HAUZ Options History — January 2024

In January 2024, HAUZ traded between $20.45 and $21.50. ATM implied volatility averaged 43.1%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 25.4% (HV 20d: 17.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2024-01-03: Largest IV drop — 53.0% change
  • 2024-01-02: Highest IV Rank — 37.0%
  • 2024-01-02: Largest Expected Move — 28.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.99$20.45$21.50$21.50$20.93
ATM IV43.1%32.4%98.0%98.0%42.1%
Expected Move11.3%8.8%28.1%28.1%12.1%
HV 20d17.6%15.4%19.6%18.9%15.4%
HV 60d19.9%19.0%20.4%19.7%19.0%
IV Rank9.8%4.6%37.0%37.0%9.4%
IV Percentile13.2%6.0%78.6%78.6%13.9%
Term Structure-10.6%-16.4%-6.9%-16.4%-14.3%
Skew 25d1.0%0.1%2.1%1.1%0.2%
Skew 10d2.8%-11.2%4.3%-11.2%3.7%
Call IV 25d44.9%34.4%66.4%66.4%55.1%
Put IV 25d45.8%36.4%67.4%67.4%55.3%
Bid-Ask Spread %141.52139.53143.11142.20139.53
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$21.50$0.0098.0%28.1%18.9%37.0%0.0%1.1%-16.4%0000.00142.20N/AN/A0000
2024-01-03$21.21$0.0046.0%13.2%19.4%11.3%0.0%0.1%-15.8%0000.00140.35N/AN/A0000
2024-01-04$21.20$0.0046.8%8.8%19.4%11.7%0.0%2.0%-8.4%0000.00142.07N/AN/A0000
2024-01-05$21.25$0.0048.4%8.9%19.2%12.5%0.0%2.1%-8.8%0000.00141.49N/AN/A0000
2024-01-08$21.41$0.0054.2%9.3%19.2%15.3%0.0%1.2%-9.1%0000.00142.56N/AN/A0000
2024-01-09$21.20$0.0053.7%9.0%19.4%15.1%0.0%1.3%-9.2%0000.00142.19N/AN/A0000
2024-01-10$21.34$0.0032.4%9.3%19.5%4.6%0.0%1.1%-9.7%0000.00142.30N/AN/A0000
2024-01-11$21.27$0.0033.0%9.4%19.6%4.9%0.0%1.1%-10.5%0000.00141.61N/AN/A0000
2024-01-12$21.44$0.0035.1%10.1%18.6%5.9%0.0%1.1%-12.1%0000.00142.72N/AN/A0000
2024-01-16$20.91$0.0032.9%9.4%17.8%4.8%0.0%0.7%-10.2%0000.00140.87N/AN/A0000
2024-01-17$20.45$0.0038.7%11.1%16.8%7.7%0.0%1.1%-13.6%0000.00143.11N/AN/A0000
2024-01-18$20.51$0.0036.3%10.4%16.9%6.5%0.0%1.3%-8.0%0000.00142.51N/AN/A0000
2024-01-19$20.66$0.0035.8%10.3%16.7%6.3%0.0%1.7%-6.9%0000.00140.98N/AN/A0000
2024-01-22$20.70$0.0037.3%10.7%16.6%7.0%0.0%0.6%-8.6%0000.00142.42N/AN/A0000
2024-01-23$20.60$0.0039.3%11.3%16.1%8.0%0.0%0.3%-9.1%0000.00142.67N/AN/A0000
2024-01-24$20.78$0.0035.8%10.3%16.3%6.3%0.0%0.6%-9.4%0000.00139.55N/AN/A0000
2024-01-25$20.73$0.0039.1%11.2%16.2%7.9%0.0%0.4%-8.9%0000.00141.18N/AN/A0000
2024-01-26$20.82$0.0038.1%10.9%16.0%7.4%0.0%0.6%-10.8%0000.00140.96N/AN/A0000
2024-01-29$20.94$0.0039.7%11.4%16.1%8.2%0.0%1.0%-11.1%0000.00139.92N/AN/A0000
2024-01-30$20.87$0.0041.6%11.9%16.1%9.1%0.0%0.8%-12.3%0000.00140.74N/AN/A0000
2024-01-31$20.93$0.0042.1%12.1%15.4%9.4%0.0%0.2%-14.3%0000.00139.53N/AN/A0000