HAUZ Options History — December 2022

In December 2022, HAUZ traded between $20.86 and $22.11. ATM implied volatility averaged 97.1%, placing in the 55.2% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 78.9% (HV 20d: 18.2%). 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 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-12-13: Highest Volume — 1 contracts
  • 2022-12-21: Largest IV spike — 221.2% change
  • 2022-12-07: Highest IV Rank — 100.0%
  • 2022-12-02: Largest Expected Move — 28.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.42$20.86$22.11$21.75$21.30
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV97.1%23.1%211.1%96.4%89.3%
Expected Move19.3%6.6%28.2%27.6%25.6%
HV 20d18.2%11.3%25.5%25.5%17.7%
HV 60d23.8%21.9%25.4%25.4%21.9%
IV Rank55.2%4.4%100.0%71.7%38.0%
IV Percentile86.8%6.3%100.0%96.8%92.1%
Term Structure-8.3%-23.3%35.6%-22.9%-12.5%
Skew 25d63.7%-18.4%113.6%109.5%93.9%
Skew 10d11.1%-24.7%142.7%76.9%-8.1%
Call IV 25d57.3%32.1%88.4%77.2%72.9%
Put IV 25d121.0%36.1%202.0%186.7%166.8%
Bid-Ask Spread %144.12139.64149.68143.69144.72
Gamma HHI0.480.230.530.490.52
Net GEX-1.7K-1.8K-1.1K-1.7K-1.7K
Net DEX26.2K13.1K31.6K26.5K27.8K
Net VEX-113-145-33-139-99
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0480100
Total OI103.143103104103103

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$21.75$0.0096.4%27.6%25.5%71.7%0.0%109.5%-22.9%-1.7K26.5K-1390.00143.69N/AN/A000103
2022-12-02$21.73$0.0098.3%28.2%24.6%73.4%0.0%113.6%-23.3%-1.7K27.3K-1380.00143.19N/AN/A000103
2022-12-05$21.47$25.00123.1%17.4%23.4%95.1%0.0%64.6%-8.2%-1.7K28.8K-1450.00144.86N/AN/A000103
2022-12-06$21.48$25.00128.2%17.7%23.4%99.5%0.0%-10.1%-9.8%-1.7K24.4K-1150.00145.52N/AN/A000103
2022-12-07$21.44$25.00129.5%17.1%23.3%100.0%0.0%36.1%-7.7%-1.7K25.9K-1250.00141.23N/AN/A000103
2022-12-08$21.63$25.00129.2%16.4%22.7%99.7%0.0%65.9%-11.3%-1.7K28.7K-1400.00143.93N/AN/A000103
2022-12-09$21.71$25.00138.9%16.7%14.8%100.0%0.0%66.3%-9.4%-1.7K25.7K-1250.00147.13N/AN/A000103
2022-12-12$21.59$25.00182.6%17.2%11.3%100.0%0.0%32.3%-10.5%-1.7K25.5K-1180.00144.66N/AN/A000103
2022-12-13$22.02$25.00211.1%17.7%13.1%100.0%0.0%33.1%-9.9%-1.6K22.0K-1030.00147.58N/AN/A100103
2022-12-14$22.11$25.0063.0%18.0%13.1%24.7%0.0%69.4%-10.8%-1.5K21.5K-1050.00146.40N/AN/A001103
2022-12-15$21.62$25.0063.0%18.1%15.2%24.7%0.0%71.9%35.6%-1.7K27.4K-1170.00144.63N/AN/A001103
2022-12-16$21.23$25.0073.2%21.0%16.6%29.9%0.0%67.4%-7.8%-1.7K29.9K-1280.00149.68N/AN/A001103
2022-12-19$21.09$25.0072.8%20.9%16.8%29.7%0.0%77.4%-7.3%-1.7K31.6K-1330.00143.15N/AN/A000103
2022-12-20$20.86$25.0023.1%6.6%17.1%4.4%0.0%26.7%-3.8%-1.4K17.0K-550.00142.51N/AN/A000103
2022-12-21$21.09$25.0074.1%21.3%17.4%30.3%0.0%79.8%-7.5%-1.7K30.0K-1180.00146.00N/AN/A000103
2022-12-22$20.99$25.0064.9%18.6%17.4%25.7%0.0%88.4%-3.7%-1.8K29.0K-1150.00139.64N/AN/A000103
2022-12-23$21.12$25.0073.4%21.0%16.9%30.0%0.0%89.3%-6.4%-1.7K29.1K-1140.00140.87N/AN/A000103
2022-12-27$21.22$25.0083.1%23.8%16.7%34.9%0.0%88.4%-10.4%-1.7K28.5K-1060.00144.06N/AN/A000103
2022-12-28$20.99$25.0083.7%24.0%16.7%35.2%0.0%91.2%-10.1%-1.8K30.0K-1030.00140.18N/AN/A000103
2022-12-29$21.39$25.0037.7%10.8%17.6%11.8%0.0%-18.4%-16.7%-1.1K13.1K-330.00142.94N/AN/A000103
2022-12-30$21.30$25.0089.3%25.6%17.7%38.0%0.0%93.9%-12.5%-1.7K27.8K-990.00144.72N/AN/A000103