HAUZ Options History — July 2024

In July 2024, HAUZ traded between $20.08 and $21.56. ATM implied volatility averaged 39.6%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 23.5% (HV 20d: 16.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2024-07-10: Largest IV drop — 48.9% change
  • 2024-07-09: Highest IV Rank — 18.6%
  • 2024-07-03: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.99$20.08$21.56$20.08$21.30
ATM IV39.6%29.6%58.0%43.0%46.6%
Expected Move10.5%8.5%14.1%12.3%13.3%
HV 20d16.1%14.1%18.0%16.6%14.4%
HV 60d15.4%14.5%16.1%15.9%14.5%
IV Rank7.8%3.2%18.6%10.4%9.7%
IV Percentile25.4%3.2%53.6%37.3%44.0%
Term Structure-11.1%-18.3%-6.0%-14.2%-18.3%
Skew 25d0.6%-0.2%1.8%0.2%-0.1%
Skew 10d3.6%2.9%4.5%4.0%4.1%
Call IV 25d44.7%35.3%57.1%54.6%55.3%
Put IV 25d45.3%37.1%57.1%54.9%55.2%
Bid-Ask Spread %158.97141.05162.86141.05161.19
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
2024-07-01$20.08$0.0043.0%12.3%16.6%10.4%0.0%0.2%-14.2%0000.00141.05N/AN/A0000
2024-07-02$20.20$0.0042.5%12.2%16.4%10.2%0.0%0.2%-10.9%0000.00141.71N/AN/A0000
2024-07-03$20.47$0.0049.0%14.1%17.2%13.7%0.0%0.1%-18.2%0000.00142.49N/AN/A0000
2024-07-05$20.62$0.0048.3%8.6%17.3%13.3%0.0%1.8%-9.3%0000.00162.09N/AN/A0000
2024-07-08$20.52$0.0056.2%9.0%17.3%17.6%0.0%1.4%-8.0%0000.00161.81N/AN/A0000
2024-07-09$20.53$0.0058.0%9.1%15.7%18.6%0.0%1.6%-9.2%0000.00162.86N/AN/A0000
2024-07-10$20.88$0.0029.6%8.5%16.9%3.2%0.0%1.4%-8.4%0000.00161.67N/AN/A0000
2024-07-11$21.18$0.0029.7%8.5%16.9%3.3%0.0%1.1%-6.0%0000.00160.94N/AN/A0000
2024-07-12$21.53$0.0030.1%8.6%17.4%3.5%0.0%1.4%-8.4%0000.00161.46N/AN/A0000
2024-07-15$21.38$0.0034.3%9.8%17.3%5.8%0.0%-0.0%-11.5%0000.00162.44N/AN/A0000
2024-07-16$21.56$0.0032.5%9.3%17.3%4.0%0.0%0.4%-9.7%0000.00162.05N/AN/A0000
2024-07-17$21.55$0.0033.0%9.5%17.3%4.3%0.0%0.4%-10.0%0000.00162.27N/AN/A0000
2024-07-18$21.38$0.0035.0%10.0%17.6%5.4%0.0%-0.1%-9.3%0000.00159.52N/AN/A0000
2024-07-19$21.19$0.0034.8%10.0%18.0%5.2%0.0%0.9%-9.4%0000.00162.36N/AN/A0000
2024-07-22$21.30$0.0038.4%11.0%14.1%7.1%0.0%-0.2%-11.9%0000.00162.26N/AN/A0000
2024-07-23$21.23$0.0037.5%10.8%14.1%6.6%0.0%-0.1%-11.3%0000.00162.24N/AN/A0000
2024-07-24$20.92$0.0035.8%10.2%15.2%5.6%0.0%0.8%-11.5%0000.00161.01N/AN/A0000
2024-07-25$20.88$0.0037.2%10.7%14.2%6.4%0.0%0.7%-11.0%0000.00161.14N/AN/A0000
2024-07-26$21.05$0.0037.3%10.7%14.4%4.5%0.0%1.0%-10.6%0000.00161.42N/AN/A0000
2024-07-29$21.05$0.0040.9%11.7%14.4%6.6%0.0%1.1%-13.6%0000.00162.04N/AN/A0000
2024-07-30$21.08$0.0042.1%12.1%14.2%7.2%0.0%0.2%-14.4%0000.00161.42N/AN/A0000
2024-07-31$21.30$0.0046.6%13.3%14.4%9.7%0.0%-0.1%-18.3%0000.00161.19N/AN/A0000