HTZ Options History — October 2018

In October 2018, HTZ traded between $11.47 and $14.55. ATM implied volatility averaged 86.5%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 34.7% (HV 20d: 51.7%). Max pain ranged from $13.90 to $15.64. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 2.17.

Notable Days

2018-10-16: Highest Volume — 12,811 contracts
2018-10-10: Largest IV spike — 34.1% change
2018-10-30: Highest IV Rank — 89.5%
2018-10-30: Largest Expected Move — 35.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.30	$11.47	$14.55	$14.16	$12.03
Max Pain	$14.43	$13.90	$15.64	$15.64	$13.90
ATM IV	86.5%	55.4%	121.9%	59.6%	118.3%
Expected Move	25.6%	15.9%	35.0%	17.1%	33.9%
HV 20d	51.7%	38.2%	76.9%	43.4%	76.5%
HV 60d	69.9%	62.4%	76.9%	71.3%	62.4%
IV Rank	47.9%	11.5%	89.5%	16.3%	85.3%
IV Percentile	78.9%	29.0%	99.6%	46.0%	98.8%
Term Structure	-15.3%	-35.7%	19.9%	15.6%	-34.5%
VWIV	87.8%	57.3%	118.6%	59.7%	115.5%
Skew 25d	7.2%	-1.5%	19.8%	2.4%	10.1%
Skew 10d	15.1%	2.7%	32.5%	3.8%	24.0%
Call IV 25d	86.1%	57.0%	113.9%	57.0%	113.9%
Put IV 25d	93.3%	57.7%	129.0%	59.4%	124.0%
Bid-Ask Spread %	21.19	9.50	31.97	9.65	17.73
Gamma HHI	0.12	0.10	0.15	0.11	0.13
Net GEX	-992.5K	-1.3M	-824.9K	-1.0M	-867.3K
Net DEX	45.6M	29.3M	59.4M	37.1M	53.4M
Net VEX	-625.0K	-674.0K	-553.1K	-666.3K	-569.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.17	0.68	5.23	1.91	2.02
Total Volume	8,502.304	4,278	12,811	8,566	11,621
Total OI	268,729.565	227,277	294,147	279,768	237,803

