HTZ Options History — April 2010

In April 2010, HTZ traded between $45.22 and $64.07. ATM implied volatility averaged 44.7%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 3.9% (HV 20d: 48.6%). Max pain ranged from $43.44 to $54.30. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.37.

Notable Days

  • 2010-04-26: Highest Volume — 4,189 contracts
  • 2010-04-14: Largest IV spike — 90.7% change
  • 2010-04-23: Highest IV Rank — 35.9%
  • 2010-04-23: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.22$45.22$64.07$45.22$62.81
Max Pain$45.51$43.44$54.30$43.44$54.30
ATM IV44.7%26.1%59.5%34.7%46.0%
Expected Move13.7%10.0%17.1%10.0%13.2%
HV 20d48.6%30.1%66.5%30.1%66.5%
HV 60d47.4%41.9%53.5%41.9%53.5%
IV Rank17.9%0.0%35.9%1.5%23.2%
IV Percentile20.0%0.0%46.8%1.2%22.2%
Term Structure-0.3%-6.4%8.8%8.8%3.5%
VWIV48.9%35.0%62.9%35.0%46.5%
Skew 25d10.0%0.5%15.8%8.7%14.7%
Skew 10d21.2%-4.7%50.8%50.8%25.2%
Call IV 25d41.8%33.5%63.1%36.3%39.1%
Put IV 25d51.8%42.3%63.6%45.0%53.8%
Bid-Ask Spread %19.7510.9925.9221.2918.37
Gamma HHI0.480.390.700.650.51
Net GEX143.6K65.2K323.2K94.8K164.8K
Net DEX-16.0M-29.8M-5.1M-5.1M-23.5M
Net VEX-78.9K-108.2K-65.1K-79.7K-108.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.370.0113.232.330.73
Total Volume634.81174,18933782
Total OI8,747.2867,62613,5877,64513,587

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-04-01$45.22$43.4434.7%10.0%30.1%1.5%35.0%8.7%8.8%94.8K-5.1M-79.7K2.3321.29N/AN/A10234,4183,227
2010-04-05$46.83$43.4434.7%14.1%30.9%1.5%47.4%9.3%-2.8%89.4K-7.5M-79.1K0.5121.94N/AN/A31164,4223,204
2010-04-06$51.43$43.4441.7%12.6%44.1%8.6%44.8%0.5%-2.0%65.2K-12.4M-74.2K0.7316.49N/AN/A4553304,4273,204
2010-04-07$50.56$43.4430.3%12.0%44.9%0.0%42.5%4.8%-1.3%78.5K-11.4M-76.0K2.4120.00N/AN/A15364,4333,201
2010-04-08$52.17$43.4443.2%12.6%45.6%12.7%44.1%13.0%0.2%69.7K-13.1M-73.6K0.0819.64N/AN/A369314,4333,201
2010-04-09$51.91$43.4440.6%12.7%45.9%10.2%52.6%13.7%-0.6%102.0K-13.2M-76.2K0.0317.25N/AN/A13454,7403,177
2010-04-12$51.30$43.4433.3%13.4%46.4%3.0%46.7%12.5%-1.6%111.0K-12.9M-78.2K0.2921.77N/AN/A1434,8563,174
2010-04-13$51.95$43.4426.1%13.2%46.3%0.0%0.0%14.9%-1.0%112.6K-13.6M-75.1K0.5418.46N/AN/A53294,8603,171
2010-04-14$53.39$43.4449.8%13.2%46.5%22.5%46.0%15.5%-0.3%124.8K-15.5M-74.8K0.3324.97N/AN/A49164,9023,158
2010-04-15$52.87$43.4444.7%12.8%44.5%17.7%44.4%12.6%0.0%125.1K-14.9M-75.5K0.1223.33N/AN/A6784,8773,146
2010-04-16$51.35$43.4445.4%13.0%45.0%20.7%52.9%15.4%1.3%112.8K-13.3M-77.3K2.0425.17N/AN/A13254,9113,149
2010-04-19$50.83$43.4446.3%13.3%43.0%21.8%46.5%12.2%0.1%114.3K-11.8M-76.5K0.1918.66N/AN/A1734,6482,981
2010-04-20$51.78$43.4458.7%16.8%43.1%35.1%58.8%4.2%-6.4%108.2K-12.9M-73.7K0.0123.97N/AN/A72154,6482,982
2010-04-21$51.74$43.4457.5%16.5%43.0%33.8%57.5%12.9%-6.1%162.2K-13.7M-76.1K0.4518.85N/AN/A48225,0862,985
2010-04-22$55.30$43.4456.0%16.1%47.3%32.2%56.2%2.3%-5.0%166.7K-17.4M-74.8K0.3125.92N/AN/A31105,0982,998
2010-04-23$55.95$43.4459.5%17.1%47.3%35.9%62.9%0.5%-2.7%155.9K-18.2M-74.8K0.0619.20N/AN/A1,302745,1013,006
2010-04-26$63.81$43.4450.7%14.5%63.2%26.5%51.3%5.8%-2.6%323.2K-29.8M-65.1K0.3310.99N/AN/A3,1511,0386,2513,056
2010-04-27$61.51$54.3046.2%13.2%65.5%21.9%46.7%9.1%2.4%312.0K-25.5M-76.3K3.0612.31N/AN/A2597936,7243,695
2010-04-28$61.77$54.3047.8%13.7%65.6%23.7%49.3%11.3%4.5%250.2K-25.4M-84.3K13.2314.33N/AN/A2132,8126,8354,248
2010-04-29$64.07$54.3045.7%13.1%65.6%22.8%46.4%15.8%4.2%171.4K-25.4M-108.2K1.0021.77N/AN/A1591596,6446,829
2010-04-30$62.81$54.3046.0%13.2%66.5%23.2%46.5%14.7%3.5%164.8K-23.5M-108.1K0.7318.37N/AN/A4523306,7246,863