HTZ Options History — January 2007

Name: HTZ Options Analytics - January 2007
Creator: Options Analysis Suite

In January 2007, HTZ traded between $72.50 and $83.97. ATM implied volatility averaged 24.1%. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 6.4% (HV 20d: 30.4%). Max pain ranged from $65.16 to $86.88. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.67.

Notable Days

2007-01-24: Highest Volume — 2,335 contracts
2007-01-31: Largest IV drop — 27.0% change
2007-01-23: Largest Expected Move — 7.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.56	$72.50	$83.97	$75.07	$80.89
Max Pain	$73.31	$65.16	$86.88	$65.16	$76.02
ATM IV	24.1%	19.4%	27.3%	24.0%	19.4%
Expected Move	7.0%	5.6%	7.8%	6.9%	5.6%
HV 20d	30.4%	29.3%	31.6%	31.6%	29.3%
Term Structure	2.9%	-1.4%	9.9%	2.5%	9.9%
VWIV	25.8%	16.5%	58.7%	24.0%	20.2%
Bid-Ask Spread %	82.34	18.49	105.44	67.93	105.44
Gamma HHI	0.57	0.47	0.97	0.50	0.51
Net GEX	14.6K	-156.3K	80.5K	9.9K	64.4K
Net DEX	-1.5M	-2.7M	1.6M	-1.7M	-1.9M
Net VEX	-12.0K	-44.6K	-1.1K	-1.3K	-43.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.67	0.00	10.00	0.00	10.00
Total Volume	129.4	1	2,335	14	8
Total OI	845.15	153	2,580	281	2,580

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
2007-01-03	$75.07	$65.16	24.0%	6.9%	0.0%	0.0%	24.0%	0.0%	2.5%	9.9K	-1.7M	-1.3K	0.00	67.93	N/A	N/A	0	14	258	23
2007-01-04	$74.93	$65.16	24.1%	6.9%	0.0%	0.0%	24.2%	0.0%	2.0%	6.6K	-1.6M	-1.4K	0.00	75.28	N/A	N/A	6	0	258	31
2007-01-05	$75.76	$65.16	23.5%	7.4%	0.0%	0.0%	25.6%	0.0%	2.8%	4.3K	-1.7M	-1.4K	0.00	85.60	N/A	N/A	7	0	261	31
2007-01-08	$75.24	$65.16	23.2%	7.4%	0.0%	0.0%	25.9%	0.0%	2.3%	7.9K	-1.7M	-1.4K	2.67	84.96	N/A	N/A	2	7	268	31
2007-01-09	$73.89	$65.16	21.1%	7.3%	0.0%	0.0%	25.6%	0.0%	2.7%	13.2K	-1.6M	-1.5K	7.50	85.07	N/A	N/A	1	7	270	26
2007-01-10	$74.20	$65.16	26.4%	7.3%	0.0%	0.0%	23.6%	0.0%	2.3%	13.8K	-1.6M	-1.4K	0.00	83.84	N/A	N/A	0	3	270	26
2007-01-11	$72.50	$76.02	25.6%	7.3%	0.0%	0.0%	25.7%	0.0%	2.6%	16.3K	-1.5M	-1.5K	0.00	88.02	N/A	N/A	1	0	270	28
2007-01-12	$74.33	$76.02	24.5%	7.0%	0.0%	0.0%	24.5%	0.0%	3.2%	12.5K	-1.6M	-1.4K	0.00	88.38	N/A	N/A	7	0	272	28
2007-01-16	$74.98	$76.02	25.2%	7.2%	0.0%	0.0%	25.2%	0.0%	3.2%	13.9K	-1.7M	-1.4K	3.33	51.52	N/A	N/A	1	2	276	28
2007-01-17	$75.41	$76.02	25.1%	7.2%	0.0%	0.0%	0.0%	0.0%	3.4%	10.7K	-1.7M	-1.3K	0.00	18.49	N/A	N/A	2	0	276	30
2007-01-18	$75.50	$76.02	24.9%	7.1%	0.0%	0.0%	26.0%	0.0%	1.6%	10.1K	-1.7M	-1.3K	0.00	88.72	N/A	N/A	9	0	279	30
2007-01-19	$75.24	$76.02	24.7%	7.1%	0.0%	0.0%	0.0%	0.0%	5.4%	12.5K	-1.7M	-1.4K	0.00	88.03	N/A	N/A	1	0	282	30
2007-01-22	$79.02	$76.02	23.3%	6.7%	0.0%	0.0%	26.2%	0.0%	9.2%	14.1K	-918.6K	-1.1K	2.83	84.28	N/A	N/A	10	30	140	13
2007-01-23	$81.54	$76.02	27.3%	7.8%	0.0%	0.0%	26.0%	0.0%	-1.4%	8.4K	-1.0M	-1.3K	0.00	82.08	N/A	N/A	17	0	148	29
2007-01-24	$83.97	$76.02	24.1%	6.9%	0.0%	0.0%	24.0%	0.0%	1.3%	9.6K	-1.1M	-1.2K	1.01	90.67	N/A	N/A	1,160	1,175	158	29
2007-01-25	$82.93	$76.02	24.7%	7.1%	31.6%	0.0%	24.7%	0.0%	0.8%	-156.3K	1.6M	-44.6K	0.42	91.23	N/A	N/A	61	25	735	1,767
2007-01-26	$82.06	$86.88	20.6%	5.9%	31.2%	0.0%	16.5%	0.0%	0.4%	80.5K	-2.7M	-44.3K	2.30	96.60	N/A	N/A	2	6	1,364	1,211
2007-01-29	$82.19	$76.02	23.1%	6.6%	30.3%	0.0%	17.8%	0.0%	-1.4%	78.8K	-2.7M	-43.7K	0.07	97.52	N/A	N/A	14	1	1,362	1,207
2007-01-30	$81.54	$76.02	26.6%	7.6%	29.8%	0.0%	58.7%	0.0%	5.1%	60.4K	-2.1M	-43.6K	0.00	93.07	N/A	N/A	9	0	1,371	1,207
2007-01-31	$80.89	$76.02	19.4%	5.6%	29.3%	0.0%	20.2%	0.0%	9.9%	64.4K	-1.9M	-43.3K	10.00	105.44	N/A	N/A	1	7	1,373	1,207