HAUZ Options History — October 2024 In October 2024, HAUZ traded between $21.66 and $23.60. ATM implied volatility averaged 38.7%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 24.9% (HV 20d: 13.9%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 42.1% change2024-10-08 : Highest IV Rank — 13.1%2024-10-31 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $22.51 $21.66 $23.60 $23.48 $21.66 ATM IV 38.7% 29.6% 52.0% 43.5% 48.0% Expected Move 10.2% 8.3% 13.8% 12.5% 13.8% HV 20d 13.9% 12.0% 15.8% 12.9% 12.0% HV 60d 14.9% 14.2% 15.4% 15.1% 14.3% IV Rank 5.8% 0.7% 13.1% 8.4% 10.9% IV Percentile 34.5% 2.0% 65.5% 50.8% 65.5% Term Structure -8.4% -13.6% -3.9% -13.1% -12.3% Skew 25d 1.7% 0.4% 2.9% 1.3% 1.7% Skew 10d 3.5% 2.6% 4.5% 3.4% 3.5% Call IV 25d 42.3% 32.2% 56.4% 48.9% 56.4% Put IV 25d 43.9% 35.1% 58.0% 50.2% 58.0% Bid-Ask Spread % 159.89 142.62 163.30 142.62 161.16 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -57 -65 -43 -46 -65 Net DEX 636 444 817 456 817 Net VEX -5 -6 -4 -4 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (23 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 2024-10-01 $23.48 $0.00 43.5% 12.5% 12.9% 8.4% 0.0% 1.3% -13.1% -46 456 -4 0.00 142.62 N/A N/A 0 0 0 1 2024-10-02 $23.60 $0.00 41.4% 11.9% 12.9% 7.2% 0.0% 0.4% -9.6% -43 444 -4 0.00 143.37 N/A N/A 0 0 0 1 2024-10-03 $23.27 $0.00 44.6% 8.8% 13.9% 9.0% 0.0% 2.9% -6.4% -45 496 -5 0.00 161.21 N/A N/A 0 0 0 1 2024-10-04 $23.23 $0.00 44.9% 8.3% 13.5% 9.2% 0.0% 2.8% -4.4% -49 517 -5 0.00 161.38 N/A N/A 0 0 0 1 2024-10-07 $23.01 $0.00 47.1% 8.6% 13.8% 10.4% 0.0% 2.3% -6.6% -51 539 -5 0.00 160.24 N/A N/A 0 0 0 1 2024-10-08 $22.75 $0.00 52.0% 8.6% 14.5% 13.1% 0.0% 2.5% -6.8% -51 587 -5 0.00 161.71 N/A N/A 0 0 0 1 2024-10-09 $22.71 $0.00 30.1% 8.6% 14.5% 1.0% 0.0% 2.6% -7.4% -55 600 -5 0.00 161.70 N/A N/A 0 0 0 1 2024-10-10 $22.56 $0.00 32.4% 9.3% 14.5% 2.2% 0.0% 2.0% -8.5% -55 623 -5 0.00 162.40 N/A N/A 0 0 0 1 2024-10-11 $22.73 $0.00 29.6% 8.5% 14.4% 0.7% 0.0% 2.7% -7.6% -57 584 -5 0.00 161.53 N/A N/A 0 0 0 1 2024-10-14 $22.69 $0.00 31.4% 9.0% 14.2% 1.7% 0.0% 2.3% -8.9% -57 588 -5 0.00 161.73 N/A N/A 0 0 0 1 2024-10-15 $22.52 $0.00 33.9% 9.7% 14.3% 3.1% 0.0% 0.7% -10.1% -63 632 -5 0.00 161.65 N/A N/A 0 0 0 1 2024-10-16 $22.79 $0.00 32.4% 9.3% 15.0% 2.3% 0.0% 1.6% -9.1% -53 570 -5 0.00 161.94 N/A N/A 0 0 0 1 2024-10-17 $22.59 $0.00 33.6% 9.6% 14.4% 2.9% 0.0% 0.9% -3.9% -53 598 -5 0.00 162.44 N/A N/A 0 0 0 1 2024-10-18 $22.65 $0.00 34.1% 9.8% 14.4% 3.2% 0.0% 1.4% -5.1% -61 605 -5 0.00 163.30 N/A N/A 0 0 0 1 2024-10-21 $22.20 $0.00 37.3% 10.7% 15.8% 5.0% 0.0% 0.7% -7.3% -58 689 -5 0.00 160.65 N/A N/A 0 0 0 1 2024-10-22 $22.09 $0.00 36.0% 10.3% 15.4% 4.2% 0.0% 2.0% -6.8% -62 698 -5 0.00 161.84 N/A N/A 0 0 0 1 2024-10-23 $21.94 $0.00 36.9% 10.6% 15.2% 4.7% 0.0% 1.8% -7.6% -62 744 -5 0.00 161.71 N/A N/A 0 0 0 1 2024-10-24 $21.91 $0.00 36.6% 10.5% 12.7% 4.6% 0.0% 1.7% -6.7% -62 750 -5 0.00 160.02 N/A N/A 0 0 0 1 2024-10-25 $21.75 $0.00 38.7% 11.1% 12.6% 5.8% 0.0% 1.3% -9.6% -64 791 -6 0.00 160.73 N/A N/A 0 0 0 1 2024-10-28 $21.96 $0.00 40.4% 11.6% 13.3% 6.7% 0.0% 1.5% -8.5% -63 737 -5 0.00 161.77 N/A N/A 0 0 0 1 2024-10-29 $21.77 $0.00 43.0% 12.3% 12.9% 8.1% 0.0% 0.8% -13.6% -64 789 -5 0.00 161.91 N/A N/A 0 0 0 1 2024-10-30 $21.78 $0.00 43.0% 12.3% 12.5% 8.1% 0.0% 1.0% -13.0% -65 783 -5 0.00 160.40 N/A N/A 0 0 0 1 2024-10-31 $21.66 $0.00 48.0% 13.8% 12.0% 10.9% 0.0% 1.7% -12.3% -65 817 -5 0.00 161.16 N/A N/A 0 0 0 1
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