HAUZ Options History — June 2023

In June 2023, HAUZ traded between $19.75 and $21.23. ATM implied volatility averaged 95.6%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 79.1% (HV 20d: 16.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2023-06-02: Largest IV spike — 204.0% change
  • 2023-06-13: Highest IV Rank — 92.4%
  • 2023-06-02: Largest Expected Move — 28.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.63$19.75$21.23$20.35$20.18
ATM IV95.6%32.6%209.9%32.6%87.0%
Expected Move19.4%9.3%28.4%9.3%24.9%
HV 20d16.5%13.0%20.5%14.2%20.5%
HV 60d14.0%12.9%16.0%12.9%15.7%
IV Rank37.5%7.2%92.4%7.2%33.4%
IV Percentile72.1%10.7%99.2%10.7%77.0%
Term Structure-9.6%-18.7%-5.5%-10.8%-8.8%
Skew 25d56.6%-25.8%127.9%23.9%84.2%
Skew 10d78.7%-29.6%157.4%6.4%133.7%
Call IV 25d48.3%18.8%79.1%18.8%65.3%
Put IV 25d104.9%14.0%207.0%42.7%149.5%
Bid-Ask Spread %143.89134.35149.22141.00145.36
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$20.35$0.0032.6%9.3%14.2%7.2%0.0%23.9%-10.8%0000.00141.00N/AN/A0000
2023-06-02$20.84$0.0099.0%28.4%16.7%39.1%0.0%127.9%-18.7%0000.00146.13N/AN/A0000
2023-06-05$20.79$0.00111.7%15.9%15.8%45.3%0.0%73.5%-9.6%0000.00143.49N/AN/A0000
2023-06-06$21.02$0.00116.7%16.0%16.5%47.7%0.0%73.5%-8.1%0000.00140.90N/AN/A0000
2023-06-07$20.91$0.00124.2%16.3%16.1%51.3%0.0%74.5%-8.5%0000.00140.93N/AN/A0000
2023-06-08$20.88$0.00106.7%16.4%16.1%42.9%0.0%39.1%-9.0%0000.00142.47N/AN/A0000
2023-06-09$20.96$0.00139.6%16.6%16.0%58.7%0.0%75.8%-8.5%0000.00146.62N/AN/A0000
2023-06-12$20.94$0.00184.7%17.3%15.7%80.3%0.0%39.9%-9.8%0000.00146.93N/AN/A0000
2023-06-13$20.93$0.00209.9%17.3%14.4%92.4%0.0%86.8%-9.3%0000.00143.65N/AN/A0000
2023-06-14$20.99$0.0061.6%17.7%13.6%21.2%0.0%26.3%-9.8%0000.00149.22N/AN/A0000
2023-06-15$21.20$0.0063.1%18.1%14.0%21.9%0.0%11.3%-5.5%0000.00145.72N/AN/A0000
2023-06-16$21.23$0.0064.4%18.5%13.0%22.5%0.0%81.2%-6.7%0000.00145.63N/AN/A0000
2023-06-20$20.90$0.0066.8%19.1%14.2%23.7%0.0%87.2%-6.8%0000.00143.06N/AN/A0000
2023-06-21$20.81$0.0067.4%19.3%14.3%24.0%0.0%-2.9%-15.5%0000.00144.09N/AN/A0000
2023-06-22$20.57$0.0067.7%19.4%14.7%24.1%0.0%91.2%-7.5%0000.00144.36N/AN/A0000
2023-06-23$19.75$0.0074.9%21.5%20.0%27.6%0.0%-1.7%-9.6%0000.00143.46N/AN/A0000
2023-06-26$19.91$0.0079.1%22.7%20.2%29.6%0.0%72.6%-8.7%0000.00143.53N/AN/A0000
2023-06-27$20.00$0.0081.2%23.3%20.2%30.6%0.0%102.2%-9.3%0000.00145.48N/AN/A0000
2023-06-28$20.08$0.0084.0%24.1%20.2%31.9%0.0%-25.8%-11.1%0000.00134.35N/AN/A0000
2023-06-29$19.95$0.0084.9%24.3%20.2%32.4%0.0%47.7%-10.6%0000.00145.37N/AN/A0000
2023-06-30$20.18$0.0087.0%24.9%20.5%33.4%0.0%84.2%-8.8%0000.00145.36N/AN/A0000