HTZ Options History — August 2019 In August 2019, HTZ traded between $11.65 and $14.95. ATM implied volatility averaged 58.5%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 11.3% (HV 20d: 47.2%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 3.15.
Notable Days 2019-08-05 : Highest Volume — 34,095 contracts2019-08-07 : Largest IV drop — 19.0% change2019-08-05 : Highest IV Rank — 25.1%2019-08-02 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $13.01 $11.65 $14.95 $14.95 $12.10 Max Pain $15.09 $15.00 $16.00 $16.00 $15.00 ATM IV 58.5% 51.2% 69.9% 65.9% 57.1% Expected Move 16.9% 14.3% 23.5% 22.5% 15.8% HV 20d 47.2% 39.7% 54.6% 41.0% 49.0% HV 60d 45.1% 41.2% 47.5% 44.8% 43.9% IV Rank 12.9% 5.1% 25.1% 20.9% 11.4% IV Percentile 39.3% 14.7% 69.8% 61.1% 32.1% Term Structure -0.8% -6.1% 2.2% -2.0% 0.2% VWIV 57.1% 46.8% 82.2% 77.8% 53.6% Skew 25d 5.0% 2.3% 8.1% 3.5% 3.0% Skew 10d 19.3% 4.9% 35.8% 21.9% 18.4% Call IV 25d 56.1% 49.8% 68.4% 63.5% 56.6% Put IV 25d 61.0% 54.8% 72.0% 67.0% 59.6% Bid-Ask Spread % 35.21 24.93 64.01 33.80 27.59 Gamma HHI 0.14 0.13 0.16 0.15 0.15 Net GEX -1.4M -2.1M -1.1M -1.4M -1.1M Net DEX 88.0M 46.1M 117.6M 46.1M 92.4M Net VEX -510.8K -621.7K -423.1K -576.7K -457.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.15 0.15 20.38 2.46 0.25 Total Volume 7,100.955 1,060 34,095 5,885 1,424 Total OI 230,778.636 204,565 248,303 209,346 239,041
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 2019-08-01 $14.95 $16.00 65.9% 22.5% 41.0% 20.9% 77.8% 3.5% -2.0% -1.4M 46.1M -576.7K 2.46 33.80 N/A N/A 1,702 4,183 64,789 144,557 2019-08-02 $14.73 $16.00 66.4% 23.5% 39.7% 21.4% 82.2% 3.7% -6.1% -1.4M 51.7M -565.6K 7.20 25.81 N/A N/A 680 4,899 63,638 144,795 2019-08-05 $14.26 $15.00 69.9% 19.2% 40.8% 25.1% 64.2% 3.6% -2.0% -1.3M 58.0M -527.5K 20.38 43.62 N/A N/A 1,595 32,500 63,262 141,303 2019-08-06 $14.78 $15.00 68.2% 18.0% 42.5% 23.3% 60.2% 5.6% -5.5% -1.5M 55.3M -607.9K 3.66 35.57 N/A N/A 2,682 9,818 64,045 156,528 2019-08-07 $14.34 $15.00 55.2% 15.6% 41.4% 9.4% 50.8% 3.1% 0.0% -1.9M 76.2M -603.5K 0.56 50.87 N/A N/A 13,050 7,293 65,067 164,802 2019-08-08 $14.59 $15.00 53.4% 14.7% 41.5% 7.5% 51.5% 5.9% -0.4% -2.0M 73.7M -621.2K 0.87 38.09 N/A N/A 1,744 1,518 69,231 169,148 2019-08-09 $14.56 $15.00 51.2% 14.3% 41.4% 5.1% 50.2% 6.5% -0.8% -2.1M 73.9M -621.7K 4.76 31.39 N/A N/A 783 3,724 70,008 169,943 2019-08-12 $13.39 $15.00 53.7% 15.8% 50.1% 7.7% 51.2% 6.4% 2.1% -1.7M 97.4M -546.3K 3.01 32.49 N/A N/A 2,791 8,411 64,681 169,576 2019-08-13 $13.32 $15.00 55.3% 15.5% 50.1% 9.4% 52.6% 5.8% -2.8% -1.7M 103.1M -552.1K 1.09 33.95 N/A N/A 1,361 1,489 65,839 174,949 2019-08-14 $12.64 $15.00 58.9% 16.6% 52.3% 13.3% 57.7% 8.1% 0.1% -1.6M 111.1M -508.9K 1.50 32.77 N/A N/A 1,231 1,846 66,589 175,531 2019-08-15 $12.12 $15.00 60.8% 17.3% 53.4% 15.3% 55.3% 7.2% -1.1% -1.3M 117.6M -467.5K 0.25 32.94 N/A N/A 6,676 1,696 67,482 175,903 2019-08-16 $12.22 $15.00 59.0% 16.7% 53.7% 13.4% 57.7% 2.3% -1.1% -1.3M 113.0M -484.4K 1.89 38.60 N/A N/A 1,018 1,927 73,555 174,748 2019-08-19 $12.57 $15.00 53.6% 15.5% 54.6% 7.7% 52.8% 4.4% -1.6% -1.4M 90.9M -506.3K 1.79 64.01 N/A N/A 1,282 2,297 66,671 159,661 2019-08-20 $12.43 $15.00 54.3% 15.6% 54.1% 8.4% 54.3% 2.7% 0.7% -1.4M 94.4M -487.7K 3.18 27.09 N/A N/A 441 1,403 67,190 161,214 2019-08-21 $12.09 $15.00 54.3% 15.6% 48.1% 8.4% 52.2% 6.7% -0.9% -1.3M 98.7M -454.0K 0.15 33.34 N/A N/A 2,532 376 67,529 162,019 2019-08-22 $12.15 $15.00 56.1% 16.0% 47.0% 10.3% 51.3% 4.7% 2.2% -1.3M 95.6M -464.4K 7.19 25.02 N/A N/A 375 2,696 69,632 161,927 2019-08-23 $11.72 $15.00 59.9% 17.2% 47.1% 14.4% 58.5% 5.6% 0.7% -1.2M 100.1M -445.3K 2.92 24.93 N/A N/A 1,111 3,247 69,876 163,330 2019-08-26 $11.86 $15.00 59.1% 16.7% 47.9% 13.5% 57.5% 6.9% -1.3% -1.2M 98.0M -439.5K 0.93 56.66 N/A N/A 549 511 69,485 161,513 2019-08-27 $11.68 $15.00 59.1% 16.8% 47.2% 13.5% 57.6% 5.8% -0.4% -1.2M 99.7M -423.9K 1.90 30.66 N/A N/A 1,568 2,978 69,906 161,632 2019-08-28 $11.65 $15.00 59.3% 17.2% 47.4% 13.7% 59.3% 2.7% 0.9% -1.1M 97.1M -423.1K 1.64 26.63 N/A N/A 2,236 3,657 71,332 160,966 2019-08-29 $12.10 $15.00 56.4% 15.7% 48.8% 10.7% 46.8% 5.2% 0.5% -1.2M 92.6M -451.3K 1.75 28.71 N/A N/A 4,705 8,216 73,084 161,153 2019-08-30 $12.10 $15.00 57.1% 15.8% 49.0% 11.4% 53.6% 3.0% 0.2% -1.1M 92.4M -457.9K 0.25 27.59 N/A N/A 1,135 289 76,324 162,717
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