HTZ Options History — February 2015 In February 2015, HTZ traded between $90.23 and $102.74. ATM implied volatility averaged 39.3%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 8.4% (HV 20d: 30.9%). Max pain ranged from $95.57 to $99.91. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 1.94.
Notable Days 2015-02-03 : Highest Volume — 9,466 contracts2015-02-25 : Largest IV drop — 7.3% change2015-02-03 : Highest IV Rank — 44.9%2015-02-02 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $98.89 $90.23 $102.74 $90.23 $100.39 Max Pain $99.23 $95.57 $99.91 $95.57 $99.91 ATM IV 39.3% 29.8% 47.9% 47.6% 29.8% Expected Move 11.0% 8.3% 13.5% 13.5% 8.4% HV 20d 30.9% 27.7% 35.5% 32.7% 27.8% HV 60d 40.6% 38.1% 42.4% 41.3% 38.1% IV Rank 27.0% 7.3% 44.9% 44.1% 7.3% IV Percentile 40.2% 3.2% 78.2% 77.4% 3.2% Term Structure -0.4% -2.9% 3.6% -0.5% -0.2% VWIV 38.1% 28.6% 46.5% 46.5% 28.6% Skew 25d 5.9% 2.0% 11.6% 4.3% 3.9% Skew 10d 15.5% 3.9% 32.6% 22.9% 3.9% Call IV 25d 36.1% 24.5% 42.6% 42.6% 28.2% Put IV 25d 42.0% 32.1% 52.2% 46.9% 32.1% Bid-Ask Spread % 16.87 8.22 23.93 23.60 8.22 Gamma HHI 0.20 0.13 0.29 0.13 0.19 Net GEX 6.1M 1.4M 10.4M 1.4M 3.7M Net DEX -132.8M -223.3M -974.7K -974.7K -116.6M Net VEX -1.1M -1.2M -949.7K -1.1M -974.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.94 0.51 6.71 6.71 1.39 Total Volume 5,089.842 2,203 9,466 6,282 5,329 Total OI 82,951.684 73,168 89,430 82,492 81,212
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 2015-02-02 $90.23 $95.57 47.6% 13.5% 32.7% 44.1% 46.5% 4.3% -0.5% 1.4M -974.7K -1.1M 6.71 23.60 N/A N/A 815 5,467 47,375 35,117 2015-02-03 $94.22 $95.57 47.9% 12.8% 32.3% 44.9% 43.5% 10.2% -2.4% 3.1M -55.4M -1.1M 1.54 20.43 N/A N/A 3,725 5,741 47,610 31,121 2015-02-04 $93.70 $95.57 44.6% 12.7% 32.0% 37.9% 43.2% 9.0% -1.6% 3.8M -57.9M -1.1M 3.93 23.93 N/A N/A 1,423 5,590 50,547 30,885 2015-02-05 $97.74 $99.91 44.6% 12.4% 35.5% 38.0% 41.8% 8.0% -2.0% 5.8M -124.7M -1.2M 1.76 18.69 N/A N/A 3,253 5,717 51,087 31,183 2015-02-06 $98.05 $99.91 45.4% 11.7% 35.1% 39.6% 41.7% 5.8% -1.2% 6.3M -134.7M -1.2M 0.51 17.69 N/A N/A 2,015 1,034 52,655 31,641 2015-02-09 $98.70 $99.91 44.3% 11.9% 34.9% 37.3% 40.7% 7.0% -2.4% 7.4M -146.4M -1.2M 1.42 16.31 N/A N/A 1,470 2,089 53,378 31,557 2015-02-10 $98.61 $99.91 43.5% 11.9% 34.7% 35.6% 41.9% 7.1% -2.9% 7.6M -146.2M -1.1M 2.06 14.82 N/A N/A 936 1,926 54,023 31,315 2015-02-11 $98.65 $99.91 40.9% 11.7% 34.5% 30.4% 40.2% 2.3% -0.7% 8.0M -140.9M -1.1M 3.58 16.85 N/A N/A 566 2,027 54,136 31,337 2015-02-12 $99.96 $99.91 38.6% 11.2% 29.8% 25.6% 38.6% 4.0% 0.5% 9.4M -168.4M -1.1M 1.83 15.95 N/A N/A 778 1,425 54,237 31,421 2015-02-13 $100.00 $99.91 36.5% 10.8% 28.3% 21.2% 37.7% 2.0% 3.6% 9.6M -174.3M -1.1M 0.89 14.48 N/A N/A 1,797 1,596 54,515 31,650 2015-02-17 $101.69 $99.91 38.1% 10.9% 28.6% 24.5% 37.6% 5.9% 0.4% 9.6M -211.3M -1.1M 1.04 16.33 N/A N/A 2,165 2,246 54,554 31,720 2015-02-18 $101.52 $99.91 37.0% 10.6% 28.6% 22.3% 37.5% 5.0% 0.5% 10.0M -203.8M -1.0M 0.95 14.74 N/A N/A 3,810 3,633 54,501 32,911 2015-02-19 $102.74 $99.91 35.2% 9.9% 28.4% 18.5% 36.9% 3.5% 2.7% 10.4M -223.3M -1.0M 1.56 16.57 N/A N/A 1,992 3,105 54,937 34,159 2015-02-20 $100.78 $99.91 36.0% 10.2% 29.5% 20.1% 36.4% 5.2% 1.9% 3.9M -184.1M -999.1K 3.54 12.63 N/A N/A 1,069 3,783 54,717 34,713 2015-02-23 $100.00 $99.91 35.9% 10.4% 28.4% 20.0% 34.7% 5.8% -0.1% 3.0M -100.5M -999.6K 1.58 17.91 N/A N/A 1,845 2,909 42,833 30,335 2015-02-24 $98.87 $99.91 35.6% 10.4% 28.7% 19.3% 36.1% 5.0% -1.3% 2.0M -79.9M -995.1K 0.77 17.56 N/A N/A 3,232 2,483 43,778 31,765 2015-02-25 $100.78 $99.91 33.0% 8.3% 29.3% 14.0% 29.4% 5.9% 0.4% 5.5M -116.0M -968.0K 0.71 14.82 N/A N/A 2,556 1,809 45,905 32,554 2015-02-26 $102.22 $99.91 32.0% 8.5% 27.7% 11.8% 30.2% 11.6% -2.3% 4.9M -138.4M -949.7K 1.12 18.95 N/A N/A 2,523 2,828 45,957 32,741 2015-02-27 $100.39 $99.91 29.8% 8.4% 27.8% 7.3% 28.6% 3.9% -0.2% 3.7M -116.6M -974.1K 1.39 8.22 N/A N/A 2,234 3,095 47,282 33,930
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