HAUZ Options History — February 2024

In February 2024, HAUZ traded between $20.24 and $20.95. ATM implied volatility averaged 39.6%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 25.8% (HV 20d: 13.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2024-02-07: Largest IV drop — 44.4% change
  • 2024-02-05: Highest IV Rank — 15.5%
  • 2024-02-29: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.72$20.24$20.95$20.95$20.69
ATM IV39.6%30.2%54.4%39.1%47.4%
Expected Move10.2%8.1%13.6%8.1%13.6%
HV 20d13.8%12.4%15.0%14.7%13.2%
HV 60d16.8%15.3%18.2%18.2%15.9%
IV Rank8.1%3.5%15.5%7.9%12.0%
IV Percentile13.6%4.4%21.8%11.9%21.8%
Term Structure-10.0%-16.6%-5.3%-11.8%-16.6%
Skew 25d1.3%-0.1%9.7%9.7%-0.1%
Skew 10d3.3%2.7%4.0%3.6%3.4%
Call IV 25d43.7%26.5%58.6%26.5%58.6%
Put IV 25d45.0%36.1%58.6%36.1%58.6%
Bid-Ask Spread %142.06139.25142.95139.25142.36
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$20.95$0.0039.1%8.1%14.7%7.9%0.0%9.7%-11.8%0000.00139.25N/AN/A0000
2024-02-02$20.76$0.0048.2%8.4%15.0%12.4%0.0%1.5%-5.5%0000.00141.87N/AN/A0000
2024-02-05$20.69$0.0054.4%8.6%15.0%15.5%0.0%1.6%-5.4%0000.00142.38N/AN/A0000
2024-02-06$20.79$0.0054.3%8.5%14.8%15.4%0.0%2.1%-5.3%0000.00141.78N/AN/A0000
2024-02-07$20.77$0.0030.2%8.6%14.5%3.5%0.0%1.5%-5.6%0000.00141.99N/AN/A0000
2024-02-08$20.67$0.0032.6%9.3%14.2%4.7%0.0%1.5%-7.5%0000.00142.60N/AN/A0000
2024-02-09$20.66$0.0033.5%9.6%14.2%5.1%0.0%1.5%-7.1%0000.00142.45N/AN/A0000
2024-02-12$20.77$0.0031.9%9.2%14.0%4.4%0.0%1.0%-8.0%0000.00141.51N/AN/A0000
2024-02-13$20.24$0.0036.3%10.4%14.2%6.5%0.0%1.0%-10.1%0000.00141.61N/AN/A0000
2024-02-14$20.43$0.0036.6%10.5%12.4%6.7%0.0%1.2%-9.8%0000.00141.68N/AN/A0000
2024-02-15$20.73$0.0035.2%10.1%13.5%6.0%0.0%1.5%-8.6%0000.00142.83N/AN/A0000
2024-02-16$20.80$0.0034.1%9.8%13.3%5.4%0.0%0.5%-9.1%0000.00142.31N/AN/A0000
2024-02-20$20.69$0.0038.1%10.9%13.4%7.4%0.0%0.2%-9.1%0000.00142.95N/AN/A0000
2024-02-21$20.75$0.0037.1%10.6%13.3%6.9%0.0%0.4%-11.8%0000.00142.29N/AN/A0000
2024-02-22$20.90$0.0037.2%10.7%13.2%7.0%0.0%0.7%-11.0%0000.00142.72N/AN/A0000
2024-02-23$20.88$0.0038.1%10.9%13.2%7.4%0.0%0.7%-11.7%0000.00142.39N/AN/A0000
2024-02-26$20.80$0.0040.5%11.6%13.2%8.6%0.0%0.1%-14.8%0000.00142.30N/AN/A0000
2024-02-27$20.77$0.0041.0%11.8%13.0%8.8%0.0%0.1%-14.5%0000.00142.40N/AN/A0000
2024-02-28$20.62$0.0045.3%13.0%13.2%10.9%0.0%0.3%-16.1%0000.00141.57N/AN/A0000
2024-02-29$20.69$0.0047.4%13.6%13.2%12.0%0.0%-0.1%-16.6%0000.00142.36N/AN/A0000