HAUZ Options History — August 2024

In August 2024, HAUZ traded between $20.48 and $22.49. ATM implied volatility averaged 50.0%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 33.4% (HV 20d: 16.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2024-08-05: Largest IV spike — 84.7% change
  • 2024-08-06: Highest IV Rank — 40.1%
  • 2024-08-06: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.56$20.48$22.49$20.85$22.34
ATM IV50.0%29.9%101.1%44.3%39.3%
Expected Move10.4%8.6%14.8%12.7%11.3%
HV 20d16.6%15.4%17.8%16.2%15.4%
HV 60d16.1%15.2%16.4%15.2%16.4%
IV Rank11.6%0.4%40.1%8.4%5.7%
IV Percentile37.4%2.4%91.3%42.1%34.9%
Term Structure-9.0%-17.8%-4.4%-16.0%-11.7%
Skew 25d1.4%-0.1%3.7%0.1%-0.1%
Skew 10d4.0%2.6%8.3%3.5%3.4%
Call IV 25d43.2%34.8%65.2%57.7%46.0%
Put IV 25d44.5%37.5%68.9%57.8%45.8%
Bid-Ask Spread %163.56159.61179.87161.99161.67
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
2024-08-01$20.85$0.0044.3%12.7%16.2%8.4%0.0%0.1%-16.0%0000.00161.99N/AN/A0000
2024-08-02$20.89$0.0045.8%13.1%16.0%9.3%0.0%1.1%-17.8%0000.00161.16N/AN/A0000
2024-08-05$20.48$0.0084.7%13.3%17.5%30.9%0.0%3.5%-9.5%0000.00173.11N/AN/A0000
2024-08-06$20.66$0.00101.1%14.8%17.8%40.1%0.0%3.7%-8.9%0000.00179.87N/AN/A0000
2024-08-07$20.73$0.0055.3%8.6%16.7%14.6%0.0%2.5%-4.7%0000.00159.62N/AN/A0000
2024-08-08$21.04$0.0080.7%11.5%16.8%28.7%0.0%2.8%-6.6%0000.00173.72N/AN/A0000
2024-08-09$21.16$0.0062.1%8.7%15.8%18.4%0.0%2.7%-4.4%0000.00161.10N/AN/A0000
2024-08-12$21.05$0.0081.1%9.0%15.7%28.9%0.0%2.5%-5.9%0000.00161.66N/AN/A0000
2024-08-13$21.41$0.00100.4%9.4%16.6%39.7%0.0%2.2%-7.5%0000.00161.77N/AN/A0000
2024-08-14$21.45$0.0034.1%9.8%16.6%2.8%0.0%1.1%-8.1%0000.00162.28N/AN/A0000
2024-08-15$21.55$0.0031.6%9.0%16.5%1.3%0.0%1.6%-7.5%0000.00162.13N/AN/A0000
2024-08-16$21.59$0.0031.1%8.9%16.1%1.1%0.0%1.6%-6.0%0000.00161.53N/AN/A0000
2024-08-19$21.96$0.0029.9%8.6%17.0%0.4%0.0%0.9%-5.7%0000.00162.11N/AN/A0000
2024-08-20$21.82$0.0030.9%8.9%17.2%1.0%0.0%0.7%-7.8%0000.00161.93N/AN/A0000
2024-08-21$21.88$0.0031.4%9.0%16.1%1.2%0.0%0.8%-6.5%0000.00161.24N/AN/A0000
2024-08-22$21.80$0.0031.4%9.0%16.2%1.3%0.0%0.6%-8.5%0000.00159.61N/AN/A0000
2024-08-23$22.25$0.0034.7%9.9%17.3%3.1%0.0%0.9%-9.1%0000.00162.68N/AN/A0000
2024-08-26$22.45$0.0037.0%10.6%17.4%4.3%0.0%-0.1%-10.7%0000.00162.64N/AN/A0000
2024-08-27$22.49$0.0037.6%10.8%17.4%4.7%0.0%-0.1%-11.1%0000.00163.11N/AN/A0000
2024-08-28$22.32$0.0037.6%10.8%17.6%4.7%0.0%0.9%-10.5%0000.00161.71N/AN/A0000
2024-08-29$22.25$0.0038.6%11.1%15.4%5.2%0.0%-0.0%-13.0%0000.00161.67N/AN/A0000
2024-08-30$22.34$0.0039.3%11.3%15.4%5.7%0.0%-0.1%-11.7%0000.00161.67N/AN/A0000