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
2018-10-01	$14.16	$15.64	59.6%	17.1%	43.4%	16.3%	59.7%	2.4%	15.6%	-1.0M	37.1M	-666.3K	1.91	9.65	N/A	N/A	2,947	5,619	98,259	181,509
2018-10-02	$14.35	$15.64	56.5%	16.2%	43.3%	12.8%	59.6%	1.7%	18.1%	-963.1K	34.4M	-674.0K	2.23	9.50	N/A	N/A	1,921	4,290	98,373	181,858
2018-10-03	$14.55	$15.64	55.4%	15.9%	41.4%	11.5%	57.3%	-1.5%	19.9%	-891.1K	29.3M	-672.8K	1.13	13.61	N/A	N/A	2,006	2,272	98,678	181,905
2018-10-04	$13.94	$14.77	58.7%	22.3%	43.2%	15.3%	77.0%	6.0%	-12.4%	-1.1M	39.9M	-658.6K	1.99	22.36	N/A	N/A	3,514	7,002	98,836	184,613
2018-10-05	$13.84	$14.77	62.0%	22.6%	43.1%	19.2%	77.3%	8.1%	-11.8%	-1.1M	43.2M	-666.0K	1.58	24.76	N/A	N/A	2,457	3,872	100,159	185,991
2018-10-08	$14.34	$14.77	66.6%	23.3%	42.7%	24.6%	80.9%	6.8%	-14.3%	-986.9K	35.0M	-672.1K	1.12	19.47	N/A	N/A	2,551	2,861	100,317	186,019
2018-10-09	$13.87	$13.90	65.1%	23.6%	43.1%	22.8%	80.2%	4.3%	-12.8%	-1.1M	42.3M	-655.6K	0.68	25.88	N/A	N/A	4,376	2,982	100,688	186,170
2018-10-10	$13.23	$13.90	87.3%	25.0%	40.7%	48.8%	83.0%	7.2%	-17.8%	-1.2M	50.2M	-635.9K	1.05	24.69	N/A	N/A	3,090	3,242	101,556	186,046
2018-10-11	$13.21	$13.90	85.9%	24.6%	38.2%	47.2%	83.6%	6.5%	-14.6%	-1.2M	52.6M	-642.2K	3.56	26.24	N/A	N/A	2,558	9,101	101,674	186,150
2018-10-12	$13.60	$13.90	86.3%	24.8%	40.7%	47.7%	84.3%	6.7%	-16.2%	-1.2M	47.4M	-652.0K	4.71	19.81	N/A	N/A	1,942	9,138	102,030	189,445
2018-10-15	$14.03	$13.90	88.5%	25.4%	43.1%	50.3%	87.3%	6.7%	-17.7%	-1.1M	40.1M	-645.9K	1.99	24.05	N/A	N/A	2,096	4,168	102,141	188,740
2018-10-16	$14.27	$13.90	85.4%	24.5%	43.2%	46.6%	84.7%	6.8%	-17.7%	-1.1M	36.0M	-646.4K	5.23	21.83	N/A	N/A	2,057	10,754	102,362	188,771
2018-10-17	$14.31	$13.90	86.3%	24.8%	42.8%	47.7%	84.8%	6.4%	-17.7%	-1.1M	33.7M	-641.0K	4.68	20.03	N/A	N/A	2,083	9,741	102,715	187,681
2018-10-18	$13.12	$14.77	93.2%	26.7%	50.0%	55.8%	92.7%	6.4%	-21.7%	-1.3M	57.4M	-606.9K	2.87	26.14	N/A	N/A	2,849	8,163	102,970	189,829
2018-10-19	$13.29	$14.77	87.9%	25.2%	50.7%	49.6%	85.3%	7.5%	-18.9%	-864.2K	54.3M	-608.6K	1.41	20.27	N/A	N/A	3,715	5,242	103,445	190,702
2018-10-22	$13.22	$14.77	92.0%	26.4%	47.8%	54.3%	88.8%	11.1%	-17.8%	-858.0K	43.6M	-605.4K	0.77	17.99	N/A	N/A	5,287	4,069	64,813	162,464
2018-10-23	$13.20	$14.77	99.7%	28.6%	47.5%	63.4%	96.9%	5.7%	-22.1%	-825.1K	41.7M	-621.2K	1.04	24.58	N/A	N/A	5,057	5,243	67,788	165,154
2018-10-24	$11.47	$14.77	104.8%	30.0%	67.4%	69.4%	102.0%	9.0%	-21.4%	-853.7K	59.4M	-554.9K	1.04	17.33	N/A	N/A	3,591	3,752	68,633	162,235
2018-10-25	$12.35	$13.90	106.0%	30.4%	74.1%	70.8%	103.6%	10.4%	-23.0%	-824.9K	50.5M	-587.7K	1.18	25.44	N/A	N/A	3,355	3,947	70,403	162,815
2018-10-26	$11.75	$13.90	106.6%	30.6%	75.3%	71.5%	106.0%	9.0%	-26.7%	-848.6K	57.4M	-564.2K	2.15	31.97	N/A	N/A	2,654	5,711	71,590	162,818
2018-10-29	$11.61	$13.90	115.1%	33.0%	75.2%	81.5%	109.2%	9.4%	-30.8%	-853.9K	58.2M	-553.1K	2.83	18.06	N/A	N/A	1,555	4,406	71,799	165,486
2018-10-30	$12.09	$13.90	121.9%	35.0%	76.9%	89.5%	118.6%	19.8%	-35.7%	-835.7K	52.7M	-574.6K	2.72	25.98	N/A	N/A	1,798	4,898	71,932	165,415
2018-10-31	$12.03	$13.90	118.3%	33.9%	76.5%	85.3%	115.5%	10.1%	-34.5%	-867.3K	53.4M	-569.2K	2.02	17.73	N/A	N/A	3,851	7,770	72,211	165,592