HTZ Options History — August 2017 In August 2017, HTZ traded between $11.29 and $18.87. ATM implied volatility averaged 87.1%, placing in the 54.8% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded below realized volatility by 42.3% (HV 20d: 129.4%). Max pain ranged from $13.03 to $17.38. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.93.
Notable Days 2017-08-09 : Highest Volume — 69,214 contracts2017-08-09 : Largest IV drop — 43.7% change2017-08-01 : Highest IV Rank — 100.0%2017-08-02 : Largest Expected Move — 34.9%Monthly Statistics Metric Avg Min Max Open Close Price $15.19 $11.29 $18.87 $12.57 $18.87 Max Pain $14.73 $13.03 $17.38 $13.03 $15.20 ATM IV 87.1% 68.6% 134.6% 116.3% 74.8% Expected Move 23.3% 19.7% 34.9% 33.3% 21.4% HV 20d 129.4% 108.3% 146.2% 113.2% 109.5% HV 60d 100.4% 92.9% 103.4% 98.2% 103.2% IV Rank 54.8% 33.4% 100.0% 100.0% 39.7% IV Percentile 83.3% 66.3% 100.0% 100.0% 79.0% Term Structure -2.7% -27.8% 6.0% -24.0% 3.5% VWIV 82.4% 69.1% 122.1% 119.3% 78.6% Skew 25d 7.3% 4.5% 11.3% 11.3% 11.3% Skew 10d 15.1% 0.3% 32.5% 25.9% 32.5% Call IV 25d 79.6% 68.0% 120.2% 114.2% 73.0% Put IV 25d 86.9% 74.6% 125.6% 125.6% 84.3% Bid-Ask Spread % 13.77 7.40 27.50 17.80 9.13 Gamma HHI 0.20 0.17 0.33 0.18 0.17 Net GEX 59.4K -1.1M 1.3M -819.3K 415.5K Net DEX -26.5M -113.9M 53.8M 25.0M -89.1M Net VEX -746.7K -819.8K -627.3K -650.5K -819.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.93 0.40 11.63 1.35 0.81 Total Volume 20,597.261 5,634 69,214 24,728 25,322 Total OI 358,413.826 322,883 406,909 322,883 360,317
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 2017-08-01 $12.57 $13.03 116.3% 33.3% 113.2% 100.0% 119.3% 11.3% -24.0% -819.3K 25.0M -650.5K 1.35 17.80 N/A N/A 10,520 14,208 102,636 220,247 2017-08-02 $11.42 $13.03 121.8% 34.9% 118.7% 100.0% 122.1% 5.2% -27.8% -1.1M 51.6M -627.3K 1.35 13.44 N/A N/A 4,921 6,662 107,619 228,049 2017-08-03 $11.29 $13.03 122.5% 26.9% 118.9% 100.0% 90.5% 10.4% -9.9% -1.1M 53.8M -632.7K 11.63 27.50 N/A N/A 3,037 35,321 109,493 229,842 2017-08-04 $12.40 $13.03 117.7% 25.8% 122.1% 94.5% 91.6% 8.7% -10.1% -618.4K 23.0M -649.7K 1.01 18.04 N/A N/A 6,093 6,153 111,101 219,590 2017-08-07 $13.26 $13.03 128.8% 26.2% 123.8% 100.0% 90.5% 7.4% -8.4% -388.9K 3.6M -671.1K 1.74 14.39 N/A N/A 9,708 16,931 113,482 224,577 2017-08-08 $12.36 $13.03 134.6% 26.1% 126.6% 100.0% 98.3% 6.3% -6.9% -643.7K 23.0M -653.9K 1.72 