	0	0	103
2022-11-28	$21.30	$0.00	96.1%	27.5%	27.3%	71.4%	0.0%	44.7%	-21.4%	-1.8K	29.9K	-155	0.00	146.55	N/A	N/A	0	0	0	103
2022-11-29	$21.48	$0.00	99.8%	28.6%	26.5%	74.6%	0.0%	92.0%	-22.7%	-1.7K	30.2K	-156	0.00	144.34	N/A	N/A	0	0	0	103
2022-11-30	$21.74	$0.00	92.0%	26.4%	26.3%	67.8%	0.0%	106.4%	-20.3%	-1.7K	29.1K	-155	0.00	142.96	N/A	N/A	0	0	0	103