HTZ Options History — December 2017

In December 2017, HTZ traded between $16.74 and $20.82. ATM implied volatility averaged 57.1%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded below realized volatility by 1.0% (HV 20d: 58.1%). Max pain ranged from $15.20 to $17.38. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.59.

Notable Days

  • 2017-12-07: Highest Volume — 45,623 contracts
  • 2017-12-13: Largest IV drop — 21.2% change
  • 2017-12-01: Highest IV Rank — 29.4%
  • 2017-12-01: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.83$16.74$20.82$17.59$19.24
Max Pain$17.27$15.20$17.38$15.20$17.38
ATM IV57.1%49.9%69.0%69.0%49.9%
Expected Move15.6%14.3%19.8%19.8%14.3%
HV 20d58.1%48.8%90.1%90.1%50.5%
HV 60d62.7%60.4%66.2%65.9%60.4%
IV Rank16.6%8.9%29.4%29.4%8.9%
IV Percentile19.7%4.8%47.6%47.6%4.8%
Term Structure4.4%-8.4%8.8%-8.4%7.3%
VWIV54.4%47.1%71.8%71.8%47.1%
Skew 25d6.2%3.8%8.0%3.8%7.1%
Skew 10d13.5%9.0%16.8%15.5%10.1%
Call IV 25d51.7%45.9%66.9%66.9%47.5%
Put IV 25d57.8%52.4%70.6%70.6%54.5%
Bid-Ask Spread %11.715.4842.6742.678.02
Gamma HHI0.240.180.780.220.25
Net GEX428.2K-1.2M16.8M-927.0K-358.9K
Net DEX-45.1M-94.2M15.5M-907.2K-53.7M
Net VEX-843.0K-914.9K-736.6K-746.9K-865.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.590.279.690.921.04
Total Volume12,724.14,52745,62327,0744,915
Total OI340,539.85299,937366,383299,937351,100

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-12-01$17.59$15.2069.0%19.8%90.1%29.4%71.8%3.8%-8.4%-927.0K-907.2K-746.9K0.9242.67N/AN/A14,08412,99093,998205,939
2017-12-04$17.36$17.3866.8%17.4%89.5%27.1%60.2%7.1%3.7%-962.9K173.8K-743.7K1.7413.95N/AN/A3,3665,84699,721210,541
2017-12-05$16.74$17.3867.6%17.1%87.4%27.9%58.0%6.4%5.5%-1.2M15.5M-741.4K2.2810.30N/AN/A1,8294,167100,570213,439
2017-12-06$17.11$17.3864.6%16.9%58.8%24.7%63.7%6.3%4.5%-1.1M7.9M-736.6K9.6912.14N/AN/A1,71816,647100,612213,645
2017-12-07$17.50$17.3857.8%15.9%59.5%17.4%60.7%6.7%5.1%-1.1M-723.2K-736.6K1.1813.86N/AN/A20,93124,692100,810214,833
2017-12-08$17.56$17.3857.8%15.8%57.3%17.4%54.9%6.0%5.7%-966.7K-13.2M-858.0K0.8312.80N/AN/A6,4885,359118,406228,904
2017-12-11$18.64$17.3866.8%14.9%59.9%27.0%50.7%7.2%5.0%-462.1K-48.7M-860.3K0.799.32N/AN/A7,5025,903122,690229,233
2017-12-12$18.86$17.3864.5%15.1%59.6%24.6%51.3%6.0%5.4%-164.1K-58.2M-857.0K0.318.83N/AN/A9,8233,042125,914230,956
2017-12-13$19.07$17.3850.8%14.6%51.6%9.9%51.9%5.5%6.5%201.1K-69.1M-865.5K0.3510.19N/AN/A9,0243,184129,781231,895
2017-12-14$18.77$17.3850.6%14.5%49.0%9.7%49.0%8.0%6.9%-94.6K-60.6M-868.0K0.2710.88N/AN/A10,2852,812133,440232,157
2017-12-15$19.57$17.3850.0%14.3%49.7%9.0%53.2%5.6%8.8%16.8M-94.2M-862.9K1.6311.03N/AN/A6,58110,709133,993232,390
2017-12-18$20.82$17.3853.9%15.5%52.4%13.2%55.5%7.5%3.2%-125.2K-81.3M-861.3K0.4411.01N/AN/A12,8955,724108,654219,763
2017-12-19$19.93$17.3855.0%15.8%51.1%14.3%52.7%5.2%1.8%-217.8K-66.0M-914.9K0.637.08N/AN/A6,8584,325118,411221,788
2017-12-20$19.57$17.3853.4%15.3%50.0%12.7%52.3%4.9%4.0%-203.8K-60.4M-900.5K1.359.10N/AN/A2,9654,004122,448222,113
2017-12-21$19.80$17.3851.3%14.7%48.8%10.4%50.3%4.0%4.6%-51.1K-68.0M-898.7K2.328.62N/AN/A1,5763,656123,472222,896
2017-12-22$19.53$17.3852.9%15.2%49.3%12.1%50.4%6.3%6.2%-240.3K-58.2M-899.3K1.139.43N/AN/A2,8513,233123,769223,304
2017-12-26$19.90$17.3854.0%15.5%48.8%13.3%53.0%6.3%3.6%2.2K-69.1M-889.6K1.6411.13N/AN/A1,9063,128125,200223,476
2017-12-27$19.46$17.3853.4%15.3%49.5%12.6%50.7%6.6%4.9%-247.6K-58.8M-879.2K1.365.48N/AN/A2,0912,846126,150223,720
2017-12-28$19.66$17.3852.0%14.9%49.4%11.1%50.2%7.0%4.0%-55.2K-64.5M-874.5K1.918.27N/AN/A1,5562,971126,849223,817
2017-12-29$19.24$17.3849.9%14.3%50.5%8.9%47.1%7.1%7.3%-358.9K-53.7M-865.3K1.048.02N/AN/A2,4092,506127,136223,964