HTZ Options History — August 2015 In August 2015, HTZ traded between $69.11 and $82.06. ATM implied volatility averaged 51.0%, placing in the 49.3% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 11.6% (HV 20d: 62.6%). Max pain ranged from $76.02 to $82.54. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.22.
Notable Days 2015-08-04 : Highest Volume — 10,068 contracts2015-08-04 : Largest IV spike — 50.4% change2015-08-04 : Highest IV Rank — 94.8%2015-08-24 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $75.91 $69.11 $82.06 $71.89 $80.19 Max Pain $81.61 $76.02 $82.54 $76.02 $82.54 ATM IV 51.0% 42.0% 72.2% 48.0% 46.4% Expected Move 14.4% 12.0% 18.0% 14.4% 13.6% HV 20d 62.6% 54.8% 76.0% 64.3% 57.4% HV 60d 50.7% 46.8% 53.2% 46.8% 53.2% IV Rank 49.3% 30.0% 94.8% 42.8% 39.5% IV Percentile 79.1% 51.2% 99.6% 78.6% 68.3% Term Structure -1.1% -4.1% 2.3% -0.0% -1.3% VWIV 50.3% 42.1% 60.4% 51.5% 51.4% Skew 25d 6.0% 0.7% 26.3% 3.3% 5.8% Skew 10d 14.3% -1.1% 39.6% 3.2% 21.4% Call IV 25d 49.3% 41.5% 58.2% 48.2% 44.8% Put IV 25d 55.3% 45.3% 84.5% 51.5% 50.6% Bid-Ask Spread % 39.84 17.41 84.69 22.32 79.41 Gamma HHI 0.14 0.11 0.18 0.14 0.15 Net GEX 2.6M 455.9K 6.4M 2.2M 2.2M Net DEX 15.3M -80.8M 105.9M 61.3M -17.5M Net VEX -978.8K -1.1M -781.2K -937.5K -965.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.25 7.82 7.82 0.62 Total Volume 4,720.143 2,295 10,068 2,295 3,728 Total OI 114,141.81 109,837 119,124 112,008 109,837
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 2015-08-03 $71.89 $76.02 48.0% 14.4% 64.3% 42.8% 51.5% 3.3% -0.0% 2.2M 61.3M -937.5K 7.82 22.32 N/A N/A 260 2,035 76,284 35,724 2015-08-04 $73.41 $76.02 72.2% 15.2% 63.5% 94.8% 52.5% 26.3% -4.1% 2.4M 51.1M -981.3K 0.58 61.85 N/A N/A 6,355 3,713 76,402 35,805 2015-08-05 $70.50 $76.02 48.1% 15.5% 62.8% 43.2% 55.2% 3.8% -2.8% 1.8M 80.8M -870.0K 1.66 17.69 N/A N/A 2,126 3,523 77,260 36,137 2015-08-06 $70.89 $82.54 52.3% 14.7% 62.8% 52.1% 48.2% 5.4% -2.8% 1.9M 85.0M -849.6K 1.88 17.41 N/A N/A 1,793 3,370 77,684 36,214 2015-08-07 $69.11 $82.54 51.9% 14.3% 63.3% 51.2% 47.6% 3.1% -2.0% 1.2M 105.9M -781.2K 1.37 18.81 N/A N/A 1,918 2,632 77,839 36,245 2015-08-10 $74.28 $82.54 54.3% 15.5% 68.7% 56.5% 53.4% 3.0% 0.9% 3.1M 29.0M -1.0M 0.41 18.29 N/A N/A 4,647 1,905 77,087 35,933 2015-08-11 $71.68 $82.54 49.1% 13.6% 69.8% 45.2% 47.8% 1.4% -1.7% 2.4M 74.0M -881.8K 0.27 22.30 N/A N/A 2,945 784 79,634 36,929 2015-08-12 $77.89 $82.54 50.5% 14.3% 76.0% 48.1% 49.4% 1.0% -2.3% 4.8M -35.8M -1.1M 0.25 25.82 N/A N/A 6,080 1,519 80,234 37,121 2015-08-13 $77.41 $82.54 46.6% 13.6% 76.0% 39.8% 47.9% 2.8% 2.3% 6.4M -42.3M -1.1M 0.69 23.08 N/A N/A 2,689 1,867 81,396 37,200 2015-08-14 $79.06 $82.54 45.5% 12.6% 64.4% 37.4% 45.0% 4.3% -3.3% 3.0M -67.5M -1.1M 1.32 22.62 N/A N/A 1,683 2,215 81,769 37,355 2015-08-17 $81.62 $82.54 44.4% 12.8% 62.6% 35.1% 44.5% 3.8% 1.1% 4.2M -67.0M -1.1M 0.40 19.13 N/A N/A 4,331 1,740 75,684 36,715 2015-08-18 $81.93 $82.54 42.5% 12.2% 62.3% 31.0% 42.8% 3.8% 1.0% 4.4M -71.2M -1.1M 0.39 20.05 N/A N/A 3,380 1,326 77,453 37,245 2015-08-19 $82.06 $82.54 42.0% 12.0% 62.3% 30.0% 42.1% 2.3% 1.1% 4.6M -80.8M -1.1M 0.57 17.55 N/A N/A 1,870 1,070 77,900 37,290 2015-08-20 $78.93 $82.54 47.1% 13.5% 54.8% 40.9% 46.0% 0.7% -0.8% 3.0M -24.4M -1.1M 0.77 18.53 N/A N/A 1,953 1,499 78,167 38,178 2015-08-21 $75.33 $82.54 53.3% 15.5% 56.6% 54.2% 53.7% 5.9% -3.0% 1.5M 41.3M -945.1K 1.30 26.45 N/A N/A 2,216 2,889 78,480 38,149 2015-08-24 $73.59 $82.54 61.5% 18.0% 57.1% 72.0% 60.4% 11.8% -0.8% 944.7K 62.2M -912.2K 1.16 84.69 N/A N/A 2,532 2,945 73,095 37,059 2015-08-25 $72.42 $82.54 60.9% 17.0% 55.9% 70.5% 58.3% 9.8% -0.4% 907.9K 66.3M -860.6K 2.26 81.14 N/A N/A 1,270 2,874 74,258 37,297 2015-08-26 $74.54 $82.54 54.3% 16.1% 56.7% 56.5% 56.1% 7.4% -2.2% 455.9K 66.5M -880.0K 0.80 81.02 N/A N/A 1,428 1,148 74,511 38,656 2015-08-27 $77.98 $82.54 51.6% 14.0% 58.8% 50.6% 52.6% 9.0% -0.8% 1.8M 14.3M -963.1K 0.48 81.83 N/A N/A 2,281 1,105 74,639 38,765 2015-08-28 $79.28 $82.54 48.5% 14.0% 58.5% 43.9% 49.2% 11.6% -0.5% 1.8M -9.8M -971.2K 0.51 76.74 N/A N/A 2,304 1,175 74,532 38,816 2015-08-31 $80.19 $82.54 46.4% 13.6% 57.4% 39.5% 51.4% 5.8% -1.3% 2.2M -17.5M -965.1K 0.62 79.41 N/A N/A 2,307 1,421 72,836 37,001
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