HTZ Options History — April 2015

In April 2015, HTZ traded between $88.97 and $93.66. ATM implied volatility averaged 34.2%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 10.5% (HV 20d: 23.6%). Max pain ranged from $91.23 to $95.57. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.97.

Notable Days

  • 2015-04-21: Highest Volume — 5,555 contracts
  • 2015-04-02: Largest IV spike — 8.5% change
  • 2015-04-08: Highest IV Rank — 16.5%
  • 2015-04-21: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.34$88.97$93.66$92.96$90.57
Max Pain$94.33$91.23$95.57$95.57$95.57
ATM IV34.2%29.5%35.7%29.5%34.3%
Expected Move9.7%8.0%10.1%8.0%9.7%
HV 20d23.6%20.4%25.8%22.8%20.4%
HV 60d26.2%23.6%27.7%27.7%23.6%
IV Rank13.7%6.7%16.5%6.7%13.6%
IV Percentile17.2%4.8%26.6%4.8%19.0%
Term Structure0.3%-1.6%4.7%4.7%-0.1%
VWIV32.7%25.3%36.1%28.4%35.2%
Skew 25d4.5%1.7%7.6%2.7%2.0%
Skew 10d8.0%-8.3%21.2%4.5%-5.1%
Call IV 25d32.4%28.8%35.0%28.8%33.9%
Put IV 25d36.9%31.4%39.5%31.4%36.0%
Bid-Ask Spread %20.4011.0433.5711.0420.83
Gamma HHI0.170.120.210.120.21
Net GEX1.7M325.4K4.3M860.6K2.5M
Net DEX-38.5M-103.3M860.7K-33.8M-47.9M
Net VEX-1.0M-1.1M-975.2K-990.4K-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.242.291.180.24
Total Volume3,315.0481,5315,5553,2105,048
Total OI69,639.47663,58074,88063,58074,880

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$92.96$95.5729.5%8.0%22.8%6.7%28.4%2.7%4.7%860.6K-33.8M-990.4K1.1811.04N/AN/A1,4731,73735,35328,227
2015-04-02$92.31$95.5732.0%10.1%22.9%11.9%25.4%4.3%4.2%705.8K-27.6M-994.8K0.7512.99N/AN/A2,3201,73235,87028,297
2015-04-06$93.66$95.5734.1%9.7%23.2%14.5%25.3%4.6%-1.2%1.1M-49.3M-1.0M1.3716.03N/AN/A1,2731,74536,90828,143
2015-04-07$92.01$95.5734.5%10.0%23.9%14.9%31.2%4.8%-0.2%858.5K-29.1M-999.0K1.5113.63N/AN/A1,2901,94737,16728,277
2015-04-08$90.79$95.5735.7%9.8%23.7%16.5%35.8%3.5%-1.1%343.6K-9.0M-975.2K0.3621.56N/AN/A1,12940237,43928,663
2015-04-09$89.92$95.5735.5%9.8%23.7%16.2%35.5%5.4%-0.8%325.4K-4.6M-982.8K0.6718.49N/AN/A1,5111,00738,45029,031
2015-04-10$89.31$91.2334.9%9.9%23.7%14.9%36.1%3.7%0.2%405.2K-862.5K-979.5K0.4512.23N/AN/A2,11194438,82129,230
2015-04-13$88.97$91.2335.2%10.0%23.6%15.5%33.0%2.4%0.5%601.2K852.8K-983.4K0.8219.39N/AN/A1,5681,29139,64529,237
2015-04-14$89.18$91.2333.3%9.6%22.5%11.4%32.5%6.8%0.5%433.4K860.7K-990.6K0.7020.69N/AN/A2,8642,00539,94829,601
2015-04-15$92.09$91.2333.9%9.7%25.4%12.8%34.2%5.8%1.7%1.1M-34.5M-1.1M0.8726.60N/AN/A2,1541,87741,73030,080
2015-04-16$91.18$91.2333.6%9.5%25.5%12.0%34.4%4.5%2.3%1.3M-26.6M-1.0M1.5317.98N/AN/A1,2211,87042,67430,807
2015-04-17$91.31$91.2334.5%9.9%25.3%14.0%33.9%7.6%0.1%2.5M-24.0M-1.1M1.9623.51N/AN/A1,8353,59642,72330,762
2015-04-20$90.40$95.5734.1%9.6%25.4%13.0%32.3%3.5%-0.6%2.3M-44.3M-1.0M1.1124.58N/AN/A1,0431,15840,71727,486
2015-04-21$91.53$95.5735.7%10.1%25.8%16.5%33.8%4.9%-1.3%2.5M-52.4M-1.1M0.2833.57N/AN/A4,3381,21740,94527,949
2015-04-22$92.83$95.5735.1%10.0%25.2%15.3%33.4%6.1%-0.8%4.3M-91.1M-1.1M1.0021.18N/AN/A99999443,96928,227
2015-04-23$93.61$95.5734.9%9.5%23.3%14.7%33.1%5.5%-1.1%3.5M-103.3M-1.1M0.9021.63N/AN/A93284044,08128,310
2015-04-24$92.14$95.5733.2%9.7%24.1%11.2%32.0%1.7%0.1%2.7M-85.7M-1.1M2.2925.09N/AN/A8441,93344,18128,309
2015-04-27$90.96$95.5735.1%9.8%24.5%15.2%33.3%4.9%-1.6%2.4M-45.8M-1.0M1.2020.19N/AN/A8691,04641,53629,069
2015-04-28$90.79$95.5733.9%9.3%20.4%12.7%33.5%6.0%0.9%2.2M-37.7M-1.0M0.3424.06N/AN/A3,8421,31741,88729,238
2015-04-29$91.57$95.5734.2%9.5%20.7%13.4%35.1%4.2%0.0%2.9M-62.2M-1.1M0.8823.11N/AN/A1,2211,07344,99929,563
2015-04-30$90.57$95.5734.3%9.7%20.4%13.6%35.2%2.0%-0.1%2.5M-47.9M-1.1M0.2420.83N/AN/A4,06098845,22229,658