HAUZ Options History — September 2023

Name: HAUZ Options Analytics - September 2023
Creator: Options Analysis Suite

In September 2023, HAUZ traded between $19.33 and $20.42. ATM implied volatility averaged 86.3%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 74.8% (HV 20d: 11.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-09-25: Highest Volume — 1 contracts
2023-09-08: Largest IV spike — 183.9% change
2023-09-11: Highest IV Rank — 88.3%
2023-09-01: Largest Expected Move — 32.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.01	$19.33	$20.42	$20.38	$19.53
ATM IV	86.3%	31.6%	201.4%	112.3%	85.5%
Expected Move	18.9%	7.0%	32.2%	32.2%	24.5%
HV 20d	11.4%	10.1%	12.3%	12.3%	11.0%
HV 60d	14.1%	12.3%	15.3%	15.3%	12.3%
IV Rank	33.0%	6.8%	88.3%	45.5%	32.6%
IV Percentile	56.4%	10.7%	98.8%	91.3%	68.7%
Term Structure	-8.6%	-22.9%	4.9%	-22.9%	-11.7%
VWIV	46.1%	46.1%	46.1%	46.1%	46.1%
Skew 25d	53.3%	-7.5%	130.8%	130.8%	111.7%
Skew 10d	81.1%	-5.6%	163.9%	163.9%	140.1%
Call IV 25d	51.5%	32.4%	81.4%	81.4%	69.4%
Put IV 25d	104.8%	31.0%	212.2%	212.2%	181.0%
Bid-Ask Spread %	145.42	137.82	148.50	146.92	144.18
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%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.05	0	1	0	0
Total OI	0	0	0	0	0

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall	Call Vol
2023-09-01	$20.38	$0.00	112.3%	32.2%	12.3%	45.5%	0.0%	130.8%	-22.9%	146.92	N/A	N/A	0
2023-09-05	$20.33	$0.00	82.7%	12.7%	12.1%	31.3%	0.0%	47.2%	4.9%	140.77	N/A	N/A	0
2023-09-06	$20.30	$0.00	135.3%	18.5%	11.9%	56.6%	0.0%	57.3%	-9.9%	144.44	N/A	N/A	0
2023-09-07	$20.25	$0.00	54.5%	8.2%	11.9%	17.8%	0.0%	-7.5%	-10.0%	144.80	N/A	N/A	0
2023-09-08	$20.26	$0.00	154.7%	18.8%	11.9%	65.9%	0.0%	57.9%	-10.3%	144.90	N/A	N/A	0
2023-09-11	$20.27	$0.00	201.4%	19.5%	11.7%	88.3%	0.0%	61.5%	-11.3%	146.56	N/A	N/A	0
2023-09-12	$20.19	$0.00	71.9%	7.0%	11.0%	26.1%	0.0%	16.4%	2.0%	146.16	N/A	N/A	0
2023-09-13	$20.11	$0.00	67.2%	19.3%	10.1%	23.9%	0.0%	43.8%	-8.1%	145.13	N/A	N/A	0
2023-09-14	$20.42	$0.00	70.5%	20.2%	11.2%	25.4%	0.0%	60.1%	-6.4%	145.91	N/A	N/A	0
2023-09-15	$20.23	$0.00	31.6%	9.1%	11.8%	6.8%	0.0%	3.3%	-8.5%	147.12	N/A	N/A	0
2023-09-18	$20.10	$0.00	57.4%	16.5%	12.1%	19.2%	0.0%	61.9%	-4.3%	145.01	N/A	N/A	0
2023-09-19	$20.11	$0.00	66.9%	19.2%	11.7%	23.7%	0.0%	0.4%	-5.3%	137.82	N/A	N/A	0
2023-09-20	$20.13	$0.00	75.6%	21.7%	11.7%	27.9%	0.0%	73.2%	-8.1%	146.75	N/A	N/A	0
2023-09-21	$19.84	$0.00	74.1%	21.2%	11.6%	27.2%	0.0%	-3.5%	-7.6%	147.18	N/A	N/A	0
2023-09-22	$19.88	$0.00	75.9%	21.8%	11.2%	28.1%	0.0%	82.4%	-8.2%	148.50	N/A	N/A	0
2023-09-25	$19.75	$0.00	71.1%	20.4%	11.0%	25.8%	46.1%	49.8%	-8.9%	145.57	N/A	N/A	1
2023-09-26	$19.45	$0.00	88.8%	25.5%	11.9%	34.2%	0.0%	93.1%	-12.2%	146.60	N/A	N/A	0
2023-09-27	$19.33	$0.00	56.7%	16.3%	10.3%	18.8%	0.0%	29.6%	-13.0%	147.14	N/A	N/A	0
2023-09-28	$19.39	$0.00	91.6%	26.2%	10.4%	35.6%	0.0%	97.4%	-13.0%	147.02	N/A	N/A	0
2023-09-29	$19.53	$0.00	85.5%	24.5%	11.0%	32.6%	0.0%	111.7%	-11.7%	144.18	N/A	N/A	0