HAUZ Options History — June 2024

In June 2024, HAUZ traded between $20.02 and $21.56. ATM implied volatility averaged 45.8%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 30.9% (HV 20d: 14.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2024-06-12: Largest IV drop — 50.5% change
  • 2024-06-11: Highest IV Rank — 25.1%
  • 2024-06-05: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.77$20.02$21.56$21.33$20.16
ATM IV45.8%34.9%70.4%48.1%42.9%
Expected Move11.5%9.2%16.1%13.8%12.3%
HV 20d14.9%11.8%17.5%11.8%16.7%
HV 60d14.9%13.7%16.0%13.8%16.0%
IV Rank11.9%6.0%25.1%13.1%10.4%
IV Percentile33.0%11.1%58.3%37.7%36.9%
Term Structure-12.7%-20.4%-5.4%-19.3%-12.9%
Skew 25d-0.1%-2.1%1.1%-2.0%1.1%
Skew 10d0.9%-3.5%4.0%-3.5%4.0%
Call IV 25d46.5%37.9%60.4%57.3%51.0%
Put IV 25d46.4%38.1%58.3%55.3%52.1%
Bid-Ask Spread %145.27141.61161.99161.37142.37
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$21.33$0.0048.1%13.8%11.8%13.1%0.0%-2.0%-19.3%0000.00161.37N/AN/A0000
2024-06-04$21.43$0.0050.8%14.6%11.9%14.6%0.0%-2.1%-20.4%0000.00161.99N/AN/A0000
2024-06-05$21.56$0.0056.0%16.1%12.1%17.4%0.0%-2.0%-20.1%0000.00160.23N/AN/A0000
2024-06-06$21.46$0.0052.5%9.2%12.0%15.5%0.0%0.1%-12.7%0000.00142.93N/AN/A0000
2024-06-07$21.00$0.0056.5%9.7%14.1%17.6%0.0%-0.1%-11.1%0000.00141.83N/AN/A0000
2024-06-10$21.09$0.0063.5%9.7%14.3%21.4%0.0%-0.1%-10.4%0000.00142.20N/AN/A0000
2024-06-11$20.80$0.0070.4%10.3%15.0%25.1%0.0%0.2%-11.6%0000.00142.52N/AN/A0000
2024-06-12$21.03$0.0034.9%10.0%15.6%6.0%0.0%0.6%-10.8%0000.00141.65N/AN/A0000
2024-06-13$20.84$0.0037.3%10.7%14.9%7.3%0.0%0.2%-13.5%0000.00142.21N/AN/A0000
2024-06-14$20.74$0.0038.9%11.1%14.6%8.2%0.0%-0.2%-12.9%0000.00143.52N/AN/A0000
2024-06-17$20.73$0.0040.6%11.6%14.6%9.2%0.0%0.7%-13.7%0000.00142.60N/AN/A0000
2024-06-18$20.77$0.0040.2%11.5%14.7%8.9%0.0%-0.4%-13.5%0000.00142.41N/AN/A0000
2024-06-20$20.75$0.0041.0%11.8%14.6%9.4%0.0%-0.6%-8.2%0000.00142.67N/AN/A0000
2024-06-21$20.16$0.0036.0%10.3%17.1%6.7%0.0%1.0%-5.4%0000.00142.18N/AN/A0000
2024-06-24$20.35$0.0040.2%11.5%17.1%9.0%0.0%-0.2%-11.5%0000.00141.78N/AN/A0000
2024-06-25$20.29$0.0039.9%11.4%17.0%8.8%0.0%-0.1%-10.3%0000.00142.01N/AN/A0000
2024-06-26$20.02$0.0038.7%11.1%17.5%8.1%0.0%1.0%-10.5%0000.00142.12N/AN/A0000
2024-06-27$20.05$0.0040.8%11.7%17.1%9.3%0.0%1.0%-12.7%0000.00141.61N/AN/A0000
2024-06-28$20.16$0.0042.9%12.3%16.7%10.4%0.0%1.1%-12.9%0000.00142.37N/AN/A0000