HTZ Options History — October 2014 In October 2014, HTZ traded between $84.19 and $104.08. ATM implied volatility averaged 60.1%, placing in the 79.7% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 13.6% (HV 20d: 46.5%). Max pain ranged from $99.91 to $117.29. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 1.29.
Notable Days 2014-10-07 : Highest Volume — 16,508 contracts2014-10-07 : Largest IV spike — 14.3% change2014-10-08 : Highest IV Rank — 100.0%2014-10-15 : Largest Expected Move — 16.3%Monthly Statistics Metric Avg Min Max Open Close Price $94.22 $84.19 $104.08 $103.65 $95.09 Max Pain $106.15 $99.91 $117.29 $117.29 $99.91 ATM IV 60.1% 42.9% 74.6% 43.8% 56.4% Expected Move 13.8% 11.1% 16.3% 11.1% 13.7% HV 20d 46.5% 29.3% 60.7% 29.3% 57.9% HV 60d 35.2% 27.3% 41.5% 27.4% 41.5% IV Rank 79.7% 54.9% 100.0% 57.5% 63.0% IV Percentile 95.9% 84.5% 100.0% 86.9% 92.5% Term Structure -0.4% -4.9% 6.0% 1.2% 1.5% VWIV 47.6% 38.3% 55.4% 38.3% 47.1% Skew 25d 4.6% -4.6% 34.7% -2.1% 1.2% Skew 10d 10.7% -9.6% 41.4% -5.6% 7.6% Call IV 25d 60.0% 46.2% 74.1% 46.6% 58.2% Put IV 25d 64.6% 44.6% 102.8% 44.6% 59.4% Bid-Ask Spread % 31.00 19.29 60.92 22.79 28.29 Gamma HHI 0.09 0.08 0.11 0.11 0.08 Net GEX -1.2M -2.9M 8.9K -1.9M -768.3K Net DEX 220.5M 72.5M 352.0M 201.2M 141.4M Net VEX -1.6M -1.7M -1.2M -1.6M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.29 0.42 3.44 2.42 1.80 Total Volume 7,425.826 2,125 16,508 11,592 7,987 Total OI 150,114.609 127,343 168,063 127,343 157,261
Daily Data (23 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 2014-10-01 $103.65 $117.29 43.8% 11.1% 29.3% 57.5% 38.3% -2.1% 1.2% -1.9M 201.2M -1.6M 2.42 22.79 N/A N/A 3,392 8,200 75,700 51,643 2014-10-02 $103.04 $117.29 42.9% 11.1% 29.3% 54.9% 38.4% 0.1% 2.7% -2.1M 217.4M -1.6M 0.72 19.64 N/A N/A 1,509 1,093 77,481 55,605 2014-10-03 $104.08 $117.29 43.8% 11.4% 29.5% 57.8% 38.5% 1.2% 0.2% -1.1M 191.3M -1.7M 1.46 22.59 N/A N/A 2,812 4,114 78,515 55,710 2014-10-06 $101.65 $117.29 48.0% 11.5% 29.7% 70.9% 39.9% -0.2% -1.4% -2.8M 229.0M -1.6M 0.71 19.29 N/A N/A 3,534 2,516 78,642 58,335 2014-10-07 $96.13 $112.95 54.9% 13.0% 33.8% 92.5% 45.3% 2.5% 2.5% -2.3M 282.6M -1.5M 3.44 22.24 N/A N/A 3,718 12,790 80,113 60,079 2014-10-08 $97.87 $108.60 59.9% 13.0% 35.4% 100.0% 45.5% 4.2% -1.6% -2.9M 275.0M -1.7M 1.72 20.91 