HTZ Options History — June 2014 In June 2014, HTZ traded between $115.16 and $132.45. ATM implied volatility averaged 38.8%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 1.4% (HV 20d: 37.4%). 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 11 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2014-06-18 : Highest Volume — 25,467 contracts2014-06-06 : Largest IV drop — 16.3% change2014-06-18 : Highest IV Rank — 62.0%2014-06-18 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $122.12 $115.16 $132.45 $129.54 $121.76 Max Pain $108.60 $108.60 $108.60 $108.60 $108.60 ATM IV 38.8% 33.4% 44.9% 37.1% 41.6% Expected Move 10.6% 10.1% 11.1% 10.1% 10.6% HV 20d 37.4% 18.8% 42.9% 24.1% 42.4% HV 60d 34.8% 30.5% 36.5% 31.5% 34.8% IV Rank 43.3% 26.9% 62.0% 38.1% 52.1% IV Percentile 73.8% 42.9% 91.3% 69.8% 83.7% Term Structure -0.3% -5.2% 2.8% -4.6% -1.5% VWIV 37.1% 34.6% 40.2% 34.6% 37.0% Skew 25d 3.9% 2.5% 6.4% 5.5% 2.7% Skew 10d 8.6% 4.8% 21.9% 8.3% 10.6% Call IV 25d 37.6% 33.2% 42.6% 36.2% 40.8% Put IV 25d 41.5% 37.9% 45.8% 41.7% 43.5% Bid-Ask Spread % 14.13 10.42 23.42 11.65 12.43 Gamma HHI 0.15 0.11 0.22 0.17 0.15 Net GEX 11.6M 9.4M 18.9M 10.8M 9.9M Net DEX -292.6M -514.4M -150.0M -382.6M -229.6M Net VEX -1.6M -2.0M -1.3M -1.3M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.08 1.66 0.20 0.63 Total Volume 6,319.476 427 25,467 4,558 1,946 Total OI 101,503.476 82,540 136,832 82,540 87,734
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 2014-06-02 $129.54 $108.60 37.1% 10.1% 24.1% 38.1% 34.6% 5.5% -4.6% 10.8M -382.6M -1.3M 0.20 11.65 N/A N/A 3,799 759 53,733 28,807 2014-06-03 $130.28 $108.60 38.1% 10.2% 24.1% 41.3% 40.2% 4.1% -5.0% 11.8M -415.5M -1.3M 0.08 12.39 N/A N/A 4,241 320 55,642 28,773 2014-06-04 $131.36 $108.60 38.9% 10.2% 19.3% 43.7% 35.7% 4.6% -4.0% 12.8M -453.1M -1.3M 0.30 10.77 N/A N/A 3,916 1,180 58,139 28,937 2014-06-05 $132.45 $108.60 39.9% 10.2% 18.8% 46.7% 36.3% 4.0% -5.2% 12.6M -473.9M -1.3M 0.17 10.55 N/A N/A 1,215 209 59,149 29,719 2014-06-06 $120.46 $108.60 33.4% 10.5% 38.2% 26.9% 36.6% 4.8% 1.9% 10.6M -237.2M -1.3M 0.82 17.02 N/A N/A 12,852 10,497 59,069 29,818 2014-06-09 $116.99 $108.60 37.7% 10.6% 39.5% 40.2% 36.8% 4.7% 2.8% 9.4M -173.9M -1.4M 0.21 15.91 N/A N/A 10,702 2,201 64,145 36,167 2014-06-10 $118.33 $108.60 35.6% 10.6% 39.1% 33.6% 36.2% 6.4% 2.7% 11.1M -217.8M -1.6M 0.82 13.67 N/A N/A 4,373 3,603 69,245 37,403 2014-06-11 $115.46 $108.60 38.4% 10.6% 39.9% 42.2% 35.7% 2.7% 2.2% 10.4M -167.9M -1.6M 1.54 15.07 N/A N/A 2,093 3,220 71,470 39,489 2014-06-12 $115.38 $108.60 36.4% 10.5% 39.5% 36.0% 36.5% 4.0% 2.2% 9.7M -150.0M -1.6M 0.33 18.15 N/A N/A 2,012 672 70,848 42,036 2014-06-13 $115.16 $108.60 39.1% 10.7% 39.4% 44.2% 37.8% 2.7% -0.6% 9.8M -159.4M -1.6M 0.25 19.12 N/A N/A 7,320 1,855 72,150 42,224 2014-06-16 $116.29 $108.60 39.4% 10.7% 39.7% 45.4% 36.6% 4.8% 0.1% 12.3M -199.9M -1.6M 0.31 14.40 N/A N/A 4,446 1,392 76,631 42,947 2014-06-17 $117.42 $108.60 40.0% 10.8% 39.5% 46.9% 38.6% 3.8% -0.5% 13.7M -252.4M -1.6M 0.88 12.20 N/A N/A 3,406 3,005 77,414 43,545 2014-06-18 $123.07 $108.60 44.9% 11.1% 42.8% 62.0% 37.0% 3.2% -1.5% 15.0M -413.7M -1.7M 0.20 23.42 N/A N/A 21,185 4,282 78,419 43,640 2014-06-19 $124.63 $108.60 41.1% 10.7% 42.9% 50.5% 38.6% 3.9% -0.5% 18.9M -503.8M -2.0M 0.37 17.33 N/A N/A 2,233 836 88,731 46,557 2014-06-20 $124.41 $108.60 39.1% 10.7% 42.6% 44.3% 38.1% 4.0% 1.4% 15.4M -514.4M -1.9M 0.29 16.18 N/A N/A 4,641 1,355 89,784 47,048 2014-06-23 $124.46 $108.60 38.0% 10.6% 42.5% 41.0% 36.0% 3.0% 2.8% 10.0M -277.1M -1.9M 0.88 11.76 N/A N/A 1,735 1,533 58,168 25,917 2014-06-24 $122.33 $108.60 38.7% 10.6% 42.8% 43.0% 38.7% 2.7% 0.4% 9.7M -246.8M -1.9M 1.64 10.42 N/A N/A 463 757 59,093 27,054 2014-06-25 $121.33 $108.60 39.3% 10.6% 42.8% 44.9% 38.7% 4.6% 0.3% 9.4M -222.5M -1.9M 1.66 10.63 N/A N/A 413 687 59,306 27,535 2014-06-26 $121.89 $108.60 39.6% 10.6% 42.8% 45.8% 37.7% 2.5% -0.4% 9.6M -228.0M -1.9M 0.13 11.29 N/A N/A 823 105 59,356 27,997 2014-06-27 $121.55 $108.60 37.8% 10.7% 42.6% 40.5% 36.3% 3.3% 1.5% 9.7M -226.0M -1.9M 0.98 12.45 N/A N/A 215 212 59,704 28,030 2014-06-30 $121.76 $108.60 41.6% 10.6% 42.4% 52.1% 37.0% 2.7% -1.5% 9.9M -229.6M -1.8M 0.63 12.43 N/A N/A 1,197 749 59,704 28,030
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