HTZ Options History — November 2019

In November 2019, HTZ traded between $13.68 and $16.78. ATM implied volatility averaged 46.4%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 7.4% (HV 20d: 53.8%). Max pain ranged from $13.00 to $16.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 2.12.

Notable Days

  • 2019-11-05: Highest Volume — 27,667 contracts
  • 2019-11-05: Largest IV drop — 26.1% change
  • 2019-11-01: Highest IV Rank — 21.0%
  • 2019-11-01: Largest Expected Move — 22.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.83$13.68$16.78$13.68$15.53
Max Pain$15.70$13.00$16.00$13.00$16.00
ATM IV46.4%41.1%66.1%66.1%44.2%
Expected Move13.8%12.2%22.8%22.8%13.0%
HV 20d53.8%35.1%59.0%35.1%54.9%
HV 60d50.9%48.8%53.0%48.8%50.5%
IV Rank4.4%0.0%21.0%21.0%3.8%
IV Percentile7.7%0.0%66.7%66.7%3.2%
Term Structure1.0%-2.8%5.4%-2.1%-0.3%
VWIV47.8%40.8%79.8%79.8%43.7%
Skew 25d3.9%0.7%12.5%2.6%2.5%
Skew 10d14.5%1.8%33.2%11.9%6.3%
Call IV 25d45.0%39.0%65.8%65.8%45.6%
Put IV 25d48.8%41.6%69.6%68.4%48.0%
Bid-Ask Spread %22.8913.5945.0225.7739.18
Gamma HHI0.160.100.190.100.18
Net GEX-1.4M-2.0M-780.6K-1.2M-1.9M
Net DEX15.7M-24.1M56.4M56.4M41.0M
Net VEX-524.9K-571.4K-476.8K-510.7K-476.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.120.0415.850.720.57
Total Volume5,768.7584427,6678,4291,353
Total OI253,398.2240,115275,038246,444242,252

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$13.68$13.0066.1%22.8%35.1%21.0%79.8%2.6%-2.1%-1.2M56.4M-510.7K0.7225.77N/AN/A4,9143,51579,842166,602
2019-11-04$14.09$15.0065.1%17.3%36.2%20.0%58.9%6.1%3.6%-1.2M52.1M-512.1K1.5220.11N/AN/A7,21510,93876,465166,568
2019-11-05$16.02$15.0048.1%13.8%56.4%1.8%48.7%12.5%1.7%-831.8K-6.1M-535.1K1.0223.11N/AN/A13,69513,97281,568171,893
2019-11-06$16.15$15.0046.1%14.1%56.4%0.0%47.8%1.9%5.4%-854.1K-6.3M-542.4K0.3821.55N/AN/A17,6176,70480,235178,175
2019-11-07$16.34$16.0044.8%13.3%56.3%0.0%47.8%0.7%1.7%-780.6K-14.0M-571.4K1.7914.91N/AN/A1,1562,06589,343183,838
2019-11-08$16.69$16.0043.9%13.1%54.6%0.0%45.7%1.3%1.7%-894.6K-24.1M-564.0K2.4813.59N/AN/A1,1692,89689,306185,732
2019-11-11$16.78$16.0042.4%13.0%54.5%0.0%46.3%0.9%3.2%-1.1M-21.1M-549.3K1.1515.79N/AN/A39245284,774178,911
2019-11-12$16.59$16.0043.3%12.9%55.1%1.1%43.5%2.9%1.1%-1.2M-16.7M-550.2K0.1918.09N/AN/A2,88554684,973179,219
2019-11-13$16.30$16.0041.1%13.0%55.8%0.0%46.5%3.8%4.8%-1.2M-8.5M-546.7K2.4314.62N/AN/A38794186,874179,659
2019-11-14$16.20$16.0046.0%13.3%55.9%6.1%47.9%3.6%0.2%-1.4M-4.6M-551.4K0.8514.57N/AN/A51343686,913180,363
2019-11-15$16.46$16.0044.1%12.7%55.5%3.7%44.7%2.7%0.5%-1.4M-12.3M-548.1K2.5015.41N/AN/A6311,57687,117180,662
2019-11-18$16.20$16.0045.4%12.9%56.0%5.3%44.7%3.2%0.7%-1.6M15.7M-529.7K2.9817.17N/AN/A5711,70272,219172,911
2019-11-19$15.95$16.0044.6%12.7%55.4%4.3%46.6%3.7%-2.8%-1.7M30.0M-533.0K1.2819.10N/AN/A55671370,592175,311
2019-11-20$15.14$16.0046.2%13.3%59.0%6.3%44.4%4.8%-1.8%-2.0M53.5M-513.6K15.8527.85N/AN/A5458,63970,871175,360
2019-11-21$15.40$16.0045.8%13.2%55.7%5.9%46.1%5.4%-0.8%-2.0M45.9M-500.3K0.4717.78N/AN/A87040671,089171,640
2019-11-22$15.61$16.0044.9%12.9%55.8%4.7%46.2%6.5%-1.2%-1.9M38.7M-502.8K3.6420.05N/AN/A5001,82271,705171,943
2019-11-25$16.02$16.0042.9%12.2%56.2%2.2%42.3%6.0%3.5%-1.8M25.6M-492.3K0.0445.02N/AN/A1,2325071,201168,914
2019-11-26$15.80$16.0042.3%13.2%55.9%1.4%44.4%3.5%-1.7%-1.8M31.6M-488.6K0.4736.76N/AN/A63029372,042169,059
2019-11-27$15.64$16.0041.2%13.0%54.9%0.1%40.8%2.6%2.1%-1.9M38.3M-479.9K2.1137.39N/AN/A28259672,623169,200
2019-11-29$15.53$16.0044.2%13.0%54.9%3.8%43.7%2.5%-0.3%-1.9M41.0M-476.8K0.5739.18N/AN/A86049372,748169,504