HAUZ Options History — November 2024 In November 2024, HAUZ traded between $20.75 and $21.86. ATM implied volatility averaged 51.5%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 38.2% (HV 20d: 13.3%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-18 : Highest Volume — 11 contracts2024-11-13 : Largest IV drop — 56.8% change2024-11-12 : Highest IV Rank — 33.3%2024-11-01 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.26 $20.75 $21.86 $21.64 $21.51 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 51.5% 38.2% 88.5% 49.7% 49.4% Expected Move 11.5% 10.0% 14.2% 14.2% 14.2% HV 20d 13.3% 12.0% 16.6% 12.0% 16.6% HV 60d 14.0% 13.6% 14.5% 14.0% 14.5% IV Rank 12.8% 5.5% 33.3% 11.8% 11.7% IV Percentile 64.0% 37.3% 93.3% 68.7% 72.6% Term Structure -10.2% -17.2% -6.1% -15.1% -14.2% VWIV 25.4% 25.4% 25.4% 25.4% 25.4% Skew 25d 0.5% -0.9% 2.0% 0.3% -0.4% Skew 10d -1.3% -28.9% 3.7% 3.7% -1.7% Call IV 25d 44.4% 37.3% 58.4% 58.4% 53.0% Put IV 25d 44.9% 38.0% 58.8% 58.8% 52.6% Bid-Ask Spread % 161.32 160.39 163.07 160.68 162.35 Gamma HHI 0.91 0.72 1.00 1.00 0.80 Net GEX -247 -572 -45 -64 -433 Net DEX 1.7K 776 4.6K 826 1.4K Net VEX -8 -19 -5 -5 -8 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.55 0 11 0 0 Total OI 5.4 1 12 1 12
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 2024-11-01 $21.64 $0.00 49.7% 14.2% 12.0% 11.8% 0.0% 0.3% -15.1% -64 826 -5 0.00 160.68 N/A N/A 0 0 0 1 2024-11-04 $21.70 $0.00 51.9% 10.0% 12.0% 13.1% 0.0% 0.9% -6.8% -66 807 -5 0.00 161.88 N/A N/A 0 0 0 1 2024-11-05 $21.86 $0.00 55.2% 10.0% 12.1% 14.9% 0.0% 1.1% -6.7% -62 776 -5 0.00 161.96 N/A N/A 0 0 0 1 2024-11-06 $21.55 $0.00 62.0% 10.3% 12.8% 18.7% 0.0% 1.6% -7.2% -66 852 -5 0.00 161.54 N/A N/A 0 0 0 1 2024-11-07 $21.73 $0.00 60.9% 10.1% 13.3% 18.0% 0.0% 0.1% -8.1% -69 792 -5 0.00 162.09 N/A N/A 0 0 0 1 2024-11-08 $21.51 $0.00 69.3% 10.3% 13.1% 22.7% 0.0% -0.1% -6.1% -73 852 -5 0.00 162.35 N/A N/A 0 0 0 1 2024-11-11 $21.20 $0.00 87.7% 10.7% 13.8% 32.9% 0.0% -0.2% -10.2% -78 945 -5 0.00 161.74 N/A N/A 0 0 0 1 2024-11-12 $21.10 $0.00 88.5% 10.6% 13.7% 33.3% 0.0% 0.3% -8.0% -45 965 -5 0.00 160.72 N/A N/A 0 0 0 1 2024-11-13 $20.87 $0.00 38.2% 11.0% 12.7% 5.5% 0.0% 0.6% -8.6% -78 1.1K -5 0.00 160.72 N/A N/A 0 0 0 1 2024-11-14 $20.75 $0.00 38.3% 11.0% 12.6% 5.5% 0.0% 0.4% -9.0% -54 1.1K -5 0.00 160.39 N/A N/A 0 0 0 1 2024-11-15 $20.98 $0.00 39.3% 11.3% 13.5% 6.0% 0.0% 1.1% -8.7% -74 1.0K -5 0.00 161.03 N/A N/A 0 0 0 1 2024-11-18 $21.14 $0.00 39.9% 11.4% 12.7% 6.4% 25.4% 0.8% -9.2% -73 970 -5 0.00 160.83 N/A N/A 0 11 0 1 2024-11-19 $21.02 $18.00 40.6% 11.6% 12.7% 6.8% 0.0% 0.2% -11.0% -538 3.1K -15 0.00 160.76 N/A N/A 0 0 0 12 2024-11-20 $20.92 $18.00 41.3% 11.8% 12.6% 7.2% 0.0% 0.6% -10.3% -545 3.3K -16 0.00 160.53 N/A N/A 0 0 0 12 2024-11-21 $21.10 $18.00 41.4% 11.9% 13.2% 7.2% 0.0% 0.5% -10.2% -502 2.8K -14 0.00 161.05 N/A N/A 0 0 0 12 2024-11-22 $20.94 $18.00 42.8% 12.3% 13.2% 8.0% 0.0% 2.0% -11.4% -496 4.6K -19 0.00 160.69 N/A N/A 0 0 0 12 2024-11-25 $21.30 $18.00 42.6% 12.2% 14.3% 7.9% 0.0% 0.3% -13.1% -534 2.0K -10 0.00 161.00 N/A N/A 0 0 0 12 2024-11-26 $21.36 $18.00 45.2% 12.9% 14.1% 9.3% 0.0% 0.3% -13.1% -512 2.2K -11 0.00 160.96 N/A N/A 0 0 0 12 2024-11-27 $21.08 $18.00 45.2% 13.0% 14.8% 9.4% 0.0% -0.9% -17.2% -572 2.6K -12 0.00 163.07 N/A N/A 0 0 0 12 2024-11-29 $21.51 $18.00 49.4% 14.2% 16.6% 11.7% 0.0% -0.4% -14.2% -433 1.4K -8 0.00 162.35 N/A N/A 0 0 0 12
« Oct 2024 | All History | Dec 2024 » Home HAUZ History November 2024