HTZ Options History — May 2017 In May 2017, HTZ traded between $8.14 and $14.39. ATM implied volatility averaged 73.0%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded below realized volatility by 0.4% (HV 20d: 73.5%). Max pain ranged from $8.69 to $15.20. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 2.03.
Notable Days 2017-05-09 : Highest Volume — 60,011 contracts2017-05-09 : Largest IV drop — 34.3% change2017-05-08 : Highest IV Rank — 45.2%2017-05-03 : Largest Expected Move — 26.8%Monthly Statistics Metric Avg Min Max Open Close Price $10.23 $8.14 $14.39 $14.39 $8.74 Max Pain $11.55 $8.69 $15.20 $15.20 $8.69 ATM IV 73.0% 56.5% 105.8% 82.0% 73.0% Expected Move 19.8% 16.2% 26.8% 23.5% 20.9% HV 20d 73.5% 35.3% 93.1% 47.5% 93.1% HV 60d 67.2% 59.2% 74.0% 59.6% 67.4% IV Rank 24.1% 13.5% 45.2% 29.9% 24.1% IV Percentile 86.1% 51.2% 99.2% 98.4% 93.3% Term Structure -4.2% -21.8% 1.7% -17.7% -6.0% VWIV 69.6% 58.4% 93.0% 81.6% 81.0% Skew 25d 3.5% -24.0% 10.5% 7.8% -0.1% Skew 10d 8.7% -18.5% 27.0% 27.0% 2.3% Call IV 25d 70.0% 60.0% 89.2% 78.9% 83.1% Put IV 25d 73.6% 47.7% 97.7% 86.7% 82.9% Bid-Ask Spread % 14.14 6.48 38.17 38.17 9.74 Gamma HHI 0.34 0.24 0.43 0.32 0.33 Net GEX -455.8K -695.3K -150.4K -150.4K -412.8K Net DEX 61.1M 20.5M 84.4M 20.5M 58.9M Net VEX -317.9K -367.2K -247.4K -361.8K -367.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.03 0.21 7.09 0.56 0.81 Total Volume 16,929.318 3,943 60,011 4,665 28,772 Total OI 213,005.409 148,002 278,151 148,002 251,804
Daily Data (22 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 2017-05-01 $14.39 $15.20 82.0% 23.5% 47.5% 29.9% 81.6% 7.8% -17.7% -150.4K 20.5M -361.8K 0.56 38.17 N/A N/A 2,998 1,667 65,350 82,652 2017-05-02 $14.03 $15.20 89.8% 25.7% 35.3% 34.9% 83.4% 9.6% -20.5% -243.4K 27.8M -349.3K 1.64 16.31 N/A N/A 1,983 3,257 65,425 83,343 2017-05-03 $13.42 $15.20 93.6% 26.8% 37.7% 37.3% 93.0% 8.5% -21.8% -355.6K 35.8M -335.7K 3.86 15.00 N/A N/A 2,490 9,603 65,539 85,631 2017-05-04 $12.74 $13.03 93.3% 20.1% 41.9% 37.1% 70.1% 5.0% -5.4% -503.0K 46.1M -318.2K 2.19 20.71 N/A N/A 3,183 6,985 66,290 90,203 2017-05-05 $12.99 $13.03 95.1% 20.2% 42.5% 38.3% 70.4% 4.7% -5.1% -495.0K 43.4M -333.7K 1.61 15.95 N/A N/A 3,331 5,376 67,259 92,125 2017-05-08 $13.06 $13.03 105.8% 21.1% 42.5% 45.2% 74.4% 2.8% -9.3% -491.6K 43.9M -329.2K 0.96 22.23 N/A N/A 11,121 10,678 68,405 93,318 2017-05-09 $11.07 $13.03 69.6% 18.3% 70.0% 21.9% 64.9% 3.7% 0.2% -674.5K 68.0M -247.4K 1.21 20.60 N/A N/A 27,194 32,817 77,445 99,829 2017-05-10 $10.94 $13.03 56.5% 16.2% 69.9% 13.5% 58.4% -0.2% 1.1% -539.5K 68.2M -306.4K 4.63 12.56 N/A N/A 3,242 14,998 91,266 115,392 2017-05-11 $9.58 $13.03 62.8% 18.0% 81.9% 17.5% 61.6% 4.3% -1.5% -425.2K 75.2M -271.8K 3.12 10.34 N/A N/A 7,783 24,250 92,380 123,762 2017-05-12 $9.11 $10.86 61.2% 17.5% 82.3% 16.5% 60.2% 2.3% 1.3% -527.1K 80.4M -282.5K 7.09 11.44 N/A N/A 3,191 22,630 95,978 138,013 2017-05-15 $9.27 $10.86 62.2% 17.8% 83.2% 17.1% 63.5% 6.5% 1.1% -665.6K 82.2M -319.0K 3.87 10.64 N/A N/A 4,528 17,518 96,869 149,393 2017-05-16 $9.40 $10.86 62.8% 18.0% 83.5% 17.5% 61.9% 8.6% -0.4% -695.3K 84.4M -337.4K 3.06 9.64 N/A N/A 2,783 8,521 99,383 155,753 2017-05-17 $8.63 $10.86 65.8% 18.9% 86.6% 19.5% 69.9% 0.2% -1.9% -637.3K 84.3M -308.7K 0.21 11.08 N/A N/A 19,065 4,076 100,410 156,352 2017-05-18 $8.14 $10.86 68.0% 19.5% 86.6% 20.9% 68.5% 1.2% -0.5% -457.4K 83.8M -289.4K 0.87 9.42 N/A N/A 8,024 6,976 116,123 157,047 2017-05-19 $8.69 $10.86 64.6% 18.5% 92.4% 18.7% 64.9% 4.2% 1.7% -436.2K 80.3M -323.4K 0.83 9.98 N/A N/A 7,900 6,583 120,837 157,314 2017-05-22 $9.03 $10.86 65.5% 18.8% 93.0% 19.3% 65.1% 10.5% -1.3% -364.0K 56.4M -338.0K 0.39 9.91 N/A N/A 5,386 2,109 87,340 131,358 2017-05-23 $8.54 $10.86 65.0% 18.6% 91.2% 19.0% 65.0% 6.3% -0.7% -371.5K 59.0M -319.6K 0.36 6.57 N/A N/A 4,713 1,674 89,094 133,012 2017-05-24 $8.56 $8.69 65.0% 18.6% 89.0% 19.0% 65.5% 5.8% 0.7% -366.1K 59.1M -318.4K 0.79 7.37 N/A N/A 3,375 2,681 90,634 132,672 2017-05-25 $8.31 $8.69 66.8% 19.2% 88.5% 20.1% 67.2% -24.0% -1.5% -389.6K 60.9M -303.7K 0.42 8.16 N/A N/A 2,780 1,163 91,545 134,407 2017-05-26 $8.18 $8.69 70.8% 20.3% 88.3% 22.7% 71.7% 4.2% -4.5% -361.4K 60.5M -299.8K 5.44 28.81 N/A N/A 4,313 23,453 91,951 134,462 2017-05-30 $8.32 $8.69 67.8% 19.4% 89.0% 20.8% 68.5% 6.1% -1.3% -465.4K 64.3M -333.3K 0.63 6.48 N/A N/A 4,456 2,819 93,847 154,907 2017-05-31 $8.74 $8.69 73.0% 20.9% 93.1% 24.1% 81.0% -0.1% -6.0% -412.8K 58.9M -367.2K 0.81 9.74 N/A N/A 15,896 12,876 96,229 155,575
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