HTZ Options History — July 2019 In July 2019, HTZ traded between $14.52 and $16.34. ATM implied volatility averaged 62.0%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 22.6% (HV 20d: 39.4%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.60.
Notable Days 2019-07-10 : Highest Volume — 25,906 contracts2019-07-08 : Largest IV spike — 83.1% change2019-07-08 : Highest IV Rank — 50.5%2019-07-31 : Largest Expected Move — 21.6%Monthly Statistics Metric Avg Min Max Open Close Price $15.56 $14.52 $16.34 $15.62 $15.74 Max Pain $16.05 $15.00 $17.00 $16.00 $16.00 ATM IV 62.0% 50.0% 93.7% 59.3% 64.8% Expected Move 17.6% 12.9% 21.6% 15.1% 21.6% HV 20d 39.4% 31.7% 45.8% 44.7% 38.1% HV 60d 43.6% 42.6% 44.7% 43.2% 43.6% IV Rank 16.6% 3.8% 50.5% 13.7% 19.7% IV Percentile 46.7% 6.7% 92.9% 44.4% 58.7% Term Structure 0.3% -33.1% 37.9% 19.5% -5.4% VWIV 60.5% 46.1% 75.3% 46.2% 75.3% Skew 25d -1.0% -51.0% 63.3% -51.0% 5.1% Skew 10d 12.3% -88.6% 115.7% -5.7% 8.2% Call IV 25d 67.7% 47.1% 116.0% 88.9% 60.5% Put IV 25d 66.7% 30.0% 179.4% 37.9% 65.6% Bid-Ask Spread % 38.64 17.90 73.48 50.07 29.24 Gamma HHI 0.28 0.14 0.66 0.33 0.16 Net GEX -840.2K -3.5M 64.5K 30.7K -1.2M Net DEX 22.2M -1.0M 65.0M -101.8K 27.6M Net VEX -289.5K -599.6K -3.9K -3.9K -590.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.60 0.13 11.06 0.67 2.28 Total Volume 7,188.227 319 25,906 789 7,727 Total OI 105,408.273 2,285 203,271 2,285 203,271
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 2019-07-01 $15.62 $16.00 59.3% 15.1% 44.7% 13.7% 46.2% -51.0% 19.5% 30.7K -101.8K -3.9K 0.67 50.07 N/A N/A 473 316 1,297 988 2019-07-02 $15.36 $17.00 51.3% 13.0% 45.8% 5.2% 46.4% -49.3% -33.1% 19.1K 151.6K -4.3K 0.64 59.42 N/A N/A 1,648 1,052 1,613 1,288 2019-07-03 $15.80 $17.00 54.5% 12.9% 38.2% 8.7% 46.1% -1.7% 19.4% 30.5K -235.5K -8.1K 0.51 52.41 N/A N/A 1,948 989 2,980 2,138 2019-07-05 $16.22 $15.00 51.2% 16.1% 38.7% 5.1% 56.7% -17.1% -18.0% 64.5K -1.0M -8.8K 1.20 49.65 N/A N/A 1,364 1,635 3,315 2,382 2019-07-08 $16.02 $16.00 93.7% 17.7% 39.4% 50.5% 62.7% 63.3% -18.9% 46.1K -461.2K -11.4K 0.72 73.48 N/A N/A 185 134 3,766 3,304 2019-07-09 $16.34 $16.00 54.8% 17.4% 39.6% 9.0% 59.9% 2.0% 8.6% 21.6K -959.2K -11.4K 2.99 37.40 N/A N/A 327 977 3,937 3,385 2019-07-10 $15.68 $16.00 68.5% 16.7% 43.3% 23.6% 56.7% -30.2% -8.9% -28.4K 451.5K -12.2K 11.06 50.91 N/A N/A 2,148 23,758 4,135 4,221 2019-07-11 $15.32 $16.00 50.0% 16.3% 44.6% 3.8% 57.9% 2.4% 0.1% -534.5K 16.8M -77.3K 0.77 32.48 N/A N/A 2,671 2,063 6,078 24,856 2019-07-12 $15.36 $16.00 58.0% 16.7% 44.6% 12.3% 58.8% 0.4% 1.6% -523.4K 16.0M -80.6K 1.24 38.73 N/A N/A 1,535 1,908 7,632 26,267 2019-07-15 $15.51 $16.00 69.7% 16.1% 43.9% 24.9% 46.2% 5.3% 37.9% -542.7K 14.2M -81.9K 0.50 65.94 N/A N/A 1,224 615 7,688 26,095 2019-07-16 $15.34 $16.00 65.5% 18.4% 39.1% 20.4% 53.9% 5.0% 3.1% -554.5K 15.4M -81.0K 0.13 44.32 N/A N/A 10,066 1,313 8,720 26,634 2019-07-17 $14.98 $16.00 61.4% 17.6% 37.8% 16.0% 60.8% 2.6% 15.5% -2.0M 65.0M -477.0K 0.34 38.34 N/A N/A 5,880 2,005 52,071 145,678 2019-07-18 $15.05 $16.00 63.2% 18.0% 32.6% 17.9% 61.9% 4.6% 4.3% -2.2M 61.3M -482.6K 1.41 36.03 N/A N/A 6,662 9,398 52,723 145,072 2019-07-19 $15.03 $16.00 62.3% 18.0% 31.7% 16.9% 62.7% 4.0% 0.2% -3.5M 63.4M -471.1K 0.64 26.13 N/A N/A 13,052 8,409 54,604 144,149 2019-07-22 $14.52 $16.00 61.8% 18.7% 33.3% 16.4% 63.7% 6.3% -0.3% -1.1M 50.5M -502.8K 0.39 26.18 N/A N/A 2,347 917 52,649 127,374 2019-07-23 $14.72 $16.00 59.4% 18.6% 33.8% 13.8% 64.1% 5.3% 0.6% -1.1M 46.0M -501.1K 0.78 23.00 N/A N/A 8,136 6,364 53,516 126,989 2019-07-24 $15.62 $16.00 63.1% 19.0% 40.7% 17.8% 65.7% 5.5% -4.9% -1.0M 27.1M -590.1K 1.19 25.27 N/A N/A 5,083 6,035 61,259 132,559 2019-07-25 $15.93 $16.00 62.3% 18.8% 41.0% 17.0% 67.8% 3.9% -4.2% -1.1M 23.8M -599.6K 2.22 21.94 N/A N/A 2,285 5,077 62,152 135,079 2019-07-26 $16.02 $16.00 62.9% 19.7% 40.5% 17.6% 70.0% 5.9% -3.4% -1.0M 20.6M -596.3K 1.08 17.90 N/A N/A 1,719 1,859 62,807 135,991 2019-07-29 $15.97 $16.00 62.6% 20.8% 37.9% 17.3% 72.4% 3.2% -5.1% -1.1M 21.7M -588.9K 3.00 22.85 N/A N/A 504 1,514 61,942 136,290 2019-07-30 $16.09 $16.00 63.6% 21.2% 37.7% 18.3% 74.5% 1.5% -1.0% -1.1M 20.5M -589.3K 1.39 28.47 N/A N/A 2,016 2,803 62,133 137,955 2019-07-31 $15.74 $16.00 64.8% 21.6% 38.1% 19.7% 75.3% 5.1% -5.4% -1.2M 27.6M -590.1K 2.28 29.24 N/A N/A 2,354 5,373 63,612 139,659
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