HTZ Options History — March 2009 In March 2009, HTZ traded between $8.69 and $21.07. ATM implied volatility averaged 140.7%, placing in the 48.5% IV rank vs the trailing year. The 30-day expected move averaged 38.5%. IV traded below realized volatility by 28.3% (HV 20d: 169.0%). 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 8 of 22 days. Put/call ratio averaged 7.53.
Notable Days 2009-03-10 : Highest Volume — 64 contracts2009-03-23 : Largest IV drop — 30.2% change2009-03-10 : Highest IV Rank — 66.9%2009-03-03 : Largest Expected Move — 49.1%Monthly Statistics Metric Avg Min Max Open Close Price $13.76 $8.69 $21.07 $12.64 $17.07 Max Pain $16.29 $10.86 $21.72 $21.72 $21.72 ATM IV 140.7% 89.1% 181.5% 147.4% 128.4% Expected Move 38.5% 25.6% 49.1% 42.3% 36.8% HV 20d 169.0% 87.8% 225.0% 87.8% 225.0% HV 60d 130.7% 102.0% 150.7% 102.2% 150.7% IV Rank 48.5% 25.3% 66.9% 51.5% 43.0% IV Percentile 79.5% 46.4% 94.8% 89.3% 77.0% Term Structure -0.3% -37.3% 56.5% -12.7% -17.9% VWIV 133.7% 99.6% 160.2% 143.7% 160.2% Skew 25d 32.0% 3.8% 60.8% 3.8% 33.7% Skew 10d 59.0% 3.8% 99.3% 3.8% 69.9% Call IV 25d 107.8% 74.9% 150.4% 145.5% 106.3% Put IV 25d 139.8% 122.8% 167.1% 149.3% 139.9% Bid-Ask Spread % 35.27 17.60 88.46 17.74 26.61 Gamma HHI 0.67 0.37 0.90 0.57 0.47 Net GEX -1.4K -3.5K 189 -457 -541 Net DEX 119.5K -14.4K 193.7K 117.8K 47.9K Net VEX -864 -1.1K -522 -669 -1.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.53 0.00 30.00 2.25 7.50 Total Volume 15.955 0 64 19 8 Total OI 682.364 391 822 751 464
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 2009-03-02 $12.64 $21.72 147.4% 42.3% 87.8% 51.5% 0.0% 3.8% -12.7% -457 117.8K -669 2.25 17.74 N/A N/A 6 13 392 359 2009-03-03 $12.73 $21.72 171.3% 49.1% 88.5% 62.3% 0.0% 11.8% -37.3% -1.3K 128.0K -850 0.00 22.02 N/A N/A 0 43 389 353 2009-03-04 $14.42 $21.72 135.9% 39.0% 102.8% 46.4% 0.0% 50.0% 26.9% -1.1K 114.5K -1.0K 9.90 22.38 N/A N/A 2 23 389 396 2009-03-05 $11.29 $21.72 168.8% 48.4% 129.6% 61.2% 0.0% 16.8% -17.4% -2.0K 168.0K -896 19.00 18.20 N/A N/A 0 5 391 417 2009-03-06 $9.73 $10.86 175.7% 42.1% 136.0% 64.3% 0.0% 45.1% 7.7% -1.9K 186.2K -781 3.40 33.59 N/A N/A 10 33 391 419 2009-03-09 $8.69 $10.86 177.8% 39.9% 131.2% 65.3% 0.0% 14.7% 6.6% -1.9K 193.7K -705 0.00 31.11 N/A N/A 0 9 383 434 2009-03-10 $10.86 $10.86 181.5% 41.2% 156.8% 66.9% 143.7% 25.4% 1.7% -2.4K 189.2K -855 18.79 29.80 N/A N/A 3 61 383 429 2009-03-11 $10.77 $10.86 175.4% 39.7% 156.7% 64.2% 0.0% 3.9% -10.0% -2.4K 192.5K -844 0.00 35.85 N/A N/A 0 5 386 419 2009-03-12 $13.12 $10.86 122.7% 35.2% 177.6% 40.4% 0.0% 32.1% 37.6% -727 124.3K -522 0.00 88.46 N/A N/A 3 0 386 421 2009-03-13 $11.95 $10.86 142.3% 40.8% 178.0% 49.3% 0.0% 6.5% -15.4% -3.0K 176.7K -880 0.83 32.13 N/A N/A 2 2 387 421 2009-03-16 $12.34 $10.86 153.4% 44.0% 179.4% 54.3% 0.0% 36.0% -18.5% -977 131.9K -804 30.00 31.36 N/A N/A 0 7 387 424 2009-03-17 $11.47 $10.86 148.4% 42.5% 179.4% 52.0% 0.0% 31.0% -9.6% -3.5K 185.8K -856 0.00 27.67 N/A N/A 0 2 387 430 2009-03-18 $12.90 $10.86 149.6% 42.9% 186.6% 52.5% 0.0% 26.7% -15.0% -1.2K 145.3K -808 0.00 33.67 N/A N/A 3 0 387 429 2009-03-19 $12.77 $10.86 148.2% 42.5% 186.6% 51.9% 148.6% 41.6% -10.4% -1.2K 135.1K -867 5.10 36.54 N/A N/A 2 12 388 429 2009-03-20 $14.68 $10.86 127.7% 36.6% 185.8% 42.7% 0.0% 37.0% 33.7% -1.3K 138.4K -849 0.00 43.62 N/A N/A 0 2 390 432 2009-03-23 $17.29 $21.72 89.1% 25.6% 194.0% 25.3% 99.6% 52.6% 10.1% -1.3K 61.9K -874 0.16 56.07 N/A N/A 29 5 100 291 2009-03-24 $16.59 $21.72 91.7% 26.3% 194.3% 26.4% 0.0% 60.8% -2.3% -906 52.5K -940 0.00 56.29 N/A N/A 3 0 113 294 2009-03-25 $16.77 $21.72 97.4% 27.9% 194.3% 29.0% 0.0% 52.8% -9.2% -1.1K 65.1K -900 0.00 40.43 N/A N/A 0 0 114 294 2009-03-26 $21.07 $21.72 120.8% 34.6% 208.4% 39.5% 0.0% 47.2% -7.5% -95 -14.4K -1.0K 0.00 17.60 N/A N/A 36 0 114 294 2009-03-27 $18.16 $21.72 116.4% 33.4% 216.5% 37.6% 116.4% 40.0% -4.6% 189 -5.6K -1.1K 16.00 27.50 N/A N/A 1 18 150 294 2009-03-30 $15.46 $21.72 126.4% 36.2% 222.8% 42.1% 160.2% 34.6% 56.5% -1.1K 94.5K -904 7.50 47.25 N/A N/A 0 3 151 311 2009-03-31 $17.07 $21.72 128.4% 36.8% 225.0% 43.0% 0.0% 33.7% -17.9% -541 47.9K -1.1K 7.50 26.61 N/A N/A 1 7 151 313
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