HTZ Options History — April 2017

In April 2017, HTZ traded between $13.46 and $15.10. ATM implied volatility averaged 66.0%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 15.3% (HV 20d: 50.7%). Max pain ranged from $15.20 to $17.38. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.04.

Notable Days

  • 2017-04-28: Highest Volume — 37,849 contracts
  • 2017-04-12: Largest IV spike — 17.5% change
  • 2017-04-28: Highest IV Rank — 26.9%
  • 2017-04-28: Largest Expected Move — 22.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.95$13.46$15.10$13.91$14.34
Max Pain$15.78$15.20$17.38$17.38$15.20
ATM IV66.0%56.9%77.4%62.4%77.4%
Expected Move19.4%16.9%22.2%17.9%22.2%
HV 20d50.7%39.4%59.1%58.6%47.5%
HV 60d58.0%57.4%59.6%57.5%59.6%
IV Rank19.6%13.7%26.9%17.3%26.9%
IV Percentile83.4%53.6%98.0%79.0%98.0%
Term Structure-4.6%-12.6%4.4%1.9%-12.6%
VWIV66.8%60.2%78.5%61.7%78.5%
Skew 25d3.5%-8.7%6.8%1.7%4.4%
Skew 10d1.5%-28.0%11.3%2.0%2.9%
Call IV 25d65.7%59.5%76.9%62.0%76.9%
Put IV 25d69.2%53.6%81.3%63.7%81.3%
Bid-Ask Spread %23.539.9257.0556.4127.89
Gamma HHI0.470.280.640.380.34
Net GEX-671.1K-974.7K-82.7K-838.2K-197.6K
Net DEX42.0M14.5M55.1M46.0M21.3M
Net VEX-301.3K-333.2K-243.1K-243.1K-318.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.222.010.991.17
Total Volume11,446.6843,45437,84917,00137,849
Total OI146,267.158116,704171,689122,646119,557

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$13.91$17.3862.4%17.9%58.6%17.3%61.7%1.7%1.9%-838.2K46.0M-243.1K0.9956.41N/AN/A8,5238,47847,60975,037
2017-04-04$13.56$15.2063.5%18.2%58.7%18.0%62.7%1.8%2.8%-849.7K50.6M-260.7K1.1257.05N/AN/A12,67314,17352,54880,149
2017-04-05$13.46$15.2061.1%17.5%58.7%16.5%61.1%-8.7%4.4%-927.5K54.1M-302.8K1.3953.56N/AN/A5,4657,60759,14289,644
2017-04-06$13.58$17.3857.7%18.4%58.0%14.3%63.8%6.5%-2.2%-926.2K55.1M-298.6K1.8613.72N/AN/A4,2237,83759,34189,642
2017-04-07$13.47$17.3856.9%18.5%55.8%13.7%63.3%6.1%-3.1%-959.8K53.8M-303.0K1.8519.73N/AN/A3,9177,24160,65990,922
2017-04-10$13.97$17.3860.6%18.9%59.0%16.1%61.5%6.8%-2.5%-974.7K53.8M-298.2K1.3519.98N/AN/A4,6496,28060,94891,559
2017-04-11$13.92$17.3861.5%20.3%59.1%16.7%70.2%2.3%-6.9%-899.5K47.4M-313.2K0.2217.50N/AN/A15,7863,40561,70490,652
2017-04-12$13.65$15.2072.3%20.7%56.9%23.6%71.3%4.5%-7.5%-868.3K51.8M-304.4K0.7020.01N/AN/A3,7522,61472,97190,878
2017-04-13$13.72$15.2071.7%20.5%53.4%23.2%69.8%4.6%-7.4%-961.4K51.2M-303.1K0.949.92N/AN/A2,5822,43374,65891,900
2017-04-17$13.68$15.2075.2%21.6%52.0%25.5%72.8%3.0%-9.6%-895.5K49.4M-301.2K0.6221.53N/AN/A2,2701,41275,19692,316
2017-04-18$13.80$15.2070.9%20.3%52.7%22.7%70.2%3.9%-6.1%-855.0K48.3M-298.4K0.6117.15N/AN/A3,0941,89976,07692,308
2017-04-19$13.68$15.2070.9%20.3%41.9%22.8%69.8%2.3%-7.5%-934.1K47.3M-298.7K0.9618.10N/AN/A2,9112,80576,04392,705
2017-04-20$13.81$15.2072.3%20.7%41.1%23.7%70.9%5.8%-7.4%-747.7K46.2M-299.1K2.0111.76N/AN/A3,1876,40276,54592,888
2017-04-21$13.68$15.2067.0%19.2%39.4%20.2%66.6%3.4%-3.8%-275.7K46.6M-298.0K1.9316.51N/AN/A3,7297,19876,67695,013
2017-04-24$14.10$15.2063.3%18.2%40.3%17.9%62.4%3.0%-1.2%-291.8K25.7M-303.1K0.6619.16N/AN/A4,2462,80550,43266,272
2017-04-25$14.59$15.2058.9%16.9%42.4%15.1%60.2%3.2%-1.6%-176.9K20.9M-317.3K0.2911.27N/AN/A4,9911,43152,08967,305
2017-04-26$15.10$15.2064.3%18.4%44.3%18.5%65.4%6.2%-7.2%-82.7K14.5M-331.3K0.4417.26N/AN/A4,2761,89051,16767,110
2017-04-27$15.07$15.2066.5%19.1%44.1%20.0%66.4%4.9%-10.2%-89.2K14.8M-333.2K0.6418.52N/AN/A2,1111,34352,03867,377
2017-04-28$14.34$15.2077.4%22.2%47.5%26.9%78.5%4.4%-12.6%-197.6K21.3M-318.1K1.1727.89N/AN/A17,42020,42952,23067,327