HTZ Options History — August 2020 In August 2020, HTZ traded between $1.40 and $1.69. ATM implied volatility averaged 138.2%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 37.6%. IV traded above realized volatility by 63.2% (HV 20d: 75.0%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.54.
Notable Days 2020-08-10 : Highest Volume — 36,579 contracts2020-08-18 : Largest IV drop — 22.4% change2020-08-05 : Highest IV Rank — 44.2%2020-08-10 : Largest Expected Move — 47.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.50 $1.40 $1.69 $1.40 $1.47 Max Pain $1.48 $1.00 $1.50 $1.50 $1.50 ATM IV 138.2% 104.2% 177.9% 151.3% 126.3% Expected Move 37.6% 26.5% 47.9% 41.3% 36.4% HV 20d 75.0% 64.4% 89.2% 74.5% 64.4% HV 60d 390.2% 243.8% 462.9% 462.7% 243.8% IV Rank 33.8% 24.8% 44.2% 37.2% 30.6% IV Percentile 65.6% 56.0% 78.2% 71.8% 59.9% Term Structure 11.8% -103.1% 67.0% 21.7% -103.1% VWIV 137.5% 92.6% 177.4% 150.8% 137.8% Skew 25d -0.6% -31.2% 29.4% -20.6% 12.4% Skew 10d -8.6% -61.3% 49.7% -61.3% -13.8% Call IV 25d 154.7% 105.9% 212.3% 176.9% 146.6% Put IV 25d 154.1% 135.2% 181.1% 156.3% 159.0% Bid-Ask Spread % 39.66 17.48 81.22 17.48 29.92 Gamma HHI 0.18 0.11 0.31 0.17 0.18 Net GEX 52.1K -8.2K 156.2K 10.0K 15.7K Net DEX 5.2M -4.8M 11.0M 11.0M 5.9M Net VEX -211.8K -248.5K -167.1K -181.8K -207.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.12 1.15 0.56 0.84 Total Volume 17,212.714 6,679 36,579 28,734 10,035 Total OI 967,922.143 912,270 1,001,626 958,466 928,949
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 2020-08-03 $1.40 $1.50 151.3% 41.3% 74.5% 37.2% 150.8% -20.6% 21.7% 10.0K 11.0M -181.8K 0.56 17.48 N/A N/A 18,398 10,336 540,690 417,776 2020-08-04 $1.46 $1.50 151.4% 36.5% 74.3% 37.3% 125.1% 1.2% 6.3% 53.8K 5.7M -222.2K 0.17 18.00 N/A N/A 22,887 3,981 550,021 425,530 2020-08-05 $1.55 $1.50 177.9% 42.9% 74.7% 44.2% 177.4% -16.2% 30.9% 14.7K 3.0M -213.5K 0.12 40.96 N/A N/A 27,887 3,414 555,092 426,917 2020-08-06 $1.53 $1.50 170.1% 43.0% 74.8% 42.2% 157.0% -19.7% 18.9% 102.3K 4.8M -218.1K 0.18 81.22 N/A N/A 12,726 2,278 566,633 428,616 2020-08-07 $1.52 $1.50 173.8% 43.3% 74.9% 43.2% 148.0% -11.5% 8.4% 27.5K 5.3M -209.1K 0.98 61.98 N/A N/A 11,383 11,177 567,989 429,379 2020-08-10 $1.69 $1.50 149.8% 47.9% 82.0% 36.8% 168.4% -31.2% 9.5% 78.2K -1.3M -248.5K 0.36 52.43 N/A N/A 26,883 9,696 545,149 425,727 2020-08-11 $1.55 $1.50 165.0% 45.8% 88.7% 40.9% 175.4% -3.5% 15.1% 109.0K -4.8M -246.8K 0.24 78.42 N/A N/A 21,870 5,202 558,319 431,445 2020-08-12 $1.59 $1.50 154.9% 38.4% 88.3% 38.2% 124.4% 3.2% -21.9% 69.4K 677.6K -238.4K 0.37 40.91 N/A N/A 7,324 2,709 562,846 432,360 2020-08-13 $1.53 $1.50 121.0% 34.6% 89.2% 29.2% 117.6% 1.8% 2.2% 109.1K 4.9M -216.3K 0.33 41.29 N/A N/A 6,644 2,179 564,591 433,595 2020-08-14 $1.54 $1.50 128.5% 36.5% 87.2% 31.2% 123.4% 8.3% -1.6% 68.7K 5.0M -209.2K 0.56 24.18 N/A N/A 7,296 4,083 567,362 434,264 2020-08-17 $1.50 $1.50 139.8% 41.6% 87.7% 34.2% 143.4% 9.7% 39.5% 78.4K 2.1M -228.3K 1.09 27.18 N/A N/A 4,712 5,137 546,480 426,193 2020-08-18 $1.49 $1.50 108.5% 31.4% 87.6% 25.9% 125.3% 29.4% 67.0% 82.2K 8.0M -200.7K 0.91 27.37 N/A N/A 6,080 5,509 546,580 429,733 2020-08-19 $1.47 $1.00 119.5% 34.2% 67.1% 28.8% 152.3% 9.0% 33.2% 82.7K 7.6M -206.0K 0.79 75.03 N/A N/A 10,641 8,433 549,902 431,567 2020-08-20 $1.47 $1.50 131.9% 37.0% 66.7% 32.1% 140.0% -4.3% 10.3% 156.2K 5.6M -215.1K 0.50 21.22 N/A N/A 6,126 3,055 550,056 438,649 2020-08-21 $1.48 $1.50 126.3% 32.8% 66.4% 30.6% 110.3% -7.9% 23.5% -1.2K 9.7M -206.0K 0.42 31.53 N/A N/A 6,398 2,670 549,191 439,189 2020-08-24 $1.47 $1.50 119.1% 33.8% 64.8% 28.7% 118.1% 3.6% 21.5% 14.9K 737.5K -238.2K 0.83 34.17 N/A N/A 8,199 6,791 502,811 409,459 2020-08-25 $1.42 $1.50 104.2% 28.9% 64.9% 24.8% 121.9% 25.2% 34.2% 9.0K 8.5M -196.1K 1.15 30.92 N/A N/A 6,098 6,992 506,540 414,220 2020-08-26 $1.42 $1.50 125.7% 26.5% 64.4% 30.5% 92.6% 5.8% 3.6% 22.7K 8.3M -191.9K 0.26 29.58 N/A N/A 5,321 1,358 506,472 418,923 2020-08-27 $1.49 $1.50 122.5% 41.7% 66.3% 29.6% 143.6% 3.8% 20.7% -8.2K 11.0M -167.1K 0.34 44.62 N/A N/A 18,204 6,202 507,992 419,594 2020-08-28 $1.50 $1.50 134.6% 35.1% 65.9% 32.8% 134.7% -10.4% 8.7% -1.8K 8.0M -187.9K 0.31 24.48 N/A N/A 11,526 3,627 517,040 422,524 2020-08-31 $1.47 $1.50 126.3% 36.4% 64.4% 30.6% 137.8% 12.4% -103.1% 15.7K 5.9M -207.3K 0.84 29.92 N/A N/A 5,442 4,593 511,502 417,447
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