HAUZ Options History — April 2024

In April 2024, HAUZ traded between $20.30 and $21.59. ATM implied volatility averaged 40.1%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 26.7% (HV 20d: 13.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

  • 2024-04-10: Largest IV drop — 46.5% change
  • 2024-04-09: Highest IV Rank — 17.7%
  • 2024-04-03: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.88$20.30$21.59$21.59$20.77
ATM IV40.1%29.8%56.2%41.3%41.0%
Expected Move10.4%8.4%13.0%11.8%11.7%
HV 20d13.4%9.1%16.8%9.1%16.8%
HV 60d12.9%12.5%13.8%12.6%13.5%
IV Rank9.1%3.6%17.7%9.7%9.6%
IV Percentile21.6%4.8%33.7%24.2%28.2%
Term Structure-7.7%-17.1%35.3%-11.6%-10.1%
Skew 25d0.9%-0.2%1.8%0.1%0.1%
Skew 10d3.5%2.8%4.1%3.3%3.3%
Call IV 25d44.1%34.0%55.0%51.1%54.3%
Put IV 25d45.0%35.2%55.0%51.2%54.4%
Bid-Ask Spread %158.87141.60163.07141.60161.97
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$21.59$0.0041.3%11.8%9.1%9.7%0.0%0.1%-11.6%0000.00141.60N/AN/A0000
2024-04-02$21.36$0.0040.9%11.7%10.1%9.5%0.0%-0.2%-17.1%0000.00142.46N/AN/A0000
2024-04-03$21.28$0.0045.2%13.0%9.6%11.8%0.0%-0.0%-16.2%0000.00142.16N/AN/A0000
2024-04-04$21.14$0.0044.7%8.4%9.3%11.6%0.0%1.2%-8.0%0000.00160.03N/AN/A0000
2024-04-05$21.21$0.0048.4%8.9%9.2%13.6%0.0%1.2%-8.9%0000.00161.31N/AN/A0000
2024-04-08$21.44$0.0055.8%9.4%9.6%17.5%0.0%1.2%-10.3%0000.00162.77N/AN/A0000
2024-04-09$21.52$0.0056.2%8.7%9.6%17.7%0.0%1.4%-6.5%0000.00162.03N/AN/A0000
2024-04-10$20.96$0.0030.0%8.6%13.6%3.7%0.0%1.5%-7.8%0000.00161.63N/AN/A0000
2024-04-11$21.11$0.0029.8%8.6%13.9%3.6%0.0%1.8%-8.1%0000.00159.87N/AN/A0000
2024-04-12$20.74$0.0031.0%8.9%15.0%4.2%0.0%1.5%-8.0%0000.00161.01N/AN/A0000
2024-04-15$20.55$0.0032.0%9.2%15.3%4.7%0.0%1.1%-9.7%0000.00160.55N/AN/A0000
2024-04-16$20.36$0.0038.2%11.0%15.5%8.1%0.0%1.0%-12.5%0000.00163.07N/AN/A0000
2024-04-17$20.35$0.0037.8%10.8%14.9%7.9%0.0%1.0%-12.0%0000.00161.85N/AN/A0000
2024-04-18$20.30$0.0038.0%10.9%14.2%8.0%0.0%0.9%35.3%0000.00162.69N/AN/A0000
2024-04-19$20.34$0.0039.1%11.2%14.1%8.6%0.0%0.9%-8.6%0000.00162.11N/AN/A0000
2024-04-22$20.59$0.0037.9%10.9%15.1%7.9%0.0%1.6%-8.3%0000.00159.76N/AN/A0000
2024-04-23$20.82$0.0036.2%10.4%15.7%7.0%0.0%1.1%-7.1%0000.00160.94N/AN/A0000
2024-04-24$20.60$0.0039.5%11.3%16.0%8.8%0.0%0.3%-7.4%0000.00162.28N/AN/A0000
2024-04-25$20.55$0.0040.4%11.6%15.6%9.3%0.0%0.4%-8.5%0000.00161.47N/AN/A0000
2024-04-26$20.77$0.0038.1%10.9%16.2%8.0%0.0%0.5%-8.3%0000.00162.11N/AN/A0000
2024-04-29$20.99$0.0040.4%11.6%16.8%9.2%0.0%1.1%-9.0%0000.00161.46N/AN/A0000
2024-04-30$20.77$0.0041.0%11.7%16.8%9.6%0.0%0.1%-10.1%0000.00161.97N/AN/A0000