HAUZ Options History — December 2023 In December 2023, HAUZ traded between $20.59 and $21.84. ATM implied volatility averaged 95.5%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 76.6% (HV 20d: 18.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 71.3% change2023-12-12 : Highest IV Rank — 91.6%2023-12-01 : Largest Expected Move — 27.8%Monthly Statistics Metric Avg Min Max Open Close Price $21.20 $20.59 $21.84 $20.79 $21.84 ATM IV 95.5% 46.7% 208.6% 96.9% 77.7% Expected Move 18.7% 13.4% 27.8% 27.8% 22.3% HV 20d 18.9% 13.1% 22.2% 22.2% 18.6% HV 60d 19.3% 18.4% 20.3% 18.6% 19.5% IV Rank 35.8% 11.7% 91.6% 36.4% 26.9% IV Percentile 54.6% 9.5% 98.8% 77.4% 49.6% Term Structure -8.3% -21.2% -0.6% -21.2% -9.8% Skew 25d 27.3% -13.3% 127.6% 127.6% 44.3% Skew 10d 33.3% -33.0% 156.4% 156.4% -9.1% Call IV 25d 48.8% 38.7% 80.4% 80.4% 58.6% Put IV 25d 76.1% 36.9% 208.0% 208.0% 102.9% Bid-Ask Spread % 145.61 141.98 149.03 142.18 146.10 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 (20 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 2023-12-01 $20.79 $0.00 96.9% 27.8% 22.2% 36.4% 0.0% 127.6% -21.2% 0 0 0 0.00 142.18 N/A N/A 0 0 0 0 2023-12-04 $20.64 $0.00 110.3% 15.7% 20.5% 43.0% 0.0% 58.8% -8.7% 0 0 0 0.00 146.23 N/A N/A 0 0 0 0 2023-12-05 $20.59 $0.00 114.8% 15.7% 20.1% 45.2% 0.0% 62.5% -8.2% 0 0 0 0.00 146.15 N/A N/A 0 0 0 0 2023-12-06 $20.79 $0.00 122.7% 16.1% 19.9% 49.2% 0.0% 43.5% -8.0% 0 0 0 0.00 149.03 N/A N/A 0 0 0 0 2023-12-07 $20.92 $0.00 128.9% 16.3% 19.7% 52.2% 0.0% 37.6% -8.3% 0 0 0 0.00 145.65 N/A N/A 0 0 0 0 2023-12-08 $20.79 $0.00 137.9% 16.4% 19.8% 56.7% 0.0% 49.5% -8.6% 0 0 0 0.00 145.95 N/A N/A 0 0 0 0 2023-12-11 $20.79 $0.00 180.8% 17.0% 19.8% 77.8% 0.0% 46.2% -9.5% 0 0 0 0.00 145.90 N/A N/A 0 0 0 0 2023-12-12 $20.81 $0.00 208.6% 17.1% 19.6% 91.6% 0.0% 44.0% -8.8% 0 0 0 0.00 145.09 N/A N/A 0 0 0 0 2023-12-13 $21.22 $0.00 59.9% 17.2% 13.1% 18.2% 0.0% 14.3% -7.4% 0 0 0 0.00 143.33 N/A N/A 0 0 0 0 2023-12-14 $21.81 $0.00 58.3% 16.7% 15.8% 17.4% 0.0% 2.3% -5.3% 0 0 0 0.00 146.52 N/A N/A 0 0 0 0 2023-12-15 $21.21 $0.00 66.4% 19.0% 18.9% 21.4% 0.0% -7.6% -6.5% 0 0 0 0.00 146.64 N/A N/A 0 0 0 0 2023-12-18 $21.13 $0.00 70.2% 20.1% 18.9% 23.2% 0.0% -1.6% -8.1% 0 0 0 0.00 147.48 N/A N/A 0 0 0 0 2023-12-19 $21.34 $0.00 46.7% 13.4% 19.0% 11.7% 0.0% -2.2% -7.6% 0 0 0 0.00 145.63 N/A N/A 0 0 0 0 2023-12-20 $21.20 $0.00 71.8% 20.6% 18.8% 24.1% 0.0% -13.3% -6.0% 0 0 0 0.00 145.07 N/A N/A 0 0 0 0 2023-12-21 $21.41 $0.00 74.2% 21.3% 19.0% 25.2% 0.0% -9.5% -8.1% 0 0 0 0.00 145.13 N/A N/A 0 0 0 0 2023-12-22 $21.54 $0.00 66.6% 19.1% 18.9% 21.4% 0.0% 1.1% -6.9% 0 0 0 0.00 145.60 N/A N/A 0 0 0 0 2023-12-26 $21.59 $0.00 71.8% 20.6% 18.8% 24.1% 0.0% 15.0% -9.2% 0 0 0 0.00 148.74 N/A N/A 0 0 0 0 2023-12-27 $21.76 $0.00 69.8% 20.0% 18.9% 23.0% 0.0% -1.1% -0.6% 0 0 0 0.00 141.98 N/A N/A 0 0 0 0 2023-12-28 $21.83 $0.00 76.5% 21.9% 18.8% 26.4% 0.0% 34.5% -9.7% 0 0 0 0.00 143.78 N/A N/A 0 0 0 0 2023-12-29 $21.84 $0.00 77.7% 22.3% 18.6% 26.9% 0.0% 44.3% -9.8% 0 0 0 0.00 146.10 N/A N/A 0 0 0 0
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