HTZ Options History — April 2020 In April 2020, HTZ traded between $3.77 and $6.28. ATM implied volatility averaged 142.3%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 55.3%. IV traded below realized volatility by 79.6% (HV 20d: 221.9%). Max pain ranged from $5.00 to $14.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.05.
Notable Days 2020-04-29 : Highest Volume — 110,310 contracts2020-04-08 : Largest IV spike — 115.2% change2020-04-29 : Highest IV Rank — 62.2%2020-04-29 : Largest Expected Move — 94.7%Monthly Statistics Metric Avg Min Max Open Close Price $4.94 $3.77 $6.28 $5.41 $4.02 Max Pain $6.33 $5.00 $14.00 $14.00 $6.00 ATM IV 142.3% 73.0% 215.4% 138.2% 135.5% Expected Move 55.3% 42.8% 94.7% 51.4% 90.4% HV 20d 221.9% 128.2% 302.8% 302.8% 155.3% HV 60d 189.9% 182.6% 201.1% 182.6% 200.6% IV Rank 36.4% 11.9% 62.2% 34.9% 33.9% IV Percentile 92.5% 83.7% 97.6% 94.4% 89.7% Term Structure -33.2% -227.5% 147.2% -48.1% 22.0% VWIV 188.2% 139.8% 316.8% 183.3% 316.8% Skew 25d 19.3% -128.4% 180.8% 63.0% -20.1% Skew 10d 69.6% -41.6% 100.0% 86.8% -41.6% Call IV 25d 129.6% 39.5% 184.8% 181.8% 67.6% Put IV 25d 148.8% 40.9% 308.4% 244.7% 47.6% Bid-Ask Spread % 31.29 13.41 91.36 51.26 21.29 Gamma HHI 0.16 0.09 0.36 0.18 0.11 Net GEX -103.6K -217.2K -1.9K -191.1K -74.1K Net DEX 31.1M 8.2M 47.4M 47.4M 15.8M Net VEX -216.6K -350.5K -162.2K -205.1K -301.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.22 2.64 2.64 1.73 Total Volume 26,735.81 2,869 110,310 8,194 48,386 Total OI 300,942.619 261,007 459,394 272,841 459,394
Daily Data (21 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 2020-04-01 $5.41 $14.00 138.2% 51.4% 302.8% 34.9% 183.3% 63.0% -48.1% -191.1K 47.4M -205.1K 2.64 51.26 N/A N/A 2,253 5,941 108,867 163,974 2020-04-02 $4.90 $6.00 124.8% 53.3% 301.1% 30.2% 191.8% -56.6% 17.6% -128.2K 38.7M -194.7K 1.18 91.36 N/A N/A 6,277 7,422 109,718 152,561 2020-04-03 $4.68 $7.00 87.8% 50.2% 299.5% 17.1% 172.3% -31.6% 10.0% -121.5K 39.7M -177.4K 0.60 32.61 N/A N/A 5,875 3,505 114,009 155,642 2020-04-06 $5.12 $7.00 117.7% 46.6% 297.0% 27.6% 152.7% -92.1% 147.2% -141.5K 41.5M -181.3K 0.22 31.98 N/A N/A 6,168 1,359 112,137 151,357 2020-04-07 $5.74 $7.00 73.0% 43.4% 295.9% 11.9% 148.0% -68.1% 97.3% -121.0K 40.5M -214.8K 0.44 16.98 N/A N/A 8,414 3,685 115,082 149,887 2020-04-08 $5.98 $7.00 157.1% 42.8% 296.7% 41.6% 139.8% 17.3% -8.8% -108.5K 39.5M -222.8K 0.28 29.62 N/A N/A 6,373 1,813 118,740 149,760 2020-04-09 $6.28 $6.00 144.3% 45.1% 292.6% 37.1% 165.9% 44.4% 14.2% -90.6K 38.1M -232.4K 0.65 15.13 N/A N/A 9,442 6,093 123,196 150,644 2020-04-13 $5.77 $6.00 177.3% 45.6% 290.9% 48.7% 161.6% 47.0% -104.2% -109.0K 39.3M -221.3K 0.59 31.60 N/A N/A 5,872 3,447 125,091 152,624 2020-04-14 $6.02 $6.00 145.6% 43.9% 282.2% 37.5% 157.3% 48.1% -150.8% -94.3K 39.7M -223.6K 0.96 20.20 N/A N/A 2,155 2,072 127,839 155,073 2020-04-15 $5.82 $6.00 154.7% 44.3% 280.5% 40.7% 165.8% 40.2% -155.2% -102.9K 38.7M -222.1K 0.75 23.02 N/A N/A 1,641 1,228 128,980 156,163 2020-04-16 $4.86 $6.00 167.4% 50.8% 207.7% 45.2% 167.6% 59.0% 9.8% -160.9K 40.3M -174.3K 0.86 18.77 N/A N/A 25,654 22,174 129,662 156,830 2020-04-17 $5.03 $6.00 159.4% 48.9% 190.7% 42.4% 169.2% 48.9% -125.1% -217.2K 36.7M -204.4K 1.87 13.41 N/A N/A 4,614 8,637 146,558 169,586 2020-04-20 $4.62 $6.00 105.4% 54.6% 179.9% 23.3% 182.5% 62.3% -53.2% -79.7K 24.0M -184.0K 1.52 26.68 N/A N/A 5,338 8,097 124,514 136,493 2020-04-21 $4.27 $6.00 132.6% 54.6% 157.0% 32.9% 190.3% -0.6% -42.6% -88.7K 23.9M -176.3K 0.28 19.33 N/A N/A 10,553 2,970 129,713 141,359 2020-04-22 $4.04 $6.00 102.8% 57.5% 129.8% 22.4% 171.2% 76.9% -0.8% -107.4K 25.2M -162.2K 0.36 30.96 N/A N/A 7,433 2,694 128,816 142,626 2020-04-23 $3.98 $5.00 179.2% 57.5% 129.9% 49.4% 192.9% -128.4% -3.3% -90.0K 23.9M -167.3K 1.91 20.64 N/A N/A 7,118 13,609 138,471 143,972 2020-04-24 $3.77 $5.00 126.5% 63.0% 128.2% 30.8% 227.8% -37.5% -227.5% -56.6K 20.8M -188.0K 1.67 48.52 N/A N/A 25,574 42,811 142,771 154,806 2020-04-27 $4.47 $5.00 141.7% 61.1% 138.1% 36.1% 201.0% 10.2% -16.6% -50.9K 20.0M -249.3K 1.00 44.49 N/A N/A 45,139 45,122 154,892 185,693 2020-04-28 $4.99 $5.00 203.2% 62.2% 144.6% 57.9% 219.1% 141.4% -4.8% -1.9K 8.2M -350.5K 0.75 20.04 N/A N/A 19,523 14,661 187,200 213,035 2020-04-29 $4.04 $5.00 215.4% 94.7% 160.1% 62.2% 276.4% 180.8% -74.1% -40.7K 10.6M -295.1K 1.71 49.15 N/A N/A 40,733 69,577 190,742 221,318 2020-04-30 $4.02 $6.00 135.5% 90.4% 155.3% 33.9% 316.8% -20.1% 22.0% -74.1K 15.8M -301.8K 1.73 21.29 N/A N/A 17,716 30,670 203,435 255,959
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