HTZ Options History — October 2016

In October 2016, HTZ traded between $28.25 and $34.38. ATM implied volatility averaged 53.5%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 8.8% (HV 20d: 44.7%). Max pain ranged from $30.41 to $36.92. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.82.

Notable Days

  • 2016-10-13: Highest Volume — 8,444 contracts
  • 2016-10-12: Largest IV spike — 12.7% change
  • 2016-10-31: Highest IV Rank — 17.7%
  • 2016-10-31: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.51$28.25$34.38$34.38$28.76
Max Pain$32.17$30.41$36.92$36.92$30.41
ATM IV53.5%42.6%63.0%45.0%63.0%
Expected Move15.7%12.5%18.1%12.9%18.1%
HV 20d44.7%29.8%52.8%52.8%29.9%
HV 60d42.1%40.3%43.2%42.3%40.3%
IV Rank11.6%4.6%17.7%6.1%17.7%
IV Percentile43.0%11.9%72.2%19.8%72.2%
Term Structure-4.0%-9.3%6.7%4.4%-8.5%
VWIV55.4%43.4%63.4%44.2%63.4%
Skew 25d5.7%0.7%10.5%4.6%0.7%
Skew 10d12.2%5.6%17.3%10.5%12.5%
Call IV 25d52.8%42.1%64.1%43.2%64.1%
Put IV 25d58.6%45.9%64.9%47.7%64.8%
Bid-Ask Spread %39.4612.5470.4665.4767.14
Gamma HHI0.290.140.510.380.17
Net GEX72.3K-242.3K557.2K509.0K119.6K
Net DEX9.9M-12.0M24.6M-11.9M4.3M
Net VEX-83.0K-101.6K-71.9K-94.8K-79.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.253.370.440.80
Total Volume3,190.0481,5268,4442,3171,526
Total OI38,619.52423,01546,28940,22328,800

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-10-03$34.38$36.9245.0%12.9%52.8%6.1%44.2%4.6%4.4%509.0K-11.9M-94.8K0.4465.47N/AN/A1,61470329,32110,902
2016-10-04$34.34$36.9243.4%12.5%52.8%5.1%43.9%3.7%6.7%548.9K-11.3M-93.3K1.1664.58N/AN/A9241,06929,96911,073
2016-10-05$34.33$36.9243.7%12.5%51.6%5.3%43.4%3.8%6.4%557.2K-12.0M-100.8K3.3759.93N/AN/A1,0293,46730,14011,641
2016-10-06$33.68$34.7542.6%14.1%49.5%4.6%49.6%4.4%-3.0%265.8K-4.4M-101.6K0.3822.51N/AN/A1,17645130,21314,145
2016-10-07$31.95$34.7542.9%14.5%50.3%4.8%52.4%4.3%-2.8%4.8K17.8M-83.8K0.7621.94N/AN/A2,0411,54525,08914,225
2016-10-10$32.23$32.5844.9%14.9%49.9%6.0%52.3%5.3%-4.3%-24.6K18.5M-81.3K0.2722.79N/AN/A2,57769125,80514,591
2016-10-11$31.16$32.5848.7%15.5%49.0%8.5%55.8%6.8%-3.7%-107.8K19.9M-75.8K0.3318.70N/AN/A2,40778625,86414,187
2016-10-12$30.40$32.5854.9%15.7%49.1%12.5%56.0%6.2%-4.8%-147.5K20.7M-72.3K0.5715.28N/AN/A2,5861,47626,48714,162
2016-10-13$29.36$32.5857.3%16.4%48.3%14.0%56.9%7.3%-5.9%-161.7K22.0M-71.9K0.7412.54N/AN/A4,8553,58927,21414,701
2016-10-14$29.12$30.4158.9%16.9%45.9%15.1%58.0%5.9%-7.0%-167.0K21.3M-81.1K0.3615.77N/AN/A1,68660729,56715,983
2016-10-17$29.10$30.4161.1%17.5%46.3%16.5%59.5%8.5%-9.3%-190.8K22.2M-77.6K1.2414.24N/AN/A1,2021,49129,38315,943
2016-10-18$29.25$30.4159.9%17.2%47.0%15.7%57.1%6.3%-8.1%-242.3K21.6M-79.7K1.8417.24N/AN/A9061,66329,81716,399
2016-10-19$28.67$30.4159.2%17.0%46.3%15.3%58.0%5.8%-7.8%-144.9K23.6M-74.8K0.7513.57N/AN/A1,00075329,90216,173
2016-10-20$28.25$30.4157.9%16.6%44.5%14.4%58.5%4.0%-7.4%-20.7K24.6M-71.9K0.4017.89N/AN/A2,29491530,08416,205
2016-10-21$28.58$30.4153.8%15.4%45.7%11.8%56.4%5.4%-3.7%34.2K23.7M-73.3K2.1767.69N/AN/A1,0972,37929,85016,398
2016-10-24$29.25$30.4157.4%16.5%47.7%14.1%58.3%6.1%-3.4%47.4K3.5M-77.2K0.2566.79N/AN/A5,6001,39412,82610,189
2016-10-25$29.52$30.4157.9%16.6%35.0%14.4%59.6%6.6%-6.4%162.5K532.5K-89.7K0.3060.26N/AN/A1,96459217,39510,731
2016-10-26$29.69$30.4157.3%16.4%34.4%14.0%60.2%7.8%-5.9%172.0K-231.0K-89.6K0.3157.01N/AN/A2,03662617,53910,829
2016-10-27$29.26$30.4158.2%16.7%33.2%14.6%60.0%10.5%-3.6%156.6K1.7M-86.5K0.4056.95N/AN/A1,58662817,75310,923
2016-10-28$29.35$30.4156.3%16.2%29.8%13.4%59.5%6.0%-5.6%147.6K1.6M-85.5K0.3870.46N/AN/A1,49456617,57811,014
2016-10-31$28.76$30.4163.0%18.1%29.9%17.7%63.4%0.7%-8.5%119.6K4.3M-79.9K0.8067.14N/AN/A84867817,60011,200