HTZ Options History — July 2017

In July 2017, HTZ traded between $9.54 and $15.20. ATM implied volatility averaged 90.2%, placing in the 72.7% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 9.4% (HV 20d: 80.8%). Max pain ranged from $10.86 to $13.03. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.39.

Notable Days

  • 2017-07-18: Highest Volume — 72,979 contracts
  • 2017-07-07: Largest IV drop — 13.7% change
  • 2017-07-31: Highest IV Rank — 100.0%
  • 2017-07-31: Largest Expected Move — 32.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.68$9.54$15.20$9.84$12.05
Max Pain$11.84$10.86$13.03$10.86$13.03
ATM IV90.2%71.5%113.2%74.7%113.2%
Expected Move26.4%21.4%32.5%21.4%32.5%
HV 20d80.8%71.9%113.0%82.6%113.0%
HV 60d84.0%76.6%97.9%76.9%97.9%
IV Rank72.7%25.2%100.0%25.2%100.0%
IV Percentile95.5%82.5%100.0%90.5%100.0%
Term Structure-11.1%-22.3%12.3%12.0%-22.3%
VWIV93.8%75.3%116.3%75.3%116.3%
Skew 25d6.5%-2.5%10.8%-2.5%5.3%
Skew 10d14.4%-27.3%43.7%43.7%11.3%
Call IV 25d90.8%76.3%115.3%76.3%115.3%
Put IV 25d97.2%73.8%120.6%73.8%120.6%
Bid-Ask Spread %14.066.5621.7716.5216.77
Gamma HHI0.250.160.410.380.19
Net GEX-536.4K-940.0K-255.0K-548.9K-940.0K
Net DEX7.1M-44.5M50.8M45.4M35.4M
Net VEX-581.1K-684.8K-460.4K-478.6K-629.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.390.265.460.680.74
Total Volume17,643.33,66572,9793,66524,462
Total OI312,058.8291,100367,999291,132312,558

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$9.84$10.8674.7%21.4%82.6%25.2%75.3%-2.5%12.0%-548.9K45.4M-478.6K0.6816.52N/AN/A2,1871,47897,842193,290
2017-07-05$9.54$10.8677.5%22.2%83.5%57.1%77.7%0.4%12.3%-601.1K50.8M-461.3K2.276.56N/AN/A2,8686,51898,100193,383
2017-07-06$9.66$10.8682.9%25.9%80.2%64.4%86.4%8.8%-9.3%-604.0K49.6M-460.4K2.7715.79N/AN/A2,3706,57597,624193,476
2017-07-07$10.11$10.8671.5%24.4%80.3%48.9%84.6%7.0%-9.7%-531.3K47.0M-490.2K0.6615.73N/AN/A2,4881,63198,057198,520
2017-07-10$10.26$10.8673.8%24.0%78.5%52.1%85.0%10.3%-7.7%-491.6K43.2M-476.6K0.6412.57N/AN/A3,2822,09997,742198,247
2017-07-11$10.71$10.8677.3%24.7%79.1%56.8%86.6%7.5%-9.7%-347.7K33.1M-493.5K1.4815.97N/AN/A5,7498,53598,363198,109
2017-07-12$11.24$10.8687.1%25.0%76.7%70.1%87.7%9.2%-9.7%-255.0K26.5M-506.7K0.3415.45N/AN/A8,5272,92698,382201,874
2017-07-13$13.13$10.8689.1%25.5%89.7%72.8%93.0%7.7%-10.6%-281.8K-12.0M-541.8K0.7513.53N/AN/A27,00920,321102,157203,006
2017-07-14$13.24$10.8693.1%26.7%81.8%78.3%95.5%5.0%-13.0%-281.5K-16.0M-586.7K0.9612.92N/AN/A11,61711,149110,653210,489
2017-07-17$13.56$10.8693.9%26.9%79.3%79.4%95.9%5.8%-13.4%-282.4K-18.8M-585.9K1.3215.26N/AN/A7,2009,516110,571211,099
2017-07-18$13.96$10.8695.9%27.5%79.3%82.1%98.2%6.4%-14.9%-270.5K-24.2M-586.5K3.5215.25N/AN/A16,16056,819110,680217,035
2017-07-19$15.20$13.0394.1%27.0%78.1%79.6%97.4%7.1%-16.0%-796.5K-44.5M-664.2K0.7321.77N/AN/A13,6439,949115,671242,309
2017-07-20$14.54$13.0397.2%27.9%77.5%83.8%101.9%7.0%-19.8%-630.3K-19.2M-663.5K1.0613.65N/AN/A13,65514,473113,407247,580
2017-07-21$13.75$13.0396.1%27.6%83.6%82.4%97.9%4.8%-15.9%-719.4K-368.8K-660.1K1.3613.68N/AN/A4,9406,708115,651252,348
2017-07-24$13.88$13.03101.1%29.0%82.3%89.1%100.5%7.3%-16.9%-730.6K442.7K-652.2K0.6314.24N/AN/A2,8941,82984,600208,835
2017-07-25$14.27$13.0395.5%27.4%73.9%81.6%102.0%9.5%-13.5%-662.3K-6.6M-654.5K5.4610.18N/AN/A2,44213,34085,520209,549
2017-07-26$14.48$13.0394.7%27.2%72.3%80.5%97.0%7.4%-14.0%-693.0K-7.9M-672.1K1.1512.50N/AN/A1,7522,01286,599215,473
2017-07-27$15.07$13.0395.3%27.3%71.9%81.3%95.3%10.8%-12.9%-601.4K-18.7M-673.8K1.0211.59N/AN/A8,3368,49387,155215,915
2017-07-28$15.07$13.03100.6%28.8%72.3%88.4%101.6%4.1%-16.5%-458.6K-21.7M-684.8K0.2611.22N/AN/A5,4711,44393,340215,967
2017-07-31$12.05$13.03113.2%32.5%113.0%100.0%116.3%5.3%-22.3%-940.0K35.4M-629.2K0.7416.77N/AN/A14,03910,42396,114216,444