HTZ Options History — January 2009 In January 2009, HTZ traded between $20.89 and $26.32. ATM implied volatility averaged 113.5%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 33.7%. IV traded above realized volatility by 7.7% (HV 20d: 105.8%). Max pain ranged from $10.86 to $21.72. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 8.98.
Notable Days 2009-01-23 : Highest Volume — 107 contracts2009-01-12 : Largest IV spike — 15.4% change2009-01-20 : Highest IV Rank — 41.9%2009-01-20 : Largest Expected Move — 36.1%Monthly Statistics Metric Avg Min Max Open Close Price $23.66 $20.89 $26.32 $23.07 $21.98 Max Pain $21.18 $10.86 $21.72 $10.86 $21.72 ATM IV 113.5% 95.9% 126.0% 112.1% 119.5% Expected Move 33.7% 31.7% 36.1% 32.1% 34.3% HV 20d 105.8% 96.6% 114.6% 104.2% 100.3% HV 60d 205.3% 197.8% 212.2% 212.2% 198.7% IV Rank 36.3% 28.3% 41.9% 35.6% 39.0% IV Percentile 76.9% 68.3% 81.7% 78.6% 78.6% Term Structure 6.4% -9.2% 19.2% 6.1% 4.1% VWIV 110.6% 59.3% 145.0% 111.1% 119.5% Skew 25d 17.4% -9.8% 41.9% -9.8% 21.8% Skew 10d 44.3% -15.0% 92.8% -15.0% 71.6% Call IV 25d 105.1% 85.4% 114.3% 102.7% 113.9% Put IV 25d 122.5% 92.9% 142.8% 92.9% 135.7% Bid-Ask Spread % 52.68 25.62 82.76 49.55 26.48 Gamma HHI 0.28 0.25 0.35 0.28 0.28 Net GEX 626 -325 2.6K 472 -141 Net DEX -34.6K -152.2K 52.5K -8.0K 16.0K Net VEX -1.3K -1.5K -1.1K -1.2K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 8.98 0.00 100.00 0.68 16.15 Total Volume 26.2 0 107 15 80 Total OI 530.7 451 635 457 635
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 2009-01-02 $23.07 $10.86 112.1% 32.1% 104.2% 35.6% 111.1% -9.8% 6.1% 472 -8.0K -1.2K 0.68 49.55 N/A N/A 9 6 203 254 2009-01-05 $23.41 $21.72 117.3% 31.7% 99.1% 38.0% 112.4% 9.7% -0.6% -325 -28.7K -1.1K 0.00 66.61 N/A N/A 0 29 209 260 2009-01-06 $26.32 $21.72 108.9% 32.8% 98.5% 34.2% 103.4% 18.7% 4.5% 642 -111.4K -1.3K 0.23 54.95 N/A N/A 56 13 209 242 2009-01-07 $24.89 $21.72 101.3% 33.5% 100.4% 30.8% 116.3% 13.7% 9.6% 1.2K -104.5K -1.4K 0.06 61.07 N/A N/A 7 0 258 252 2009-01-08 $25.93 $21.72 109.1% 33.3% 98.9% 34.3% 95.7% 16.1% 19.2% 1.4K -136.1K -1.4K 0.90 57.34 N/A N/A 2 2 260 252 2009-01-09 $26.15 $21.72 95.9% 34.7% 99.1% 28.3% 107.1% 17.1% 11.1% 2.1K -152.2K -1.5K 4.73 55.89 N/A N/A 3 16 262 254 2009-01-12 $25.67 $21.72 110.6% 32.5% 97.2% 35.0% 104.4% 7.4% -4.5% 1.8K -137.6K -1.4K 1.72 57.23 N/A N/A 10 18 266 252 2009-01-13 $25.41 $21.72 100.4% 35.0% 96.6% 30.3% 106.6% 9.4% 7.6% 1.8K -150.1K -1.3K 0.13 51.57 N/A N/A 18 2 272 230 2009-01-14 $22.98 $21.72 109.1% 34.6% 105.0% 34.3% 121.2% 8.6% 11.1% 2.6K -78.0K -1.2K 0.00 57.88 N/A N/A 0 28 274 235 2009-01-15 $23.41 $21.72 118.6% 34.0% 105.0% 38.6% 0.0% 5.3% 7.0% 23 -39.5K -1.3K 100.00 61.00 N/A N/A 0 23 274 285 2009-01-16 $22.89 $21.72 113.9% 32.7% 106.3% 36.4% 113.9% 27.3% 12.5% -44 -19.4K -1.2K 8.33 70.24 N/A N/A 1 6 274 283 2009-01-20 $20.89 $21.72 126.0% 36.1% 113.4% 41.9% 0.0% -7.3% 2.3% 20 48.5K -1.1K 0.00 82.76 N/A N/A 0 7 246 254 2009-01-21 $23.07 $21.72 116.4% 33.4% 113.9% 37.6% 0.0% 6.0% 6.0% 30 41.3K -1.1K 0.58 59.58 N/A N/A 12 7 246 256 2009-01-22 $22.07 $21.72 119.7% 34.3% 113.3% 39.0% 0.0% 31.1% 8.5% 214 25.3K -1.2K 0.00 39.18 N/A N/A 0 0 258 262 2009-01-23 $22.24 $21.72 116.6% 33.4% 112.9% 37.7% 116.6% 28.2% 5.9% 148 34.0K -1.2K 0.00 59.41 N/A N/A 0 107 258 262 2009-01-26 $22.02 $21.72 116.9% 33.5% 113.3% 37.8% 0.0% 26.9% 11.6% -234 50.2K -1.3K 0.00 27.46 N/A N/A 2 0 258 327 2009-01-27 $22.72 $21.72 124.3% 35.6% 112.4% 41.1% 126.5% 39.9% -9.2% -205 52.5K -1.3K 1.18 62.78 N/A N/A 3 5 258 327 2009-01-28 $25.20 $21.72 117.0% 33.5% 114.6% 37.8% 59.3% 41.9% 4.4% 750 -8.9K -1.4K 0.02 27.01 N/A N/A 30 1 260 331 2009-01-29 $22.76 $21.72 116.3% 33.3% 111.5% 37.5% 145.0% 37.1% 10.0% 271 14.7K -1.4K 0.00 25.62 N/A N/A 21 0 283 333 2009-01-30 $21.98 $21.72 119.5% 34.3% 100.3% 39.0% 119.5% 21.8% 4.1% -141 16.0K -1.4K 16.15 26.48 N/A N/A 5 75 302 333
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