HAUZ Options History — April 2023

In April 2023, HAUZ traded between $21.06 and $21.56. ATM implied volatility averaged 72.7%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 61.3% (HV 20d: 11.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.

Notable Days

  • 2023-04-10: Largest IV spike — 198.8% change
  • 2023-04-10: Highest IV Rank — 48.3%
  • 2023-04-05: Largest Expected Move — 27.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.30$21.06$21.56$21.23$21.56
ATM IV72.7%30.0%118.1%90.6%76.2%
Expected Move19.8%8.6%27.5%26.0%21.8%
HV 20d11.4%10.1%14.0%14.0%10.8%
HV 60d12.7%12.4%13.1%13.1%12.4%
IV Rank26.5%6.0%48.3%35.1%28.2%
IV Percentile65.7%7.5%94.8%85.7%75.4%
Term Structure-11.1%-24.9%1.7%-12.1%-9.8%
Skew 25d4.8%-52.3%118.6%110.9%-12.5%
Skew 10d77.9%-19.0%147.1%138.0%121.2%
Call IV 25d54.3%29.0%83.7%68.3%59.7%
Put IV 25d59.2%20.7%192.3%179.2%47.2%
Bid-Ask Spread %143.55140.76155.25144.23141.01
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
2023-04-03$21.23$0.0090.6%26.0%14.0%35.1%0.0%110.9%-12.1%0000.00144.23N/AN/A0000
2023-04-04$21.30$0.0093.7%26.9%12.9%36.6%0.0%113.6%-13.1%0000.00143.33N/AN/A0000
2023-04-05$21.06$0.0095.8%27.5%13.4%37.6%0.0%118.6%-14.4%0000.00144.05N/AN/A0000
2023-04-06$21.16$0.0039.5%17.2%12.1%10.6%0.0%0.9%-15.7%0000.00141.92N/AN/A0000
2023-04-10$21.07$0.00118.1%18.8%11.7%48.3%0.0%71.3%-10.5%0000.00145.99N/AN/A0000
2023-04-11$21.24$0.0090.8%15.5%12.0%35.2%0.0%-19.8%-9.7%0000.00144.13N/AN/A0000
2023-04-12$21.32$0.0065.9%18.9%11.7%23.2%0.0%-17.5%-9.5%0000.00143.68N/AN/A0000
2023-04-13$21.50$0.0073.8%21.2%10.5%27.0%0.0%-52.3%-24.9%0000.00155.25N/AN/A0000
2023-04-14$21.43$0.0067.0%19.2%10.6%23.8%0.0%-25.9%-8.7%0000.00143.65N/AN/A0000
2023-04-17$21.54$0.0030.0%8.6%10.1%6.0%0.0%-8.0%-16.2%0000.00141.28N/AN/A0000
2023-04-18$21.51$0.0061.7%17.7%10.2%21.2%0.0%-6.6%-10.6%0000.00141.90N/AN/A0000
2023-04-19$21.30$0.0071.6%20.5%11.0%26.0%0.0%-28.3%-11.1%0000.00143.28N/AN/A0000
2023-04-20$21.25$0.0072.4%20.8%10.8%26.4%0.0%-25.3%1.7%0000.00141.68N/AN/A0000
2023-04-21$21.27$0.0030.4%8.7%10.6%6.2%0.0%-10.1%-7.7%0000.00140.76N/AN/A0000
2023-04-24$21.34$0.0078.3%22.5%10.5%29.2%0.0%-33.7%-9.4%0000.00142.03N/AN/A0000
2023-04-25$21.11$0.0081.6%23.4%11.3%30.8%0.0%-29.5%-10.8%0000.00147.16N/AN/A0000
2023-04-26$21.19$0.0062.4%17.9%11.2%21.6%0.0%-25.0%-9.4%0000.00141.10N/AN/A0000
2023-04-27$21.41$0.0082.1%23.5%11.6%31.0%0.0%-28.8%-9.0%0000.00141.06N/AN/A0000
2023-04-28$21.56$0.0076.2%21.8%10.8%28.2%0.0%-12.5%-9.8%0000.00141.01N/AN/A0000