HTZ Options History — December 2019

In December 2019, HTZ traded between $15.20 and $16.26. ATM implied volatility averaged 47.5%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 10.0% (HV 20d: 37.5%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 11.16.

Notable Days

  • 2019-12-12: Highest Volume — 25,797 contracts
  • 2019-12-12: Largest IV spike — 198.8% change
  • 2019-12-12: Highest IV Rank — 100.0%
  • 2019-12-03: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.82$15.20$16.26$15.35$15.81
Max Pain$16.00$16.00$16.00$16.00$16.00
ATM IV47.5%39.4%131.2%47.4%44.6%
Expected Move12.4%11.2%14.4%13.0%12.2%
HV 20d37.5%28.9%55.2%55.2%34.4%
HV 60d45.1%42.0%50.5%50.5%42.0%
IV Rank8.0%0.0%100.0%7.8%5.6%
IV Percentile8.4%0.0%100.0%8.7%9.1%
Term Structure-1.0%-97.9%44.9%-0.2%-1.5%
VWIV44.4%40.9%59.1%48.2%45.2%
Skew 25d3.8%1.3%6.4%5.5%2.5%
Skew 10d8.2%-34.3%55.4%-12.4%7.7%
Call IV 25d45.7%38.7%125.4%44.5%42.8%
Put IV 25d49.5%41.6%127.7%49.9%45.3%
Bid-Ask Spread %28.9513.9853.1931.4113.98
Gamma HHI0.260.180.370.190.33
Net GEX-3.6M-5.4M-1.7M-2.0M-5.4M
Net DEX45.9M16.6M67.0M46.3M59.1M
Net VEX-424.6K-458.1K-377.0K-458.1K-377.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.160.0852.915.800.10
Total Volume6,798.90582025,7972,6047,881
Total OI261,073.381234,832279,839240,644275,602

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$15.35$16.0047.4%13.0%55.2%7.8%48.2%5.5%-0.2%-2.0M46.3M-458.1K5.8031.41N/AN/A3832,22172,505168,139
2019-12-03$15.20$16.0048.7%14.4%54.7%9.4%59.1%6.4%-1.0%-2.0M48.8M-452.7K16.8836.81N/AN/A3836,46572,558167,375
2019-12-04$15.39$16.0043.8%13.3%29.2%3.3%45.6%3.9%0.7%-2.0M42.9M-444.8K0.0853.19N/AN/A2,20617172,598164,710
2019-12-05$15.36$16.0044.1%12.9%28.9%3.7%43.7%2.5%2.0%-2.0M43.8M-433.5K0.2731.55N/AN/A3,26387972,026164,653
2019-12-06$16.26$16.0045.1%12.6%35.6%5.0%44.5%3.8%1.5%-1.7M16.6M-419.7K0.5728.89N/AN/A5,9313,37069,918164,914
2019-12-09$16.20$16.0045.4%12.7%34.7%5.2%45.0%4.1%-2.7%-1.8M19.3M-418.6K31.0132.31N/AN/A59218,35869,791165,496
2019-12-10$16.06$16.0044.6%12.5%34.7%4.3%44.3%5.7%-2.7%-2.3M30.0M-434.3K16.0827.83N/AN/A4727,59169,961176,120
2019-12-11$16.16$16.0043.9%12.6%34.6%3.4%44.8%5.7%-0.5%-2.4M26.5M-433.4K34.1831.11N/AN/A2909,91170,205179,862
2019-12-12$15.26$16.00131.2%13.7%39.6%100.0%47.0%2.3%-97.9%-2.9M64.8M-436.8K18.6942.50N/AN/A1,31024,48770,369186,814
2019-12-13$15.56$16.0042.8%12.3%40.4%1.9%44.7%2.6%0.9%-4.7M67.0M-454.9K3.9229.51N/AN/A1,2554,92171,106201,924
2019-12-16$15.90$16.0041.8%12.0%40.8%0.7%42.4%3.1%0.1%-3.8M48.7M-433.5K0.5423.76N/AN/A97752770,873199,509
2019-12-17$16.12$16.0041.2%11.8%40.8%0.1%41.8%2.7%1.2%-3.8M35.7M-420.0K15.4924.17N/AN/A1772,74171,169199,616
2019-12-18$16.04$16.0041.6%11.9%40.4%0.5%42.8%5.5%3.0%-4.2M43.5M-429.6K3.4521.66N/AN/A20269671,212201,673
2019-12-19$15.91$16.0039.6%11.2%35.6%0.0%41.0%4.6%4.2%-4.6M48.8M-419.4K23.4224.70N/AN/A2746,41871,359202,052
2019-12-20$16.15$16.0040.0%11.6%35.5%0.5%40.9%2.8%-2.8%-5.3M35.7M-419.6K52.9125.68N/AN/A33017,45971,527207,115
2019-12-23$16.10$16.0043.5%11.9%35.3%4.2%41.0%2.4%44.9%-4.4M48.0M-421.3K0.5021.10N/AN/A1,44071865,464212,949
2019-12-24$16.18$16.0043.5%11.8%34.1%4.2%41.2%3.1%16.9%-4.5M44.3M-418.1K5.1227.04N/AN/A13468664,764213,002
2019-12-26$15.82$16.0042.3%11.9%34.7%2.9%42.8%4.1%1.1%-4.9M62.5M-408.2K2.2036.75N/AN/A8261,81965,563214,276
2019-12-27$15.68$16.0039.4%12.4%34.7%0.0%43.1%5.4%11.0%-5.2M66.4M-401.4K2.3924.30N/AN/A1,1532,75666,005212,021
2019-12-30$15.68$16.0043.5%12.3%34.6%4.5%42.7%1.3%0.7%-5.4M65.6M-381.6K0.8019.74N/AN/A61449065,043210,703
2019-12-31$15.81$16.0044.6%12.2%34.4%5.6%45.2%2.5%-1.5%-5.4M59.1M-377.0K0.1013.98N/AN/A7,15872365,121210,481