HAUZ Options History — November 2023 In November 2023, HAUZ traded between $18.82 and $20.51. ATM implied volatility averaged 81.9%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 59.7% (HV 20d: 22.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2023-11-09 : Largest IV spike — 140.5% change2023-11-07 : Highest IV Rank — 48.7%2023-11-30 : Largest Expected Move — 31.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.99 $18.82 $20.51 $18.82 $20.41 ATM IV 81.9% 29.1% 121.7% 102.6% 108.2% Expected Move 21.5% 8.4% 31.0% 29.4% 31.0% HV 20d 22.3% 15.4% 25.8% 15.4% 23.7% HV 60d 17.1% 13.3% 18.5% 13.3% 18.2% IV Rank 29.0% 3.0% 48.7% 39.2% 42.0% IV Percentile 53.6% 4.4% 92.1% 85.3% 88.5% Term Structure -11.1% -26.2% 9.7% -11.7% -26.2% Skew 25d 87.0% -24.7% 132.7% 132.7% 126.1% Skew 10d 119.1% 75.8% 157.2% 157.2% 147.7% Call IV 25d 50.8% 31.4% 78.9% 72.0% 78.9% Put IV 25d 137.8% 14.6% 205.0% 204.7% 205.0% Bid-Ask Spread % 142.04 130.98 147.94 143.27 144.91 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 (21 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 2023-11-01 $18.82 $0.00 102.6% 29.4% 15.4% 39.2% 0.0% 132.7% -11.7% 0 0 0 0.00 143.27 N/A N/A 0 0 0 0 2023-11-02 $19.41 $0.00 101.0% 17.7% 18.6% 38.4% 0.0% 61.3% -6.8% 0 0 0 0.00 142.64 N/A N/A 0 0 0 0 2023-11-03 $19.96 $0.00 104.5% 18.0% 20.7% 40.2% 0.0% 80.1% -8.5% 0 0 0 0.00 144.60 N/A N/A 0 0 0 0 2023-11-06 $19.75 $0.00 66.4% 17.0% 21.1% 21.4% 0.0% 65.2% -6.6% 0 0 0 0.00 143.25 N/A N/A 0 0 0 0 2023-11-07 $19.59 $0.00 121.7% 18.3% 20.8% 48.7% 0.0% 85.4% -7.8% 0 0 0 0.00 146.05 N/A N/A 0 0 0 0 2023-11-08 $19.49 $0.00 29.1% 8.4% 20.7% 3.0% 0.0% 14.7% -8.9% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2023-11-09 $19.41 $0.00 70.1% 20.1% 20.3% 23.2% 0.0% 98.4% -9.7% 0 0 0 0.00 142.87 N/A N/A 0 0 0 0 2023-11-10 $19.50 $0.00 75.2% 21.6% 19.9% 25.7% 0.0% 89.0% -12.2% 0 0 0 0.00 145.71 N/A N/A 0 0 0 0 2023-11-13 $19.41 $0.00 72.1% 20.7% 19.9% 24.2% 0.0% 103.7% -9.6% 0 0 0 0.00 142.61 N/A N/A 0 0 0 0 2023-11-14 $20.33 $0.00 64.7% 18.6% 25.8% 20.5% 0.0% 99.7% 9.7% 0 0 0 0.00 144.34 N/A N/A 0 0 0 0 2023-11-15 $20.31 $0.00 69.1% 19.8% 24.7% 22.7% 0.0% 101.4% -8.4% 0 0 0 0.00 142.44 N/A N/A 0 0 0 0 2023-11-16 $20.12 $0.00 76.3% 21.9% 24.6% 26.3% 0.0% 93.2% -14.6% 0 0 0 0.00 147.94 N/A N/A 0 0 0 0 2023-11-17 $20.28 $0.00 72.2% 20.7% 24.3% 24.2% 0.0% 105.0% -10.3% 0 0 0 0.00 143.18 N/A N/A 0 0 0 0 2023-11-20 $20.45 $0.00 81.4% 23.3% 24.3% 28.8% 0.0% -18.2% -13.9% 0 0 0 0.00 137.05 N/A N/A 0 0 0 0 2023-11-21 $20.28 $0.00 77.9% 22.3% 24.7% 27.1% 0.0% -24.7% -11.3% 0 0 0 0.00 130.98 N/A N/A 0 0 0 0 2023-11-22 $20.30 $0.00 80.2% 23.0% 23.7% 28.2% 0.0% 114.9% -13.0% 0 0 0 0.00 135.37 N/A N/A 0 0 0 0 2023-11-24 $20.50 $0.00 82.5% 23.6% 23.6% 29.3% 0.0% 118.1% -12.5% 0 0 0 0.00 138.68 N/A N/A 0 0 0 0 2023-11-27 $20.45 $0.00 90.9% 26.1% 23.5% 33.5% 0.0% 128.4% -16.0% 0 0 0 0.00 140.59 N/A N/A 0 0 0 0 2023-11-28 $20.51 $0.00 83.1% 23.8% 23.5% 29.6% 0.0% 132.1% -14.0% 0 0 0 0.00 142.15 N/A N/A 0 0 0 0 2023-11-29 $20.51 $0.00 91.6% 26.3% 23.5% 33.8% 0.0% 121.4% -21.0% 0 0 0 0.00 145.11 N/A N/A 0 0 0 0 2023-11-30 $20.41 $0.00 108.2% 31.0% 23.7% 42.0% 0.0% 126.1% -26.2% 0 0 0 0.00 144.91 N/A N/A 0 0 0 0
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