HAUZ Options History — February 2023

In February 2023, HAUZ traded between $21.45 and $23.27. ATM implied volatility averaged 76.5%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 63.3% (HV 20d: 13.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2023-02-16: Largest IV spike — 57.4% change
  • 2023-02-07: Highest IV Rank — 46.2%
  • 2023-02-24: Largest Expected Move — 24.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.22$21.45$23.27$23.07$21.66
ATM IV76.5%43.8%105.4%78.8%85.3%
Expected Move19.4%12.6%24.8%22.6%24.5%
HV 20d13.2%12.5%14.1%13.2%13.8%
HV 60d16.2%14.8%19.4%19.4%15.0%
IV Rank30.9%13.6%46.2%32.7%35.0%
IV Percentile81.8%46.4%95.6%87.3%88.1%
Term Structure-8.1%-13.2%-4.8%-7.2%-13.2%
Skew 25d84.9%23.5%120.8%120.8%111.2%
Skew 10d85.2%-1.3%145.0%145.0%137.6%
Call IV 25d47.9%31.8%70.1%52.4%70.1%
Put IV 25d132.8%68.1%181.3%173.1%181.3%
Bid-Ask Spread %142.86140.12146.11140.12143.07
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$23.07$0.0078.8%22.6%13.2%32.7%0.0%120.8%-7.2%0000.00140.12N/AN/A0000
2023-02-02$23.27$0.0089.7%15.9%12.5%38.2%0.0%71.9%-4.8%0000.00142.67N/AN/A0000
2023-02-03$22.90$0.0091.5%15.9%13.0%39.2%0.0%75.6%-5.7%0000.00143.69N/AN/A0000
2023-02-06$22.55$0.00101.3%15.9%14.0%44.1%0.0%76.8%-5.4%0000.00141.73N/AN/A0000
2023-02-07$22.52$0.00105.4%16.0%14.0%46.2%0.0%78.0%-6.1%0000.00142.81N/AN/A0000
2023-02-08$22.46$0.0063.9%18.3%14.1%25.2%0.0%78.3%-7.4%0000.00141.94N/AN/A0000
2023-02-09$22.40$0.0064.5%18.5%13.4%25.4%0.0%58.5%-7.0%0000.00142.44N/AN/A0000
2023-02-10$22.29$0.0063.7%18.3%12.8%23.9%0.0%80.4%-5.8%0000.00143.16N/AN/A0000
2023-02-13$22.32$0.0066.1%19.0%12.8%25.1%0.0%82.1%-7.0%0000.00142.32N/AN/A0000
2023-02-14$22.37$0.0067.6%19.4%12.5%25.9%0.0%82.2%-7.5%0000.00141.13N/AN/A0000
2023-02-15$22.07$0.0043.8%12.6%13.1%13.6%0.0%23.5%-6.6%0000.00146.11N/AN/A0000
2023-02-16$22.06$0.0069.0%19.8%13.1%26.6%0.0%87.3%-9.0%0000.00143.16N/AN/A0000
2023-02-17$22.04$0.0068.7%19.7%12.7%26.4%0.0%86.1%-7.1%0000.00145.44N/AN/A0000
2023-02-21$21.77$0.0073.4%21.0%12.9%28.9%0.0%97.8%-9.2%0000.00142.76N/AN/A0000
2023-02-22$21.65$0.0075.1%21.5%12.7%29.8%0.0%95.7%-10.3%0000.00142.92N/AN/A0000
2023-02-23$21.75$0.0076.1%21.8%12.9%30.3%0.0%97.5%-9.3%0000.00142.77N/AN/A0000
2023-02-24$21.45$0.0086.5%24.8%13.4%35.7%0.0%101.0%-12.3%0000.00142.65N/AN/A0000
2023-02-27$21.64$0.0083.6%24.0%13.8%34.1%0.0%108.2%-12.9%0000.00143.52N/AN/A0000
2023-02-28$21.66$0.0085.3%24.5%13.8%35.0%0.0%111.2%-13.2%0000.00143.07N/AN/A0000