HAUZ Options History — March 2024

Name: HAUZ Options Analytics - March 2024
Creator: Options Analysis Suite

In March 2024, HAUZ traded between $20.66 and $21.65. ATM implied volatility averaged 45.3%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 34.0% (HV 20d: 11.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

2024-03-13: Largest IV drop — 67.3% change
2024-03-12: Highest IV Rank — 33.1%
2024-03-01: Largest Expected Move — 12.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.15	$20.66	$21.65	$20.86	$21.65
ATM IV	45.3%	29.5%	90.1%	43.6%	36.8%
Expected Move	9.4%	7.6%	12.5%	12.5%	10.5%
HV 20d	11.2%	8.9%	14.1%	13.6%	9.2%
HV 60d	14.4%	12.9%	16.0%	15.9%	12.9%
IV Rank	11.2%	3.1%	33.1%	10.1%	7.3%
IV Percentile	21.9%	4.0%	73.4%	20.2%	17.1%
Term Structure	-8.6%	-16.7%	-5.3%	-16.7%	-10.0%
Skew 25d	0.9%	-0.3%	2.1%	0.2%	0.2%
Skew 10d	3.5%	2.8%	4.0%	4.0%	2.9%
Call IV 25d	39.9%	33.3%	59.1%	59.1%	46.3%
Put IV 25d	40.8%	35.0%	59.3%	59.3%	46.5%
Bid-Ask Spread %	141.97	141.02	142.91	141.75	142.31
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	Spread %	Call Wall	Put Wall
2024-03-01	$20.86	$0.00	43.6%	12.5%	13.6%	10.1%	0.0%	0.2%	-16.7%	141.75	N/A	N/A
2024-03-04	$20.84	$0.00	48.4%	7.6%	13.2%	12.5%	0.0%	1.7%	-6.9%	141.02	N/A	N/A
2024-03-05	$20.66	$0.00	55.4%	8.1%	13.5%	15.9%	0.0%	1.6%	-7.4%	142.27	N/A	N/A
2024-03-06	$20.88	$0.00	53.4%	8.3%	13.9%	15.0%	0.0%	1.8%	-8.4%	142.26	N/A	N/A
2024-03-07	$21.00	$0.00	58.7%	8.2%	14.0%	17.5%	0.0%	1.9%	-7.7%	141.98	N/A	N/A
2024-03-08	$21.17	$0.00	66.6%	8.8%	14.1%	21.5%	0.0%	1.1%	-10.5%	142.31	N/A	N/A
2024-03-11	$21.13	$0.00	78.0%	8.6%	14.1%	27.1%	0.0%	1.1%	-7.1%	141.95	N/A	N/A
2024-03-12	$21.11	$0.00	90.1%	8.3%	14.1%	33.1%	0.0%	2.1%	-7.1%	141.44	N/A	N/A
2024-03-13	$21.07	$0.00	29.5%	8.4%	10.1%	3.1%	0.0%	1.0%	-8.1%	141.90	N/A	N/A
2024-03-14	$20.92	$0.00	29.5%	8.5%	10.2%	3.2%	0.0%	0.8%	-5.3%	141.22	N/A	N/A
2024-03-15	$21.00	$0.00	29.9%	8.6%	8.9%	3.6%	0.0%	1.0%	-5.3%	141.55	N/A	N/A
2024-03-18	$20.95	$0.00	31.3%	9.0%	8.9%	4.4%	0.0%	1.5%	-6.0%	142.27	N/A	N/A
2024-03-19	$21.17	$0.00	34.1%	9.8%	9.3%	5.9%	0.0%	1.0%	-7.6%	141.69	N/A	N/A
2024-03-20	$21.39	$0.00	34.4%	9.9%	9.9%	6.0%	0.0%	1.0%	-7.8%	141.25	N/A	N/A
2024-03-21	$21.45	$0.00	36.4%	10.5%	9.7%	7.1%	0.0%	-0.1%	-10.4%	142.35	N/A	N/A
2024-03-22	$21.37	$0.00	35.6%	10.2%	9.8%	6.7%	0.0%	-0.2%	-7.9%	142.19	N/A	N/A
2024-03-25	$21.41	$0.00	38.2%	11.0%	9.6%	8.1%	0.0%	-0.3%	-11.1%	142.86	N/A	N/A
2024-03-26	$21.44	$0.00	39.5%	11.3%	9.6%	8.8%	0.0%	-0.2%	-11.9%	142.91	N/A	N/A
2024-03-27	$21.61	$0.00	36.0%	10.3%	9.2%	6.9%	0.0%	0.1%	-8.5%	142.01	N/A	N/A
2024-03-28	$21.65	$0.00	36.8%	10.5%	9.2%	7.3%	0.0%	0.2%	-10.0%	142.31	N/A	N/A