HTZ Options History — August 2018 In August 2018, HTZ traded between $13.16 and $18.84. ATM implied volatility averaged 61.7%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded below realized volatility by 23.4% (HV 20d: 85.1%). Max pain ranged from $13.03 to $16.51. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 1.63.
Notable Days 2018-08-07 : Highest Volume — 40,276 contracts2018-08-07 : Largest IV drop — 42.7% change2018-08-06 : Highest IV Rank — 72.5%2018-08-02 : Largest Expected Move — 26.6%Monthly Statistics Metric Avg Min Max Open Close Price $16.48 $13.16 $18.84 $13.16 $15.25 Max Pain $15.37 $13.03 $16.51 $13.03 $16.51 ATM IV 61.7% 48.1% 110.1% 91.4% 54.2% Expected Move 16.7% 13.8% 26.6% 26.2% 15.5% HV 20d 85.1% 56.0% 102.0% 59.0% 101.4% HV 60d 75.0% 63.2% 79.4% 75.3% 79.1% IV Rank 18.3% 2.8% 72.5% 51.4% 10.1% IV Percentile 32.7% 2.8% 97.2% 88.9% 23.8% Term Structure -2.4% -25.8% 2.3% -22.2% 1.4% VWIV 59.5% 48.8% 96.8% 92.0% 55.8% Skew 25d 5.8% 2.7% 14.0% 5.2% 4.5% Skew 10d 12.1% 2.5% 22.8% 19.6% 3.2% Call IV 25d 56.2% 45.6% 88.7% 88.7% 53.3% Put IV 25d 62.0% 50.9% 100.1% 93.9% 57.9% Bid-Ask Spread % 15.07 10.36 22.79 17.37 10.61 Gamma HHI 0.09 0.06 0.23 0.10 0.07 Net GEX -377.8K -985.8K 682.8K -985.8K -812.5K Net DEX -6.5M -53.6M 54.3M 54.3M 27.6M Net VEX -774.5K -815.9K -682.2K -682.2K -775.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.63 0.47 4.16 2.34 1.38 Total Volume 12,582.696 3,905 40,276 7,254 7,018 Total OI 274,036.913 244,824 291,680 244,824 287,811
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 2018-08-01 $13.16 $13.03 91.4% 26.2% 59.0% 51.4% 92.0% 5.2% -22.2% -985.8K 54.3M -682.2K 2.34 17.37 N/A N/A 2,172 5,082 60,860 183,964 2018-08-02 $13.21 $13.03 92.8% 26.6% 58.4% 53.1% 94.9% 11.5% -25.8% -975.5K 51.3M -684.6K 1.69 20.61 N/A N/A 2,867 4,837 61,110 184,520 2018-08-03 $13.80 $13.03 92.3% 26.5% 59.3% 52.4% 96.8% 14.0% -23.9% -890.4K 43.3M -696.3K 0.47 20.58 N/A N/A 13,262 6,167 61,995 184,662 2018-08-06 $13.59 $13.03 110.1% 20.0% 56.0% 72.5% 71.2% 6.7% -5.5% -814.2K 37.1M -735.9K 1.23 22.79 N/A N/A 8,486 10,458 72,184 185,110 2018-08-07 $16.82 $13.03 63.1% 16.0% 86.0% 19.6% 57.5% 6.2% -0.3% -298.5K -20.7M -780.7K 0.61 12.12 N/A N/A 25,026 15,250 77,840 188,834 2018-08-08 $15.75 $15.64 56.0% 15.3% 87.7% 11.7% 55.1% 4.2% 0.0% -385.0K -1.7M -790.1K 2.39 12.36 N/A