HTZ Options History — March 2017 In March 2017, HTZ traded between $15.06 and $20.29. ATM implied volatility averaged 48.9%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 22.1% (HV 20d: 71.0%). Max pain ranged from $15.20 to $19.55. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 1.75.
Notable Days 2017-03-21 : Highest Volume — 18,289 contracts2017-03-14 : Largest IV spike — 20.7% change2017-03-27 : Highest IV Rank — 14.2%2017-03-27 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $17.59 $15.06 $20.29 $19.45 $15.25 Max Pain $15.77 $15.20 $19.55 $19.55 $15.20 ATM IV 48.9% 41.6% 57.6% 45.9% 54.4% Expected Move 13.9% 12.1% 16.5% 13.2% 15.6% HV 20d 71.0% 59.1% 77.1% 68.6% 59.1% HV 60d 54.9% 50.3% 57.8% 54.3% 54.6% IV Rank 8.6% 4.0% 14.2% 6.7% 12.1% IV Percentile 24.9% 9.5% 57.1% 17.1% 39.3% Term Structure 5.4% -1.9% 7.9% 1.1% 6.1% VWIV 49.0% 43.4% 58.2% 47.3% 54.9% Skew 25d 2.5% -0.3% 5.6% -0.1% 4.6% Skew 10d 4.7% -4.0% 19.1% -1.3% 1.8% Call IV 25d 47.9% 40.2% 58.0% 47.8% 52.0% Put IV 25d 50.4% 44.6% 59.7% 47.7% 56.5% Bid-Ask Spread % 32.67 8.61 64.80 28.95 57.34 Gamma HHI 0.29 0.23 0.45 0.25 0.32 Net GEX -485.2K -678.6K 42.6K -472.4K -581.2K Net DEX 894.2K -32.2M 32.8M -23.0M 28.7M Net VEX -214.5K -282.6K -179.1K -217.6K -282.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.75 0.66 5.15 1.13 0.88 Total Volume 8,097.217 3,159 18,289 9,987 11,265 Total OI 112,065.87 89,291 128,641 116,268 128,641
Daily Data (23 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 2017-03-01 $19.45 $19.55 45.9% 13.2% 68.6% 6.7% 47.3% -0.1% 1.1% -472.4K -23.0M -217.6K 1.13 28.95 N/A N/A 4,696 5,291 44,363 71,905 2017-03-02 $19.70 $19.55 45.5% 13.1% 68.6% 6.5% 47.9% 3.3% 0.8% -324.3K -26.9M -217.2K 0.85 15.60 N/A N/A 1,845 1,561 44,899 70,644 2017-03-03 $20.29 $19.55 45.7% 13.1% 68.8% 6.6% 45.0% 4.2% -1.9% -203.3K -32.2M -216.9K 0.85 16.14 N/A N/A 1,712 1,447 45,058 70,673 2017-03-06 $18.45 $15.20 50.6% 13.9% 76.5% 9.7% 48.0% 2.9% 4.8% -644.0K -10.4M -206.1K 1.86 9.97 N/A N/A 4,567 8,512 45,270 70,716 2017-03-07 $18.28 $15.20 47.7% 13.5% 75.3% 7.9% 46.5% 2.9% 5.5% -558.7K -6.8M -199.5K 1.24 11.38 N/A N/A 2,244 2,784 43,798 68,775 2017-03-08 $18.15 $15.20 50.8% 13.2% 73.8% 9.8% 45.3% 2.9% 6.0% -597.1K -3.7M -193.7K 1.70 8.61 N/A N/A 1,647 2,799 44,020 68,570 