HTZ Options History — February 2007

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

In February 2007, HTZ traded between $82.10 and $96.66. ATM implied volatility averaged 25.9%. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 2.0% (HV 20d: 27.9%). Max pain ranged from $54.30 to $76.02. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 2.06.

Notable Days

2007-02-27: Highest Volume — 62 contracts
2007-02-05: Largest IV spike — 35.4% change
2007-02-27: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$90.21	$82.10	$96.66	$82.32	$92.35
Max Pain	$60.59	$54.30	$76.02	$76.02	$65.16
ATM IV	25.9%	18.1%	29.3%	22.4%	25.9%
Expected Move	7.6%	6.4%	8.4%	6.4%	7.4%
HV 20d	27.9%	25.7%	30.2%	29.0%	25.7%
Term Structure	-0.7%	-3.1%	1.7%	-2.3%	-1.8%
VWIV	25.8%	20.4%	31.1%	25.3%	29.2%
Skew 25d	0.4%	-4.0%	3.7%	-2.5%	1.8%
Skew 10d	4.4%	-7.8%	21.3%	-4.3%	17.3%
Call IV 25d	27.0%	24.9%	29.1%	27.5%	26.6%
Put IV 25d	27.5%	23.0%	30.5%	25.0%	28.4%
Bid-Ask Spread %	80.65	30.73	97.83	97.83	89.54
Gamma HHI	0.57	0.52	0.60	0.52	0.56
Net GEX	130.8K	87.5K	162.0K	91.4K	119.0K
Net DEX	-7.1M	-9.8M	-3.2M	-3.3M	-7.8M
Net VEX	-34.1K	-42.8K	-25.6K	-42.8K	-31.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.06	0.00	23.33	0.00	1.54
Total Volume	16.632	2	62	15	8
Total OI	2,590.368	2,545	2,645	2,577	2,606

Daily Data (19 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
2007-02-01	$82.32	$76.02	22.4%	6.4%	29.0%	0.0%	0.0%	0.0%	-2.3%	91.4K	-3.3M	-42.8K	0.00	97.83	N/A	N/A	15	0	1,373	1,204
2007-02-02	$82.10	$54.30	18.1%	6.7%	29.0%	0.0%	0.0%	0.0%	1.0%	87.5K	-3.2M	-42.8K	0.00	74.71	N/A	N/A	0	5	1,377	1,204
2007-02-05	$84.40	$54.30	24.5%	7.0%	30.1%	0.0%	0.0%	0.0%	1.3%	114.8K	-4.0M	-41.7K	1.00	86.77	N/A	N/A	2	2	1,377	1,209
2007-02-06	$85.62	$54.30	22.9%	7.2%	29.8%	0.0%	25.3%	0.0%	0.4%	141.0K	-5.0M	-40.2K	0.00	84.38	N/A	N/A	10	0	1,378	1,207
2007-02-07	$86.71	$54.30	23.5%	7.4%	28.5%	0.0%	25.8%	0.0%	-0.3%	149.3K	-5.4M	-39.3K	0.00	84.50	N/A	N/A	2	0	1,379	1,207
2007-02-08	$88.53	$54.30	26.4%	7.6%	28.8%	0.0%	26.4%	-2.5%	-0.7%	156.6K	-6.6M	-37.3K	0.70	81.45	N/A	N/A	20	14	1,379	1,207
2007-02-09	$89.92	$54.30	25.1%	7.2%	26.2%	0.0%	25.7%	0.9%	1.7%	152.0K	-7.3M	-35.6K	2.08	84.61	N/A	N/A	13	25	1,387	1,219
2007-02-12	$88.18	$54.30	27.8%	8.0%	27.8%	0.0%	23.5%	-1.2%	-2.0%	162.0K	-6.8M	-36.1K	5.71	82.05	N/A	N/A	1	9	1,392	1,244
2007-02-13	$88.44	$65.16	28.1%	8.1%	27.8%	0.0%	0.0%	-3.5%	-0.7%	152.4K	-6.6M	-37.8K	0.00	68.08	N/A	N/A	2	0	1,390	1,253
2007-02-14	$92.18	$65.16	28.7%	8.2%	30.2%	0.0%	27.3%	2.5%	-1.3%	130.2K	-8.3M	-33.5K	0.21	79.12	N/A	N/A	28	6	1,392	1,253
2007-02-15	$93.92	$54.30	27.8%	8.0%	30.1%	0.0%	28.1%	1.5%	-2.2%	115.6K	-9.1M	-31.4K	0.00	77.59	N/A	N/A	8	0	1,379	1,252
2007-02-16	$95.13	$54.30	27.6%	7.9%	29.7%	0.0%	31.1%	2.6%	-1.7%	126.7K	-9.8M	-28.0K	23.33	82.41	N/A	N/A	1	16	1,379	1,252
2007-02-20	$96.66	$65.16	26.5%	7.6%	26.3%	0.0%	0.0%	-3.4%	0.3%	122.1K	-9.7M	-25.6K	0.00	89.53	N/A	N/A	6	0	1,309	1,236
2007-02-21	$94.44	$65.16	26.9%	7.7%	27.5%	0.0%	20.4%	3.0%	-0.6%	131.3K	-9.0M	-27.6K	0.00	80.98	N/A	N/A	5	0	1,313	1,236
2007-02-22	$94.27	$65.16	26.7%	7.7%	26.4%	0.0%	25.4%	3.7%	-0.2%	134.0K	-9.1M	-27.0K	0.00	81.62	N/A	N/A	3	0	1,317	1,236
2007-02-23	$93.66	$65.16	27.0%	7.8%	25.9%	0.0%	21.6%	2.0%	-0.3%	131.1K	-8.5M	-29.8K	0.00	86.34	N/A	N/A	8	0	1,318	1,236
2007-02-26	$92.79	$65.16	26.7%	7.7%	25.8%	0.0%	29.2%	2.5%	-0.5%	128.8K	-8.0M	-30.8K	0.22	90.07	N/A	N/A	37	8	1,314	1,236
2007-02-27	$92.35	$65.16	29.3%	8.4%	26.1%	0.0%	22.4%	-4.0%	-3.1%	140.1K	-8.1M	-29.4K	2.35	30.73	N/A	N/A	18	44	1,325	1,242
2007-02-28	$92.35	$65.16	25.9%	7.4%	25.7%	0.0%	29.2%	1.8%	-1.8%	119.0K	-7.8M	-31.2K	1.54	89.54	N/A	N/A	3	5	1,326	1,280