HTZ Options History — March 2020 In March 2020, HTZ traded between $3.35 and $12.40. ATM implied volatility averaged 167.7%, placing in the 66.6% IV rank vs the trailing year. The 30-day expected move averaged 52.9%. IV traded below realized volatility by 24.5% (HV 20d: 192.2%). Max pain ranged from $14.00 to $16.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 3.25.
Notable Days 2020-03-04 : Highest Volume — 66,643 contracts2020-03-27 : Largest IV spike — 273.7% change2020-03-05 : Highest IV Rank — 100.0%2020-03-18 : Largest Expected Move — 92.5%Monthly Statistics Metric Avg Min Max Open Close Price $7.54 $3.35 $12.40 $12.40 $6.13 Max Pain $14.93 $14.00 $16.00 $16.00 $14.00 ATM IV 167.7% 54.5% 322.5% 122.7% 81.0% Expected Move 52.9% 23.3% 92.5% 24.9% 49.6% HV 20d 192.2% 91.6% 301.1% 93.5% 301.1% HV 60d 120.8% 60.3% 181.2% 60.3% 181.2% IV Rank 66.6% 7.9% 100.0% 90.8% 14.7% IV Percentile 94.0% 49.2% 100.0% 99.6% 88.9% Term Structure -5.3% -268.3% 186.5% -24.8% -34.5% VWIV 172.4% 76.7% 269.0% 81.3% 169.6% Skew 25d 58.7% -18.8% 152.0% 27.2% 59.9% Skew 10d 95.9% -17.0% 185.0% 26.7% 121.3% Call IV 25d 143.0% 3.0% 238.8% 68.3% 157.3% Put IV 25d 201.8% 72.7% 325.4% 95.5% 217.2% Bid-Ask Spread % 53.05 24.58 98.09 29.35 55.69 Gamma HHI 0.10 0.07 0.15 0.13 0.14 Net GEX -384.4K -1.1M -91.4K -1.1M -199.3K Net DEX 58.9M 35.6M 89.0M 77.2M 47.2M Net VEX -282.7K -389.0K -114.8K -389.0K -244.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.25 0.32 11.85 2.14 1.48 Total Volume 18,303 3,272 66,643 6,831 6,724 Total OI 250,855.727 194,445 279,501 195,234 271,625
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 2020-03-02 $12.40 $16.00 122.7% 24.9% 93.5% 90.8% 81.3% 27.2% -24.8% -1.1M 77.2M -389.0K 2.14 29.35 N/A N/A 2,174 4,657 68,072 127,162 2020-03-03 $12.03 $15.50 116.9% 25.0% 93.4% 84.5% 80.3% 28.3% 44.9% -991.6K 78.5M -367.6K 2.88 25.98 N/A N/A 2,250 6,480 69,417 125,028 2020-03-04 $11.38 $15.00 95.9% 23.3% 91.6% 61.6% 76.7% 52.4% 18.9% -911.3K 81.9M -340.3K 3.09 24.58 N/A N/A 16,303 50,340 70,868 126,167 2020-03-05 $9.86 $16.00 160.2% 27.8% 99.2% 100.0% 92.6% -18.8% -24.9% -696.3K 89.0M -358.3K 4.37 29.26 N/A N/A 7,741 33,864 84,044 157,368 2020-03-06 $8.76 $15.00 188.2% 31.8% 104.0% 100.0% 112.8% 130.2% -14.1% -568.1K 85.3M -328.4K 8.88 29.98 N/A N/A 2,242 19,904 90,415 162,618 2020-03-09 $7.31 $15.00 54.5% 41.3% 115.9% 10.1% 129.5% 152.0% 118.0% -393.8K 79.5M -242.8K 10.06 27.53 N/A N/A 1,921 19,319 88,384 159,658 2020-03-10 $8.34 $15.00 96.1% 46.0% 129.2% 38.1% 158.3% 95.7% 111.7% -456.9K 74.0M -306.5K 9.21 38.40 N/A N/A 3,527 32,497 89,477 157,282 2020-03-11 $8.20 $15.00 161.4% 43.5% 126.2% 82.0% 147.6% 51.4% -13.0% -459.8K 73.2M -312.0K 0.85 35.46 N/A N/A 4,502 3,815 91,523 166,787 2020-03-12 $7.01 $15.00 191.6% 54.0% 129.1% 100.0% 172.0% 59.0% -3.8% -330.9K 68.0M -268.2K 1.47 47.06 N/A N/A 1,326 1,946 94,800 166,895 2020-03-13 $7.78 $15.00 183.1% 55.5% 137.6% 94.4% 182.3% 23.6% -1.8% -357.4K 63.4M -323.7K 11.85 40.83 N/A N/A 2,947 34,909 95,273 166,272 2020-03-16 $6.31 $15.00 245.9% 70.4% 147.2% 100.0% 220.7% 81.0% -22.4% -240.6K 56.9M -255.8K 1.44 62.95 N/A N/A 2,242 3,232 93,460 170,911 2020-03-17 $5.76 $15.00 230.8% 66.1% 146.5% 92.7% 204.2% 69.6% -20.0% -219.0K 57.9M -220.5K 2.18 62.92 N/A N/A 1,595 3,475 94,393 171,888 2020-03-18 $3.35 $15.00 322.5% 92.5% 223.3% 100.0% 262.1% 85.9% -17.5% -91.4K 41.4M -114.8K 0.39 59.20 N/A N/A 19,244 7,555 95,544 172,092 2020-03-19 $4.26 $15.00 286.9% 90.4% 247.8% 87.4% 249.8% 86.6% 0.0% -103.7K 41.2M -168.6K 3.17 61.13 N/A N/A 4,360 13,838 105,920 166,777 2020-03-20 $5.18 $15.00 252.4% 82.6% 265.3% 75.2% 269.0% 91.5% -268.3% -125.3K 42.1M -216.0K 0.89 52.14 N/A N/A 4,683 4,171 108,434 171,067 2020-03-23 $6.56 $15.00 194.2% 50.5% 286.5% 54.7% 218.7% 78.6% 33.3% -187.8K 36.4M -286.3K 1.69 89.41 N/A N/A 4,160 7,026 88,848 155,954 2020-03-24 $8.14 $15.00 80.6% 60.6% 299.4% 14.5% 227.0% 47.1% 11.8% -248.5K 35.6M -348.5K 0.89 73.04 N/A N/A 7,766 6,881 89,811 158,703 2020-03-25 $7.91 $15.00 153.5% 54.9% 296.8% 40.3% 174.7% 24.0% -175.7% -237.6K 37.1M -338.1K 0.32 78.06 N/A N/A 14,264 4,554 93,071 158,785 2020-03-26 $7.19 $14.00 61.6% 57.2% 296.4% 7.9% 206.7% 32.0% 186.5% -199.6K 40.3M -308.6K 1.92 57.50 N/A N/A 2,917 5,611 103,961 161,423 2020-03-27 $6.14 $14.00 230.3% 57.2% 299.9% 67.4% 161.7% 27.5% -10.4% -160.7K 44.7M -248.1K 0.88 98.09 N/A N/A 3,824 3,368 104,746 163,258 2020-03-30 $5.88 $14.00 179.7% 59.2% 299.8% 49.6% 195.9% 7.4% 0.0% -153.1K 44.3M -232.4K 1.44 88.48 N/A N/A 7,573 10,939 102,168 158,477 2020-03-31 $6.13 $14.00 81.0% 49.6% 301.1% 14.7% 169.6% 59.9% -34.5% -199.3K 47.2M -244.4K 1.48 55.69 N/A N/A 2,709 4,015 107,585 164,040
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