HAUZ Options History — March 2023

In March 2023, HAUZ traded between $20.52 and $21.72. ATM implied volatility averaged 94.2%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 81.5% (HV 20d: 12.7%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days.

Notable Days

  • 2023-03-15: Largest IV drop — 71.5% change
  • 2023-03-14: Highest IV Rank — 100.0%
  • 2023-03-02: Largest Expected Move — 28.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.97$20.52$21.72$21.54$20.98
ATM IV94.2%35.5%225.7%88.1%35.5%
Expected Move19.6%10.2%28.9%25.3%10.2%
HV 20d12.7%11.0%13.8%13.6%13.2%
HV 60d14.5%13.1%15.7%15.1%13.1%
IV Rank38.3%8.6%100.0%36.5%8.6%
IV Percentile79.4%16.3%100.0%88.5%16.3%
Term Structure-8.1%-16.7%38.8%-14.8%-11.0%
Skew 25d80.5%3.7%122.7%115.1%3.7%
Skew 10d103.3%36.5%152.2%142.8%119.5%
Call IV 25d54.9%41.6%76.8%72.6%54.3%
Put IV 25d135.4%58.0%199.5%187.7%58.0%
Bid-Ask Spread %142.42139.03146.55143.82144.99
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$21.54$0.0088.1%25.3%13.6%36.5%0.0%115.1%-14.8%0000.00143.82N/AN/A0000
2023-03-02$21.49$0.00100.8%28.9%11.9%43.0%0.0%119.2%-16.7%0000.00144.01N/AN/A0000
2023-03-03$21.68$0.0094.0%27.0%11.9%39.5%0.0%122.7%-16.3%0000.00143.34N/AN/A0000
2023-03-06$21.72$0.00106.0%15.6%11.0%45.7%0.0%67.9%-8.4%0000.00142.11N/AN/A0000
2023-03-07$21.37$0.00122.2%17.1%11.2%54.1%0.0%69.7%-8.0%0000.00142.64N/AN/A0000
2023-03-08$21.37$0.00128.8%17.4%11.2%57.5%0.0%70.3%-9.6%0000.00140.50N/AN/A0000
2023-03-09$21.01$0.0097.4%14.3%12.3%41.3%0.0%36.4%-10.3%0000.00142.42N/AN/A0000
2023-03-10$20.82$0.00141.5%17.4%12.5%64.0%0.0%74.3%-10.1%0000.00144.65N/AN/A0000
2023-03-13$20.88$0.00193.4%18.9%12.7%90.9%0.0%71.0%-13.7%0000.00146.55N/AN/A0000
2023-03-14$21.07$0.00225.7%19.3%13.3%100.0%0.0%71.3%-13.5%0000.00144.22N/AN/A0000
2023-03-15$20.77$0.0064.4%18.5%13.8%22.5%0.0%79.7%-11.5%0000.00142.15N/AN/A0000
2023-03-16$20.86$0.0065.1%18.7%13.5%22.9%0.0%80.7%38.8%0000.00142.08N/AN/A0000
2023-03-17$20.70$0.0065.3%18.7%13.6%22.9%0.0%82.0%-4.8%0000.00139.67N/AN/A0000
2023-03-20$20.77$0.0068.2%19.5%13.8%24.3%0.0%92.3%-6.2%0000.00140.03N/AN/A0000
2023-03-21$20.77$0.0047.5%13.6%13.4%14.4%0.0%24.6%-8.0%0000.00139.03N/AN/A0000
2023-03-22$20.66$0.0069.5%19.9%13.4%25.0%0.0%88.9%-8.1%0000.00142.38N/AN/A0000
2023-03-23$20.56$0.0071.3%20.4%13.1%25.9%0.0%90.7%-8.4%0000.00141.81N/AN/A0000
2023-03-24$20.52$0.0070.9%20.3%12.5%25.7%0.0%92.2%-6.4%0000.00142.36N/AN/A0000
2023-03-27$20.62$0.0075.5%21.7%12.1%27.9%0.0%96.9%-9.3%0000.00142.35N/AN/A0000
2023-03-28$20.55$0.0076.6%22.0%12.0%28.4%0.0%99.0%-8.9%0000.00141.32N/AN/A0000
2023-03-29$20.68$0.0078.1%22.4%12.4%29.1%0.0%100.8%-9.8%0000.00140.16N/AN/A0000
2023-03-30$20.98$0.0081.3%23.3%13.7%30.6%0.0%101.8%-10.4%0000.00143.11N/AN/A0000
2023-03-31$20.98$0.0035.5%10.2%13.2%8.6%0.0%3.7%-11.0%0000.00144.99N/AN/A0000