HTZ Options History — April 2018

In April 2018, HTZ traded between $16.90 and $19.39. ATM implied volatility averaged 67.4%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 25.7% (HV 20d: 41.7%). Max pain ranged from $17.38 to $18.25. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.21.

Notable Days

  • 2018-04-13: Highest Volume — 18,876 contracts
  • 2018-04-11: Largest IV spike — 34.1% change
  • 2018-04-30: Highest IV Rank — 35.7%
  • 2018-04-30: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.27$16.90$19.39$16.90$19.03
Max Pain$18.00$17.38$18.25$17.38$18.25
ATM IV67.4%52.6%78.4%61.5%78.4%
Expected Move20.4%16.6%22.5%17.6%22.5%
HV 20d41.7%30.5%50.0%30.5%48.2%
HV 60d60.7%56.7%66.6%65.6%56.7%
IV Rank23.1%6.1%35.7%16.4%35.7%
IV Percentile41.8%5.6%69.4%24.2%69.4%
Term Structure-9.5%-16.9%16.1%12.7%-16.9%
VWIV71.0%58.3%79.2%60.9%79.2%
Skew 25d7.1%2.4%9.5%2.4%5.7%
Skew 10d14.4%10.6%18.9%10.6%13.9%
Call IV 25d67.7%54.8%76.3%60.2%76.3%
Put IV 25d74.8%61.6%82.0%62.6%82.0%
Bid-Ask Spread %22.7417.9434.1018.0320.50
Gamma HHI0.250.080.880.250.10
Net GEX-2.2M-19.4M15.0K-1.9M15.0K
Net DEX5.2M-48.3M51.9M51.9M-8.5M
Net VEX-769.8K-829.4K-723.7K-795.7K-747.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.210.435.033.002.08
Total Volume11,674.9527,72718,87611,2188,106
Total OI258,814.429185,593301,942269,345199,160

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$16.90$17.3861.5%17.6%30.5%16.4%60.9%2.4%12.7%-1.9M51.9M-795.7K3.0018.03N/AN/A2,8068,41289,251180,094
2018-04-03$17.66$17.3857.9%16.6%33.2%12.2%58.6%6.0%15.8%-1.7M28.2M-806.6K1.8317.94N/AN/A4,6038,43789,543180,371
2018-04-04$18.22$17.3858.5%16.8%33.7%12.9%58.3%6.8%16.1%-1.4M8.5M-811.3K5.0324.55N/AN/A3,03415,26290,732180,469
2018-04-05$18.42$17.3852.6%20.1%33.6%6.1%72.0%6.9%-8.5%-1.5M3.6M-816.2K4.6520.61N/AN/A2,48811,58390,675184,651
2018-04-06$17.98$17.3855.5%21.8%35.0%9.5%77.9%8.9%-12.8%-1.8M19.1M-829.4K2.4134.10N/AN/A3,5048,45390,693187,736
2018-04-09$17.91$17.3854.5%21.1%34.6%8.3%73.5%7.1%-12.8%-2.0M20.2M-804.9K2.0418.16N/AN/A2,8695,85691,806188,980
2018-04-10$18.38$18.2554.6%21.4%35.7%8.4%74.9%7.1%-13.2%-1.7M7.4M-791.8K2.0620.28N/AN/A2,5315,20791,991189,074
2018-04-11$18.27$18.2573.2%21.0%35.7%29.8%71.1%6.0%-12.4%-1.9M6.2M-789.3K1.6927.56N/AN/A2,9044,91092,089189,405
2018-04-12$19.00$18.2571.1%20.4%36.8%27.4%70.8%7.8%-12.5%-1.0M-21.3M-773.2K2.8619.39N/AN/A2,7127,74792,311189,750
2018-04-13$18.70$18.2570.0%20.1%37.5%26.1%70.1%8.8%-13.4%-1.4M-12.4M-770.9K0.5625.03N/AN/A12,0876,78992,641191,630
2018-04-16$19.39$18.2572.1%20.7%39.3%28.5%70.4%9.5%-14.9%-34.1K-48.3M-745.3K0.7918.80N/AN/A7,5726,006101,710192,578
2018-04-17$17.86$18.2570.2%20.1%49.7%26.3%70.9%7.7%-12.5%-3.3M12.7M-763.7K1.0226.87N/AN/A6,5056,629102,266192,597
2018-04-18$18.04$18.2568.5%19.7%49.4%24.4%68.7%6.2%-13.2%-2.6M-1.7M-742.2K2.3021.87N/AN/A2,9866,866106,225193,977
2018-04-19$17.83$18.2569.3%19.9%48.9%25.3%69.9%6.2%-14.3%-3.2M1.4M-747.2K2.4724.79N/AN/A2,7736,844106,206195,421
2018-04-20$17.41$18.2571.8%20.6%48.2%28.2%71.5%6.6%-13.4%-19.4M32.1M-723.7K3.4824.74N/AN/A3,14210,943106,454195,488
2018-04-23$18.31$18.2574.7%21.4%50.0%31.5%73.6%8.9%-12.6%-548.6K13.1M-731.1K1.6620.62N/AN/A5,2648,74848,377137,216
2018-04-24$18.31$18.2575.6%21.7%49.4%32.4%72.5%7.9%-13.1%-446.4K8.5M-729.9K0.4325.62N/AN/A11,8505,08551,327137,410
2018-04-25$18.44$18.2576.1%21.8%48.6%33.1%75.2%7.9%-15.7%-112.3K-477.7K-750.4K1.9124.22N/AN/A2,6745,09860,179137,580
2018-04-26$18.60$18.2575.4%21.6%48.6%32.3%75.7%6.7%-16.9%-70.2K-2.5M-751.9K2.0122.69N/AN/A2,7135,44960,396137,734
2018-04-27$19.04$18.2574.4%21.3%49.1%31.1%75.2%7.9%-15.4%-7.1K-7.7M-743.7K2.0321.09N/AN/A2,5475,18060,797138,113
2018-04-30$19.03$18.2578.4%22.5%48.2%35.7%79.2%5.7%-16.9%15.0K-8.5M-747.0K2.0820.50N/AN/A2,6335,47360,837138,323