HTZ Options History — June 2017 In June 2017, HTZ traded between $7.55 and $9.99. ATM implied volatility averaged 78.0%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 0.5% (HV 20d: 77.5%). Max pain ranged from $8.69 to $13.03. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.92.
Notable Days 2017-06-26 : Highest Volume — 34,058 contracts2017-06-14 : Largest IV drop — 23.6% change2017-06-09 : Highest IV Rank — 40.9%2017-06-26 : Largest Expected Move — 23.8%Monthly Statistics Metric Avg Min Max Open Close Price $8.51 $7.55 $9.99 $8.59 $9.99 Max Pain $11.75 $8.69 $13.03 $8.69 $10.86 ATM IV 78.0% 67.9% 99.1% 74.4% 73.5% Expected Move 21.1% 19.5% 23.8% 21.3% 21.1% HV 20d 77.5% 63.3% 93.1% 92.8% 84.0% HV 60d 71.0% 66.8% 77.8% 67.4% 76.9% IV Rank 27.3% 20.9% 40.9% 25.0% 24.4% IV Percentile 91.4% 79.4% 98.8% 94.8% 88.5% Term Structure 7.6% -5.2% 12.6% -5.2% 12.6% VWIV 74.7% 68.5% 85.4% 85.4% 74.3% Skew 25d -0.5% -23.7% 6.4% -23.7% -3.0% Skew 10d -2.2% -37.9% 37.8% -37.9% 37.8% Call IV 25d 75.9% 70.2% 86.4% 86.4% 75.6% Put IV 25d 75.4% 61.7% 86.4% 62.7% 72.6% Bid-Ask Spread % 9.10 5.29 18.53 10.74 10.26 Gamma HHI 0.35 0.29 0.37 0.37 0.36 Net GEX -559.1K -683.4K -459.2K -494.7K -512.7K Net DEX 61.9M 42.2M 73.7M 62.5M 42.7M Net VEX -388.7K -492.8K -333.9K -378.3K -492.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.20 2.40 0.20 0.96 Total Volume 12,221.545 4,366 34,058 13,867 10,397 Total OI 287,671.591 261,843 319,284 273,820 289,567
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 2017-06-01 $8.59 $8.69 74.4% 21.3% 92.8% 25.0% 85.4% -23.7% -5.2% -494.7K 62.5M -378.3K 0.20 10.74 N/A N/A 11,543 2,324 107,479 166,341 2017-06-02 $8.74 $8.69 73.1% 21.0% 93.1% 24.2% 73.8% -23.2% -2.9% -459.2K 61.0M -383.8K 0.78 9.45 N/A N/A 3,535 2,768 115,560 167,182 2017-06-05 $8.39 $13.03 82.5% 20.8% 92.2% 30.2% 75.1% 1.0% 5.0% -482.8K 63.9M -366.9K 0.33 18.53 N/A N/A 9,251 3,031 115,135 168,101 2017-06-06 $8.58 $13.03 77.8% 20.4% 93.1% 27.2% 72.6% 3.2% 8.1% -478.8K 62.9M -370.7K 1.03 6.74 N/A N/A 15,908 16,326 122,166 168,459 2017-06-07 $8.11 $13.03 80.9% 21.3% 77.5% 29.2% 77.0% -0.6% 5.7% -474.5K 68.1M -366.7K 1.83 5.30 N/A N/A 4,045 7,417 134,822 178,038 2017-06-08 $7.91 $13.03 87.4% 21.5% 77.5% 33.4% 69.1% 1.2% 7.2% -514.7K 68.9M -355.4K 1.18 7.06 N/A N/A 3,887 4,569 124,233 178,126 2017-06-09 $7.66 $13.03 99.1% 21.5% 64.7% 40.9% 76.1% 1.7% 7.8% -514.1K 71.1M -336.7K 0.70 6.68 N/A N/A 5,710 3,985 125,474 179,917 2017-06-12 $7.73 $13.03 86.0% 22.0% 63.3% 32.4% 77.7% 2.1% 4.5% -610.2K 73.7M -333.9K 1.03 7.27 N/A N/A 2,516 2,583 127,118 180,582 2017-06-13 $8.36 $13.03 94.7% 20.4% 69.8% 38.0% 72.0% 1.3% 10.0% -602.5K 66.8M -369.3K 0.37 7.68 N/A N/A 7,602 2,812 127,032 180,014 2017-06-14 $8.96 $13.03 72.3% 20.7% 74.4% 23.7% 72.4% 5.7% 8.8% -634.6K 53.7M -400.6K 0.59 6.53 N/A N/A 9,584 5,632 130,038 180,745 2017-06-15 $8.26 $13.03 72.0% 20.6% 73.7% 23.4% 72.7% 1.9% 7.7% -496.4K 65.8M -366.0K 2.09 9.04 N/A N/A 4,840 10,137 131,226 179,196 2017-06-16 $8.02 $13.03 67.9% 19.5% 71.5% 20.9% 68.5% 0.6% 10.8% -653.5K 72.3M -373.6K 2.40 7.64 N/A N/A 3,799 9,109 131,941 187,343 2017-06-19 $8.23 $13.03 70.6% 20.2% 68.0% 22.5% 71.8% 4.3% 8.0% -683.4K 68.2M -378.7K 0.70 12.74 N/A N/A 4,052 2,843 83,334 178,509 2017-06-20 $7.92 $10.86 72.5% 20.8% 67.2% 23.8% 72.7% 1.2% 8.3% -653.9K 68.3M -363.9K 0.65 5.29 N/A N/A 2,757 1,788 84,565 179,745 2017-06-21 $7.55 $10.86 76.8% 22.0% 66.6% 26.6% 75.1% 0.4% 9.2% -629.8K 70.9M -342.2K 0.63 6.18 N/A N/A 3,895 2,449 84,892 179,823 2017-06-22 $7.72 $10.86 71.7% 20.5% 67.3% 23.2% 72.3% 0.4% 9.9% -641.6K 67.6M -353.7K 0.48 7.23 N/A N/A 2,953 1,413 85,798 177,935 2017-06-23 $8.29 $10.86 68.0% 19.5% 71.8% 20.9% 71.4% 2.5% 11.6% -677.3K 64.8M -380.5K 0.29 11.69 N/A N/A 5,847 1,710 86,318 177,986 2017-06-26 $9.37 $10.86 83.1% 23.8% 83.8% 30.6% 81.2% 6.4% 8.9% -549.8K 49.3M -441.5K 0.57 15.15 N/A N/A 21,753 12,305 87,916 178,564 2017-06-27 $9.19 $10.86 80.1% 23.0% 84.2% 28.7% 80.6% 5.4% 7.5% -513.9K 51.5M -444.4K 0.62 9.83 N/A N/A 8,512 5,282 94,899 182,750 2017-06-28 $9.66 $10.86 77.4% 22.2% 84.3% 26.9% 77.1% 1.4% 12.5% -510.5K 46.7M -462.3K 1.40 7.69 N/A N/A 6,934 9,716 96,489 185,183 2017-06-29 $9.90 $10.86 74.0% 21.2% 84.1% 24.8% 74.5% -1.5% 10.1% -511.1K 42.2M -488.5K 1.47 11.40 N/A N/A 4,606 6,749 97,739 190,495 2017-06-30 $9.99 $10.86 73.5% 21.1% 84.0% 24.4% 74.3% -3.0% 12.6% -512.7K 42.7M -492.8K 0.96 10.26 N/A N/A 5,314 5,083 97,325 192,242
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