HTZ Options History — February 2009 In February 2009, HTZ traded between $13.73 and $24.63. ATM implied volatility averaged 117.9%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 34.9%. IV traded above realized volatility by 22.9% (HV 20d: 94.9%). Max pain ranged from $21.72 to $32.58. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.17.
Notable Days 2009-02-23 : Highest Volume — 178 contracts2009-02-23 : Largest IV spike — 51.7% change2009-02-23 : Highest IV Rank — 54.9%2009-02-23 : Largest Expected Move — 44.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.57 $13.73 $24.63 $21.68 $13.73 Max Pain $28.01 $21.72 $32.58 $21.72 $21.72 ATM IV 117.9% 90.7% 154.8% 127.0% 128.0% Expected Move 34.9% 29.2% 44.4% 36.4% 36.7% HV 20d 94.9% 85.1% 102.6% 98.9% 85.5% HV 60d 167.9% 102.6% 198.7% 198.7% 102.6% IV Rank 38.2% 26.0% 54.9% 42.4% 42.8% IV Percentile 75.2% 57.1% 91.3% 82.1% 82.1% Term Structure -4.0% -87.0% 25.0% -3.4% 25.0% VWIV 122.0% 93.2% 184.2% 108.0% 145.2% Skew 25d 10.5% -33.7% 48.4% 33.8% 48.4% Skew 10d 25.9% -45.9% 77.0% 73.8% 52.1% Call IV 25d 115.8% 90.5% 176.7% 111.4% 96.8% Put IV 25d 126.3% 88.9% 184.5% 145.2% 145.2% Bid-Ask Spread % 28.90 14.94 75.46 29.51 19.24 Gamma HHI 0.39 0.28 0.58 0.29 0.53 Net GEX -447 -1.8K 1.2K -361 -1.1K Net DEX 63.9K -65.0K 163.9K 26.7K 138.6K Net VEX -1.1K -1.4K -567 -1.2K -868 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.00 6.64 0.00 0.83 Total Volume 23.368 0 178 0 4 Total OI 660.474 573 752 618 752
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 2009-02-02 $21.68 $21.72 127.0% 36.4% 98.9% 42.4% 0.0% 33.8% -3.4% -361 26.7K -1.2K 0.00 29.51 N/A N/A 0 0 306 312 2009-02-03 $22.02 $21.72 103.6% 29.7% 98.9% 31.8% 0.0% 30.9% 22.1% -696 44.0K -1.2K 0.36 31.82 N/A N/A 13 5 297 312 2009-02-04 $21.81 $21.72 107.3% 30.8% 88.1% 33.5% 108.0% 24.3% 13.9% -555 40.1K -1.3K 2.83 37.16 N/A N/A 6 16 305 317 2009-02-05 $20.98 $21.72 105.3% 30.2% 87.1% 32.5% 93.2% -6.1% 20.6% -788 57.0K -1.3K 0.00 40.89 N/A N/A 3 0 311 331 2009-02-06 $22.68 $32.58 106.9% 35.0% 90.8% 33.3% 122.0% 3.7% -16.4% -339 15.3K -1.3K 0.00 23.32 N/A N/A 17 0 313 331 2009-02-09 $24.63 $32.58 119.7% 36.6% 96.1% 39.1% 129.7% 23.7% -22.9% 1.2K -65.0K -1.3K 0.00 24.74 N/A N/A 2 0 322 331 2009-02-10 $22.94 $32.58 103.9% 35.7% 99.0% 31.9% 123.3% 10.1% -16.4% -484 -4.0K -1.4K 0.45 22.34 N/A N/A 12 5 325 331 2009-02-11 $22.42 $32.58 90.7% 34.6% 99.2% 26.0% 121.4% 7.3% -14.5% -1.1K 11.2K -1.3K 0.00 28.89 N/A N/A 2 0 329 330 2009-02-12 $22.98 $32.58 115.3% 33.1% 93.2% 37.1% 114.4% 7.9% -7.9% 1.1K -13.5K -1.2K 2.00 27.32 N/A N/A 0 1 328 330 2009-02-13 $22.11 $32.58 121.3% 34.8% 93.8% 39.8% 122.6% 5.0% -13.5% -1.8K 21.9K -1.3K 0.00 27.95 N/A N/A 2 0 328 331 2009-02-17 $20.50 $32.58 123.3% 35.3% 97.1% 40.7% 0.0% -13.5% -15.4% -1.8K 76.3K -1.1K 0.00 26.21 N/A N/A 0 0 330 331 2009-02-18 $19.64 $32.58 123.9% 35.5% 92.9% 40.9% 123.8% 20.7% -14.9% 257 119.4K -1.1K 1.00 19.24 N/A N/A 2 2 330 331 2009-02-19 $19.03 $32.58 124.5% 35.7% 85.1% 41.2% 106.4% 12.2% -19.7% 88 129.0K -1.0K 0.00 14.94 N/A N/A 0 18 333 330 2009-02-20 $16.03 $32.58 102.0% 29.2% 102.2% 31.1% 106.8% -33.7% 12.9% -676 163.9K -752 2.79 75.46 N/A N/A 12 33 333 323 2009-02-23 $15.20 $32.58 154.8% 44.4% 102.6% 54.9% 184.2% 7.8% 22.2% -661 105.0K -837 0.53 17.49 N/A N/A 116 62 285 288 2009-02-24 $14.77 $21.72 119.8% 34.3% 102.6% 39.1% 0.0% -32.3% -87.0% -327 134.7K -567 2.46 33.68 N/A N/A 20 47 375 313 2009-02-25 $14.68 $21.72 134.3% 38.5% 101.0% 45.6% 107.4% 14.6% 20.6% -28 92.7K -918 6.64 29.76 N/A N/A 6 38 401 322 2009-02-26 $14.07 $21.72 127.9% 36.7% 89.6% 42.8% 0.0% 35.0% 18.3% -427 119.9K -732 0.00 19.15 N/A N/A 0 0 391 361 2009-02-27 $13.73 $21.72 128.0% 36.7% 85.5% 42.8% 145.2% 48.4% 25.0% -1.1K 138.6K -868 0.83 19.24 N/A N/A 2 2 391 361
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