HAUZ Options History — December 2024 In December 2024, HAUZ traded between $19.77 and $21.26. ATM implied volatility averaged 46.5%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 31.1% (HV 20d: 15.4%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-04 : Highest Volume — 19 contracts2024-12-03 : Largest IV spike — 75.8% change2024-12-03 : Highest IV Rank — 31.9%2024-12-03 : Largest Expected Move — 24.6%Monthly Statistics Metric Avg Min Max Open Close Price $20.48 $19.77 $21.26 $21.23 $19.77 Max Pain $17.14 $17.00 $18.00 $18.00 $17.00 ATM IV 46.5% 34.7% 85.9% 48.9% 46.0% Expected Move 11.8% 9.1% 24.6% 14.0% 13.2% HV 20d 15.4% 10.8% 17.5% 17.2% 10.8% HV 60d 14.3% 13.5% 14.7% 14.6% 13.5% IV Rank 15.3% 4.1% 31.9% 11.4% 24.2% IV Percentile 55.5% 20.2% 93.7% 72.2% 69.8% Term Structure -16.7% -34.8% -8.0% -19.0% -15.1% Skew 25d 0.0% -2.1% 2.3% 2.3% 0.6% Skew 10d -15.2% -36.3% 4.0% 4.0% -35.6% Call IV 25d 49.8% 38.4% 107.8% 57.2% 57.1% Put IV 25d 49.8% 38.1% 107.3% 59.5% 57.7% Bid-Ask Spread % 161.50 157.47 176.59 161.76 157.47 Gamma HHI 0.64 0.43 0.82 0.80 0.80 Net GEX -792 -1.5K -451 -468 -582 Net DEX 4.7K 1.3K 9.5K 3.7K 4.8K Net VEX -16 -23 -7 -14 -17 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.905 0 19 0 0 Total OI 25.143 12 31 12 20
Daily Data (21 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 2024-12-02 $21.23 $18.00 48.9% 14.0% 17.2% 11.4% 0.0% 2.3% -19.0% -468 3.7K -14 0.00 161.76 N/A N/A 0 0 0 12 2024-12-03 $20.98 $18.00 85.9% 24.6% 17.5% 31.9% 0.0% -0.5% -34.8% -451 5.9K -19 0.00 176.59 N/A N/A 0 0 0 12 2024-12-04 $21.06 $18.00 52.0% 14.9% 17.3% 13.1% 0.0% -2.1% -24.8% -604 2.3K -10 0.00 162.49 N/A N/A 0 19 0 12 2024-12-05 $21.19 $17.00 55.8% 9.2% 16.9% 15.2% 0.0% 0.7% -11.4% -890 2.4K -9 0.00 162.67 N/A N/A 0 0 0 31 2024-12-06 $21.26 $17.00 56.8% 9.1% 16.6% 15.8% 0.0% -0.3% -20.4% -494 1.3K -7 0.00 162.42 N/A N/A 0 0 0 31 2024-12-09 $21.13 $17.00 64.3% 9.4% 16.4% 19.9% 0.0% -1.2% -24.0% -560 2.6K -9 0.00 162.35 N/A N/A 0 0 0 31 2024-12-10 $21.07 $17.00 68.4% 10.2% 15.6% 22.2% 0.0% -0.1% -17.5% -732 3.4K -11 0.00 162.26 N/A N/A 0 0 0 31 2024-12-11 $20.91 $17.00 35.8% 10.3% 15.8% 4.1% 0.0% -0.8% -20.1% -803 3.7K -11 0.00 162.46 N/A N/A 0 0 0 31 2024-12-12 $20.82 $17.00 36.3% 10.4% 15.4% 4.4% 0.0% -0.8% -20.1% -862 4.2K -11 0.00 162.53 N/A N/A 0 0 0 31 2024-12-13 $20.68 $17.00 37.8% 10.8% 15.4% 12.9% 0.0% -1.1% -19.9% -1.3K 6.5K -22 0.00 162.45 N/A N/A 0 0 0 31 2024-12-16 $20.52 $17.00 41.6% 11.9% 15.0% 18.1% 0.0% -0.4% -23.7% -1.3K 6.8K -20 0.00 162.00 N/A N/A 0 0 0 31 2024-12-17 $20.49 $17.00 39.4% 11.3% 14.7% 15.2% 0.0% -0.5% -17.7% -1.3K 6.5K -19 0.00 161.97 N/A N/A 0 0 0 31 2024-12-18 $20.03 $17.00 40.5% 11.6% 16.4% 16.7% 0.0% -1.4% -12.1% -1.5K 8.3K -22 0.00 158.41 N/A N/A 0 0 0 31 2024-12-19 $19.89 $17.00 42.4% 12.2% 16.5% 19.3% 0.0% -1.1% -9.9% -1.5K 9.5K -23 0.00 159.81 N/A N/A 0 0 0 31 2024-12-20 $19.77 $17.00 34.7% 9.9% 16.0% 8.7% 0.0% 1.9% -8.0% -575 4.7K -21 0.00 157.48 N/A N/A 0 0 0 31 2024-12-23 $19.77 $17.00 37.3% 10.7% 16.0% 12.3% 0.0% 1.1% -9.8% -573 4.8K -20 0.00 159.27 N/A N/A 0 0 0 20 2024-12-24 $19.89 $17.00 36.7% 10.5% 14.6% 11.4% 0.0% 0.9% -9.7% -543 4.4K -20 0.00 160.00 N/A N/A 0 0 0 20 2024-12-26 $19.97 $17.00 37.7% 10.8% 14.6% 12.9% 0.0% 1.1% -10.6% -522 4.1K -18 0.00 159.06 N/A N/A 0 0 0 20 2024-12-27 $19.87 $17.00 38.0% 10.9% 14.2% 13.2% 0.0% 0.9% -10.4% -540 4.3K -17 0.00 160.26 N/A N/A 0 0 0 20 2024-12-30 $19.84 $17.00 41.1% 11.8% 11.3% 17.4% 0.0% 0.9% -12.3% -546 4.3K -16 0.00 157.78 N/A N/A 0 0 0 20 2024-12-31 $19.77 $17.00 46.0% 13.2% 10.8% 24.2% 0.0% 0.6% -15.1% -582 4.8K -17 0.00 157.47 N/A N/A 0 0 0 20
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