HTZ Options History — November 2017 In November 2017, HTZ traded between $14.93 and $22.07. ATM implied volatility averaged 78.1%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 8.2% (HV 20d: 70.0%). Max pain ranged from $15.20 to $21.72. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.11.
Notable Days 2017-11-09 : Highest Volume — 58,961 contracts2017-11-08 : Largest IV drop — 35.7% change2017-11-07 : Highest IV Rank — 96.0%2017-11-01 : Largest Expected Move — 29.4%Monthly Statistics Metric Avg Min Max Open Close Price $17.29 $14.93 $22.07 $21.18 $16.46 Max Pain $17.07 $15.20 $21.72 $19.55 $15.20 ATM IV 78.1% 61.0% 130.9% 102.5% 64.3% Expected Move 20.4% 17.5% 29.4% 29.4% 18.4% HV 20d 70.0% 27.6% 85.8% 29.5% 85.8% HV 60d 67.8% 59.4% 73.5% 73.5% 65.3% IV Rank 39.3% 20.8% 96.0% 65.5% 24.4% IV Percentile 57.5% 33.3% 99.6% 96.4% 38.1% Term Structure -6.0% -23.6% 1.7% -23.6% -7.5% VWIV 71.3% 61.1% 100.7% 100.7% 70.3% Skew 25d 6.1% 2.4% 9.9% 3.4% 8.0% Skew 10d 11.7% 3.7% 18.2% 6.9% 16.0% Call IV 25d 68.0% 59.4% 99.1% 99.1% 61.9% Put IV 25d 74.1% 62.2% 102.6% 102.6% 69.9% Bid-Ask Spread % 18.41 10.94 30.35 20.11 21.76 Gamma HHI 0.17 0.13 0.24 0.17 0.22 Net GEX -782.6K -2.2M 637.9K 432.9K -1.2M Net DEX 14.0M -78.9M 79.1M -65.8M 26.2M Net VEX -737.1K -787.1K -674.7K -699.5K -737.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.11 0.27 2.44 1.72 1.75 Total Volume 18,985.286 3,304 58,961 14,012 5,507 Total OI 302,094.952 247,595 365,959 247,595 297,857
Daily Data (21 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 2017-11-01 $21.18 $19.55 102.5% 29.4% 29.5% 65.5% 100.7% 3.4% -23.6% 432.9K -65.8M -699.5K 1.72 20.11 N/A N/A 5,159 8,853 90,141 157,454 2017-11-02 $20.69 $21.72 103.5% 22.4% 29.7% 66.6% 77.9% 7.2% -8.4% 365.5K -56.7M -707.5K 0.92 11.80 N/A N/A 10,657 9,752 92,022 160,141 2017-11-03 $21.06 $21.72 110.7% 22.6% 27.6% 74.3% 82.9% 6.9% -10.5% 488.7K -64.2M -715.4K 1.24 17.48 N/A N/A 4,656 5,778 93,099 161,008 2017-11-06 $22.07 $17.38 120.8% 23.3% 30.9% 85.2% 76.9% 7.3% -12.3% 637.9K -78.9M -704.7K 0.85 12.25 N/A N/A 7,487 6,371 93,634 162,381 2017-11-07 $18.27 $17.38 130.9% 23.8% 72.2% 96.0% 81.7% 9.9% -11.3% -262.9K -11.8M -674.7K 1.07 27.37 N/A N/A 23,850 25,503 95,587 163,767 2017-11-08 $18.25 $17.38 84.2% 24.1% 72.3% 45.8% 85.7% 7.2% -12.3% -247.9K -11.4M -745.0K 0.50 17.39 N/A N/A 11,512 5,725 100,570 177,315 2017-11-09 $17.45 $17.38 88.0% 25.2% 73.1% 49.9% 86.7% 6.8% -14.9% -393.4K 3.8M -725.8K 1.17 27.31 N/A N/A 27,138 31,823 106,907 179,275 2017-11-10 $16.95 $17.38 67.3% 19.3% 73.2% 27.6% 65.3% 6.0% -5.6% -751.8K 19.6M -743.2K 0.51 20.66 N/A N/A 33,393 17,011 126,425 200,286 2017-11-13 $16.76 $17.38 65.2% 18.7% 73.1% 25.3% 64.2% 5.1% -4.5% -863.6K 29.3M -747.6K 2.44 23.01 N/A N/A 6,799 16,558 133,853 208,117 2017-11-14 $15.56 $17.38 67.0% 19.2% 76.1% 27.3% 63.7% 5.7% -3.1% -1.8M 68.0M -752.1K 0.29 19.11 N/A N/A 22,881 6,730 138,911 219,373 2017-11-15 $14.93 $17.38 68.6% 19.7% 76.2% 29.0% 66.5% 5.9% -1.7% -2.1M 79.1M -737.9K 1.30 15.83 N/A N/A 11,959 15,494 137,585 221,376 2017-11-16 $15.40 $17.38 63.7% 18.3% 77.9% 23.7% 62.5% 5.9% -0.9% -2.2M 68.5M -760.5K 1.50 13.80 N/A N/A 4,415 6,636 140,107 223,768 2017-11-17 $15.38 $17.38 65.4% 18.8% 78.0% 25.6% 67.7% 6.4% -0.1% -1.2M 64.4M -768.7K 1.67 10.94 N/A N/A 5,475 9,161 140,473 225,486 2017-11-20 $16.59 $15.20 61.0% 17.5% 84.6% 20.8% 61.1% 4.2% -1.9% -904.3K 21.4M -787.1K 0.28 15.08 N/A N/A 7,117 1,968 95,510 201,079 2017-11-21 $16.08 $15.20 61.0% 17.5% 84.9% 20.8% 61.7% 2.4% 1.2% -965.9K 30.0M -757.6K 0.49 19.46 N/A N/A 5,455 2,684 99,186 201,250 2017-11-22 $15.77 $15.20 61.4% 17.6% 84.8% 21.3% 61.4% 4.0% -0.7% -1.0M 36.9M -754.3K 1.02 13.11 N/A N/A 1,958 1,996 100,426 201,925 2017-11-24 $15.70 $15.20 62.5% 17.9% 84.4% 22.4% 61.9% 4.7% 1.7% -1.0M 38.7M -743.9K 1.08 19.41 N/A N/A 1,588 1,716 100,663 202,367 2017-11-27 $16.19 $15.20 61.6% 17.7% 85.7% 21.5% 61.3% 5.1% -0.7% -912.0K 28.5M -749.5K 0.27 30.35 N/A N/A 12,882 3,469 100,685 202,437 2017-11-28 $15.99 $15.20 63.5% 18.2% 84.5% 23.5% 64.2% 6.6% -2.0% -1.3M 38.1M -723.5K 1.38 13.07 N/A N/A 1,845 2,547 93,079 202,362 2017-11-29 $16.32 $15.20 67.9% 19.5% 85.4% 28.3% 73.4% 9.7% -6.5% -1.3M 30.1M -743.8K 1.85 17.27 N/A N/A 2,520 4,663 93,236 202,871 2017-11-30 $16.46 $15.20 64.3% 18.4% 85.8% 24.4% 70.3% 8.0% -7.5% -1.2M 26.2M -737.2K 1.75 21.76 N/A N/A 2,002 3,505 93,757 204,100
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