N/A N/A 3,490 5,990 82,394 65,112 2014-10-09 $93.70 $108.60 58.8% 13.2% 36.9% 96.8% 45.8% 1.0% 1.3% -2.7M 314.8M -1.5M 1.99 25.12 N/A N/A 5,113 10,170 83,936 64,557 2014-10-10 $90.18 $108.60 66.2% 15.1% 37.8% 100.0% 50.2% 5.2% -2.7% -1.8M 310.5M -1.5M 0.74 25.53 N/A N/A 2,909 2,157 88,111 66,797 2014-10-13 $84.19 $108.60 71.5% 15.7% 42.3% 100.0% 53.7% -3.6% 3.5% -1.4M 352.0M -1.2M 0.42 28.90 N/A N/A 6,168 2,562 88,155 66,583 2014-10-14 $86.10 $108.60 71.4% 15.4% 44.0% 99.6% 51.4% 0.9% -4.2% -1.2M 337.1M -1.3M 0.84 26.02 N/A N/A 3,127 2,617 92,910 67,865 2014-10-15 $85.97 $108.60 69.7% 16.3% 44.1% 96.2% 54.5% 34.7% 6.0% -895.9K 315.8M -1.4M 1.87 39.08 N/A N/A 3,574 6,687 96,050 69,966 2014-10-16 $90.57 $104.26 74.6% 15.2% 49.7% 100.0% 55.4% 15.0% -3.2% -1.0M 260.4M -1.6M 0.92 60.92 N/A N/A 1,639 1,514 96,112 70,564 2014-10-17 $87.66 $104.26 66.2% 15.4% 49.6% 83.0% 53.1% -4.6% 5.9% -325.4K 290.6M -1.5M 1.00 20.98 N/A N/A 1,831 1,830 96,841 71,222 2014-10-20 $92.92 $99.91 67.5% 14.7% 55.7% 85.6% 51.4% 8.5% -0.5% -655.1K 187.4M -1.6M 0.64 37.14 N/A N/A 2,761 1,776 80,751 63,760 2014-10-21 $95.87 $99.91 63.8% 14.2% 57.7% 78.1% 50.4% 7.0% -2.5% -432.9K 158.1M -1.7M 0.96 51.70 N/A N/A 3,242 3,125 82,516 64,540 2014-10-22 $92.27 $99.91 62.0% 13.7% 57.9% 74.4% 49.2% 0.4% -2.5% -320.4K 191.2M -1.6M 1.25 55.60 N/A N/A 2,411 3,008 83,544 66,138 2014-10-23 $92.48 $99.91 60.8% 14.0% 57.6% 71.9% 48.9% 4.2% -4.5% -266.2K 192.0M -1.6M 0.42 55.61 N/A N/A 6,310 2,681 84,044 66,357 2014-10-24 $92.31 $99.91 63.3% 14.2% 57.3% 77.0% 47.3% 8.1% -4.9% -83.9K 182.3M -1.6M 0.82 28.00 N/A N/A 4,961 4,073 88,856 66,753 2014-10-27 $92.88 $99.91 60.6% 14.1% 57.6% 71.6% 50.4% 4.6% -1.0% -528.1K 152.2M -1.5M 1.65 25.21 N/A N/A 803 1,322 88,004 62,602 2014-10-28 $97.44 $99.91 61.1% 13.8% 60.7% 72.7% 46.0% 9.3% -2.9% -114.9K 77.6M -1.7M 0.58 24.09 N/A N/A 1,991 1,163 88,190 63,005 2014-10-29 $97.00 $99.91 57.2% 13.8% 57.0% 64.6% 47.4% 6.3% -1.1% 8.9K 72.5M -1.7M 1.05 26.18 N/A N/A 4,662 4,884 89,059 63,026 2014-10-30 $94.05 $99.91 57.6% 13.5% 57.8% 65.5% 47.0% 2.6% -1.6% -2.5M 138.8M -1.6M 2.16 27.21 N/A N/A 2,715 5,863 89,437 65,795 2014-10-31 $95.09 $99.91 56.4% 13.7% 57.9% 63.0% 47.1% 1.2% 1.5% -768.3K 141.4M -1.6M 1.80 28.29 N/A N/A 2,850 5,137 90,296 66,965
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