17.27 N/A N/A 10,749 18,451 120,019 231,618 2017-08-09 $15.33 $13.03 75.8% 21.7% 146.2% 40.7% 76.0% 5.2% -1.7% 885.7K -59.1M -696.4K 0.89 15.98 N/A N/A 36,627 32,587 128,320 235,527 2017-08-10 $16.00 $13.03 75.1% 21.5% 137.1% 40.0% 76.7% 8.0% -0.9% 915.3K -69.3M -757.1K 0.64 18.09 N/A N/A 11,311 7,189 135,157 249,404 2017-08-11 $16.31 $15.20 70.7% 20.3% 137.1% 35.5% 72.5% 6.7% 1.2% 971.9K -78.7M -760.8K 1.69 11.95 N/A N/A 7,434 12,561 134,413 246,904 2017-08-14 $16.99 $15.20 70.3% 20.1% 137.5% 35.1% 73.4% 6.4% 2.1% 1.2M -95.9M -752.5K 0.78 11.88 N/A N/A 9,522 7,387 133,561 253,508 2017-08-15 $17.59 $15.20 69.5% 19.9% 137.6% 34.3% 70.7% 7.3% 2.2% 1.3M -113.9M -758.8K 1.04 12.63 N/A N/A 12,590 13,058 134,799 257,812 2017-08-16 $16.41 $17.38 68.6% 19.7% 137.6% 33.4% 69.1% 6.6% 2.6% 997.8K -67.9M -778.7K 0.89 16.24 N/A N/A 11,042 9,785 135,903 263,646 2017-08-17 $15.99 $17.38 71.7% 20.5% 137.0% 36.5% 71.8% 6.4% 2.3% 277.5K -56.1M -786.9K 3.10 13.86 N/A N/A 5,973 18,523 138,046 268,178 2017-08-18 $14.80 $17.38 74.1% 21.2% 138.4% 38.9% 75.2% 4.5% -0.0% -405.7K -783.9K -761.9K 0.77 7.75 N/A N/A 10,253 7,874 138,973 267,936 2017-08-21 $15.03 $15.20 77.7% 22.3% 138.5% 42.6% 78.4% 4.5% -2.3% -309.6K 220.5K -773.5K 0.41 9.86 N/A N/A 6,345 2,578 105,395 221,816 2017-08-22 $15.83 $15.20 78.1% 22.4% 139.3% 43.0% 78.1% 6.7% -2.8% -43.8K -19.2M -788.8K 0.40 14.52 N/A N/A 4,024 1,610 108,997 222,327 2017-08-23 $15.81 $15.20 79.2% 22.7% 139.3% 44.1% 80.0% 8.2% 2.0% -19.8K -19.5M -795.7K 4.70 9.96 N/A N/A 2,143 10,075 109,948 222,529 2017-08-24 $16.23 $15.20 77.0% 22.1% 138.9% 41.9% 76.8% 4.7% 2.8% -9.9K -26.2M -801.9K 0.61 12.03 N/A N/A 4,628 2,818 110,267 228,338 2017-08-25 $15.10 $15.20 76.4% 21.9% 141.5% 41.3% 77.8% 7.1% 6.0% -281.1K 974.5K -806.7K 4.88 9.86 N/A N/A 4,604 22,474 112,362 229,353 2017-08-28 $15.95 $15.20 80.6% 23.1% 115.3% 45.5% 79.1% 7.8% 0.4% -165.9K -15.5M -815.6K 1.64 7.96 N/A N/A 5,280 8,664 112,225 244,006 2017-08-29 $16.46 $15.20 72.5% 20.8% 115.0% 37.4% 75.8% 7.4% 3.6% 31.4K -28.4M -815.6K 1.19 7.40 N/A N/A 3,075 3,667 113,826 243,522 2017-08-30 $17.41 $15.20 70.3% 20.2% 108.3% 35.1% 73.0% 9.6% 3.5% 258.1K -51.6M -819.8K 1.09 19.20 N/A N/A 4,771 5,189 114,312 243,618 2017-08-31 $18.87 $15.20 74.8% 21.4% 109.5% 39.7% 78.6% 11.3% 3.5% 415.5K -89.1M -819.1K 0.81 9.13 N/A N/A 14,012 11,310 115,701 244,616
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