HAUZ Options History — September 2024 In September 2024, HAUZ traded between $22.00 and $23.55. ATM implied volatility averaged 39.1%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 25.3% (HV 20d: 13.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-03 : Highest Volume — 1 contracts2024-09-18 : Largest IV spike — 77.7% change2024-09-09 : Highest IV Rank — 14.4%2024-09-18 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $22.81 $22.00 $23.55 $22.00 $23.32 ATM IV 39.1% 28.4% 55.0% 40.3% 41.3% Expected Move 10.1% 8.1% 15.5% 11.6% 11.8% HV 20d 13.8% 12.0% 14.9% 14.6% 14.4% HV 60d 15.4% 14.5% 16.7% 16.7% 15.1% IV Rank 5.8% 0.0% 14.4% 6.2% 7.2% IV Percentile 28.5% 0.0% 60.3% 37.7% 46.4% Term Structure -9.8% -19.8% -5.1% -13.4% -12.8% Skew 25d 1.2% 0.1% 2.2% 1.0% 1.0% Skew 10d 3.7% 2.4% 8.9% 3.3% 3.4% Call IV 25d 42.3% 33.0% 71.6% 51.4% 47.8% Put IV 25d 43.5% 34.6% 73.2% 52.4% 48.8% Bid-Ask Spread % 146.06 142.17 163.15 161.45 142.92 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -48 -55 0 0 -48 Net DEX 544 0 715 0 480 Net VEX -5 -6 0 0 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 1 0 Total OI 0.95 0 1 0 1
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-09-03 $22.00 $0.00 40.3% 11.6% 14.6% 6.2% 0.0% 1.0% -13.4% 0 0 0 0.00 161.45 N/A N/A 0 1 0 0 2024-09-04 $22.13 $0.00 44.1% 12.6% 14.5% 8.3% 0.0% 1.1% -18.3% -53 695 -6 0.00 163.15 N/A N/A 0 0 0 1 2024-09-05 $22.39 $0.00 47.2% 8.7% 14.8% 10.0% 0.0% 1.6% -7.8% -55 684 -6 0.00 142.89 N/A N/A 0 0 0 1 2024-09-06 $22.22 $0.00 46.9% 9.0% 14.7% 9.9% 0.0% 1.4% -8.4% -55 715 -6 0.00 142.94 N/A N/A 0 0 0 1 2024-09-09 $22.44 $0.00 55.0% 9.2% 14.9% 14.4% 0.0% 1.6% -9.2% -54 663 -6 0.00 143.21 N/A N/A 0 0 0 1 2024-09-10 $22.51 $0.00 54.6% 8.5% 14.6% 14.2% 0.0% 2.2% -6.9% -52 636 -6 0.00 142.70 N/A N/A 0 0 0 1 2024-09-11 $22.51 $0.00 30.2% 8.7% 13.7% 0.6% 0.0% 2.2% -8.1% -51 644 -6 0.00 142.17 N/A N/A 0 0 0 1 2024-09-12 $22.67 $0.00 28.4% 8.1% 13.8% 0.0% 0.0% 1.6% -6.8% -52 611 -6 0.00 143.21 N/A N/A 0 0 0 1 2024-09-13 $22.86 $0.00 28.7% 8.2% 13.9% 0.2% 0.0% 1.5% -7.6% -49 562 -5 0.00 143.01 N/A N/A 0 0 0 1 2024-09-16 $22.99 $0.00 30.9% 8.8% 13.9% 1.4% 0.0% 1.8% -9.5% -49 535 -5 0.00 143.32 N/A N/A 0 0 0 1 2024-09-17 $22.87 $0.00 30.5% 8.7% 13.2% 1.2% 0.0% 1.5% -9.5% -52 582 -5 0.00 142.70 N/A N/A 0 0 0 1 2024-09-18 $22.80 $0.00 54.1% 15.5% 13.0% 14.3% 0.0% 1.6% -19.8% -51 559 -5 0.00 158.16 N/A N/A 0 0 0 1 2024-09-19 $23.11 $0.00 32.8% 9.4% 13.6% 2.4% 0.0% 0.8% -6.8% -52 528 -5 0.00 143.53 N/A N/A 0 0 0 1 2024-09-20 $22.98 $0.00 30.5% 8.8% 13.7% 1.2% 0.0% 0.7% -5.1% -50 516 -5 0.00 142.65 N/A N/A 0 0 0 1 2024-09-23 $23.04 $0.00 32.3% 9.2% 12.0% 2.2% 0.0% 0.9% -7.4% -52 564 -5 0.00 142.44 N/A N/A 0 0 0 1 2024-09-24 $23.24 $0.00 32.7% 9.4% 12.0% 2.4% 0.0% 1.0% -7.4% -49 476 -5 0.00 142.36 N/A N/A 0 0 0 1 2024-09-25 $23.02 $0.00 34.2% 9.8% 12.6% 3.2% 0.0% 0.7% -7.6% -49 535 -5 0.00 142.66 N/A N/A 0 0 0 1 2024-09-26 $23.49 $0.00 50.9% 14.6% 13.9% 12.5% 0.0% 0.1% -14.8% -44 454 -4 0.00 152.58 N/A N/A 0 0 0 1 2024-09-27 $23.55 $0.00 36.1% 10.4% 13.7% 4.3% 0.0% 0.1% -8.2% -44 450 -4 0.00 143.04 N/A N/A 0 0 0 1 2024-09-30 $23.32 $0.00 41.3% 11.8% 14.4% 7.2% 0.0% 1.0% -12.8% -48 480 -5 0.00 142.92 N/A N/A 0 0 0 1
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