HTZ Options History — November 2014 In November 2014, HTZ traded between $90.57 and $109.21. ATM implied volatility averaged 55.1%, placing in the 59.9% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 8.5% (HV 20d: 46.6%). Max pain ranged from $95.57 to $104.26. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 1.10.
Notable Days 2014-11-14 : Highest Volume — 30,167 contracts2014-11-14 : Largest IV drop — 16.4% change2014-11-10 : Highest IV Rank — 84.7%2014-11-05 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $98.22 $90.57 $109.21 $95.09 $103.13 Max Pain $99.23 $95.57 $104.26 $99.91 $104.26 ATM IV 55.1% 40.9% 67.1% 64.1% 42.5% Expected Move 13.8% 12.7% 14.9% 14.0% 13.0% HV 20d 46.6% 38.8% 57.4% 57.4% 42.5% HV 60d 42.5% 41.0% 44.9% 41.3% 44.9% IV Rank 59.9% 30.3% 84.7% 78.6% 33.6% IV Percentile 86.6% 67.1% 98.0% 97.2% 71.4% Term Structure -0.6% -6.8% 5.1% -4.2% 1.2% VWIV 47.8% 43.5% 53.1% 48.2% 45.7% Skew 25d 4.3% -0.4% 10.2% 6.7% 1.2% Skew 10d 10.6% -13.8% 26.7% 9.4% 17.8% Call IV 25d 53.6% 35.5% 76.7% 59.1% 43.2% Put IV 25d 58.0% 42.3% 77.1% 65.8% 44.4% Bid-Ask Spread % 32.33 24.02 43.35 27.10 30.92 Gamma HHI 0.11 0.08 0.32 0.08 0.11 Net GEX 1.5M -1.3M 12.7M -420.4K 2.8M Net DEX 27.6M -227.6M 152.7M 85.8M -60.4M Net VEX -1.6M -1.9M -1.4M -1.6M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.28 2.86 0.28 0.56 Total Volume 9,640.895 1,074 30,167 7,894 1,074 Total OI 168,215.789 152,869 191,585 152,869 168,702
Daily Data (19 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 2014-11-03 $95.09 $99.91 64.1% 14.0% 57.4% 78.6% 48.2% 6.7% -4.2% -420.4K 85.8M -1.6M 0.28 27.10 N/A N/A 6,149 1,745 89,585 63,284 2014-11-04 $90.57 $99.91 65.2% 14.6% 56.6% 81.0% 51.6% 1.1% -2.6% -359.2K 146.9M -1.5M 2.50 26.41 N/A N/A 2,422 6,058 92,117 63,528 2014-11-05 $91.66 $99.91 66.5% 14.9% 56.4% 83.6% 51.3% 3.3% -2.7% -409.4K 135.4M -1.5M 1.02 24.25 N/A N/A 2,828 2,872 93,094 65,498 2014-11-06 $95.13 $99.91 66.7% 14.6% 56.0% 84.1% 53.1% 8.5% -6.8% 289.5K 72.4M -1.7M 1.01 26.00 N/A N/A 3,026 3,058 94,027 66,494 2014-11-07 $94.92 $99.91 64.0% 14.6% 54.1% 78.5% 51.9% 0.5% -6.0% -68.3K 80.3M -1.6M 0.95 28.15 N/A N/A 2,962 2,802 95,039 67,390 2014-11-10 $95.57 $99.91 67.1% 14.6% 47.1% 84.7% 49.7% 8.2% -2.5% -263.2K 76.4M -1.6M 1.51 24.02 N/A N/A 2,427 3,668 94,010 67,353 2014-11-11 $97.31 $99.91 65.6% 14.4% 46.9% 81.8% 50.0% 6.0% 0.6% -461.9K 58.1M -1.5M 2.86 39.87 N/A N/A 4,517 12,926 93,735 67,039 2014-11-12 $96.00 $99.91 63.9% 14.3% 47.4% 78.4% 48.0% 7.0% -3.8% -444.2K 82.1M -1.6M 1.44 40.22 N/A N/A 2,715 3,903 96,228 71,406 2014-11-13 $98.22 $99.91 62.6% 13.8% 44.6% 75.6% 48.6% 7.7% -1.8% -95.2K 56.2M -1.6M 0.60 41.42 N/A N/A 7,217 4,354 95,931 71,029 2014-11-14 $94.22 $99.91 52.3% 14.2% 45.7% 54.0% 49.4% 5.8% 1.3% -1.3M 152.7M -1.4M 0.99 43.35 N/A N/A 15,152 15,015 99,696 72,788 2014-11-17 $96.74 $95.57 52.0% 13.9% 41.9% 53.4% 46.6% 2.5% 1.5% -1.1M 105.0M -1.5M 0.84 33.45 N/A N/A 4,208 3,539 101,921 79,055 2014-11-18 $98.26 $95.57 49.2% 13.5% 40.8% 47.6% 46.5% 2.7% 3.4% -171.4K 57.9M -1.5M 0.30 37.31 N/A N/A 8,885 2,651 102,675 78,812 2014-11-19 $96.35 $95.57 48.6% 13.4% 38.8% 46.3% 45.6% 3.1% 3.9% -545.0K 101.8M -1.4M 0.31 34.74 N/A N/A 7,445 2,302 105,852 79,268 2014-11-20 $99.09 $95.57 46.1% 13.4% 39.9% 41.1% 45.6% 3.1% 2.5% 141.4K 19.0M -1.7M 1.94 34.10 N/A N/A 4,228 8,181 111,005 77,870 2014-11-21 $103.52 $95.57 40.9% 12.7% 42.3% 30.3% 44.0% 2.0% 5.1% 12.7M -150.6M -1.8M 0.47 31.52 N/A N/A 8,012 3,729 110,764 80,821 2014-11-24 $105.82 $99.91 44.5% 12.9% 42.7% 37.8% 44.1% -0.4% -1.3% 5.1M -134.9M -1.8M 0.49 29.76 N/A N/A 4,322 2,113 96,759 59,770 2014-11-25 $109.21 $99.91 42.2% 12.8% 41.0% 33.0% 43.5% 10.2% 2.2% 7.0M -227.6M -1.9M 0.83 30.52 N/A N/A 3,389 2,813 99,384 61,351 2014-11-26 $105.43 $104.26 43.3% 12.9% 43.4% 35.4% 45.0% 3.1% -0.8% 5.9M -132.1M -1.8M 1.96 31.26 N/A N/A 3,532 6,938 100,199 62,621 2014-11-28 $103.13 $104.26 42.5% 13.0% 42.5% 33.6% 45.7% 1.2% 1.2% 2.8M -60.4M -1.7M 0.56 30.92 N/A N/A 688 386 101,984 66,718
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