HTZ Options History — April 2009 In April 2009, HTZ traded between $18.33 and $34.01. ATM implied volatility averaged 116.6%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 33.4%. IV traded below realized volatility by 55.5% (HV 20d: 172.0%). Max pain ranged from $21.72 to $21.72. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.65.
Notable Days 2009-04-17 : Highest Volume — 149 contracts2009-04-15 : Largest IV spike — 19.1% change2009-04-15 : Highest IV Rank — 44.3%2009-04-15 : Largest Expected Move — 37.7%Monthly Statistics Metric Avg Min Max Open Close Price $26.47 $18.33 $34.01 $18.33 $29.54 Max Pain $21.72 $21.72 $21.72 $21.72 $21.72 ATM IV 116.6% 102.6% 131.4% 119.9% 102.6% Expected Move 33.4% 29.4% 37.7% 34.4% 29.4% HV 20d 172.0% 139.0% 222.3% 222.3% 139.0% HV 60d 157.7% 150.2% 162.9% 151.4% 162.7% IV Rank 37.6% 31.3% 44.3% 39.1% 31.3% IV Percentile 62.1% 44.4% 77.0% 68.3% 44.4% Term Structure -6.6% -13.9% 1.3% 0.2% 0.2% VWIV 115.3% 102.6% 127.7% 120.2% 102.6% Skew 25d 24.3% 17.2% 34.1% 33.9% 23.8% Skew 10d 50.8% 16.6% 90.0% 82.6% 46.7% Call IV 25d 99.7% 90.8% 116.5% 108.9% 90.8% Put IV 25d 124.0% 111.5% 142.8% 142.8% 114.6% Bid-Ask Spread % 30.41 14.77 49.63 31.61 32.01 Gamma HHI 0.38 0.30 0.48 0.38 0.39 Net GEX 1.9K -66 3.7K -66 3.6K Net DEX -277.5K -614.3K 23.7K 23.7K -367.2K Net VEX -1.8K -2.9K -1.1K -1.1K -2.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.65 0.00 9.00 0.26 0.04 Total Volume 36.952 0 149 11 32 Total OI 590.143 470 806 470 806
Daily Data (21 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 2009-04-01 $18.33 $21.72 119.9% 34.4% 222.3% 39.1% 120.2% 33.9% 0.2% -66 23.7K -1.1K 0.26 31.61 N/A N/A 9 2 152 318 2009-04-02 $19.72 $21.72 119.3% 34.2% 201.3% 38.9% 0.0% 34.1% 1.3% 392 -8.2K -1.2K 1.92 26.28 N/A N/A 6 12 160 318 2009-04-03 $21.07 $21.72 120.6% 34.7% 190.4% 39.5% 0.0% 28.3% -3.6% 609 -43.5K -1.2K 0.00 38.52 N/A N/A 14 0 166 322 2009-04-06 $19.81 $21.72 124.2% 34.5% 185.7% 41.1% 120.3% 25.3% -4.6% 1.1K -30.2K -1.2K 0.00 49.63 N/A N/A 13 0 180 322 2009-04-07 $18.90 $21.72 122.9% 34.5% 175.1% 40.5% 0.0% 21.6% -5.2% 959 -3.9K -1.2K 0.00 47.10 N/A N/A 0 0 189 322 2009-04-08 $19.46 $21.72 117.1% 33.9% 174.6% 37.9% 0.0% 30.6% -3.3% 1.2K -9.9K -1.2K 0.00 37.10 N/A N/A 5 0 188 322 2009-04-09 $23.89 $21.72 116.2% 33.3% 175.6% 37.5% 107.4% 17.3% -7.1% 581 -193.5K -1.2K 1.44 36.55 N/A N/A 10 14 192 322 2009-04-13 $26.11 $21.72 129.3% 37.1% 170.5% 43.4% 127.7% 21.0% -11.1% 1.1K -279.9K -1.3K 3.24 21.61 N/A N/A 5 16 203 310 2009-04-14 $27.28 $21.72 110.3% 31.6% 170.5% 34.8% 112.6% 23.9% -6.3% 1.1K -329.5K -1.2K 0.95 23.27 N/A N/A 28 26 205 325 2009-04-15 $26.98 $21.72 131.4% 37.7% 166.4% 44.3% 104.7% 25.8% -9.2% 842 -300.3K -1.3K 0.05 14.94 N/A N/A 43 2 207 341 2009-04-16 $30.89 $21.72 110.9% 31.8% 167.6% 35.1% 116.1% 19.5% -9.8% 1.8K -461.6K -1.4K 0.12 21.96 N/A N/A 28 3 236 321 2009-04-17 $34.01 $21.72 110.8% 31.8% 167.3% 35.0% 119.3% 18.2% -8.4% 2.5K -614.3K -1.6K 0.99 14.77 N/A N/A 75 74 261 325 2009-04-20 $28.32 $21.72 114.2% 32.7% 182.6% 36.6% 118.2% 17.2% -13.9% 2.8K -332.9K -1.9K 0.63 31.40 N/A N/A 20 13 279 288 2009-04-21 $29.28 $21.72 111.3% 31.9% 176.0% 35.3% 0.0% 22.9% -9.2% 3.1K -369.0K -2.0K 0.00 24.18 N/A N/A 9 0 296 300 2009-04-22 $31.41 $21.72 113.7% 32.6% 174.8% 36.3% 116.4% 23.7% -6.9% 3.7K -478.8K -2.0K 1.58 39.22 N/A N/A 28 45 300 300 2009-04-23 $31.15 $21.72 115.3% 33.1% 175.2% 37.1% 115.6% 26.6% -7.8% 3.4K -486.9K -2.3K 1.16 38.71 N/A N/A 32 37 326 338 2009-04-24 $32.84 $21.72 119.0% 34.1% 159.4% 38.7% 119.7% 19.9% -11.2% 3.4K -565.9K -2.7K 9.00 34.98 N/A N/A 1 6 343 375 2009-04-27 $28.76 $21.72 113.8% 32.6% 157.2% 36.4% 116.1% 24.9% -6.0% 2.6K -334.6K -2.6K 2.73 26.47 N/A N/A 8 21 344 381 2009-04-28 $29.24 $21.72 117.7% 33.7% 141.6% 38.2% 118.7% 28.1% -11.9% 2.9K -355.4K -2.6K 8.33 21.18 N/A N/A 6 46 351 386 2009-04-29 $28.97 $21.72 107.6% 30.9% 140.0% 33.6% 109.4% 23.4% -4.1% 2.5K -285.6K -2.8K 0.55 27.06 N/A N/A 56 31 355 418 2009-04-30 $29.54 $21.72 102.6% 29.4% 139.0% 31.3% 102.6% 23.8% 0.2% 3.6K -367.2K -2.9K 0.04 32.01 N/A N/A 31 1 386 420
« Mar 2009 | All History | May 2009 » Home HTZ History April 2009