2017-03-09 $18.51 $15.20 45.5% 12.4% 74.1% 6.4% 45.2% 4.4% 7.9% -566.0K -6.1M -202.4K 2.41 8.98 N/A N/A 1,358 3,276 44,129 69,283 2017-03-10 $19.04 $15.20 43.0% 12.4% 74.0% 4.9% 44.2% 2.2% 7.1% -446.5K -16.4M -199.9K 2.23 13.79 N/A N/A 1,519 3,383 44,545 68,984 2017-03-13 $18.79 $15.20 41.6% 12.5% 74.2% 4.0% 43.4% 2.1% 6.3% -466.4K -13.4M -189.5K 1.75 9.49 N/A N/A 1,428 2,495 44,770 68,749 2017-03-14 $18.42 $15.20 50.3% 12.9% 74.6% 9.5% 43.9% 2.5% 6.2% -519.6K -7.5M -185.3K 2.27 11.49 N/A N/A 1,210 2,747 44,899 68,984 2017-03-15 $18.96 $15.20 42.5% 12.2% 74.3% 4.5% 44.3% 4.4% 7.1% -492.0K -15.5M -187.3K 1.99 12.34 N/A N/A 1,121 2,234 44,902 69,040 2017-03-16 $19.75 $15.20 42.3% 12.1% 70.7% 4.4% 43.8% 5.6% 7.0% -587.5K -30.2M -180.1K 0.90 64.80 N/A N/A 2,804 2,520 45,047 69,150 2017-03-17 $18.73 $15.20 43.7% 12.5% 71.0% 5.3% 44.9% 1.6% 6.9% 42.6K -14.0M -179.1K 5.15 14.50 N/A N/A 1,880 9,671 45,338 69,659 2017-03-20 $18.56 $15.20 43.8% 12.6% 64.7% 5.4% 44.1% 4.1% 7.4% -166.6K -7.3M -202.0K 0.66 13.76 N/A N/A 2,287 1,506 35,948 53,343 2017-03-21 $16.79 $15.20 50.9% 14.6% 74.4% 9.9% 51.8% 1.9% 6.1% -307.4K 8.4M -199.3K 1.77 55.73 N/A N/A 6,596 11,693 36,762 53,509 2017-03-22 $16.17 $15.20 54.1% 15.5% 75.5% 12.0% 53.7% 1.7% 4.1% -491.8K 18.5M -211.5K 2.47 55.97 N/A N/A 3,039 7,514 37,426 59,119 2017-03-23 $15.54 $15.20 54.6% 15.6% 76.5% 12.3% 55.0% 1.1% 3.5% -595.4K 26.0M -221.7K 0.75 54.82 N/A N/A 3,862 2,890 38,720 64,299 2017-03-24 $15.06 $15.20 55.0% 15.8% 77.1% 12.5% 57.3% 0.2% 5.3% -678.6K 31.9M -219.1K 0.93 59.72 N/A N/A 5,296 4,946 40,701 65,561 2017-03-27 $15.07 $15.20 57.6% 16.5% 77.1% 14.2% 58.2% 2.6% 4.5% -660.6K 32.8M -229.6K 2.17 53.39 N/A N/A 5,505 11,962 42,531 68,557 2017-03-28 $15.08 $15.20 53.2% 15.2% 60.9% 11.4% 54.8% -0.3% 7.6% -653.8K 30.9M -258.5K 2.14 60.30 N/A N/A 3,430 7,331 46,188 73,309 2017-03-29 $15.26 $15.20 53.3% 15.3% 61.5% 11.4% 53.6% 0.9% 7.8% -584.0K 27.8M -267.9K 2.19 57.25 N/A N/A 2,804 6,133 47,516 74,942 2017-03-30 $15.25 $15.20 53.2% 15.2% 60.9% 11.4% 53.2% 1.6% 7.7% -605.4K 29.1M -267.3K 2.03 57.12 N/A N/A 3,772 7,654 48,354 75,919 2017-03-31 $15.25 $15.20 54.4% 15.6% 59.1% 12.1% 54.9% 4.6% 6.1% -581.2K 28.7M -282.6K 0.88 57.34 N/A N/A 5,982 5,283 50,801 77,840
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