HTZ Options History — April 2014 In April 2014, HTZ traded between $112.38 and $123.68. ATM implied volatility averaged 34.5%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 3.2% (HV 20d: 37.8%). Max pain ranged from $108.60 to $108.60. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.45.
Notable Days 2014-04-17 : Highest Volume — 7,079 contracts2014-04-10 : Largest IV spike — 29.9% change2014-04-29 : Highest IV Rank — 47.2%2014-04-22 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $118.93 $112.38 $123.68 $119.55 $123.68 Max Pain $108.60 $108.60 $108.60 $108.60 $108.60 ATM IV 34.5% 26.2% 40.1% 26.6% 40.0% Expected Move 10.2% 9.9% 10.4% 10.0% 10.4% HV 20d 37.8% 33.5% 41.4% 33.5% 36.5% HV 60d 34.7% 31.9% 36.6% 32.0% 34.5% IV Rank 30.4% 5.1% 47.2% 6.3% 47.0% IV Percentile 51.7% 1.6% 81.7% 2.4% 81.7% Term Structure -1.5% -6.4% 6.5% 6.4% -6.0% VWIV 35.6% 34.0% 37.8% 35.2% 37.6% Skew 25d 3.2% 0.5% 5.5% 2.1% 5.4% Skew 10d 6.3% -1.1% 17.3% 12.2% 8.2% Call IV 25d 34.9% 26.9% 39.8% 26.9% 37.4% Put IV 25d 38.1% 27.6% 43.5% 29.0% 42.8% Bid-Ask Spread % 11.24 9.02 15.25 9.02 15.25 Gamma HHI 0.16 0.13 0.40 0.15 0.14 Net GEX 9.1M 5.0M 20.3M 7.8M 11.8M Net DEX -218.0M -324.5M -92.9M -193.5M -324.5M Net VEX -1.2M -1.3M -1.2M -1.2M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.03 2.87 0.31 0.08 Total Volume 2,146.429 580 7,079 1,569 2,277 Total OI 71,829.429 67,662 77,012 67,662 75,715
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 2014-04-01 $119.55 $108.60 26.6% 10.0% 33.5% 6.3% 35.2% 2.1% 6.4% 7.8M -193.5M -1.2M 0.31 9.02 N/A N/A 1,198 371 42,569 25,093 2014-04-02 $120.76 $108.60 26.2% 10.0% 33.7% 5.1% 36.9% 0.5% 6.3% 8.7M -219.1M -1.2M 0.68 10.38 N/A N/A 464 314 43,347 25,275 2014-04-03 $119.37 $108.60 27.2% 10.0% 33.9% 8.1% 34.2% 0.7% 6.5% 8.1M -197.9M -1.2M 0.23 10.56 N/A N/A 1,648 378 43,081 25,274 2014-04-04 $117.20 $108.60 27.5% 9.9% 34.4% 8.8% 34.0% 1.9% -1.4% 7.4M -163.4M -1.2M 0.18 10.45 N/A N/A 1,175 209 44,401 25,167 2014-04-07 $112.38 $108.60 30.5% 10.2% 37.3% 18.0% 34.3% 1.8% -0.8% 5.0M -92.9M -1.2M 0.27 12.18 N/A N/A 1,754 481 45,385 25,233 2014-04-08 $114.12 $108.60 29.8% 10.0% 35.5% 16.1% 34.4% 2.4% -2.7% 5.8M -116.6M -1.2M 0.18 9.90 N/A N/A 1,271 231 45,668 25,465 2014-04-09 $119.59 $108.60 28.7% 10.1% 38.0% 12.5% 0.0% 3.6% -1.9% 9.0M -216.8M -1.3M 0.58 9.58 N/A N/A 1,164 677 46,522 25,439 2014-04-10 $114.77 $108.60 37.3% 10.0% 40.9% 38.7% 35.1% 3.3% -1.9% 6.1M -128.4M -1.2M 0.16 12.06 N/A N/A 520 84 46,363 25,442 2014-04-11 $113.68 $108.60 37.4% 10.1% 41.0% 39.1% 37.1% 3.0% -2.1% 5.7M -113.3M -1.2M 0.18 11.63 N/A N/A 1,173 208 46,444 25,415 2014-04-14 $112.95 $108.60 38.9% 10.3% 37.2% 43.7% 35.0% 2.2% -3.0% 5.0M -95.8M -1.2M 0.04 11.00 N/A N/A 5,567 238 47,048 25,481 2014-04-15 $113.90 $108.60 38.7% 10.2% 37.4% 43.2% 35.2% 1.5% -2.6% 5.6M -120.8M -1.2M 1.26 10.50 N/A N/A 410 514 49,523 25,538 2014-04-16 $118.90 $108.60 38.5% 10.2% 40.6% 42.4% 34.7% 3.5% -2.7% 8.8M -219.2M -1.2M 0.08 10.93 N/A N/A 3,343 264 48,973 25,583 2014-04-17 $121.94 $108.60 37.0% 10.4% 41.4% 37.9% 35.3% 5.3% -2.4% 20.3M -314.6M -1.2M 0.03 9.71 N/A N/A 6,875 204 51,464 25,548 2014-04-21 $122.63 $108.60 36.2% 10.4% 40.8% 35.5% 36.7% 2.7% -2.0% 10.0M -290.2M -1.3M 0.12 13.15 N/A N/A 2,468 305 47,787 21,453 2014-04-22 $123.37 $108.60 36.1% 10.4% 39.3% 35.2% 37.8% 5.5% -2.1% 10.4M -306.2M -1.3M 0.34 12.20 N/A N/A 434 146 48,259 21,510 2014-04-23 $122.98 $108.60 37.1% 10.4% 38.6% 38.1% 35.0% 2.9% -3.1% 10.6M -308.1M -1.3M 0.11 12.62 N/A N/A 1,320 144 48,579 21,607 2014-04-24 $122.72 $108.60 36.7% 10.4% 37.9% 36.9% 35.2% 3.8% -2.3% 11.0M -305.6M -1.3M 0.10 9.84 N/A N/A 1,912 196 49,404 21,689 2014-04-25 $120.85 $108.60 36.0% 10.4% 38.4% 34.8% 35.1% 5.0% -1.6% 11.2M -279.5M -1.3M 0.06 10.49 N/A N/A 1,778 105 50,630 21,821 2014-04-28 $119.81 $108.60 39.0% 10.3% 38.6% 43.9% 37.7% 3.7% -4.8% 11.3M -268.2M -1.3M 2.87 11.29 N/A N/A 643 1,846 51,907 21,849 2014-04-29 $122.42 $108.60 40.1% 10.3% 38.0% 47.2% 36.1% 5.4% -6.4% 11.7M -303.8M -1.3M 1.60 13.24 N/A N/A 295 471 52,224 23,243 2014-04-30 $123.68 $108.60 40.0% 10.4% 36.5% 47.0% 37.6% 5.4% -6.0% 11.8M -324.5M -1.3M 0.08 15.25 N/A N/A 2,114 163 52,230 23,485
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