HTZ Options History — October 2019 In October 2019, HTZ traded between $12.36 and $14.59. ATM implied volatility averaged 64.1%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 19.8% (HV 20d: 44.2%). Max pain ranged from $13.00 to $16.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.17.
Notable Days 2019-10-23 : Highest Volume — 8,030 contracts2019-10-07 : Largest IV spike — 11.9% change2019-10-09 : Highest IV Rank — 25.2%2019-10-31 : Largest Expected Move — 23.0%Monthly Statistics Metric Avg Min Max Open Close Price $13.48 $12.36 $14.59 $13.64 $13.44 Max Pain $13.48 $13.00 $16.00 $16.00 $13.00 ATM IV 64.1% 53.7% 70.0% 53.7% 64.7% Expected Move 19.3% 15.0% 23.0% 15.0% 23.0% HV 20d 44.2% 34.8% 61.3% 54.0% 34.8% HV 60d 49.9% 48.6% 51.2% 48.6% 48.8% IV Rank 18.9% 7.8% 25.2% 7.8% 19.5% IV Percentile 57.3% 26.6% 71.4% 26.6% 61.1% Term Structure -0.3% -5.7% 14.0% 11.5% -2.3% VWIV 66.8% 51.8% 78.0% 51.8% 78.0% Skew 25d 5.3% 2.5% 8.4% 6.7% 2.9% Skew 10d 20.5% -11.3% 38.5% 28.2% 26.1% Call IV 25d 61.2% 49.8% 69.4% 49.8% 64.1% Put IV 25d 66.5% 56.5% 74.3% 56.5% 67.0% Bid-Ask Spread % 24.68 15.04 32.57 28.14 20.17 Gamma HHI 0.13 0.10 0.15 0.15 0.10 Net GEX -1.3M -1.6M -1.1M -1.6M -1.1M Net DEX 77.6M 44.5M 105.5M 85.8M 64.4M Net VEX -477.7K -523.2K -432.0K -523.2K -496.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.07 4.25 1.99 0.63 Total Volume 3,637.913 402 8,030 1,915 7,089 Total OI 240,548.261 205,621 254,906 250,203 242,467
Daily Data (23 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 2019-10-01 $13.64 $16.00 53.7% 15.0% 54.0% 7.8% 51.8% 6.7% 11.5% -1.6M 85.8M -523.2K 1.99 28.14 N/A N/A 641 1,274 74,714 175,489 2019-10-02 $12.66 $16.00 58.8% 16.6% 61.3% 13.3% 57.4% 4.6% 8.0% -1.4M 102.4M -460.0K 0.64 27.54 N/A N/A 1,445 921 74,981 175,178 2019-10-03 $12.36 $14.00 62.4% 19.8% 60.0% 17.1% 67.9% 3.0% 8.4% -1.3M 104.8M -436.8K 0.81 26.19 N/A N/A 1,798 1,452 75,901 174,213 2019-10-04 $12.39 $14.00 61.2% 19.1% 60.0% 15.8% 64.3% 2.8% 14.0% -1.3M 105.5M -432.0K 3.63 23.41 N/A N/A 428 1,555 76,808 174,481 2019-10-07 $12.47 $14.00 68.4% 19.9% 42.6% 23.5% 65.3% 4.9% -2.0% -1.3M 99.8M -435.5K 1.33 27.67 N/A N/A 388 516 76,442 170,700 2019-10-08 $12.48 $14.00 67.5% 19.2% 41.0% 22.6% 64.6% 7.5% -1.4% -1.4M 103.2M -437.3K 0.44 30.97 N/A N/A 655 