HTZ Options History — May 2013

In May 2013, HTZ traded between $101.65 and $113.03. ATM implied volatility averaged 29.7%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 0.3% (HV 20d: 29.3%). Max pain ranged from $82.54 to $108.60. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.99.

Notable Days

  • 2013-05-28: Highest Volume — 4,928 contracts
  • 2013-05-02: Largest IV drop — 11.9% change
  • 2013-05-01: Highest IV Rank — 27.7%
  • 2013-05-01: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$109.03$101.65$113.03$101.65$112.21
Max Pain$94.19$82.54$108.60$99.91$108.60
ATM IV29.7%25.9%36.7%36.7%25.9%
Expected Move8.7%7.4%10.5%10.5%7.4%
HV 20d29.3%22.3%38.6%37.8%22.3%
HV 60d34.0%32.2%36.5%36.1%32.4%
IV Rank15.3%8.7%27.7%27.7%8.7%
IV Percentile14.2%5.2%41.7%41.7%5.2%
Term Structure2.8%0.4%6.2%0.8%4.2%
VWIV30.5%26.0%37.1%37.1%26.0%
Skew 25d3.9%-0.1%5.9%2.5%2.2%
Skew 10d9.9%-0.4%17.1%6.9%-0.4%
Call IV 25d28.7%25.1%35.6%35.6%25.1%
Put IV 25d32.6%26.6%38.1%38.1%27.4%
Bid-Ask Spread %9.545.4012.0911.796.81
Gamma HHI0.330.240.580.240.29
Net GEX2.1M-265.5K4.6M1.1M-265.5K
Net DEX-62.6M-102.4M-31.7M-31.7M-46.6M
Net VEX-224.9K-360.5K-162.2K-164.5K-360.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.056.160.521.15
Total Volume1,479.3642344,9281,939567
Total OI17,417.27312,36722,39615,20122,396

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-05-01$101.65$99.9136.7%10.5%37.8%27.7%37.1%2.5%0.8%1.1M-31.7M-164.5K0.5211.79N/AN/A1,2736669,1966,005
2013-05-02$103.39$99.9132.3%9.3%38.1%20.0%32.6%5.9%2.7%1.7M-43.7M-174.0K0.2011.03N/AN/A8861759,9415,558
2013-05-03$105.56$99.9131.4%9.0%38.6%18.4%30.5%5.0%3.0%2.4M-57.1M-173.6K0.1911.97N/AN/A64212410,5565,621
2013-05-06$108.43$82.5434.5%9.9%38.3%24.0%35.0%5.1%0.4%2.2M-67.6M-162.2K0.228.65N/AN/A2,82962510,2705,636
2013-05-07$107.78$86.8833.0%9.4%38.4%21.2%33.3%3.5%1.7%2.4M-68.0M-176.1K0.2410.54N/AN/A55213511,0356,004
2013-05-08$107.52$86.8831.4%9.6%37.3%18.3%33.9%5.5%1.3%2.5M-68.5M-178.1K0.3212.09N/AN/A1,01432011,1346,093
2013-05-09$106.69$86.8831.7%9.5%37.5%18.9%33.4%3.2%1.2%2.7M-65.6M-203.0K0.539.63N/AN/A58931411,6536,351
2013-05-10$107.95$86.8829.4%9.2%37.6%14.9%31.9%3.4%1.3%3.0M-74.3M-200.8K0.577.10N/AN/A30017012,0286,383
2013-05-13$107.12$86.8832.3%9.4%27.9%20.0%32.5%4.4%1.6%3.1M-69.4M-200.7K0.628.03N/AN/A27216812,1076,455
2013-05-14$108.47$86.8828.6%8.8%24.8%13.4%30.9%5.5%2.5%3.5M-80.1M-191.3K0.509.62N/AN/A50225312,1256,561
2013-05-15$109.69$86.8826.9%8.8%24.1%10.3%31.6%4.7%3.6%3.4M-86.6M-190.6K0.5311.79N/AN/A59031212,0956,722
2013-05-16$109.38$86.8829.3%8.4%24.2%14.7%29.3%4.4%4.0%3.6M-86.3M-191.7K0.1110.66N/AN/A4174512,1916,756
2013-05-17$112.86$86.8826.5%7.6%24.9%9.6%27.2%2.6%6.2%4.6M-102.4M-181.2K0.059.86N/AN/A2,50312012,2266,761
2013-05-20$111.73$86.8828.7%8.2%23.8%13.7%30.1%4.9%2.4%2.0M-57.3M-199.6K0.2311.31N/AN/A3,0977188,9583,409
2013-05-21$111.42$91.2328.3%8.1%23.9%12.9%28.5%3.6%3.5%2.0M-60.9M-260.0K0.7211.01N/AN/A27219610,6093,833
2013-05-22$110.30$91.2328.5%8.2%24.5%13.2%29.1%3.9%3.6%2.0M-56.5M-264.4K6.1611.62N/AN/A3502,15610,7044,052
2013-05-23$109.73$104.2628.9%8.3%24.6%14.0%29.0%5.3%3.0%1.2M-46.8M-285.4K0.487.71N/AN/A1587610,7466,006
2013-05-24$109.47$104.2628.2%8.1%23.3%12.7%27.8%4.9%2.6%1.2M-45.7M-284.9K0.4010.14N/AN/A2148510,8196,053
2013-05-28$113.03$104.2626.2%7.5%25.2%9.2%26.7%1.8%3.6%1.6M-62.2M-274.8K1.496.44N/AN/A1,9802,94810,8706,097
2013-05-29$112.55$108.6027.2%7.8%25.3%11.0%26.4%-0.1%3.8%538.9K-55.5M-304.6K3.686.65N/AN/A5662,08211,2438,507
2013-05-30$111.64$108.6026.7%7.6%22.8%10.0%27.5%3.1%4.3%-251.2K-45.7M-325.5K2.895.40N/AN/A33095511,4809,935
2013-05-31$112.21$108.6025.9%7.4%22.3%8.7%26.0%2.2%4.2%-265.5K-46.6M-360.5K1.156.81N/AN/A26430311,59610,800