HTZ Options History — June 2020 In June 2020, HTZ traded between $0.82 and $5.35. ATM implied volatility averaged 267.2%, placing in the 71.0% IV rank vs the trailing year. The 30-day expected move averaged 82.6%. IV traded below realized volatility by 410.5% (HV 20d: 677.7%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2020-06-08 : Highest Volume — 767,092 contracts2020-06-09 : Largest IV spike — 1770.8% change2020-06-10 : Highest IV Rank — 100.0%2020-06-12 : Largest Expected Move — 111.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.97 $0.82 $5.35 $0.90 $1.40 Max Pain $4.30 $4.00 $5.00 $5.00 $4.00 ATM IV 267.2% 10.3% 389.1% 252.8% 283.3% Expected Move 82.6% 29.8% 111.5% 66.9% 80.4% HV 20d 677.7% 515.1% 794.1% 619.8% 515.1% HV 60d 455.4% 401.4% 473.0% 402.7% 470.3% IV Rank 71.0% 0.0% 100.0% 74.6% 72.1% IV Percentile 90.9% 0.0% 100.0% 96.8% 93.3% Term Structure -20.0% -208.9% 183.6% 0.7% 42.2% VWIV 269.2% 176.7% 325.7% 244.7% 270.2% Skew 25d -1.2% -184.8% 226.4% 26.1% 1.4% Skew 10d 24.9% -175.6% 191.8% 64.9% 173.2% Call IV 25d 268.8% 108.9% 367.5% 254.4% 271.4% Put IV 25d 267.7% 147.1% 357.8% 280.5% 272.8% Bid-Ask Spread % 15.57 4.68 36.72 17.34 7.38 Gamma HHI 0.16 0.11 0.30 0.15 0.17 Net GEX -48.9K -260.7K 28.2K -25.8K -41.5K Net DEX 16.2M -103.3M 39.8M 23.6M 29.6M Net VEX -242.1K -415.9K -98.5K -103.8K -202.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.13 1.46 0.30 0.80 Total Volume 208,798.545 19,359 767,092 52,188 27,566 Total OI 1,382,494.318 890,667 1,719,317 890,667 1,391,215
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 2020-06-01 $0.90 $5.00 252.8% 66.9% 619.8% 74.6% 244.7% 26.1% 0.7% -25.8K 23.6M -103.8K 0.30 17.34 N/A N/A 40,105 12,083 425,509 465,158 2020-06-02 $0.83 $4.00 303.4% 60.6% 618.9% 92.3% 0.0% 26.5% -58.6% -8.9K 21.9M -107.8K 0.34 22.77 N/A N/A 14,478 4,881 453,297 470,000 2020-06-03 $0.82 $4.00 265.6% 59.3% 618.1% 79.1% 206.5% 41.4% -12.0% -11.7K 22.1M -98.5K 0.13 23.67 N/A N/A 26,967 3,498 461,022 471,075 2020-06-04 $1.44 $5.00 269.9% 101.8% 657.2% 80.6% 298.9% 48.4% 183.6% 13.7K 23.1M -164.1K 0.54 36.72 N/A N/A 128,698 69,090 479,937 471,636 2020-06-05 $2.66 $5.00 190.3% 104.8% 696.3% 52.8% 325.7% -155.9% 160.9% -37.2K -1.5M -278.4K 0.55 28.66 N/A N/A 246,347 135,064 507,943 507,086 2020-06-08 $5.35 $4.00 10.3% 29.8% 739.7% 0.0% 256.9% -184.8% 22.0% -37.7K -103.3M -405.4K 0.42 28.62 N/A N/A 539,860 227,232 560,967 546,890 2020-06-09 $4.15 $5.00 191.8% 55.0% 746.0% 57.6% 176.7% 74.8% -11.1% 28.2K -63.5M -415.9K 0.62 25.36 N/A N/A 378,447 234,464 738,917 653,286 2020-06-10 $2.64 $5.00 376.1% 107.8% 763.6% 100.0% 311.7% 49.6% -118.2% -66.6K 16.7M -357.2K 0.98 16.11 N/A N/A 187,341 184,167 856,316 767,066 2020-06-11 $2.08 $4.50 190.5% 54.6% 767.8% 49.3% 275.6% -119.5% 70.8% -260.7K 29.2M -311.4K 1.26 15.68 N/A N/A 93,052 116,986 876,973 803,673 2020-06-12 $2.86 $4.50 389.1% 111.5% 776.8% 100.0% 286.9% 50.4% -127.4% -59.9K 5.9M -337.7K 0.68 11.10 N/A N/A 251,732 170,397 894,259 790,767 2020-06-15 $1.80 $4.50 335.3% 96.1% 794.1% 85.8% 282.6% -44.5% -64.8% -51.8K 33.9M -261.2K 0.75 10.59 N/A N/A 187,982 140,121 766,498 753,569 2020-06-16 $1.95 $4.00 317.4% 91.0% 791.2% 81.1% 301.0% 3.6% -57.2% -46.2K 32.1M -264.6K 1.01 10.18 N/A N/A 73,967 74,939 833,018 781,635 2020-06-17 $1.96 $4.00 322.3% 92.4% 791.0% 82.4% 306.9% -4.7% -46.3% 25.8K 36.1M -260.9K 0.70 19.18 N/A N/A 91,709 63,968 855,029 798,567 2020-06-18 $1.81 $4.00 271.9% 85.4% 791.2% 69.1% 215.4% -16.8% -208.9% -64.8K 39.8M -246.5K 1.06 17.00 N/A N/A 37,887 40,110 882,436 814,510 2020-06-19 $1.74 $4.00 304.1% 85.0% 791.0% 77.6% 215.5% 87.3% 29.8% -79.0K 39.8M -235.6K 1.46 10.39 N/A N/A 57,793 84,344 901,232 818,085 2020-06-22 $1.41 $4.00 236.1% 87.9% 793.5% 59.6% 290.5% 226.4% -28.0% -67.4K 30.5M -211.9K 0.80 7.48 N/A N/A 52,228 41,713 710,716 667,550 2020-06-23 $1.24 $4.00 209.9% 76.8% 567.5% 52.7% 243.2% -134.7% 22.0% -48.2K 31.9M -182.3K 1.16 4.68 N/A N/A 50,085 58,178 735,840 676,903 2020-06-24 $1.69 $4.00 325.7% 95.5% 521.6% 83.3% 306.8% -77.9% -19.5% -59.9K 22.5M -230.7K 0.50 7.60 N/A N/A 178,318 89,005 751,815 675,299 2020-06-25 $1.66 $4.00 245.1% 95.8% 515.4% 62.0% 258.1% -5.4% -4.7% -60.3K 24.8M -228.6K 0.72 5.93 N/A N/A 45,839 33,204 794,554 705,327 2020-06-26 $1.45 $4.00 301.6% 95.3% 518.5% 76.9% 297.3% 63.4% -61.3% -57.2K 31.1M -216.0K 1.30 8.03 N/A N/A 28,867 37,568 806,275 711,564 2020-06-29 $1.42 $4.00 287.0% 84.0% 516.3% 73.1% 282.8% 18.9% -153.9% -58.1K 29.2M -204.7K 0.67 8.15 N/A N/A 19,897 13,391 725,603 655,858 2020-06-30 $1.40 $4.00 283.3% 80.4% 515.1% 72.1% 270.2% 1.4% 42.2% -41.5K 29.6M -202.5K 0.80 7.38 N/A N/A 15,316 12,250 735,588 655,627
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