HTZ Options History — April 2013

In April 2013, HTZ traded between $95.18 and $105.08. ATM implied volatility averaged 40.2%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 0.0% (HV 20d: 40.2%). Max pain ranged from $91.23 to $99.91. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.79.

Notable Days

  • 2013-04-29: Highest Volume — 3,681 contracts
  • 2013-04-30: Largest IV drop — 17.9% change
  • 2013-04-25: Highest IV Rank — 43.7%
  • 2013-04-25: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$101.15$95.18$105.08$95.18$104.60
Max Pain$95.17$91.23$99.91$91.23$99.91
ATM IV40.2%33.1%45.7%35.6%33.4%
Expected Move11.7%9.5%13.1%10.2%9.6%
HV 20d40.2%25.4%46.0%25.4%39.0%
HV 60d33.6%26.9%36.4%26.9%36.1%
IV Rank34.0%21.5%43.7%25.8%21.9%
IV Percentile49.5%23.0%63.5%34.1%23.8%
Term Structure-1.8%-5.1%2.6%0.6%1.6%
VWIV41.0%33.3%45.7%35.7%33.6%
Skew 25d4.7%2.7%6.1%5.0%3.7%
Skew 10d11.1%6.1%21.5%13.8%12.6%
Call IV 25d38.9%31.1%44.9%34.4%32.9%
Put IV 25d43.6%35.0%49.9%39.4%36.7%
Bid-Ask Spread %14.209.0519.8912.0113.10
Gamma HHI0.250.200.340.260.29
Net GEX1.1M466.2K1.5M466.2K1.4M
Net DEX-44.6M-63.1M-28.2M-28.2M-43.2M
Net VEX-142.5K-164.1K-106.6K-125.5K-164.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.062.930.061.09
Total Volume1,253.3642143,6811,2711,658
Total OI13,672.22710,35116,71010,78115,440

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-04-01$95.18$91.2335.6%10.2%25.4%25.8%35.7%5.0%0.6%466.2K-28.2M-125.5K0.0612.01N/AN/A1,197745,9624,819
2013-04-02$101.69$91.2333.1%9.5%33.0%21.5%33.3%3.9%2.6%937.8K-50.2M-106.6K0.2310.60N/AN/A1,5263496,7204,796
2013-04-03$97.83$91.2337.0%10.6%36.0%28.3%37.0%4.1%2.5%636.9K-33.5M-120.9K0.769.05N/AN/A1,9261,4706,1464,973
2013-04-04$97.44$91.2337.3%10.7%36.2%28.8%37.0%5.0%2.1%646.4K-32.1M-140.1K0.8311.04N/AN/A1521257,3205,958
2013-04-05$98.00$95.5738.1%11.1%35.9%30.2%41.0%5.9%-0.9%648.4K-32.7M-137.4K0.7411.64N/AN/A1,5061,1087,1375,471
2013-04-08$101.00$95.5737.6%11.5%37.1%29.5%40.7%5.5%-2.4%889.4K-48.1M-141.2K0.2510.26N/AN/A7731908,1546,397
2013-04-09$101.30$95.5738.2%12.1%36.7%30.4%40.4%4.5%-3.4%1.0M-51.2M-143.3K0.1816.02N/AN/A9021628,5066,363
2013-04-10$104.17$95.5734.7%11.1%37.0%24.2%38.8%4.7%-1.8%1.2M-60.5M-146.7K0.1316.63N/AN/A9541258,9996,471
2013-04-11$103.87$95.5739.0%11.2%35.5%31.9%39.4%4.5%-1.7%1.3M-61.4M-152.8K0.3319.21N/AN/A233779,4766,492
2013-04-12$103.74$95.5738.7%11.1%35.1%31.4%39.4%4.7%-1.6%1.4M-61.2M-151.0K0.6312.08N/AN/A131839,5106,515
2013-04-15$97.05$95.5744.9%12.9%43.1%42.3%44.2%4.2%-1.6%1.1M-36.5M-152.8K2.2613.78N/AN/A3818619,4986,528
2013-04-16$101.04$95.5743.8%12.5%45.1%40.3%44.3%4.1%-2.7%907.9K-50.3M-152.6K2.9314.23N/AN/A2066029,6287,082
2013-04-17$99.65$95.5744.0%12.6%45.2%40.7%44.3%3.7%-2.5%889.5K-46.1M-150.6K0.9016.54N/AN/A1501359,7166,831
2013-04-18$100.39$95.5744.0%12.6%45.0%40.8%44.7%3.1%-3.3%1.1M-50.7M-143.2K1.4619.89N/AN/A2373459,5816,786
2013-04-19$103.04$95.5742.2%12.1%45.3%37.6%45.5%5.8%-3.2%1.5M-63.1M-139.0K1.6917.35N/AN/A4116969,6326,878
2013-04-22$101.00$95.5744.5%12.8%46.0%41.7%43.9%6.1%-3.6%1.0M-33.9M-141.8K0.2613.75N/AN/A366947,0863,265
2013-04-23$101.13$95.5743.8%12.5%45.8%40.3%43.2%6.1%-4.5%1.2M-35.0M-142.5K0.3117.16N/AN/A306947,3333,330
2013-04-24$101.35$95.5744.4%12.7%45.6%41.6%42.7%5.2%-3.2%1.2M-36.6M-144.6K0.1413.14N/AN/A569777,5253,393
2013-04-25$102.52$95.5745.7%13.1%45.0%43.7%45.7%5.0%-4.7%1.2M-38.7M-143.3K0.0712.34N/AN/A642467,3613,372
2013-04-26$105.08$95.5744.3%12.7%45.6%41.4%45.3%2.7%-5.1%1.4M-46.9M-142.9K1.4417.65N/AN/A1,2111,7437,7473,404
2013-04-29$104.13$99.9140.6%11.6%45.3%34.8%41.1%5.6%-2.5%1.2M-40.8M-152.9K0.6515.00N/AN/A2,2311,4508,1415,047
2013-04-30$104.60$99.9133.4%9.6%39.0%21.9%33.6%3.7%1.6%1.4M-43.2M-164.1K1.0913.10N/AN/A7948649,2956,145