HTZ Options History — June 2019

In June 2019, HTZ traded between $12.28 and $16.62. ATM implied volatility averaged 74.2%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 28.6% (HV 20d: 45.5%). Max pain ranged from $14.77 to $19.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.22.

Notable Days

  • 2019-06-14: Highest Volume — 81,260 contracts
  • 2019-06-13: Largest IV spike — 90.2% change
  • 2019-06-14: Highest IV Rank — 79.9%
  • 2019-06-18: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.96$12.28$16.62$12.28$15.82
Max Pain$15.84$14.77$19.00$16.51$19.00
ATM IV74.2%49.4%121.2%54.2%62.2%
Expected Move16.5%13.6%24.1%16.0%15.2%
HV 20d45.5%36.4%49.9%36.4%46.4%
HV 60d42.3%39.0%43.7%39.0%43.3%
IV Rank29.6%3.1%79.9%8.3%16.8%
IV Percentile54.9%4.8%97.6%23.4%52.0%
Term Structure-11.0%-115.4%36.8%1.3%5.6%
VWIV57.6%44.2%83.5%50.7%53.1%
Skew 25d-0.8%-51.7%22.9%7.8%6.5%
Skew 10d12.3%-38.8%37.0%26.2%8.0%
Call IV 25d77.3%46.5%177.3%49.9%50.7%
Put IV 25d76.5%38.8%184.4%57.7%57.2%
Bid-Ask Spread %44.5411.69110.7611.6917.22
Gamma HHI0.200.160.300.170.22
Net GEX-591.1K-1.4M-60.5K-743.9K-60.5K
Net DEX23.8M4.1M70.3M39.7M5.4M
Net VEX-367.6K-468.9K-138.8K-371.4K-138.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.220.354.770.350.94
Total Volume16,145.05348281,2601,9521,045
Total OI167,19054,787274,707168,53454,787

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$12.28$16.5154.2%16.0%36.4%8.3%50.7%7.8%1.3%-743.9K39.7M-371.4K0.3511.69N/AN/A1,45050251,257117,277
2019-06-04$13.33$16.5150.3%15.6%49.9%4.2%53.0%7.4%-0.2%-651.6K28.2M-396.5K0.6921.79N/AN/A2,5211,74052,040117,400
2019-06-05$13.52$16.5150.7%14.9%42.0%4.6%51.1%7.2%-1.3%-608.6K25.3M-405.9K0.5514.97N/AN/A1,81499153,352117,814
2019-06-06$13.60$14.7750.5%14.3%42.2%4.4%51.9%7.3%-0.1%-571.2K24.0M-405.7K0.7612.85N/AN/A1,3391,02053,770117,935
2019-06-07$13.78$14.7749.4%14.0%42.8%3.1%54.6%4.8%-0.7%-400.8K20.8M-405.8K0.7015.02N/AN/A1,8501,29753,975118,315
2019-06-10$13.88$14.7750.3%14.6%43.0%4.1%48.5%7.9%-0.4%-473.7K19.8M-400.4K3.8917.68N/AN/A1,7306,73652,975115,893
2019-06-11$13.96$14.7751.8%14.9%43.1%5.8%51.9%3.8%-0.5%-539.3K22.4M-421.8K4.7718.62N/AN/A3,74317,83853,904123,171
2019-06-12$14.06$14.7750.8%14.7%43.3%4.7%50.6%5.9%0.7%-761.3K29.6M-468.9K1.2913.17N/AN/A3,1134,00254,378138,423
2019-06-13$14.42$14.7796.6%16.7%44.2%53.6%58.8%-47.6%-28.2%-1.4M35.6M-416.1K1.6454.49N/AN/A8,11113,33754,103140,016
2019-06-14$15.29$14.77121.2%14.7%48.2%79.9%65.5%-51.7%-115.4%-1.2M70.3M-447.4K1.0071.04N/AN/A40,66340,59793,633181,074
2019-06-17$15.82$14.7789.4%20.6%47.0%45.9%68.0%12.8%-44.0%-650.5K22.1M-378.3K0.6258.16N/AN/A23,25314,42272,748159,864
2019-06-18$16.62$14.7787.9%24.1%48.6%44.3%83.5%5.9%-12.7%-494.0K17.1M-453.7K0.9659.02N/AN/A15,60614,98760,502161,706
2019-06-19$16.19$14.7774.2%21.3%49.7%29.7%73.0%12.3%36.8%-681.4K23.4M-427.6K1.1470.58N/AN/A17,87020,38562,190163,224
2019-06-20$16.26$14.7773.2%20.8%48.1%28.6%76.9%22.9%13.7%-707.7K23.7M-409.3K1.1473.56N/AN/A19,50422,17265,729166,741
2019-06-24$16.34$17.00114.6%13.6%48.1%72.9%44.2%10.2%-11.7%-749.2K22.8M-335.7K0.46110.76N/AN/A40418437,61572,878
2019-06-25$16.49$17.00121.1%16.0%47.9%79.8%51.5%-8.0%-8.8%-157.4K4.1M-242.1K0.8380.08N/AN/A26321935,61844,839
2019-06-26$16.19$17.0081.3%16.8%47.1%37.2%54.7%-27.6%14.4%-224.6K9.0M-248.0K0.6761.39N/AN/A54236236,02551,286
2019-06-27$16.46$19.0079.3%14.8%47.1%35.1%52.8%-2.5%-57.9%-204.9K9.8M-211.7K0.7164.13N/AN/A67047425,91144,242
2019-06-28$15.82$19.0062.2%15.2%46.4%16.8%53.1%6.5%5.6%-60.5K5.4M-138.8K0.9417.22N/AN/A54050525,83028,957