HTZ Options History — December 2008 In December 2008, HTZ traded between $11.86 and $22.02. ATM implied volatility averaged 164.2%, placing in the 59.1% IV rank vs the trailing year. The 30-day expected move averaged 46.9%. IV traded below realized volatility by 83.3% (HV 20d: 247.5%). Max pain ranged from $10.86 to $21.72. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.58.
Notable Days 2008-12-09 : Highest Volume — 88 contracts2008-12-30 : Largest IV spike — 47.6% change2008-12-03 : Highest IV Rank — 92.5%2008-12-03 : Largest Expected Move — 68.3%Monthly Statistics Metric Avg Min Max Open Close Price $15.46 $11.86 $22.02 $11.86 $22.02 Max Pain $16.29 $10.86 $21.72 $21.72 $10.86 ATM IV 164.2% 82.0% 238.1% 229.0% 127.3% Expected Move 46.9% 23.5% 68.3% 65.7% 36.5% HV 20d 247.5% 97.8% 314.1% 304.8% 103.9% HV 60d 209.7% 208.1% 213.3% 208.6% 213.3% IV Rank 59.1% 22.1% 92.5% 88.4% 42.5% IV Percentile 88.5% 63.1% 99.2% 99.2% 82.5% Term Structure -13.9% -65.6% 59.1% -54.7% -13.7% VWIV 127.2% 67.6% 164.6% 131.5% 127.3% Skew 25d 22.3% -5.4% 84.3% 84.3% 6.8% Skew 10d 48.4% 0.5% 81.5% 72.0% 20.3% Call IV 25d 133.7% 80.0% 237.8% 141.5% 89.4% Put IV 25d 156.0% 96.1% 238.4% 225.8% 96.1% Bid-Ask Spread % 61.47 16.00 187.50 43.76 23.13 Gamma HHI 0.37 0.31 0.46 0.40 0.31 Net GEX -636 -993 142 -325 142 Net DEX 159.7K 15.5K 238.1K 166.1K 15.5K Net VEX -1.0K -1.2K -860 -1.1K -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.58 0.00 8.33 0.02 0.09 Total Volume 13.409 0 88 18 27 Total OI 814.455 446 1,000 979 457
Daily Data (22 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 2008-12-01 $11.86 $21.72 229.0% 65.7% 304.8% 88.4% 131.5% 84.3% -54.7% -325 166.1K -1.1K 0.02 43.76 N/A N/A 18 0 558 421 2008-12-02 $13.03 $21.72 230.9% 66.2% 308.0% 89.2% 0.0% 1.0% -65.0% -657 186.4K -1.0K 0.00 35.46 N/A N/A 0 5 564 421 2008-12-03 $13.42 $21.72 238.1% 68.3% 309.0% 92.5% 0.0% 0.5% -50.7% -628 180.3K -1.1K 0.00 34.48 N/A N/A 0 0 564 421 2008-12-04 $12.64 $21.72 220.6% 63.3% 308.8% 84.6% 0.0% 84.3% -28.3% -266 157.5K -1.2K 0.00 16.00 N/A N/A 2 0 564 421 2008-12-05 $14.29 $21.72 223.8% 64.2% 312.1% 86.0% 0.0% 4.7% -65.6% -698 189.6K -1.1K 0.00 33.65 N/A N/A 5 0 566 421 2008-12-08 $15.64 $21.72 236.3% 67.7% 314.1% 91.6% 0.0% 10.1% 59.1% -623 180.2K -1.2K 0.10 40.91 N/A N/A 9 1 570 421 2008-12-09 $15.25 $0.00 202.9% 0.0% 313.4% 76.6% 0.0% 8.9% 0.0% -707 187.0K -1.1K 6.58 187.50 N/A N/A 12 76 579 421 2008-12-10 $15.55 $0.00 153.1% 51.0% 313.5% 54.1% 163.8% 6.3% -41.7% -483 184.9K -1.1K 0.00 71.31 N/A N/A 1 0 588 372 2008-12-11 $14.90 $21.72 174.2% 49.9% 308.7% 63.6% 164.6% 36.4% -26.0% -344 159.7K -1.1K 4.67 67.16 N/A N/A 3 16 588 372 2008-12-12 $14.60 $21.72 183.6% 52.6% 296.6% 67.9% 0.0% 21.8% -49.4% -522 207.9K -939 0.42 60.60 N/A N/A 6 2 590 383 2008-12-15 $14.16 $21.72 171.2% 49.1% 296.0% 62.3% 0.0% 6.6% -24.9% -556 204.4K -904 0.00 41.56 N/A N/A 0 2 589 386 2008-12-16 $14.64 $21.72 176.3% 50.6% 290.1% 64.6% 0.0% 54.1% -29.7% -759 220.2K -860 2.00 70.49 N/A N/A 7 14 589 383 2008-12-17 $15.03 $10.86 170.1% 48.8% 290.2% 61.8% 138.1% 7.7% -33.0% -573 205.8K -1.0K 0.20 46.05 N/A N/A 5 1 596 392 2008-12-18 $15.46 $10.86 141.6% 40.6% 256.5% 48.9% 0.0% 2.5% 33.7% -711 222.0K -969 1.00 53.66 N/A N/A 2 2 596 392 2008-12-19 $16.99 $10.86 82.4% 23.6% 212.4% 22.2% 0.0% 37.2% 36.2% -888 238.1K -911 0.00 91.61 N/A N/A 7 0 596 392 2008-12-22 $16.12 $10.86 101.4% 29.1% 202.9% 30.8% 97.2% 45.7% 37.0% -760 96.1K -953 1.53 89.39 N/A N/A 13 18 197 249 2008-12-23 $15.94 $10.86 143.4% 41.1% 175.8% 49.7% 0.0% 43.2% -25.0% -930 110.8K -913 0.00 31.09 N/A N/A 0 2 200 260 2008-12-24 $16.12 $10.86 105.6% 30.3% 175.6% 32.7% 0.0% 8.1% -14.5% -993 112.0K -894 0.00 65.00 N/A N/A 0 2 200 259 2008-12-26 $17.07 $10.86 98.2% 28.2% 129.1% 29.4% 67.6% 9.0% 47.1% -990 105.7K -920 0.00 66.06 N/A N/A 9 0 200 259 2008-12-29 $16.38 $10.86 82.0% 23.5% 126.3% 22.1% 0.0% -5.4% 32.7% -862 99.6K -925 8.33 109.83 N/A N/A 2 23 206 259 2008-12-30 $19.07 $10.86 121.1% 34.7% 97.8% 39.7% 0.0% 16.6% -15.1% -849 83.4K -897 2.00 73.70 N/A N/A 1 2 206 250 2008-12-31 $22.02 $10.86 127.3% 36.5% 103.9% 42.5% 127.3% 6.8% -13.7% 142 15.5K -1.2K 0.09 23.13 N/A N/A 25 2 205 252
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