HTZ Options History — July 2020 In July 2020, HTZ traded between $1.38 and $1.71. ATM implied volatility averaged 191.3%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 52.9%. IV traded below realized volatility by 9.5% (HV 20d: 200.7%). Max pain ranged from $1.50 to $4.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2020-07-22 : Highest Volume — 87,440 contracts2020-07-17 : Largest IV drop — 19.0% change2020-07-01 : Highest IV Rank — 67.8%2020-07-01 : Largest Expected Move — 69.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.49 $1.38 $1.71 $1.48 $1.46 Max Pain $1.77 $1.50 $4.00 $4.00 $1.50 ATM IV 191.3% 135.9% 267.1% 267.1% 143.5% Expected Move 52.9% 36.5% 69.9% 69.9% 36.5% HV 20d 200.7% 73.7% 515.0% 515.0% 74.0% HV 60d 466.9% 462.8% 470.0% 470.0% 462.8% IV Rank 47.8% 33.2% 67.8% 67.8% 35.2% IV Percentile 79.8% 68.7% 92.1% 92.1% 69.4% Term Structure 3.9% -120.8% 48.5% 38.7% 22.9% VWIV 181.8% 140.2% 248.3% 248.3% 153.4% Skew 25d 8.9% -36.9% 34.0% 18.5% 5.7% Skew 10d 46.8% -26.2% 188.6% 148.2% -22.1% Call IV 25d 192.2% 142.5% 252.9% 252.9% 145.0% Put IV 25d 201.0% 143.3% 271.4% 271.4% 150.7% Bid-Ask Spread % 23.38 6.52 52.36 6.52 12.87 Gamma HHI 0.19 0.15 0.27 0.15 0.18 Net GEX 20.3K -60.3K 121.9K -31.8K 16.8K Net DEX 19.2M 1.4M 31.9M 29.8M 7.9M Net VEX -198.0K -213.7K -180.3K -204.1K -202.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.24 1.60 0.89 0.83 Total Volume 30,098 11,200 87,440 35,794 11,961 Total OI 1,179,270.955 927,396 1,400,145 1,392,807 1,006,252
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 2020-07-01 $1.48 $4.00 267.1% 69.9% 515.0% 67.8% 248.3% 18.5% 38.7% -31.8K 29.8M -204.1K 0.89 6.52 N/A N/A 18,923 16,871 738,425 654,382 2020-07-02 $1.49 $4.00 246.3% 62.0% 474.8% 62.3% 213.8% 16.7% -6.5% 69.1K 31.3M -199.0K 0.84 10.39 N/A N/A 20,072 16,946 744,718 655,427 2020-07-06 $1.44 $2.50 220.3% 65.5% 416.1% 55.4% 222.1% 11.3% 38.2% -60.3K 29.2M -188.4K 1.17 14.21 N/A N/A 16,236 19,039 702,529 619,793 2020-07-07 $1.38 $1.50 245.9% 64.6% 314.6% 62.2% 196.4% 8.1% -35.4% -54.2K 30.4M -180.3K 0.93 31.03 N/A N/A 18,838 17,503 707,572 622,349 2020-07-08 $1.46 $1.50 243.7% 63.4% 309.5% 61.6% 230.6% 26.8% -29.1% -24.8K 27.8M -195.4K 0.80 21.30 N/A N/A 19,408 15,431 716,663 622,900 2020-07-09 $1.45 $1.50 233.7% 68.2% 271.1% 59.0% 207.2% -2.3% 12.2% -38.5K 30.9M -199.5K 0.30 24.98 N/A N/A 22,734 6,911 709,102 628,319 2020-07-10 $1.46 $1.50 241.2% 60.7% 259.9% 61.0% 200.6% 30.7% 10.4% -37.8K 31.5M -195.4K 0.82 44.80 N/A N/A 14,101 11,594 719,656 627,285 2020-07-13 $1.41 $1.50 207.0% 62.9% 227.5% 51.9% 215.2% 8.6% 21.0% -4.6K 30.1M -191.9K 0.43 52.36 N/A N/A 16,841 7,206 708,017 610,514 2020-07-14 $1.40 $1.50 239.4% 61.2% 161.9% 60.5% 199.2% 3.9% -45.0% 9.0K 29.9M -190.9K 0.53 19.62 N/A N/A 7,332 3,868 715,602 609,817 2020-07-15 $1.45 $1.50 196.7% 65.1% 159.3% 49.2% 184.9% 15.6% 7.3% 28.0K 31.0M -186.2K 1.60 41.33 N/A N/A 9,856 15,760 718,023 609,647 2020-07-16 $1.42 $1.50 212.6% 57.5% 159.1% 53.4% 186.1% -36.9% -31.1% -10.4K 31.9M -191.1K 0.98 11.53 N/A N/A 17,112 16,692 718,545 608,845 2020-07-17 $1.50 $1.50 172.1% 50.1% 159.1% 42.7% 176.5% 18.3% 15.5% 6.8K 30.1M -196.0K 0.97 14.93 N/A N/A 30,165 29,371 727,541 609,380 2020-07-20 $1.49 $1.50 156.5% 46.3% 158.7% 38.6% 153.6% 22.7% 18.1% 29.7K 8.3M -188.9K 0.63 18.55 N/A N/A 23,008 14,420 523,677 403,719 2020-07-21 $1.47 $1.50 135.9% 39.0% 139.7% 33.2% 144.8% 0.9% 20.1% 44.5K 8.4M -194.5K 0.60 14.50 N/A N/A 14,038 8,417 539,107 413,464 2020-07-22 $1.71 $1.50 154.8% 44.4% 140.3% 38.2% 163.5% -3.7% -13.3% 7.2K 1.4M -210.7K 0.27 19.71 N/A N/A 68,596 18,844 547,867 418,173 2020-07-23 $1.66 $1.50 144.5% 41.3% 88.1% 35.4% 153.8% 3.7% 34.6% 55.3K 2.4M -213.7K 0.63 26.17 N/A N/A 15,708 9,818 579,278 426,860 2020-07-24 $1.62 $1.50 140.9% 37.4% 88.3% 34.5% 142.3% 23.7% 48.5% 50.2K 5.1M -201.1K 0.64 15.50 N/A N/A 15,556 9,886 581,248 431,309 2020-07-27 $1.55 $1.50 162.9% 43.1% 74.9% 40.3% 155.5% 34.0% -120.8% 76.6K 6.0M -211.1K 0.47 35.08 N/A N/A 12,451 5,826 559,922 422,911 2020-07-28 $1.50 $1.50 136.2% 41.9% 75.5% 33.2% 140.2% -24.2% 27.5% 86.2K 7.7M -204.5K 0.24 17.44 N/A N/A 11,515 2,807 563,681 425,162 2020-07-29 $1.53 $1.50 155.4% 40.9% 75.4% 38.3% 154.1% 15.3% 45.5% 107.2K 7.1M -201.1K 0.54 34.51 N/A N/A 11,475 6,208 569,113 424,623 2020-07-30 $1.49 $1.50 151.0% 41.8% 73.7% 37.2% 156.3% -2.6% 6.4% 121.9K 4.9M -209.1K 1.54 27.13 N/A N/A 5,053 7,759 574,664 427,880 2020-07-31 $1.46 $1.50 143.5% 36.5% 74.0% 35.2% 153.4% 5.7% 22.9% 16.8K 7.9M -202.6K 0.83 12.87 N/A N/A 6,543 5,418 576,341 429,911
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