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 contracts2022-12-21 : Largest IV spike — 221.2% change2022-12-07 : Highest IV Rank — 100.0%2022-12-02 : Largest Expected Move — 28.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.42 $20.86 $22.11 $21.75 $21.30 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 97.1% 23.1% 211.1% 96.4% 89.3% Expected Move 19.3% 6.6% 28.2% 27.6% 25.6% HV 20d 18.2% 11.3% 25.5% 25.5% 17.7% HV 60d 23.8% 21.9% 25.4% 25.4% 21.9% IV Rank 55.2% 4.4% 100.0% 71.7% 38.0% IV Percentile 86.8% 6.3% 100.0% 96.8% 92.1% Term Structure -8.3% -23.3% 35.6% -22.9% -12.5% Skew 25d 63.7% -18.4% 113.6% 109.5% 93.9% Skew 10d 11.1% -24.7% 142.7% 76.9% -8.1% Call IV 25d 57.3% 32.1% 88.4% 77.2% 72.9% Put IV 25d 121.0% 36.1% 202.0% 186.7% 166.8% Bid-Ask Spread % 144.12 139.64 149.68 143.69 144.72 Gamma HHI 0.48 0.23 0.53 0.49 0.52 Net GEX -1.7K -1.8K -1.1K -1.7K -1.7K Net DEX 26.2K 13.1K 31.6K 26.5K 27.8K Net VEX -113 -145 -33 -139 -99 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.048 0 1 0 0 Total OI 103.143 103 104 103 103
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 2022-12-01 $21.75 $0.00 96.4% 27.6% 25.5% 71.7% 0.0% 109.5% -22.9% -1.7K 26.5K -139 0.00 143.69 N/A N/A 0 0 0 103 2022-12-02 $21.73 $0.00 98.3% 28.2% 24.6% 73.4% 0.0% 113.6% -23.3% -1.7K 27.3K -138 0.00 143.19 N/A N/A 0 0 0 103 2022-12-05 $21.47 $25.00 123.1% 17.4% 23.4% 95.1% 0.0% 64.6% -8.2% -1.7K 28.8K -145 0.00 144.86 N/A N/A 0 0 0 103 2022-12-06 $21.48 $25.00 128.2% 17.7% 23.4% 99.5% 0.0% -10.1% -9.8% -1.7K 24.4K -115 0.00 145.52 N/A N/A 0 0 0 103 2022-12-07 $21.44 $25.00 129.5% 17.1% 23.3% 100.0% 0.0% 36.1% -7.7% -1.7K 25.9K -125 0.00 141.23 N/A N/A 0 0 0 103 2022-12-08 $21.63 $25.00 129.2% 16.4% 22.7% 99.7% 0.0% 65.9% -11.3% -1.7K 28.7K -140 0.00 143.93 N/A N/A 0 0 0 103 2022-12-09 $21.71 $25.00 138.9% 16.7% 14.8% 100.0% 0.0% 66.3% -9.4% -1.7K 25.7K -125 0.00 147.13 N/A N/A 0 0 0 103 2022-12-12 $21.59 $25.00 182.6% 17.2% 11.3% 100.0% 0.0% 32.3% -10.5% -1.7K 25.5K -118 0.00 144.66 N/A N/A 0 0 0 103 2022-12-13 $22.02 $25.00 211.1% 17.7% 13.1% 100.0% 0.0% 33.1% -9.9% -1.6K 22.0K -103 0.00 147.58 N/A N/A 1 0 0 103 2022-12-14 $22.11 $25.00 63.0% 18.0% 13.1% 24.7% 0.0% 69.4% -10.8% -1.5K 21.5K -105 0.00 146.40 N/A N/A 0 0 1 103 2022-12-15 $21.62 $25.00 63.0% 18.1% 15.2% 24.7% 0.0% 71.9% 35.6% -1.7K 27.4K -117 0.00 144.63 N/A N/A 0 0 1 103 2022-12-16 $21.23 $25.00 73.2% 21.0% 16.6% 29.9% 0.0% 67.4% -7.8% -1.7K 29.9K -128 0.00 149.68 N/A N/A 0 0 1 103 2022-12-19 $21.09 $25.00 72.8% 20.9% 16.8% 29.7% 0.0% 77.4% -7.3% -1.7K 31.6K -133 0.00 143.15 N/A N/A 0 0 0 103 2022-12-20 $20.86 $25.00 23.1% 6.6% 17.1% 4.4% 0.0% 26.7% -3.8% -1.4K 17.0K -55 0.00 142.51 N/A N/A 0 0 0 103 2022-12-21 $21.09 $25.00 74.1% 21.3% 17.4% 30.3% 0.0% 79.8% -7.5% -1.7K 30.0K -118 0.00 146.00 N/A N/A 0 0 0 103 2022-12-22 $20.99 $25.00 64.9% 18.6% 17.4% 25.7% 0.0% 88.4% -3.7% -1.8K 29.0K -115 0.00 139.64 N/A N/A 0 0 0 103 2022-12-23 $21.12 $25.00 73.4% 21.0% 16.9% 30.0% 0.0% 89.3% -6.4% -1.7K 29.1K -114 0.00 140.87 N/A N/A 0 0 0 103 2022-12-27 $21.22 $25.00 83.1% 23.8% 16.7% 34.9% 0.0% 88.4% -10.4% -1.7K 28.5K -106 0.00 144.06 N/A N/A 0 0 0 103 2022-12-28 $20.99 $25.00 83.7% 24.0% 16.7% 35.2% 0.0% 91.2% -10.1% -1.8K 30.0K -103 0.00 140.18 N/A N/A 0 0 0 103 2022-12-29 $21.39 $25.00 37.7% 10.8% 17.6% 11.8% 0.0% -18.4% -16.7% -1.1K 13.1K -33 0.00 142.94 N/A N/A 0 0 0 103 2022-12-30 $21.30 $25.00 89.3% 25.6% 17.7% 38.0% 0.0% 93.9% -12.5% -1.7K 27.8K -99 0.00 144.72 N/A N/A 0 0 0 103
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