HTZ Options History — June 2009 In June 2009, HTZ traded between $28.02 and $35.36. ATM implied volatility averaged 79.7%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded below realized volatility by 13.5% (HV 20d: 93.1%). Max pain ranged from $21.72 to $21.72. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 6.12.
Notable Days 2009-06-15 : Highest Volume — 1,531 contracts2009-06-08 : Largest IV spike — 16.6% change2009-06-22 : Highest IV Rank — 22.4%2009-06-22 : Largest Expected Move — 26.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.73 $28.02 $35.36 $30.76 $34.71 Max Pain $21.72 $21.72 $21.72 $21.72 $21.72 ATM IV 79.7% 62.6% 92.3% 79.7% 73.9% Expected Move 23.6% 17.9% 26.5% 22.8% 21.2% HV 20d 93.1% 62.5% 127.6% 127.6% 85.9% HV 60d 135.4% 118.1% 157.6% 157.6% 118.3% IV Rank 16.9% 9.6% 22.4% 17.6% 13.6% IV Percentile 22.6% 11.5% 33.3% 23.8% 14.7% Term Structure 10.3% 0.5% 19.1% 7.6% 13.0% VWIV 84.2% 59.3% 103.2% 78.9% 73.9% Skew 25d 24.9% -11.6% 69.5% -8.4% 26.1% Skew 10d 63.9% -15.0% 125.5% -7.7% 60.7% Call IV 25d 79.1% 65.0% 91.9% 71.0% 80.7% Put IV 25d 104.0% 60.7% 144.8% 62.6% 106.8% Bid-Ask Spread % 28.73 6.59 46.18 14.69 19.98 Gamma HHI 0.43 0.23 0.81 0.45 0.23 Net GEX 26.0K -2.9K 70.1K 49.4K 1.5K Net DEX -2.8M -4.7M -234.1K -4.2M -1.4M Net VEX -7.6K -12.6K -4.4K -5.5K -12.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.12 0.00 63.54 0.08 21.18 Total Volume 235.364 10 1,531 33 56 Total OI 3,464.455 2,553 5,253 2,553 4,155
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 2009-06-01 $30.76 $21.72 79.7% 22.8% 127.6% 17.6% 78.9% -8.4% 7.6% 49.4K -4.2M -5.5K 0.08 14.69 N/A N/A 31 2 2,063 490 2009-06-02 $29.50 $21.72 66.8% 19.1% 115.4% 11.6% 66.2% -4.4% 18.4% 52.6K -3.8M -4.7K 0.11 26.59 N/A N/A 96 10 2,079 491 2009-06-03 $28.02 $21.72 62.6% 17.9% 107.2% 9.6% 0.0% -11.6% 12.3% 53.5K -3.3M -5.2K 0.21 23.18 N/A N/A 32 7 2,172 490 2009-06-04 $28.32 $21.72 63.4% 18.2% 103.8% 10.0% 59.3% -3.0% 19.1% 56.0K -3.5M -4.4K 1.00 6.59 N/A N/A 69 69 2,190 495 2009-06-05 $29.50 $21.72 64.0% 24.6% 105.7% 10.3% 86.0% 0.2% 3.6% 53.4K -3.8M -5.1K 0.00 35.47 N/A N/A 10 0 2,223 544 2009-06-08 $29.28 $21.72 74.7% 24.8% 105.7% 15.3% 88.1% -2.5% 0.5% 52.7K -3.8M -4.8K 0.37 22.70 N/A N/A 25 9 2,228 544 2009-06-09 $31.10 $21.72 71.5% 23.7% 107.8% 13.8% 81.9% 64.3% 7.9% 52.5K -4.5M -4.9K 0.81 17.52 N/A N/A 6 5 2,231 547 2009-06-10 $30.76 $21.72 73.3% 24.0% 103.7% 14.6% 83.8% 69.5% 5.3% 51.8K -4.4M -4.7K 5.65 20.17 N/A N/A 3 22 2,231 547 2009-06-11 $31.36 $21.72 84.9% 24.3% 95.6% 20.1% 85.3% 15.9% 3.2% 59.4K -4.7M -4.8K 0.03 39.66 N/A N/A 145 5 2,234 531 2009-06-12 $31.54 $21.72 88.7% 25.4% 93.9% 20.7% 88.3% -7.1% 4.8% 70.1K -4.7M -4.9K 2.93 46.18 N/A N/A 177 520 2,263 535 2009-06-15 $28.15 $21.72 89.7% 25.7% 101.9% 21.2% 103.2% 34.1% 7.6% 10.8K -3.0M -4.8K 63.54 31.09 N/A N/A 24 1,507 2,251 1,013 2009-06-16 $28.63 $21.72 91.6% 26.3% 95.5% 22.1% 99.7% 55.2% 12.2% 2.8K -2.7M -8.7K 19.84 30.17 N/A N/A 45 900 2,251 2,292 2009-06-17 $29.37 $21.72 89.6% 25.7% 93.5% 21.1% 89.2% 40.1% 14.1% 413 -2.7M -10.4K 0.12 27.37 N/A N/A 24 3 2,277 2,944 2009-06-18 $30.45 $21.72 89.2% 25.6% 67.5% 20.9% 89.2% 38.7% 14.2% 1.1K -2.9M -10.6K 0.07 31.21 N/A N/A 81 6 2,305 2,944 2009-06-19 $31.06 $21.72 89.3% 25.6% 62.5% 21.0% 89.1% 37.5% 15.3% 1.8K -3.1M -10.8K 2.72 42.38 N/A N/A 8 23 2,319 2,934 2009-06-22 $28.54 $21.72 92.3% 26.5% 70.2% 22.4% 99.2% 38.8% 10.1% 551 -234.1K -10.4K 6.91 33.60 N/A N/A 2 17 773 2,644 2009-06-23 $28.80 $21.72 90.1% 25.8% 70.1% 21.4% 90.3% 40.0% 9.3% 722 -266.3K -10.4K 4.35 35.20 N/A N/A 6 23 776 2,647 2009-06-24 $30.45 $21.72 83.4% 23.9% 72.7% 18.2% 86.9% 38.3% 13.9% 884 -448.9K -10.5K 0.65 35.89 N/A N/A 69 45 779 2,670 2009-06-25 $35.32 $21.72 79.1% 22.7% 88.0% 16.1% 78.9% 32.8% 14.3% 3.9K -1.4M -8.8K 2.86 36.58 N/A N/A 100 287 825 2,677 2009-06-26 $35.10 $21.72 78.7% 22.6% 87.7% 15.9% 78.6% 28.0% 8.7% -2.9K -1.2M -10.0K 0.97 36.02 N/A N/A 181 175 878 2,863 2009-06-29 $35.36 $21.72 76.8% 22.0% 87.2% 15.0% 72.9% 25.1% 12.0% -332 -1.4M -10.1K 0.31 19.80 N/A N/A 269 84 968 2,905 2009-06-30 $34.71 $21.72 73.9% 21.2% 85.9% 13.6% 73.9% 26.1% 13.0% 1.5K -1.4M -12.6K 21.18 19.98 N/A N/A 2 54 1,190 2,965
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