HTZ Options History — May 2019 In May 2019, HTZ traded between $12.26 and $17.21. ATM implied volatility averaged 53.0%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 10.6% (HV 20d: 42.4%). Max pain ranged from $15.64 to $16.51. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.28.
Notable Days 2019-05-06 : Highest Volume — 18,473 contracts2019-05-07 : Largest IV drop — 19.6% change2019-05-01 : Highest IV Rank — 25.9%2019-05-01 : Largest Expected Move — 25.4%Monthly Statistics Metric Avg Min Max Open Close Price $14.69 $12.26 $17.21 $15.92 $12.26 Max Pain $16.39 $15.64 $16.51 $15.64 $16.51 ATM IV 53.0% 46.4% 70.1% 70.1% 54.1% Expected Move 15.9% 13.3% 25.4% 25.4% 15.7% HV 20d 42.4% 32.6% 46.5% 32.6% 39.9% HV 60d 47.6% 40.6% 52.6% 49.4% 40.6% IV Rank 7.6% 0.8% 25.9% 25.9% 8.2% IV Percentile 18.9% 0.4% 66.7% 66.7% 23.0% Term Structure -0.8% -5.3% 1.6% -5.3% -0.9% VWIV 53.8% 38.9% 87.3% 87.3% 54.3% Skew 25d 6.0% 4.5% 8.0% 6.3% 6.0% Skew 10d 16.2% 0.9% 31.7% 10.8% 20.5% Call IV 25d 49.9% 42.8% 67.1% 67.1% 52.6% Put IV 25d 55.9% 49.2% 73.4% 73.4% 58.5% Bid-Ask Spread % 13.60 7.98 17.47 16.68 12.74 Gamma HHI 0.14 0.10 0.19 0.10 0.18 Net GEX -671.6K -990.9K 52.5K -230.4K -695.6K Net DEX 22.6M -20.2M 43.9M 344.9K 40.9M Net VEX -398.9K -436.9K -354.8K -436.9K -375.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.28 0.20 3.80 3.54 1.00 Total Volume 6,058.5 1,654 18,473 8,241 4,323 Total OI 167,569.045 157,127 179,528 168,735 171,292
Daily Data (22 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 2019-05-01 $15.92 $15.64 70.1% 25.4% 32.6% 25.9% 87.3% 6.3% -5.3% -230.4K 344.9K -436.9K 3.54 16.68 N/A N/A 1,815 6,426 50,242 118,493 2019-05-02 $16.55 $15.64 67.7% 24.7% 34.4% 23.4% 85.6% 7.0% -4.1% -927.2K -8.4M -436.2K 1.13 14.66 N/A N/A 2,411 2,713 50,973 124,848 2019-05-03 $17.10 $15.64 63.3% 24.3% 34.9% 18.7% 81.3% 5.3% -2.9% 52.5K -20.2M -433.8K 1.13 16.41 N/A N/A 4,071 4,588 51,027 123,356 2019-05-06 $17.21 $16.51 66.0% 17.4% 34.5% 21.6% 61.4% 6.3% -2.4% 8.9K -13.2M -432.8K 1.16 12.86 N/A N/A 8,554 9,919 47,333 116,800 2019-05-07 $15.76 $16.51 53.1% 15.1% 46.2% 7.9% 51.2% 5.3% -0.9% -388.9K 19.1M -429.9K 0.66 12.88 N/A N/A 8,118 5,337 53,191 126,337 2019-05-08 $15.55 $16.51 50.5% 14.4% 46.3% 5.1% 50.7% 5.0% -1.0% -499.7K 15.8M -422.5K 0.68 10.99 N/A N/A 3,471 2,358 53,555 122,765 2019-05-09 $15.47 $16.51 51.8% 14.6% 46.1% 6.5% 49.9% 5.6% -1.0% -549.2K 18.4M -422.4K 0.68 14.89 N/A N/A 2,889 1,952 54,507 122,951 2019-05-10 $15.26 $16.51 50.4% 14.0% 46.4% 5.0% 50.6% 7.0% -0.4% -794.3K 21.2M -414.3K 0.71 16.88 N/A N/A 1,003 712 54,534 123,171 2019-05-13 $15.18 $16.51 52.8% 15.4% 45.7% 7.6% 51.0% 5.8% 1.4% -625.7K 19.6M -407.6K 0.32 13.84 N/A N/A 2,234 711 47,261 118,289 2019-05-14 $15.07 $16.51 50.5% 14.8% 43.3% 5.2% 50.9% 6.0% 0.8% -614.9K 20.5M -408.2K 0.73 10.57 N/A N/A 2,590 1,901 49,233 118,735 2019-05-15 $15.25 $16.51 48.7% 13.8% 43.5% 3.2% 47.7% 5.1% -1.0% -605.1K 19.3M -406.6K 1.80 15.79 N/A N/A 590 1,064 49,418 119,049 2019-05-16 $14.85 $16.51 47.0% 13.6% 44.4% 1.4% 46.1% 5.3% 1.1% -747.3K 24.6M -397.0K 1.56 10.97 N/A N/A 803 1,251 49,869 119,358 2019-05-17 $14.27 $16.51 46.8% 13.5% 46.1% 1.2% 46.2% 5.0% 0.0% -928.4K 33.4M -387.6K 1.11 7.98 N/A N/A 2,757 3,063 50,170 119,745 2019-05-20 $14.01 $16.51 48.8% 14.0% 46.5% 3.3% 44.3% 5.7% -0.0% -905.2K 34.0M -381.0K 1.09 11.23 N/A N/A 1,592 1,729 40,272 116,855 2019-05-21 $13.87 $16.51 46.4% 13.3% 43.4% 0.8% 38.9% 4.5% 0.9% -921.3K 35.1M -376.2K 0.80 12.32 N/A N/A 2,357 1,896 41,063 116,980 2019-05-22 $13.51 $16.51 47.1% 13.5% 43.4% 1.5% 42.0% 6.1% -0.3% -941.9K 38.6M -372.8K 1.17 13.18 N/A N/A 3,176 3,710 42,541 116,854 2019-05-23 $13.59 $16.51 48.4% 13.9% 43.7% 3.0% 48.4% 6.0% 0.6% -870.3K 35.9M -381.7K 0.77 16.10 N/A N/A 2,529 1,956 44,372 117,788 2019-05-24 $13.55 $16.51 47.0% 13.3% 42.0% 1.4% 45.3% 6.8% 1.6% -990.9K 37.8M -379.0K 0.97 10.98 N/A N/A 2,500 2,426 44,548 118,383 2019-05-28 $13.20 $16.51 49.5% 14.1% 42.5% 3.3% 46.4% 8.0% -0.6% -850.3K 40.0M -360.3K 3.22 15.20 N/A N/A 528 1,701 42,597 116,534 2019-05-29 $13.21 $16.51 51.8% 14.8% 42.6% 5.7% 50.4% 6.9% -0.3% -880.6K 39.8M -359.6K 3.80 14.68 N/A N/A 884 3,362 42,999 116,839 2019-05-30 $12.64 $16.51 54.1% 15.3% 43.7% 8.2% 52.7% 7.2% -2.0% -869.7K 43.9M -354.8K 0.20 17.47 N/A N/A 12,761 2,556 43,409 117,983 2019-05-31 $12.26 $16.51 54.1% 15.7% 39.9% 8.2% 54.3% 6.0% -0.9% -695.6K 40.9M -375.4K 1.00 12.74 N/A N/A 2,163 2,160 53,525 117,767
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