HTZ Options History — January 2019

In January 2019, HTZ traded between $11.61 and $14.85. ATM implied volatility averaged 62.4%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 0.2% (HV 20d: 62.6%). Max pain ranged from $10.43 to $15.20. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.23.

Notable Days

  • 2019-01-09: Highest Volume — 4,633 contracts
  • 2019-01-28: Largest IV spike — 11.6% change
  • 2019-01-03: Highest IV Rank — 31.8%
  • 2019-01-02: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.58$11.61$14.85$12.08$14.34
Max Pain$12.14$10.43$15.20$15.20$13.03
ATM IV62.4%51.7%75.7%75.0%54.4%
Expected Move18.0%14.8%21.5%21.5%20.2%
HV 20d62.6%56.9%66.9%57.4%60.5%
HV 60d75.1%70.9%78.3%76.8%71.8%
IV Rank17.8%6.4%31.8%31.1%9.3%
IV Percentile45.1%9.9%75.8%73.8%18.7%
Term Structure7.7%-5.6%14.0%-4.9%-5.6%
VWIV62.6%52.5%74.7%74.7%71.1%
Skew 25d6.3%4.4%9.4%9.4%7.0%
Skew 10d16.2%5.8%35.4%35.4%16.9%
Call IV 25d59.5%49.7%70.4%70.4%68.1%
Put IV 25d65.8%55.1%79.8%79.8%75.1%
Bid-Ask Spread %13.758.1218.5510.6716.61
Gamma HHI0.170.110.230.180.11
Net GEX-830.6K-1.4M-188.2K-1.4M-250.3K
Net DEX28.0M5.7M67.1M62.8M6.3M
Net VEX-400.3K-413.0K-382.5K-407.3K-397.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.303.890.612.36
Total Volume3,037.5247024,6333,9352,838
Total OI208,299.714122,259262,689256,247130,511

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$12.08$15.2075.0%21.5%57.4%31.1%74.7%9.4%-4.9%-1.4M62.8M-407.3K0.6110.67N/AN/A2,4491,48671,761184,486
2019-01-03$11.61$10.4375.7%21.4%56.9%31.8%72.9%8.7%1.3%-1.4M67.1M-392.6K0.3013.67N/AN/A2,11663172,036184,186
2019-01-04$12.22$10.4371.8%19.7%61.4%27.7%68.5%6.2%5.5%-1.4M59.7M-405.6K0.9815.73N/AN/A2,2632,22573,089183,702
2019-01-07$12.80$10.4370.9%19.4%64.5%26.7%68.2%8.7%4.5%-1.4M49.6M-408.6K0.7517.33N/AN/A58744173,681184,160
2019-01-08$12.62$10.4370.6%19.3%64.0%26.4%68.0%4.9%4.6%-1.4M51.8M-401.9K0.6214.45N/AN/A79249174,190181,937
2019-01-09$13.42$10.4364.5%18.5%66.9%20.0%64.5%6.8%5.4%-1.4M39.1M-408.9K1.5015.19N/AN/A1,8522,78174,085182,101
2019-01-10$13.62$10.4362.8%18.0%65.7%18.2%65.9%5.4%7.5%-1.4M35.5M-413.0K0.9115.36N/AN/A1,6171,47174,498182,981
2019-01-11$14.01$11.2961.7%17.7%66.2%17.0%62.1%5.6%7.2%-1.3M27.7M-412.6K0.6110.93N/AN/A1,42686474,965183,563
2019-01-14$14.13$11.2960.7%17.4%64.4%16.0%61.2%4.9%7.6%-1.2M24.2M-400.7K0.7818.55N/AN/A1,7321,34775,073183,538
2019-01-15$14.02$12.1660.8%17.4%63.4%16.1%60.4%6.2%7.1%-1.3M28.6M-397.2K0.4116.10N/AN/A1,22849875,044184,360
2019-01-16$14.07$12.1657.6%16.5%62.9%12.7%57.0%7.6%8.6%-1.1M27.4M-392.1K2.0318.10N/AN/A1,3772,79175,416184,434
2019-01-17$14.30$12.1657.2%16.4%61.9%12.2%55.0%7.0%9.0%-662.6K23.0M-398.8K0.7813.13N/AN/A2,0271,58675,729186,311
2019-01-18$14.85$12.1651.7%14.8%61.3%6.4%52.5%5.4%11.5%-188.2K18.8M-398.5K0.6810.60N/AN/A2,4381,66075,900186,789
2019-01-22$14.35$13.0355.9%16.0%62.9%10.9%56.6%5.7%13.7%-206.7K5.7M-395.2K1.1116.41N/AN/A1,2891,43531,65990,600
2019-01-23$13.09$13.0360.5%17.4%63.6%15.8%59.5%5.3%13.5%-276.5K14.2M-382.5K0.738.12N/AN/A2,6591,93332,44391,491
2019-01-24$13.28$13.0360.2%17.2%63.5%15.4%59.5%6.0%12.8%-278.5K13.5M-390.8K1.7911.83N/AN/A1,5002,67733,41292,850
2019-01-25$14.20$13.0355.9%16.0%62.1%10.9%55.9%6.5%14.0%-226.2K7.1M-402.2K0.688.88N/AN/A1,8021,22733,92093,279
2019-01-28$14.14$13.0362.4%17.9%62.2%17.7%62.7%5.9%12.5%-226.8K7.2M-400.7K2.2414.35N/AN/A21648634,17393,518
2019-01-29$13.78$13.9060.0%17.2%62.2%15.2%60.8%4.4%14.0%-267.4K10.2M-397.4K3.899.84N/AN/A5892,29034,44094,205
2019-01-30$14.18$13.9060.2%17.3%60.6%15.4%57.1%5.6%11.6%-267.7K7.5M-401.5K2.1212.88N/AN/A8571,81434,59795,181
2019-01-31$14.34$13.0354.4%20.2%60.5%9.3%71.1%7.0%-5.6%-250.3K6.3M-397.5K2.3616.61N/AN/A8441,99435,10995,402