HTZ Options History — December 2018

In December 2018, HTZ traded between $11.61 and $15.97. ATM implied volatility averaged 70.7%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 0.1% (HV 20d: 70.6%). Max pain ranged from $15.20 to $16.51. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.90.

Notable Days

  • 2018-12-10: Highest Volume — 11,732 contracts
  • 2018-12-10: Largest IV spike — 12.2% change
  • 2018-12-27: Highest IV Rank — 34.9%
  • 2018-12-27: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.36$11.61$15.97$15.97$11.86
Max Pain$15.92$15.20$16.51$16.51$15.20
ATM IV70.7%60.2%78.6%60.2%74.7%
Expected Move19.9%17.3%22.5%17.3%21.4%
HV 20d70.6%55.8%91.0%89.7%56.1%
HV 60d73.9%72.0%76.8%72.9%76.7%
IV Rank26.5%15.4%34.9%15.4%30.8%
IV Percentile70.0%51.6%80.6%51.6%73.4%
Term Structure0.5%-5.9%5.0%-2.3%-2.6%
VWIV69.0%60.7%79.4%60.7%73.6%
Skew 25d5.4%2.2%8.5%2.2%6.3%
Skew 10d12.3%3.6%43.7%3.6%9.6%
Call IV 25d67.9%60.3%75.9%60.6%73.9%
Put IV 25d73.3%62.8%83.0%62.8%80.2%
Bid-Ask Spread %12.348.5620.6316.069.97
Gamma HHI0.140.100.170.100.17
Net GEX-1.1M-1.4M-233.7K-233.7K-1.4M
Net DEX46.4M-1.5M71.9M-1.5M65.8M
Net VEX-502.9K-578.9K-415.4K-578.9K-415.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.900.318.652.920.55
Total Volume4,149.252,26111,7323,2932,557
Total OI273,892253,507288,752270,276254,995

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$15.97$16.5160.2%17.3%89.7%15.4%60.7%2.2%-2.3%-233.7K-1.5M-578.9K2.9216.06N/AN/A8402,45391,145179,131
2018-12-04$15.25$16.5163.5%18.2%91.0%18.9%63.2%4.5%-1.6%-625.6K17.0M-577.0K2.9017.44N/AN/A1,4084,08791,095179,652
2018-12-05$15.18$16.5166.3%19.0%91.0%21.9%66.2%2.5%-4.2%-612.4K17.4M-577.4K2.9020.63N/AN/A1,4184,11791,095179,652
2018-12-06$15.24$16.5167.6%18.3%89.3%23.2%64.4%8.5%2.9%-644.7K19.1M-578.7K0.9713.33N/AN/A1,6411,58591,432179,920
2018-12-07$14.77$16.5168.3%18.0%89.9%24.0%61.6%5.9%5.0%-770.1K24.4M-560.9K3.3914.14N/AN/A1,1974,06191,486179,854
2018-12-10$14.10$16.5176.6%19.7%63.3%32.8%68.7%6.4%1.7%-980.1K37.1M-540.0K8.658.56N/AN/A1,21510,51791,662177,737
2018-12-11$13.56$16.5173.8%19.3%64.1%29.8%67.3%5.6%1.6%-1.2M49.0M-533.1K0.508.75N/AN/A2,7761,40092,136194,924
2018-12-12$13.38$16.5166.1%18.9%64.1%21.6%65.0%4.2%4.1%-1.2M50.2M-522.0K0.3113.09N/AN/A3,09396792,964195,266
2018-12-13$12.88$16.5166.3%19.0%64.7%21.8%68.3%4.6%4.1%-1.3M59.3M-502.7K1.3512.66N/AN/A9601,30193,285195,411
2018-12-14$12.51$16.5169.2%19.8%64.1%24.9%66.6%3.7%2.7%-1.4M64.5M-493.0K2.3211.54N/AN/A1,8784,36293,522195,230
2018-12-17$12.84$16.5169.6%20.0%65.7%25.4%68.8%6.7%3.9%-1.3M56.3M-489.9K1.6211.37N/AN/A1,6062,59793,580193,437
2018-12-18$13.33$15.2070.0%20.1%68.0%25.8%68.4%5.1%2.2%-1.2M49.3M-510.7K0.9411.81N/AN/A1,4191,33294,367191,853
2018-12-19$12.87$15.2071.1%20.4%65.0%27.0%69.7%4.9%0.1%-1.2M57.4M-481.7K0.6512.05N/AN/A2,0081,30994,650191,754
2018-12-20$12.79$15.2070.2%20.1%62.1%26.0%70.2%5.1%1.6%-1.3M57.5M-477.1K1.8514.79N/AN/A1,0071,86794,936190,824
2018-12-21$11.71$15.2073.1%20.9%67.5%29.0%71.2%4.5%3.5%-1.3M71.9M-442.5K2.6011.52N/AN/A1,5343,98494,774190,670
2018-12-24$11.61$15.2076.8%22.0%63.5%33.0%76.6%6.8%-2.2%-1.3M65.7M-433.8K0.718.78N/AN/A1,6381,15668,793184,714
2018-12-26$12.54$15.2075.3%21.6%70.7%31.4%74.4%7.8%-2.6%-1.3M55.2M-455.4K0.7110.39N/AN/A1,5201,07869,134184,491
2018-12-27$12.62$15.2078.6%22.5%65.5%34.9%79.4%7.1%-5.9%-1.3M55.1M-450.6K0.5411.22N/AN/A1,75894569,558184,142
2018-12-28$12.30$15.2076.9%22.0%55.8%33.1%76.1%5.5%-2.8%-1.3M57.9M-436.9K1.568.76N/AN/A9371,45770,621183,948
2018-12-31$11.86$15.2074.7%21.4%56.1%30.8%73.6%6.3%-2.6%-1.4M65.8M-415.4K0.559.97N/AN/A1,64990870,707184,288