HTZ Options History — August 2014 In August 2014, HTZ traded between $116.94 and $137.10. ATM implied volatility averaged 39.5%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 15.1% (HV 20d: 24.5%). Max pain ranged from $125.98 to $139.01. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.51.
Notable Days 2014-08-20 : Highest Volume — 42,679 contracts2014-08-14 : Largest IV spike — 29.4% change2014-08-07 : Highest IV Rank — 80.3%2014-08-08 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $127.26 $116.94 $137.10 $120.59 $128.37 Max Pain $129.29 $125.98 $139.01 $139.01 $125.98 ATM IV 39.5% 30.7% 50.9% 43.6% 34.2% Expected Move 10.4% 10.0% 10.9% 10.6% 10.0% HV 20d 24.5% 16.9% 30.9% 16.9% 30.9% HV 60d 29.8% 28.0% 31.8% 28.5% 31.8% IV Rank 44.8% 16.6% 80.3% 58.1% 27.8% IV Percentile 63.6% 16.3% 96.0% 88.9% 39.3% Term Structure -0.8% -4.6% 7.3% -3.4% 2.2% VWIV 37.7% 34.5% 59.0% 35.9% 36.1% Skew 25d 3.2% -4.8% 7.0% 5.0% -4.8% Skew 10d 7.2% -0.8% 16.4% 5.0% 5.0% Call IV 25d 37.9% 31.4% 46.7% 43.5% 46.7% Put IV 25d 41.1% 32.2% 48.5% 48.5% 41.9% Bid-Ask Spread % 20.30 14.18 39.01 18.58 20.38 Gamma HHI 0.19 0.13 0.52 0.16 0.17 Net GEX 13.4M 7.2M 25.0M 8.5M 14.1M Net DEX -336.3M -527.2M -112.4M -168.1M -388.9M Net VEX -1.9M -2.4M -1.6M -1.6M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.05 1.65 0.05 0.74 Total Volume 6,913.762 913 42,679 4,642 4,877 Total OI 99,830.619 78,565 124,548 84,748 124,548
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 2014-08-01 $120.59 $139.01 43.6% 10.6% 16.9% 58.1% 0.0% 5.0% -3.4% 8.5M -168.1M -1.6M 0.05 18.58 N/A N/A 4,419 223 55,354 29,394 2014-08-04 $122.07 $139.01 47.3% 10.6% 17.3% 69.3% 35.9% 5.3% -2.9% 10.2M -202.2M -1.7M 0.09 19.57 N/A N/A 1,268 115 57,915 29,509 2014-08-05 $121.03 $130.32 43.2% 10.6% 17.2% 56.7% 37.0% 2.3% -3.3% 10.2M -192.1M -1.6M 0.12 18.14 N/A N/A 1,432 167 58,554 29,590 2014-08-06 $118.16 $130.32 47.2% 10.7% 18.6% 69.2% 59.0% 3.6% -3.4% 8.1M -135.9M -1.6M 0.12 15.32 N/A N/A 2,297 268 58,695 29,659 2014-08-07 $116.94 $130.32 50.9% 10.8% 18.8% 80.3% 38.5% 4.4% -4.2% 7.2M -112.4M -1.6M 0.12 14.18 N/A N/A 3,488 420 59,614 29,787 2014-08-08 $118.77 $130.32 48.9% 10.9% 19.7% 74.3% 0.0% 5.9% -4.6% 9.1M -153.8M -1.6M 0.84 25.83 N/A N/A 803 678 60,462 30,106 2014-08-11 $121.85 $130.32 45.8% 10.7% 21.8% 64.6% 38.4% 4.9% -4.3% 12.6M -206.1M -1.6M 0.82 23.77 N/A N/A 502 411 60,826 30,582 2014-08-12 $123.81 $130.32 36.3% 10.6% 22.4% 35.9% 34.5% 6.0% -3.4% 16.4M -260.5M -1.6M 0.65 20.05 N/A N/A 1,610 1,049 60,958 30,796 2014-08-13 $125.85 $130.32 31.9% 10.4% 23.2% 22.5% 35.4% 4.3% -1.5% 19.3M -304.8M -1.6M 0.18 17.24 N/A N/A 2,000 369 60,865 31,445 2014-08-14 $127.45 $130.32 41.3% 10.3% 21.5% 51.1% 36.3% 3.9% -3.1% 18.7M -341.2M -1.6M 0.05 16.12 N/A N/A 8,738 416 59,768 30,445 2014-08-15 $130.93 $130.32 41.4% 10.4% 23.1% 50.2% 35.8% 7.0% -4.3% 25.0M -452.7M -1.7M 0.39 18.21 N/A N/A 5,758 2,266 64,564 30,722 2014-08-18 $135.36 $130.32 39.8% 10.1% 25.5% 45.3% 37.2% 5.5% -2.0% 9.8M -373.8M -1.7M 0.12 17.30 N/A N/A 10,913 1,322 52,877 25,688 2014-08-19 $137.10 $125.98 39.6% 10.1% 25.7% 44.6% 38.8% 7.0% -2.5% 11.5M -460.5M -1.9M 1.65 16.32 N/A N/A 3,283 5,425 60,864 26,079 2014-08-20 $131.75 $125.98 34.3% 10.4% 30.1% 28.1% 37.2% -0.1% 7.3% 10.8M -385.3M -2.0M 0.86 39.01 N/A N/A 22,901 19,778 62,408 30,685 2014-08-21 $130.76 $125.98 35.6% 10.2% 29.9% 32.0% 36.6% 0.0% 3.2% 12.4M -417.8M -2.2M 0.33 22.64 N/A N/A 17,735 5,874 70,861 39,064 2014-08-22 $132.97 $125.98 30.7% 10.0% 30.3% 16.6% 36.6% 0.7% 4.1% 15.8M -518.8M -2.4M 0.19 20.66 N/A N/A 2,715 528 78,583 42,557 2014-08-25 $131.67 $125.98 35.2% 10.2% 30.3% 30.9% 35.5% 2.5% 1.6% 15.4M -497.1M -2.4M 1.55 19.45 N/A N/A 1,161 1,797 80,666 42,707 2014-08-26 $132.23 $125.98 35.3% 10.1% 30.2% 31.0% 35.3% 2.9% 1.2% 15.0M -489.0M -2.3M 0.90 21.31 N/A N/A 867 783 78,826 43,419 2014-08-27 $133.54 $125.98 32.6% 10.0% 30.2% 22.8% 36.8% 0.3% 4.7% 15.8M -527.2M -2.3M 0.73 19.96 N/A N/A 1,977 1,449 78,812 43,839 2014-08-28 $131.23 $125.98 35.1% 10.2% 30.4% 30.4% 35.9% 0.1% 2.4% 14.9M -473.5M -2.3M 0.10 22.17 N/A N/A 2,825 282 79,645 44,705 2014-08-29 $128.37 $125.98 34.2% 10.0% 30.9% 27.8% 36.1% -4.8% 2.2% 14.1M -388.9M -2.3M 0.74 20.38 N/A N/A 2,796 2,081 79,818 44,730
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