HAUZ Options History — August 2023 In August 2023, HAUZ traded between $19.66 and $20.95. ATM implied volatility averaged 78.0%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 66.0% (HV 20d: 12.0%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2023-08-31 : Largest IV spike — 200.6% change2023-08-08 : Highest IV Rank — 47.2%2023-08-31 : Largest Expected Move — 30.8%Monthly Statistics Metric Avg Min Max Open Close Price $20.26 $19.66 $20.95 $20.95 $20.41 ATM IV 78.0% 31.9% 115.8% 91.1% 107.6% Expected Move 20.1% 9.1% 30.8% 26.1% 30.8% HV 20d 12.0% 10.2% 15.3% 14.3% 12.3% HV 60d 16.0% 15.3% 16.5% 16.5% 15.3% IV Rank 29.0% 6.9% 47.2% 35.3% 43.3% IV Percentile 59.7% 10.7% 92.1% 78.2% 90.9% Term Structure -9.6% -21.9% 4.9% -21.9% -20.4% Skew 25d 73.3% -38.9% 130.0% 115.4% -38.9% Skew 10d 98.7% -3.0% 152.3% 143.0% 152.3% Call IV 25d 53.9% 32.1% 72.8% 72.4% 72.8% Put IV 25d 127.2% 33.9% 189.2% 187.9% 33.9% Bid-Ask Spread % 144.83 140.66 150.62 142.10 144.74 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-08-01 $20.95 $0.00 91.1% 26.1% 14.3% 35.3% 0.0% 115.4% -21.9% 0 0 0 0.00 142.10 N/A N/A 0 0 0 0 2023-08-02 $20.64 $0.00 92.9% 26.6% 15.3% 36.2% 0.0% 130.0% -15.8% 0 0 0 0.00 143.97 N/A N/A 0 0 0 0 2023-08-03 $20.62 $0.00 96.0% 16.8% 13.5% 37.7% 0.0% 76.7% -6.5% 0 0 0 0.00 142.90 N/A N/A 0 0 0 0 2023-08-04 $20.59 $0.00 98.6% 16.9% 13.5% 39.0% 0.0% 76.0% -5.9% 0 0 0 0.00 143.67 N/A N/A 0 0 0 0 2023-08-07 $20.70 $0.00 102.3% 15.9% 13.6% 40.7% 0.0% 78.3% 4.9% 0 0 0 0.00 141.73 N/A N/A 0 0 0 0 2023-08-08 $20.55 $0.00 115.8% 17.5% 13.0% 47.2% 0.0% 79.8% -6.3% 0 0 0 0.00 143.22 N/A N/A 0 0 0 0 2023-08-09 $20.57 $0.00 56.9% 16.3% 11.4% 18.9% 0.0% 90.4% -4.5% 0 0 0 0.00 140.66 N/A N/A 0 0 0 0 2023-08-10 $20.59 $0.00 63.5% 18.2% 10.5% 22.1% 0.0% 81.6% -8.0% 0 0 0 0.00 142.97 N/A N/A 0 0 0 0 2023-08-11 $20.44 $0.00 64.8% 18.6% 10.6% 22.7% 0.0% 28.0% -6.6% 0 0 0 0.00 150.62 N/A N/A 0 0 0 0 2023-08-14 $20.21 $0.00 65.6% 18.8% 11.2% 23.1% 0.0% 91.5% -5.1% 0 0 0 0.00 143.65 N/A N/A 0 0 0 0 2023-08-15 $19.96 $0.00 72.0% 20.7% 11.8% 26.2% 0.0% 90.6% -7.0% 0 0 0 0.00 145.15 N/A N/A 0 0 0 0 2023-08-16 $19.86 $0.00 72.8% 20.9% 10.2% 26.6% 0.0% 92.4% -8.1% 0 0 0 0.00 146.07 N/A N/A 0 0 0 0 2023-08-17 $19.81 $0.00 74.1% 21.3% 10.2% 27.2% 0.0% 94.1% -8.6% 0 0 0 0.00 144.57 N/A N/A 0 0 0 0 2023-08-18 $19.79 $0.00 74.9% 21.5% 10.2% 27.6% 0.0% 95.7% -8.8% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2023-08-21 $19.66 $0.00 78.8% 22.6% 10.2% 29.5% 0.0% 44.5% -10.4% 0 0 0 0.00 147.76 N/A N/A 0 0 0 0 2023-08-22 $19.70 $0.00 51.8% 14.9% 10.2% 16.5% 0.0% 28.9% -10.7% 0 0 0 0.00 149.61 N/A N/A 0 0 0 0 2023-08-23 $20.02 $0.00 82.3% 23.6% 11.5% 31.1% 0.0% 75.1% -9.5% 0 0 0 0.00 147.41 N/A N/A 0 0 0 0 2023-08-24 $19.85 $0.00 84.4% 24.2% 11.6% 32.1% 0.0% 107.5% -10.9% 0 0 0 0.00 147.06 N/A N/A 0 0 0 0 2023-08-25 $20.01 $0.00 86.1% 24.7% 12.2% 33.0% 0.0% 109.2% -11.6% 0 0 0 0.00 146.90 N/A N/A 0 0 0 0 2023-08-28 $20.12 $0.00 93.4% 26.8% 12.5% 36.5% 0.0% 117.2% -13.1% 0 0 0 0.00 146.00 N/A N/A 0 0 0 0 2023-08-29 $20.42 $0.00 31.9% 9.1% 13.3% 6.9% 0.0% 19.9% -10.1% 0 0 0 0.00 143.46 N/A N/A 0 0 0 0 2023-08-30 $20.44 $0.00 35.8% 10.3% 12.3% 8.8% 0.0% 1.8% -16.9% 0 0 0 0.00 143.24 N/A N/A 0 0 0 0 2023-08-31 $20.41 $0.00 107.6% 30.8% 12.3% 43.3% 0.0% -38.9% -20.4% 0 0 0 0.00 144.74 N/A N/A 0 0 0 0
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