HTZ Options History — February 2018

In February 2018, HTZ traded between $15.52 and $19.28. ATM implied volatility averaged 87.0%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 16.6% (HV 20d: 70.3%). Max pain ranged from $17.38 to $20.85. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.44.

Notable Days

  • 2018-02-28: Highest Volume — 50,501 contracts
  • 2018-02-28: Largest IV drop — 45.2% change
  • 2018-02-27: Highest IV Rank — 75.0%
  • 2018-02-27: Largest Expected Move — 31.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.34$15.52$19.28$19.27$15.80
Max Pain$19.57$17.38$20.85$20.85$17.38
ATM IV87.0%61.0%111.3%64.3%61.0%
Expected Move25.6%17.5%31.9%22.2%17.5%
HV 20d70.3%51.4%81.0%76.6%76.6%
HV 60d64.2%60.2%72.8%72.8%69.2%
IV Rank48.8%20.9%75.0%24.4%20.9%
IV Percentile76.5%25.4%96.4%34.1%25.4%
Term Structure-16.6%-33.2%-2.0%-6.0%-2.0%
VWIV88.8%62.6%108.7%78.7%62.6%
Skew 25d7.4%3.5%11.2%5.9%7.2%
Skew 10d13.9%6.3%23.0%12.6%11.1%
Call IV 25d86.1%58.9%104.6%76.6%58.9%
Put IV 25d93.5%66.1%115.7%82.5%66.1%
Bid-Ask Spread %23.108.1639.5212.558.16
Gamma HHI0.100.060.170.170.08
Net GEX497.3K-699.5K1.6M1.5M-699.5K
Net DEX-6.5M-59.0M44.4M-55.8M44.4M
Net VEX-807.6K-881.7K-724.6K-842.6K-800.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.440.353.850.463.05
Total Volume15,424.0533,84250,5014,01050,501
Total OI252,730.842234,911276,623237,049276,623

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$19.27$20.8564.3%22.2%76.6%24.4%78.7%5.9%-6.0%1.5M-55.8M-842.6K0.4612.55N/AN/A2,7381,272118,918118,131
2018-02-02$19.28$20.8566.3%22.7%76.3%26.5%78.4%6.9%-9.0%1.6M-59.0M-845.8K0.6014.15N/AN/A3,2501,936120,216118,257
2018-02-05$18.44$20.8571.6%23.6%77.7%32.3%80.6%4.1%-11.7%1.3M-35.0M-824.5K3.8529.18N/AN/A1,9677,567120,438118,820
2018-02-06$18.50$20.8576.7%24.2%77.5%37.8%83.4%9.7%-11.7%1.2M-31.6M-852.9K1.3724.55N/AN/A2,8193,851120,551124,721
2018-02-07$18.77$20.8582.2%23.6%77.8%43.7%79.6%10.8%-10.6%1.4M-37.7M-853.7K0.9017.58N/AN/A2,0191,823121,136126,777
2018-02-08$17.52$20.8593.1%26.7%81.0%55.4%85.1%11.0%-15.0%735.7K-12.0M-819.7K0.5225.43N/AN/A3,3301,718121,342126,939
2018-02-09$17.29$20.8591.6%26.3%78.0%53.8%92.0%10.0%-13.6%593.4K-3.6M-803.8K0.3525.34N/AN/A8,2182,846122,629126,784
2018-02-12$17.55$20.8591.9%26.3%78.1%54.0%91.2%11.2%-16.8%761.7K-8.4M-809.4K0.8221.59N/AN/A2,9592,436126,639127,517
2018-02-13$16.14$20.8592.7%26.6%61.4%55.0%97.4%8.9%-15.8%-4.5K22.5M-745.1K1.7523.38N/AN/A5,2849,261126,755127,846
2018-02-14$16.22$20.8592.9%26.6%61.4%55.1%90.5%9.6%-22.4%-102.2K24.1M-759.7K0.7522.22N/AN/A11,6178,737129,557135,127
2018-02-15$16.15$18.2588.6%25.4%55.8%50.6%87.5%5.6%-15.0%-40.6K23.1M-754.2K1.0019.93N/AN/A4,9504,963133,948135,369
2018-02-16$16.75$18.2584.4%24.2%51.8%46.1%82.3%4.6%-18.1%155.2K12.0M-764.9K0.7424.98N/AN/A4,9353,671134,895135,110
2018-02-20$16.16$18.2590.8%26.0%51.4%52.9%96.7%3.5%-15.8%51.6K11.3M-736.3K0.8728.10N/AN/A7,4686,471108,631127,019
2018-02-21$15.52$18.25104.0%29.8%52.3%67.0%101.0%4.8%-27.8%-107.6K23.4M-724.6K1.2119.53N/AN/A17,21620,835104,838130,073
2018-02-22$17.96$18.2593.0%26.7%77.0%55.3%93.6%6.0%-19.5%400.0K-22.0M-821.4K0.6830.50N/AN/A9,4426,449110,328140,427
2018-02-23$17.97$18.2592.7%26.6%76.8%54.9%94.6%4.9%-23.6%400.4K-20.9M-839.0K3.7139.52N/AN/A3,93014,562110,640143,731
2018-02-26$17.41$18.25103.1%29.6%74.3%66.1%104.0%4.6%-28.3%190.9K-6.2M-881.7K2.5326.47N/AN/A5,84414,758110,989153,435
2018-02-27$16.77$18.25111.3%31.9%74.9%75.0%108.7%11.1%-33.2%54.2K7.8M-865.6K2.1225.68N/AN/A10,06321,351112,928153,802
2018-02-28$15.80$17.3861.0%17.5%76.6%20.9%62.6%7.2%-2.0%-699.5K44.4M-800.4K3.058.16N/AN/A12,48138,020114,660161,963