N/A 4,765 11,406 83,062 195,878 2018-08-09 $16.91 $15.64 55.8% 15.2% 88.6% 12.0% 53.4% 5.4% -0.1% -332.2K -24.9M -798.6K 1.50 15.08 N/A N/A 5,586 8,372 83,986 200,548 2018-08-10 $16.93 $15.64 57.9% 15.1% 88.5% 14.3% 52.6% 5.4% 1.0% -353.0K -25.9M -805.0K 1.57 20.46 N/A N/A 2,585 4,053 85,812 203,002 2018-08-13 $16.79 $15.64 60.5% 15.1% 87.4% 17.4% 51.9% 6.6% 1.0% -383.2K -22.6M -794.0K 2.18 10.36 N/A N/A 2,351 5,129 85,987 203,086 2018-08-14 $17.27 $15.64 60.1% 14.5% 87.1% 17.0% 54.5% 5.0% 2.3% -263.9K -32.5M -795.7K 2.42 13.56 N/A N/A 4,115 9,956 86,368 202,978 2018-08-15 $16.98 $15.64 53.4% 15.3% 87.9% 9.1% 57.0% 6.6% 1.0% -304.8K -27.3M -795.9K 0.91 13.33 N/A N/A 3,863 3,500 87,547 202,004 2018-08-16 $17.77 $15.64 52.1% 15.0% 88.4% 7.6% 54.1% 5.0% 1.3% -11.8K -44.0M -793.9K 0.93 11.27 N/A N/A 4,701 4,371 87,835 202,505 2018-08-17 $18.20 $15.64 50.7% 14.5% 88.4% 5.9% 49.8% 6.0% 1.8% 682.8K -53.6M -785.5K 0.80 13.70 N/A N/A 4,327 3,463 88,961 202,719 2018-08-20 $18.28 $15.64 50.8% 14.6% 88.3% 6.1% 51.1% 4.1% 2.0% -266.2K -25.3M -782.1K 1.44 13.94 N/A N/A 1,603 2,302 70,841 186,806 2018-08-21 $18.84 $15.64 48.1% 13.8% 87.7% 2.8% 48.8% 5.3% 2.1% -101.2K -38.3M -745.5K 0.74 14.70 N/A N/A 3,934 2,930 71,261 186,994 2018-08-22 $18.54 $16.51 50.2% 14.4% 88.7% 5.4% 49.6% 3.8% 1.5% -176.2K -32.3M -747.1K 1.21 15.33 N/A N/A 4,025 4,879 71,791 188,393 2018-08-23 $17.24 $16.51 50.2% 14.4% 94.6% 5.3% 51.3% 7.0% 2.1% -510.9K -4.1M -799.4K 0.90 19.51 N/A N/A 13,445 12,111 73,102 191,720 2018-08-24 $17.01 $16.51 52.6% 15.1% 93.7% 8.2% 52.5% 5.3% 1.9% -383.1K -4.8M -805.2K 0.52 13.69 N/A N/A 15,347 8,022 82,930 187,766 2018-08-27 $16.92 $16.51 56.4% 16.2% 92.8% 12.6% 56.1% 4.5% -0.2% -199.2K -5.7M -815.9K 2.69 14.04 N/A N/A 2,868 7,704 96,000 188,490 2018-08-28 $17.06 $16.51 53.2% 15.2% 92.5% 8.8% 54.6% 4.6% 0.3% -143.9K -8.3M -815.4K 3.94 14.05 N/A N/A 1,893 7,458 96,361 188,346 2018-08-29 $17.25 $16.51 52.5% 15.1% 92.2% 8.1% 52.8% 3.4% 1.7% -53.9K -13.3M -813.1K 4.16 11.12 N/A N/A 1,735 7,213 96,776 188,536 2018-08-30 $15.46 $16.51 54.0% 15.5% 102.0% 9.9% 54.0% 2.7% 2.1% -726.7K 22.8M -775.8K 1.50 16.03 N/A N/A 3,512 5,253 96,929 188,639 2018-08-31 $15.25 $16.51 54.2% 15.5% 101.4% 10.1% 55.8% 4.5% 1.4% -812.5K 27.6M -775.5K 1.38 10.61 N/A N/A 2,952 4,066 97,804 190,007
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