HAUZ Options History — May 2023

In May 2023, HAUZ traded between $20.20 and $21.59. ATM implied volatility averaged 75.5%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 61.9% (HV 20d: 13.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

  • 2023-05-19: Largest IV spike — 167.9% change
  • 2023-05-09: Highest IV Rank — 49.0%
  • 2023-05-31: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.97$20.20$21.59$21.48$20.20
ATM IV75.5%23.1%119.4%93.3%98.8%
Expected Move19.3%6.6%28.3%26.7%28.3%
HV 20d13.5%10.9%15.5%10.9%13.9%
HV 60d12.7%11.9%13.2%12.2%13.1%
IV Rank27.8%2.7%49.0%36.4%39.1%
IV Percentile65.4%3.2%94.8%86.9%89.7%
Term Structure-9.0%-16.4%2.7%-14.1%-14.8%
Skew 25d69.1%-21.0%126.3%-21.0%123.7%
Skew 10d94.4%-3.1%154.9%141.7%154.9%
Call IV 25d51.8%28.5%76.8%64.2%76.8%
Put IV 25d120.9%30.1%200.5%43.2%200.5%
Bid-Ask Spread %143.24140.20147.30142.31144.34
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$21.48$0.0093.3%26.7%10.9%36.4%0.0%-21.0%-14.1%0000.00142.31N/AN/A0000
2023-05-02$21.12$0.0092.1%26.4%11.9%35.8%0.0%77.4%-12.6%0000.00141.73N/AN/A0000
2023-05-03$21.17$0.0096.2%27.6%11.9%37.8%0.0%117.6%-14.4%0000.00144.73N/AN/A0000
2023-05-04$21.31$0.0099.0%17.4%11.3%39.1%0.0%72.5%-6.5%0000.00142.92N/AN/A0000
2023-05-05$21.59$0.0093.3%16.0%12.1%36.4%0.0%43.2%-5.7%0000.00141.16N/AN/A0000
2023-05-08$21.55$0.00105.2%16.4%12.0%42.1%0.0%37.7%-5.5%0000.00142.89N/AN/A0000
2023-05-09$21.30$0.00119.4%18.4%12.5%49.0%0.0%70.2%-6.8%0000.00141.83N/AN/A0000
2023-05-10$21.34$0.0064.9%18.6%12.5%22.8%0.0%72.5%-6.9%0000.00143.86N/AN/A0000
2023-05-11$21.18$0.0065.1%18.7%12.3%22.9%0.0%79.3%-7.2%0000.00143.27N/AN/A0000
2023-05-12$21.00$0.0023.1%6.6%12.6%2.7%0.0%1.6%-4.7%0000.00141.77N/AN/A0000
2023-05-15$21.35$0.0056.3%16.1%13.9%18.6%0.0%49.4%-7.8%0000.00141.21N/AN/A0000
2023-05-16$21.05$0.0024.5%7.0%14.8%3.4%0.0%36.3%-4.7%0000.00141.12N/AN/A0000
2023-05-17$21.02$0.0025.5%7.3%14.4%3.8%0.0%92.7%2.7%0000.00145.24N/AN/A0000
2023-05-18$20.73$0.0026.6%7.6%15.1%4.4%0.0%1.4%-6.2%0000.00142.15N/AN/A0000
2023-05-19$20.80$0.0071.2%20.4%15.2%25.8%0.0%90.8%-9.3%0000.00145.25N/AN/A0000
2023-05-22$20.86$0.0074.7%21.4%15.2%27.5%0.0%24.7%-10.1%0000.00147.30N/AN/A0000
2023-05-23$20.74$0.0076.4%21.9%14.9%28.3%0.0%98.2%-10.4%0000.00143.62N/AN/A0000
2023-05-24$20.44$0.0086.8%24.9%15.5%33.3%0.0%101.5%-13.2%0000.00145.21N/AN/A0000
2023-05-25$20.30$0.0087.2%25.0%14.9%33.5%0.0%104.8%-13.3%0000.00145.21N/AN/A0000
2023-05-26$20.41$0.0083.1%23.8%14.8%31.5%0.0%126.3%-9.6%0000.00144.04N/AN/A0000
2023-05-30$20.30$0.0097.8%28.0%14.8%38.6%0.0%119.1%-16.4%0000.00140.20N/AN/A0000
2023-05-31$20.20$0.0098.8%28.3%13.9%39.1%0.0%123.7%-14.8%0000.00144.34N/AN/A0000