HAUZ Options History — May 2024

In May 2024, HAUZ traded between $20.84 and $21.96. ATM implied volatility averaged 50.0%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 35.0% (HV 20d: 15.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2024-05-15: Largest IV drop — 65.6% change
  • 2024-05-14: Highest IV Rank — 41.7%
  • 2024-05-31: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.45$20.84$21.96$20.84$21.15
ATM IV50.0%34.7%100.9%41.5%47.9%
Expected Move11.2%9.7%13.7%11.9%13.7%
HV 20d15.1%12.0%19.1%16.9%12.0%
HV 60d13.6%13.0%14.4%13.5%13.8%
IV Rank14.3%5.9%41.7%9.8%13.0%
IV Percentile35.3%12.3%86.1%29.4%37.3%
Term Structure-10.0%-16.1%-6.3%-10.6%-16.1%
Skew 25d-0.3%-2.0%0.9%0.9%-2.0%
Skew 10d1.4%-2.9%4.0%3.6%-2.9%
Call IV 25d44.8%36.9%57.8%55.4%53.9%
Put IV 25d44.6%37.2%57.9%56.3%51.9%
Bid-Ask Spread %161.24159.98162.00161.68161.77
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
2024-05-01$20.84$0.0041.5%11.9%16.9%9.8%0.0%0.9%-10.6%0000.00161.68N/AN/A0000
2024-05-02$21.34$0.0042.1%12.1%18.8%10.2%0.0%0.0%-9.2%0000.00160.57N/AN/A0000
2024-05-03$21.56$0.0046.8%13.4%19.1%12.7%0.0%0.2%-13.7%0000.00161.87N/AN/A0000
2024-05-06$21.58$0.0052.0%9.7%18.8%15.5%0.0%0.3%-6.3%0000.00161.71N/AN/A0000
2024-05-07$21.60$0.0054.5%9.8%18.7%16.8%0.0%0.3%-6.6%0000.00160.72N/AN/A0000
2024-05-08$21.47$0.0059.7%9.7%16.1%19.6%0.0%0.1%-6.8%0000.00161.62N/AN/A0000
2024-05-09$21.57$0.0062.9%9.9%16.0%21.3%0.0%0.2%-6.7%0000.00161.40N/AN/A0000
2024-05-10$21.52$0.0066.1%10.1%14.5%23.0%0.0%0.1%-7.0%0000.00161.54N/AN/A0000
2024-05-13$21.51$0.0088.8%10.5%13.9%35.2%0.0%-0.1%-8.4%0000.00161.10N/AN/A0000
2024-05-14$21.57$0.00100.9%10.6%13.2%41.7%0.0%0.4%-7.8%0000.00161.93N/AN/A0000
2024-05-15$21.85$0.0034.7%9.9%13.6%5.9%0.0%-0.1%-7.0%0000.00160.12N/AN/A0000
2024-05-16$21.95$0.0036.1%10.3%13.5%6.7%0.0%0.2%-8.1%0000.00160.62N/AN/A0000
2024-05-17$21.96$0.0036.1%10.3%13.5%6.7%0.0%0.4%-8.2%0000.00159.98N/AN/A0000
2024-05-20$21.86$0.0037.7%10.8%13.4%7.6%0.0%-0.4%-9.3%0000.00160.28N/AN/A0000
2024-05-21$21.70$0.0038.4%11.0%13.5%7.9%0.0%-0.5%-9.3%0000.00161.81N/AN/A0000
2024-05-22$21.43$0.0038.3%11.0%13.8%7.9%0.0%-0.8%-11.1%0000.00160.29N/AN/A0000
2024-05-23$21.14$0.0041.9%12.0%14.8%9.8%0.0%-1.2%-12.4%0000.00161.88N/AN/A0000
2024-05-24$21.21$0.0039.8%11.4%14.4%8.7%0.0%-0.6%-11.8%0000.00162.00N/AN/A0000
2024-05-28$21.16$0.0041.3%11.8%14.0%9.5%0.0%-1.6%-13.5%0000.00161.11N/AN/A0000
2024-05-29$20.88$0.0047.2%13.5%14.3%12.6%0.0%-1.3%-13.7%0000.00161.99N/AN/A0000
2024-05-30$21.09$0.0046.3%13.3%14.7%12.1%0.0%-0.7%-15.6%0000.00161.26N/AN/A0000
2024-05-31$21.15$0.0047.9%13.7%12.0%13.0%0.0%-2.0%-16.1%0000.00161.77N/AN/A0000