HTZ Options History — February 2019

In February 2019, HTZ traded between $13.61 and $17.39. ATM implied volatility averaged 68.3%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 11.6% (HV 20d: 56.6%). Max pain ranged from $13.03 to $16.51. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 1.87.

Notable Days

  • 2019-02-25: Highest Volume — 25,467 contracts
  • 2019-02-26: Largest IV drop — 36.2% change
  • 2019-02-25: Highest IV Rank — 40.8%
  • 2019-02-25: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.29$13.61$17.39$14.54$16.55
Max Pain$14.31$13.03$16.51$13.90$16.51
ATM IV68.3%50.8%84.2%54.4%51.9%
Expected Move20.3%14.6%24.1%19.9%14.9%
HV 20d56.6%50.0%62.2%57.8%53.4%
HV 60d64.0%58.3%71.3%71.3%58.7%
IV Rank24.0%5.4%40.8%9.3%6.6%
IV Percentile55.8%7.5%85.3%18.7%11.1%
Term Structure-8.2%-17.0%0.6%-4.5%-0.3%
VWIV71.5%51.9%86.6%68.2%51.9%
Skew 25d6.2%3.8%8.2%6.1%6.2%
Skew 10d14.1%8.4%18.1%17.0%9.7%
Call IV 25d68.0%48.8%80.5%67.0%49.6%
Put IV 25d74.2%55.4%87.9%73.1%55.8%
Bid-Ask Spread %14.507.5918.8516.167.59
Gamma HHI0.110.100.120.110.12
Net GEX-279.5K-667.3K-83.6K-226.9K-667.3K
Net DEX594.1K-14.8M13.6M4.2M-710.1K
Net VEX-412.0K-456.2K-390.4K-401.3K-456.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.870.515.491.131.81
Total Volume5,913.7371,20425,4672,8935,203
Total OI141,118.316131,281171,118131,281171,118

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$14.54$13.9054.4%19.9%57.8%9.3%68.2%6.1%-4.5%-226.9K4.2M-401.3K1.1316.16N/AN/A1,3581,53535,38295,899
2019-02-04$14.49$13.9054.7%20.2%56.0%9.6%72.2%6.3%-6.3%-233.0K4.5M-399.9K1.6310.46N/AN/A45774735,74796,449
2019-02-05$14.51$13.9054.0%20.1%54.2%8.9%72.7%6.5%-6.1%-234.8K4.6M-400.8K1.3113.06N/AN/A65485936,08696,908
2019-02-06$14.42$13.9068.9%19.8%53.9%24.7%70.6%8.2%-6.1%-253.9K5.7M-397.4K2.8714.73N/AN/A33094735,99597,090
2019-02-07$14.30$13.9073.9%21.2%50.0%29.9%76.8%7.9%-8.3%-270.2K7.0M-396.3K1.6515.31N/AN/A8021,32235,99297,874
2019-02-08$13.61$13.0372.1%20.7%53.1%28.0%74.8%4.8%-7.7%-355.5K13.6M-390.4K2.2418.85N/AN/A1,0832,43136,24598,692
2019-02-11$14.89$13.0373.1%21.0%61.3%29.1%74.4%6.6%-8.2%-201.2K729.0K-404.4K1.5313.24N/AN/A1,5372,34936,693100,140
2019-02-12$14.53$13.9073.3%21.0%62.0%29.3%73.9%6.7%-10.2%-278.8K5.1M-401.4K0.8018.56N/AN/A1,13090236,954101,405
2019-02-13$14.76$13.9072.8%20.9%62.1%28.8%72.4%3.8%-8.4%-241.9K2.3M-402.8K1.4114.53N/AN/A1,0301,45037,081101,622
2019-02-14$14.90$13.9073.5%21.1%62.2%29.5%73.3%5.6%-8.3%-178.7K944.7K-408.1K4.0515.24N/AN/A1,0824,38337,112102,520
2019-02-15$14.88$13.9072.9%20.9%62.0%28.9%72.4%6.2%-8.7%-309.2K1.7M-418.2K1.4417.35N/AN/A1,3411,93137,282105,630
2019-02-19$15.24$13.9076.5%21.9%61.1%32.7%75.2%6.5%-13.8%-268.4K3.8M-412.9K0.7614.25N/AN/A1,6941,28532,831100,455
2019-02-20$14.95$13.9078.6%22.5%60.2%35.0%78.3%3.8%-13.5%-295.3K5.9M-414.5K2.4918.61N/AN/A6031,50433,710101,410
2019-02-21$16.22$13.9078.4%22.5%55.6%34.7%79.6%7.1%-14.3%-202.3K-4.2M-413.6K1.1016.05N/AN/A3,4813,84533,999102,065
2019-02-22$16.39$14.7779.4%22.8%55.6%35.7%80.1%6.3%-15.1%-178.0K-6.4M-420.0K0.5114.47N/AN/A3,6131,83535,835104,043
2019-02-25$16.82$14.7784.2%24.1%51.8%40.8%86.6%7.4%-17.0%-83.6K-12.1M-422.2K5.4913.63N/AN/A3,92621,54138,011103,941
2019-02-26$17.39$16.5153.7%15.4%52.3%8.5%53.9%5.2%0.6%-378.8K-14.8M-429.1K0.9913.25N/AN/A12,78812,65940,773121,056
2019-02-27$17.12$16.5150.8%14.6%51.5%5.4%52.1%6.7%0.2%-452.9K-10.6M-438.1K2.4010.22N/AN/A2,5686,15642,562124,641
2019-02-28$16.55$16.5151.9%14.9%53.4%6.6%51.9%6.2%-0.3%-667.3K-710.1K-456.2K1.817.59N/AN/A1,8493,35442,551128,567