HAUZ Options History — October 2023 In October 2023, HAUZ traded between $18.34 and $19.70. ATM implied volatility averaged 85.2%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 70.3% (HV 20d: 14.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2023-10-04 : Largest IV spike — 234.4% change2023-10-09 : Highest IV Rank — 53.5%2023-10-04 : Largest Expected Move — 30.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.00 $18.34 $19.70 $19.23 $18.67 ATM IV 85.2% 31.3% 128.9% 103.3% 99.1% Expected Move 22.4% 6.8% 30.0% 29.6% 28.4% HV 20d 14.9% 11.9% 16.0% 11.9% 15.1% HV 60d 12.8% 12.2% 13.2% 12.7% 13.2% IV Rank 31.2% 6.7% 53.5% 41.2% 37.5% IV Percentile 63.6% 9.1% 94.4% 86.9% 82.1% Term Structure -10.5% -24.7% 1.2% -17.4% -24.7% Skew 25d 66.9% -13.3% 132.4% 122.8% 52.4% Skew 10d 77.6% -45.2% 166.6% 155.0% 159.9% Call IV 25d 58.3% 29.2% 81.6% 76.6% 61.5% Put IV 25d 125.2% 30.9% 214.0% 199.3% 113.9% Bid-Ask Spread % 145.44 138.09 150.99 145.62 140.72 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 (22 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 2023-10-02 $19.23 $0.00 103.3% 29.6% 11.9% 41.2% 0.0% 122.8% -17.4% 0 0 0 0.00 145.62 N/A N/A 0 0 0 0 2023-10-03 $18.97 $0.00 31.3% 9.0% 12.5% 6.7% 0.0% 0.9% -12.1% 0 0 0 0.00 140.25 N/A N/A 0 0 0 0 2023-10-04 $18.99 $0.00 104.8% 30.0% 12.6% 41.9% 0.0% 132.4% -15.2% 0 0 0 0.00 144.32 N/A N/A 0 0 0 0 2023-10-05 $19.21 $0.00 35.4% 6.8% 13.7% 8.6% 0.0% 1.6% -4.8% 0 0 0 0.00 144.74 N/A N/A 0 0 0 0 2023-10-06 $19.41 $0.00 111.4% 19.2% 14.4% 45.1% 0.0% 81.0% -7.1% 0 0 0 0.00 146.57 N/A N/A 0 0 0 0 2023-10-09 $19.32 $0.00 128.9% 20.4% 14.4% 53.5% 0.0% 84.4% -10.8% 0 0 0 0.00 147.15 N/A N/A 0 0 0 0 2023-10-10 $19.59 $0.00 90.0% 14.7% 15.5% 33.0% 0.0% 24.6% -9.3% 0 0 0 0.00 149.28 N/A N/A 0 0 0 0 2023-10-11 $19.70 $0.00 65.8% 18.9% 15.6% 21.1% 0.0% 84.8% -9.0% 0 0 0 0.00 149.16 N/A N/A 0 0 0 0 2023-10-12 $19.47 $0.00 75.2% 21.5% 14.8% 25.7% 0.0% 86.8% -10.5% 0 0 0 0.00 147.09 N/A N/A 0 0 0 0 2023-10-13 $19.23 $0.00 75.7% 21.7% 15.1% 26.0% 0.0% 89.3% -12.5% 0 0 0 0.00 148.37 N/A N/A 0 0 0 0 2023-10-16 $19.30 $0.00 78.5% 22.5% 15.1% 27.3% 0.0% 27.8% -12.5% 0 0 0 0.00 146.95 N/A N/A 0 0 0 0 2023-10-17 $19.31 $0.00 79.7% 22.8% 15.1% 27.9% 0.0% 85.7% -12.9% 0 0 0 0.00 146.46 N/A N/A 0 0 0 0 2023-10-18 $18.98 $0.00 77.7% 22.3% 16.0% 27.0% 0.0% 97.3% -11.9% 0 0 0 0.00 144.78 N/A N/A 0 0 0 0 2023-10-19 $18.77 $0.00 78.8% 22.6% 15.7% 27.5% 0.0% 100.0% -6.2% 0 0 0 0.00 146.30 N/A N/A 0 0 0 0 2023-10-20 $18.64 $0.00 79.1% 22.7% 15.7% 27.7% 0.0% 102.3% -6.4% 0 0 0 0.00 150.99 N/A N/A 0 0 0 0 2023-10-23 $18.63 $0.00 83.1% 23.8% 15.7% 29.6% 0.0% 21.5% -8.4% 0 0 0 0.00 147.04 N/A N/A 0 0 0 0 2023-10-24 $18.75 $0.00 84.6% 24.3% 15.3% 30.4% 0.0% 40.1% -7.5% 0 0 0 0.00 142.01 N/A N/A 0 0 0 0 2023-10-25 $18.46 $0.00 98.7% 28.3% 16.0% 37.3% 0.0% -13.3% -10.6% 0 0 0 0.00 141.45 N/A N/A 0 0 0 0 2023-10-26 $18.41 $0.00 101.0% 29.0% 15.9% 38.5% 0.0% 116.5% -11.6% 0 0 0 0.00 147.32 N/A N/A 0 0 0 0 2023-10-27 $18.34 $0.00 95.6% 27.4% 15.4% 35.8% 0.0% 4.0% 1.2% 0 0 0 0.00 138.09 N/A N/A 0 0 0 0 2023-10-30 $18.52 $0.00 96.5% 27.7% 15.4% 36.2% 0.0% 127.9% -11.9% 0 0 0 0.00 144.92 N/A N/A 0 0 0 0 2023-10-31 $18.67 $0.00 99.1% 28.4% 15.1% 37.5% 0.0% 52.4% -24.7% 0 0 0 0.00 140.72 N/A N/A 0 0 0 0
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