287 76,720 174,716 2019-10-09 $12.68 $14.00 70.0% 18.6% 41.4% 25.2% 64.2% 5.5% -5.7% -1.4M 100.2M -443.7K 0.44 28.79 N/A N/A 2,513 1,107 77,110 174,545 2019-10-10 $12.93 $13.00 68.2% 19.0% 38.7% 23.3% 65.6% 7.2% -1.5% -1.4M 97.0M -454.5K 1.17 27.64 N/A N/A 486 568 79,136 175,356 2019-10-11 $13.59 $13.00 66.1% 18.1% 43.6% 21.1% 65.6% 6.7% -4.6% -1.4M 82.3M -495.5K 0.25 32.57 N/A N/A 1,519 386 79,196 175,710 2019-10-14 $13.59 $13.00 65.6% 18.5% 43.5% 20.5% 64.3% 3.7% -1.4% -1.4M 83.6M -484.0K 0.40 24.75 N/A N/A 298 119 78,551 174,032 2019-10-15 $13.73 $13.00 65.5% 18.6% 43.5% 20.3% 66.1% 7.5% -2.0% -1.4M 81.9M -480.6K 0.55 25.06 N/A N/A 259 143 78,618 174,046 2019-10-16 $13.68 $13.00 64.4% 18.5% 41.6% 19.2% 64.9% 5.4% -3.6% -1.3M 82.3M -476.6K 4.25 26.47 N/A N/A 863 3,666 78,615 174,049 2019-10-17 $13.93 $13.00 65.4% 18.9% 39.2% 20.3% 61.5% 3.8% -5.1% -1.2M 77.4M -485.9K 0.20 30.69 N/A N/A 556 111 78,552 174,924 2019-10-18 $13.77 $13.00 65.0% 19.1% 39.4% 19.9% 65.2% 7.5% -5.5% -1.4M 86.5M -475.0K 0.61 26.09 N/A N/A 1,073 655 78,924 175,178 2019-10-21 $14.05 $13.00 62.0% 19.8% 38.9% 16.6% 67.7% 2.5% -0.9% -1.4M 57.3M -476.1K 1.20 27.52 N/A N/A 764 914 56,988 148,633 2019-10-22 $14.57 $13.00 60.2% 19.5% 40.5% 14.7% 71.7% 4.7% -1.9% -1.4M 48.4M -496.7K 0.39 30.15 N/A N/A 5,761 2,253 57,497 149,420 2019-10-23 $14.59 $13.00 63.1% 19.2% 40.1% 17.8% 67.8% 5.5% -2.3% -1.3M 44.5M -502.9K 0.09 16.50 N/A N/A 7,398 632 62,259 151,486 2019-10-24 $13.86 $13.00 63.4% 19.9% 44.2% 18.1% 71.5% 6.6% -2.2% -1.2M 54.2M -487.1K 2.65 15.04 N/A N/A 1,870 4,963 68,643 151,887 2019-10-25 $13.95 $13.00 63.1% 19.8% 44.2% 17.9% 71.9% 5.1% -2.3% -1.2M 53.1M -500.9K 2.93 15.11 N/A N/A 1,947 5,713 69,347 156,486 2019-10-28 $14.16 $13.00 64.7% 20.9% 44.2% 19.5% 71.5% 8.4% -1.2% -1.3M 50.6M -506.1K 0.93 17.99 N/A N/A 3,402 3,180 67,986 158,419 2019-10-29 $13.89 $13.00 66.1% 21.4% 44.4% 21.0% 71.2% 3.2% -2.2% -1.3M 56.2M -511.6K 0.07 19.47 N/A N/A 4,339 321 70,860 160,588 2019-10-30 $13.53 $13.00 63.9% 22.2% 36.0% 18.7% 76.1% 5.8% -1.2% -1.2M 63.6M -490.0K 1.41 19.78 N/A N/A 3,083 4,361 71,978 160,781 2019-10-31 $13.44 $13.00 64.7% 23.0% 34.8% 19.5% 78.0% 2.9% -2.3% -1.1M 64.4M -496.1K 0.63 20.17 N/A N/A 4,342 2,747 77,673 164,794
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