HTZ Options History — April 2019 In April 2019, HTZ traded between $14.87 and $16.08. ATM implied volatility averaged 65.7%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded above realized volatility by 28.4% (HV 20d: 37.4%). Max pain ranged from $14.77 to $15.64. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.40.
Notable Days 2019-04-29 : Highest Volume — 14,810 contracts2019-04-08 : Largest IV spike — 20.8% change2019-04-25 : Highest IV Rank — 29.9%2019-04-30 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $15.45 $14.87 $16.08 $15.33 $15.77 Max Pain $14.94 $14.77 $15.64 $14.77 $15.64 ATM IV 65.7% 49.7% 73.8% 49.9% 72.2% Expected Move 20.6% 18.2% 25.8% 18.2% 25.8% HV 20d 37.4% 29.1% 56.8% 56.8% 33.0% HV 60d 53.1% 49.4% 56.8% 56.8% 49.4% IV Rank 21.3% 4.3% 29.9% 4.4% 28.1% IV Percentile 53.8% 6.3% 74.6% 6.3% 70.6% Term Structure 0.9% -6.5% 17.5% 17.5% -3.1% VWIV 71.1% 62.3% 88.5% 63.2% 88.5% Skew 25d 7.0% 4.8% 9.6% 8.5% 5.9% Skew 10d 17.7% 4.5% 43.5% 22.6% 15.0% Call IV 25d 62.2% 44.9% 71.7% 46.1% 68.7% Put IV 25d 69.2% 51.5% 76.6% 54.6% 74.6% Bid-Ask Spread % 16.03 11.20 19.66 11.20 14.54 Gamma HHI 0.11 0.09 0.12 0.12 0.11 Net GEX -290.9K -723.9K 15.8K -371.5K -246.2K Net DEX 5.3M -2.3M 12.2M 7.7M 2.3M Net VEX -416.6K -432.8K -403.8K -431.3K -421.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.40 0.13 4.99 0.88 1.50 Total Volume 6,123.19 2,059 14,810 2,300 3,285 Total OI 165,638.667 151,051 187,108 162,785 161,553
Daily Data (21 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 2019-04-01 $15.33 $14.77 49.9% 18.2% 56.8% 4.4% 63.2% 8.5% 17.5% -371.5K 7.7M -431.3K 0.88 11.20 N/A N/A 1,222 1,078 40,311 122,474 2019-04-02 $15.12 $14.77 49.7% 18.8% 43.7% 4.3% 62.3% 6.7% 16.8% -426.9K 10.3M -425.7K 0.59 15.11 N/A N/A 1,358 800 40,958 122,899 2019-04-03 $15.47 $14.77 49.9% 18.4% 42.4% 4.6% 64.0% 7.9% 14.0% -267.5K 5.7M -422.6K 0.31 16.93 N/A N/A 4,261 1,333 41,186 123,083 2019-04-04 $15.90 $14.77 50.1% 18.4% 37.4% 4.7% 63.9% 6.8% 16.5% -4.7K -1.4M -432.8K 1.05 16.71 N/A N/A 1,913 2,010 43,581 123,524 2019-04-05 $15.73 $14.77 55.2% 18.4% 35.7% 10.1% 63.1% 6.2% 17.4% 15.8K 201.1K -431.4K 1.21 14.31 N/A N/A 1,820 2,208 44,165 124,336 2019-04-08 $15.24 $14.77 66.6% 18.9% 37.7% 22.2% 65.2% 7.6% -5.0% -329.8K 7.6M -425.3K 2.92 18.26 N/A N/A 2,528 7,389 43,604 123,833 2019-04-09 $15.46 $14.77 68.3% 18.8% 37.7% 24.0% 67.6% 9.6% -4.9% -296.2K 4.8M -412.0K 2.47 17.59 N/A N/A 2,256 5,572 43,875 125,400 2019-04-10 $15.28 $14.77 69.8% 18.8% 37.1% 25.6% 67.0% 8.5% -3.8% -444.6K 7.9M -414.9K 0.76 16.24 N/A N/A 1,169 890 43,919 125,464 2019-04-11 $15.31 $14.77 67.9% 18.9% 37.0% 23.6% 66.8% 9.5% -3.1% -398.7K 6.9M -408.7K 1.42 19.66 N/A N/A 1,250 1,771 44,316 125,652 2019-04-12 $15.65 $14.77 65.5% 18.4% 37.5% 21.0% 64.3% 5.8% -1.7% 3.9K 1.5M -407.7K 1.79 14.04 N/A N/A 1,501 2,692 44,543 126,250 2019-04-15 $15.01 $14.77 73.6% 20.8% 39.9% 29.6% 68.3% 5.3% -4.6% -644.4K 10.9M -406.3K 0.13 19.49 N/A N/A 6,235 786 44,025 126,329 2019-04-16 $15.01 $14.77 71.1% 20.1% 39.8% 27.0% 70.1% 6.3% -4.3% -609.4K 9.9M -408.7K 0.61 18.61 N/A N/A 3,749 2,277 49,646 126,666 2019-04-17 $14.87 $14.77 72.4% 20.7% 39.8% 28.3% 72.4% 8.2% -3.0% -723.9K 10.5M -403.8K 0.94 19.65 N/A N/A 6,846 6,455 50,873 127,763 2019-04-18 $15.10 $14.77 69.3% 20.1% 38.8% 25.1% 70.4% 5.1% -4.9% -241.9K 6.7M -416.5K 0.76 15.26 N/A N/A 4,016 3,043 55,253 131,855 2019-04-22 $15.03 $14.77 70.6% 21.3% 29.1% 26.4% 74.9% 6.6% -2.3% -454.6K 12.2M -411.3K 0.42 15.66 N/A N/A 2,058 855 40,402 110,649 2019-04-23 $15.66 $14.77 69.2% 22.0% 32.0% 24.9% 73.5% 4.8% -2.3% -166.2K 2.8M -411.5K 2.07 16.84 N/A N/A 2,562 5,312 41,934 111,217 2019-04-24 $15.85 $14.77 71.0% 23.1% 31.5% 26.9% 78.8% 7.9% -4.6% -91.1K 837.6K -420.0K 4.99 14.28 N/A N/A 1,578 7,875 43,398 112,982 2019-04-25 $15.67 $15.64 73.8% 23.2% 31.9% 29.9% 81.0% 5.8% -6.5% -172.8K 4.2M -413.0K 2.11 14.59 N/A N/A 2,172 4,589 43,637 113,692 2019-04-26 $16.08 $15.64 71.5% 23.9% 32.6% 27.4% 81.9% 4.9% -4.9% 4.5K -2.3M -413.5K 1.61 13.48 N/A N/A 1,939 3,124 44,273 114,450 2019-04-29 $15.88 $15.64 72.8% 25.1% 33.0% 28.8% 86.6% 8.0% -3.7% -242.5K 1.4M -410.5K 0.91 14.17 N/A N/A 7,762 7,048 43,365 111,077 2019-04-30 $15.77 $15.64 72.2% 25.8% 33.0% 28.1% 88.5% 5.9% -3.1% -246.2K 2.3M -421.6K 1.50 14.54 N/A N/A 1,312 1,973 46,934 114,619
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