HAUZ Options History — July 2023

In July 2023, HAUZ traded between $20.07 and $21.30. ATM implied volatility averaged 68.8%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 50.4% (HV 20d: 18.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2023-07-26: Largest IV spike — 216.1% change
  • 2023-07-10: Highest IV Rank — 48.8%
  • 2023-07-05: Largest Expected Move — 29.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.83$20.07$21.30$20.30$21.23
ATM IV68.8%23.6%119.1%86.9%89.9%
Expected Move17.7%6.8%29.2%24.9%25.8%
HV 20d18.4%13.3%21.6%18.6%13.3%
HV 60d16.5%15.6%16.9%15.6%16.3%
IV Rank24.6%3.0%48.8%33.3%34.8%
IV Percentile52.6%4.0%92.9%76.6%77.4%
Term Structure-9.6%-20.9%2.1%-11.0%-20.9%
Skew 25d42.9%-46.5%110.4%75.1%110.4%
Skew 10d51.4%-51.1%137.1%8.6%137.1%
Call IV 25d49.9%30.7%69.2%58.3%69.2%
Put IV 25d92.9%14.4%179.6%133.4%179.6%
Bid-Ask Spread %141.41129.14146.77141.77144.42
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$20.30$0.0086.9%24.9%18.6%33.3%0.0%75.1%-11.0%0000.00141.77N/AN/A0000
2023-07-05$20.45$0.00101.8%29.2%18.9%40.5%0.0%-46.5%-16.2%0000.00129.14N/AN/A0000
2023-07-06$20.07$0.00102.4%17.9%19.3%40.8%0.0%77.7%-7.3%0000.00141.81N/AN/A0000
2023-07-07$20.16$0.00105.8%18.1%19.4%42.4%0.0%9.4%-8.4%0000.00137.29N/AN/A0000
2023-07-10$20.20$0.00119.1%18.9%19.5%48.8%0.0%71.4%-8.3%0000.00144.55N/AN/A0000
2023-07-11$20.48$0.0075.5%19.2%20.2%27.9%0.0%22.9%-8.2%0000.00138.76N/AN/A0000
2023-07-12$20.83$0.0062.4%17.9%21.2%21.6%0.0%40.6%-16.2%0000.00142.14N/AN/A0000
2023-07-13$21.08$0.0023.6%6.8%21.6%3.0%0.0%35.7%-6.4%0000.00136.51N/AN/A0000
2023-07-14$20.99$0.0028.0%8.0%21.6%5.0%0.0%-7.8%-8.9%0000.00143.89N/AN/A0000
2023-07-17$20.93$0.0037.9%10.9%21.3%9.8%0.0%7.8%-9.4%0000.00146.77N/AN/A0000
2023-07-18$20.86$0.0025.1%7.2%21.3%3.7%0.0%37.3%-8.6%0000.00141.90N/AN/A0000
2023-07-19$21.15$0.0070.9%20.3%21.2%25.6%0.0%50.3%-11.0%0000.00138.00N/AN/A0000
2023-07-20$21.07$0.0025.3%7.3%21.2%3.8%0.0%-2.5%2.1%0000.00138.60N/AN/A0000
2023-07-21$20.99$0.0072.1%20.7%20.8%26.2%0.0%89.9%-7.5%0000.00144.70N/AN/A0000
2023-07-24$21.02$0.0076.2%21.8%13.7%28.2%0.0%94.8%-8.6%0000.00145.76N/AN/A0000
2023-07-25$21.06$0.0025.5%7.3%13.6%3.9%0.0%27.3%-6.4%0000.00142.18N/AN/A0000
2023-07-26$21.26$0.0080.7%23.1%13.8%30.3%0.0%-36.6%-9.8%0000.00140.84N/AN/A0000
2023-07-27$21.25$0.0082.5%23.7%13.9%31.2%0.0%99.8%-10.4%0000.00144.10N/AN/A0000
2023-07-28$21.30$0.0084.3%24.2%13.4%32.1%0.0%101.8%-10.8%0000.00145.03N/AN/A0000
2023-07-31$21.23$0.0089.9%25.8%13.3%34.8%0.0%110.4%-20.9%0000.00144.42N/AN/A0000