HTZ Options History — July 2016

In July 2016, HTZ traded between $37.84 and $45.81. ATM implied volatility averaged 66.7%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded below realized volatility by 38.8% (HV 20d: 105.5%). Max pain ranged from $8.25 to $36.92. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.58.

Notable Days

  • 2016-07-06: Highest Volume — 13,269 contracts
  • 2016-07-05: Largest IV drop — 70.2% change
  • 2016-07-01: Highest IV Rank — 100.0%
  • 2016-07-11: Largest Expected Move — 18.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.74$37.84$45.81$38.23$42.35
Max Pain$27.02$8.25$36.92$8.25$36.92
ATM IV66.7%44.0%191.2%191.2%60.0%
Expected Move16.6%15.8%18.0%16.4%17.2%
HV 20d105.5%93.2%111.6%111.0%93.2%
HV 60d78.8%77.2%82.1%82.1%77.3%
IV Rank17.7%2.7%100.0%100.0%13.3%
IV Percentile62.3%7.9%100.0%100.0%63.9%
Term Structure-2.5%-5.5%-0.0%-2.2%-3.3%
VWIV59.0%55.7%64.6%57.1%59.7%
Skew 25d4.9%-13.8%13.3%7.6%-7.0%
Skew 10d10.3%-3.5%22.1%15.7%3.3%
Call IV 25d56.3%48.7%80.7%58.0%62.0%
Put IV 25d61.1%55.0%66.9%65.7%55.0%
Bid-Ask Spread %67.8027.52109.08109.0889.58
Gamma HHI0.250.110.360.110.26
Net GEX220.0K55.6K316.8K55.6K311.5K
Net DEX-140.3M-356.9M-30.3M-341.1M-32.7M
Net VEX-100.5K-315.5K-28.3K-315.5K-48.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.252.010.452.01
Total Volume5,063.0589513,26912,6671,094
Total OI65,948.98,973176,329176,32912,548

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-07-01$38.23$8.25191.2%0.0%111.0%100.0%0.0%0.0%0.0%55.6K-341.1M-315.5K0.45109.08N/AN/A8,7173,95095,77480,555
2016-07-05$38.04$8.6957.0%16.4%107.6%11.3%57.1%0.0%0.0%87.9K-314.4M-206.7K0.4527.52N/AN/A8,2703,70387,10479,108
2016-07-06$38.05$8.6944.0%16.8%104.7%2.7%61.3%7.6%0.0%94.8K-315.2M-196.5K0.3934.47N/AN/A9,5413,72887,15179,160
2016-07-07$37.84$8.6966.4%17.2%104.7%17.5%60.1%7.0%0.0%186.3K-316.2M-203.9K0.3929.28N/AN/A9,5313,71488,44579,184
2016-07-08$41.62$8.6957.0%17.2%111.6%11.3%62.9%3.3%0.0%163.2K-351.2M-196.3K0.4534.78N/AN/A8,2693,72688,45779,185
2016-07-11$42.50$8.6973.2%18.0%110.9%22.0%64.6%-0.0%0.0%158.6K-356.2M-100.5K0.4934.34N/AN/A7,2693,58785,50478,650
2016-07-12$43.86$8.6997.2%16.1%111.6%37.9%61.8%-13.8%0.0%134.9K-356.9M-218.8K0.4770.93N/AN/A8,0673,76885,50778,677
2016-07-13$43.55$36.9257.5%16.5%111.4%11.6%58.7%5.9%-2.2%154.9K-30.3M-28.3K0.5474.96N/AN/A5903217,9411,032
2016-07-14$43.89$36.9257.6%16.5%109.9%11.7%59.1%7.1%-5.1%180.1K-31.7M-30.3K0.2575.71N/AN/A1,2643118,3401,077
2016-07-15$44.04$36.9255.7%16.0%109.4%10.4%56.8%9.2%-0.0%226.3K-34.2M-41.8K0.2776.49N/AN/A9682619,4161,113
2016-07-18$44.32$36.9257.3%16.4%109.4%11.5%55.7%1.6%-0.4%261.1K-35.2M-45.7K0.2680.45N/AN/A1,1543049,7901,095
2016-07-19$43.74$36.9256.3%16.1%107.8%10.8%55.7%7.7%-1.6%278.9K-34.8M-46.4K0.2780.34N/AN/A1,18131510,0291,184
2016-07-20$44.53$36.9257.8%16.6%108.1%11.9%57.6%9.2%-0.7%291.0K-36.0M-47.3K0.4779.14N/AN/A60728810,1861,196
2016-07-21$44.36$36.9255.3%15.8%107.6%10.1%55.9%10.9%-2.1%292.5K-36.1M-46.6K0.5375.78N/AN/A60732010,2931,212
2016-07-22$45.32$36.9256.3%16.1%106.3%10.8%58.4%10.3%-2.3%297.7K-37.4M-47.0K0.6877.68N/AN/A54337110,3541,319
2016-07-25$45.66$36.9260.9%17.5%100.2%13.9%60.1%13.3%-5.5%291.7K-38.1M-46.8K0.4673.18N/AN/A74033710,3741,373
2016-07-26$45.81$36.9259.0%16.9%95.0%12.6%59.0%6.7%-4.3%311.4K-38.5M-47.5K0.4871.94N/AN/A74735710,5861,423
2016-07-27$43.77$36.9256.9%16.3%95.4%11.2%58.2%6.2%-3.8%316.8K-35.7M-46.6K1.0582.80N/AN/A69472610,6871,447
2016-07-28$43.35$36.9257.0%16.3%93.6%11.3%58.4%2.1%-1.7%305.8K-34.4M-48.3K1.3177.55N/AN/A57374810,6701,832
2016-07-29$42.35$36.9260.0%17.2%93.2%13.3%59.7%-7.0%-3.3%311.5K-32.7M-48.2K2.0189.58N/AN/A36473010,7041,844