HAUZ Options History — January 2023 In January 2023, HAUZ traded between $21.48 and $23.09. ATM implied volatility averaged 73.8%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 57.5% (HV 20d: 16.3%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-01-09 : Largest IV drop — 33.7% change2023-01-03 : Highest IV Rank — 43.6%2023-01-03 : Largest Expected Move — 28.7%Monthly Statistics Metric Avg Min Max Open Close Price $22.42 $21.48 $23.09 $21.48 $22.72 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 73.8% 50.0% 100.1% 100.1% 82.6% Expected Move 19.3% 6.2% 28.7% 28.7% 23.7% HV 20d 16.3% 12.1% 19.7% 18.0% 12.6% HV 60d 20.8% 19.5% 21.8% 21.8% 19.5% IV Rank 30.1% 18.1% 43.6% 43.6% 34.7% IV Percentile 84.1% 67.9% 95.2% 95.2% 88.9% Term Structure -9.5% -18.9% -3.2% -16.4% -12.7% Skew 25d 66.9% 0.8% 106.0% 103.4% 106.0% Skew 10d 76.1% -8.3% 131.0% -8.3% 131.0% Call IV 25d 54.0% 25.7% 82.9% 81.3% 66.2% Put IV 25d 120.9% 27.7% 187.5% 184.7% 172.2% Bid-Ask Spread % 144.17 139.60 150.25 142.88 142.36 Gamma HHI 0.51 0.21 1.00 0.52 1.00 Net GEX -781 -1.6K 0 -1.6K 0 Net DEX 11.8K 0 27.6K 27.6K 0 Net VEX -28 -83 0 -83 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 66.95 0 103 103 0
Daily Data (20 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 2023-01-03 $21.48 $25.00 100.1% 28.7% 18.0% 43.6% 0.0% 103.4% -16.4% -1.6K 27.6K -83 0.00 142.88 N/A N/A 0 0 0 103 2023-01-04 $21.83 $25.00 94.5% 27.1% 18.4% 40.7% 0.0% 104.6% -18.9% -1.5K 25.2K -80 0.00 143.16 N/A N/A 0 0 0 103 2023-01-05 $21.54 $0.00 91.5% 16.3% 19.0% 39.2% 0.0% 70.5% -7.4% -1.6K 25.6K -77 0.00 143.23 N/A N/A 0 0 0 103 2023-01-06 $21.82 $0.00 94.4% 16.3% 19.6% 40.6% 0.0% 70.9% -7.1% -1.5K 23.6K -68 0.00 142.45 N/A N/A 0 0 0 103 2023-01-09 $21.91 $0.00 62.5% 9.0% 19.4% 24.4% 0.0% 0.8% -10.0% -1.2K 14.7K -35 0.00 146.52 N/A N/A 0 0 0 103 2023-01-10 $21.91 $0.00 50.0% 6.2% 19.3% 18.1% 0.0% 2.0% -4.3% -908 10.8K -18 0.00 144.59 N/A N/A 0 0 0 103 2023-01-11 $22.21 $0.00 62.6% 17.9% 19.7% 24.5% 0.0% 68.0% -8.6% -1.4K 21.9K -50 0.00 139.60 N/A N/A 0 0 0 103 2023-01-12 $22.48 $0.00 63.4% 18.2% 19.0% 24.9% 0.0% 68.7% -3.2% -1.4K 22.5K -52 0.00 144.59 N/A N/A 0 0 0 103 2023-01-13 $22.52 $0.00 58.2% 16.7% 18.9% 22.3% 0.0% 75.2% -8.1% -1.4K 19.8K -44 0.00 142.49 N/A N/A 0 0 0 103 2023-01-17 $22.67 $0.00 61.2% 17.5% 16.9% 23.7% 0.0% 45.4% -11.8% -1.3K 16.9K -23 0.00 149.07 N/A N/A 0 0 0 103 2023-01-18 $22.51 $0.00 65.8% 18.9% 15.5% 26.1% 0.0% 16.9% -12.0% -1.3K 18.0K -21 0.00 150.25 N/A N/A 0 0 0 103 2023-01-19 $22.49 $0.00 74.1% 21.3% 15.2% 30.3% 0.0% 66.5% -8.0% -368 4.8K 0 0.00 145.72 N/A N/A 0 0 0 103 2023-01-20 $22.68 $0.00 67.0% 19.2% 14.3% 26.7% 0.0% 67.6% -6.8% 0 4.5K 0 0.00 144.21 N/A N/A 0 0 0 103 2023-01-23 $22.83 $0.00 72.3% 20.7% 14.1% 29.4% 0.0% 81.0% -10.1% 0 0 0 0.00 144.34 N/A N/A 0 0 0 0 2023-01-24 $22.91 $0.00 71.0% 20.3% 13.7% 28.7% 0.0% 89.0% -7.9% 0 0 0 0.00 144.95 N/A N/A 0 0 0 0 2023-01-25 $22.95 $0.00 71.9% 20.6% 13.7% 29.2% 0.0% 22.2% -7.9% 0 0 0 0.00 143.55 N/A N/A 0 0 0 0 2023-01-26 $22.97 $0.00 74.6% 21.4% 13.8% 30.6% 0.0% 92.5% -9.1% 0 0 0 0.00 143.34 N/A N/A 0 0 0 0 2023-01-27 $23.09 $0.00 76.1% 21.8% 12.6% 31.4% 0.0% 94.1% -9.2% 0 0 0 0.00 142.34 N/A N/A 0 0 0 0 2023-01-30 $22.93 $0.00 81.3% 23.3% 12.1% 34.0% 0.0% 92.1% -11.1% 0 0 0 0.00 143.88 N/A N/A 0 0 0 0 2023-01-31 $22.72 $0.00 82.6% 23.7% 12.6% 34.7% 0.0% 106.0% -12.7% 0 0 0 0.00 142.36 N/A N/A 0 0 0 0
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