HTZ Options History — October 2020 In October 2020, HTZ traded between $1.02 and $2.52. ATM implied volatility averaged 191.5%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 54.8%. IV traded above realized volatility by 0.3% (HV 20d: 191.2%). Max pain ranged from $1.00 to $2.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.75.
Notable Days 2020-10-16 : Highest Volume — 560,770 contracts2020-10-06 : Largest IV spike — 75.3% change2020-10-16 : Highest IV Rank — 74.9%2020-10-16 : Largest Expected Move — 79.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.45 $1.02 $2.52 $1.08 $1.79 Max Pain $1.48 $1.00 $2.50 $2.50 $1.50 ATM IV 191.5% 100.1% 294.1% 176.3% 209.3% Expected Move 54.8% 29.8% 79.7% 42.0% 62.6% HV 20d 191.2% 52.7% 346.5% 53.7% 344.7% HV 60d 128.3% 54.2% 203.0% 63.3% 202.6% IV Rank 47.9% 23.7% 74.9% 43.8% 52.6% IV Percentile 76.7% 44.8% 94.0% 75.8% 81.3% Term Structure -20.5% -144.9% 86.8% -44.2% 12.6% VWIV 205.0% 143.4% 268.2% 154.7% 221.1% Skew 25d -9.1% -55.4% 35.4% 17.4% -9.1% Skew 10d -22.1% -101.5% 52.8% 52.8% -37.7% Call IV 25d 208.5% 145.9% 274.8% 172.1% 207.5% Put IV 25d 199.4% 157.2% 288.2% 189.5% 198.4% Bid-Ask Spread % 19.89 7.31 36.28 28.33 12.73 Gamma HHI 0.21 0.10 0.37 0.32 0.11 Net GEX -18.9K -91.3K 58.8K -69.9K 44.4K Net DEX 3.7M -22.5M 12.9M 12.8M -4.0M Net VEX -179.6K -243.0K -129.9K -142.3K -220.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.10 2.85 0.27 0.33 Total Volume 72,355.524 4,996 560,770 5,864 78,003 Total OI 1,000,767.524 928,701 1,112,772 974,295 993,251
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 2020-10-01 $1.08 $2.50 176.3% 42.0% 53.7% 43.8% 154.7% 17.4% -44.2% -69.9K 12.8M -142.3K 0.27 28.33 N/A N/A 4,600 1,264 525,951 448,344 2020-10-02 $1.08 $2.50 148.4% 29.8% 53.4% 36.5% 143.4% 35.4% 42.2% -80.4K 12.9M -139.4K 0.51 12.74 N/A N/A 3,306 1,690 526,641 448,662 2020-10-05 $1.05 $1.00 100.1% 43.6% 53.6% 23.7% 158.0% 14.7% -24.4% -77.4K 11.3M -148.2K 1.03 24.57 N/A N/A 4,217 4,348 519,995 445,382 2020-10-06 $1.10 $1.00 175.5% 47.9% 53.2% 43.6% 215.0% -30.1% 64.9% -84.3K 12.2M -139.9K 0.10 29.26 N/A N/A 21,208 2,066 521,596 447,469 2020-10-07 $1.09 $1.00 202.7% 51.7% 52.7% 50.8% 201.2% -18.7% -44.7% -28.6K 11.1M -129.9K 0.27 24.19 N/A N/A 5,743 1,531 534,953 448,269 2020-10-08 $1.12 $1.00 164.2% 47.4% 54.6% 40.6% 199.3% -55.4% -144.9% -72.7K 11.2M -146.8K 0.21 36.28 N/A N/A 17,711 3,696 537,209 448,879 2020-10-09 $1.12 $1.00 158.9% 59.5% 54.3% 39.3% 205.8% 8.3% -120.4% -65.7K 10.9M -144.4K 0.22 25.21 N/A N/A 7,670 1,704 544,130 450,884 2020-10-12 $1.10 $1.00 187.7% 52.6% 54.0% 46.8% 205.2% -36.4% -44.5% -65.6K 7.9M -158.8K 0.36 21.99 N/A N/A 7,909 2,856 543,468 445,116 2020-10-13 $1.05 $1.00 164.4% 45.7% 55.1% 40.7% 191.2% -21.9% -132.2% -91.3K 11.1M -138.3K 2.74 31.07 N/A N/A 3,597 9,868 549,235 446,834 2020-10-14 $1.05 $1.00 170.3% 48.8% 53.8% 42.2% 181.4% -22.9% 86.8% -15.4K 8.7M -132.1K 2.85 35.74 N/A N/A 3,143 8,963 550,818 454,197 2020-10-15 $1.02 $1.00 191.6% 55.7% 53.0% 47.9% 204.5% 7.4% -0.2% -31.4K 8.2M -136.8K 1.38 29.47 N/A N/A 5,735 7,941 552,034 461,749 2020-10-16 $2.52 $1.00 294.1% 79.7% 330.2% 74.9% 268.2% 13.5% -37.9% 51.1K -22.5M -243.0K 0.40 8.89 N/A N/A 399,293 161,477 554,551 467,276 2020-10-19 $2.21 $1.50 240.7% 68.1% 334.4% 60.8% 235.9% -2.0% -27.0% 58.8K -14.2M -226.0K 0.70 17.33 N/A N/A 158,874 111,988 499,017 429,684 2020-10-20 $1.86 $1.50 224.4% 63.8% 341.9% 56.5% 227.8% -0.2% -6.2% 7.3K -1.3M -222.2K 0.80 9.42 N/A N/A 87,123 69,430 551,203 487,997 2020-10-21 $1.63 $2.00 196.4% 56.3% 345.5% 49.1% 207.9% -23.3% 27.1% -4.5K 2.9M -213.5K 0.99 7.31 N/A N/A 48,370 48,016 584,299 499,304 2020-10-22 $1.75 $2.00 222.2% 64.2% 345.8% 55.9% 231.5% -30.4% -21.9% 23.2K -1.6M -236.2K 0.53 9.78 N/A N/A 40,109 21,235 594,891 502,466 2020-10-23 $1.75 $2.00 202.2% 56.9% 345.8% 50.7% 218.6% -30.9% 9.3% 22.8K -1.2M -228.3K 0.47 14.91 N/A N/A 33,743 15,866 607,003 505,769 2020-10-26 $1.67 $2.00 211.1% 57.9% 346.5% 53.0% 210.4% -23.7% -79.4% 24.8K 1.8M -203.3K 0.59 15.09 N/A N/A 21,275 12,624 524,907 428,742 2020-10-27 $1.62 $2.00 175.2% 53.7% 343.9% 43.5% 195.1% 1.7% 44.2% 35.6K 2.2M -205.4K 0.75 9.11 N/A N/A 13,192 9,841 535,646 429,816 2020-10-28 $1.80 $1.50 206.5% 63.5% 344.8% 51.8% 227.9% 15.4% 10.8% 21.7K -3.1M -215.7K 0.25 14.29 N/A N/A 46,670 11,571 539,050 429,431 2020-10-29 $1.79 $1.50 209.3% 62.6% 344.7% 52.6% 221.1% -9.1% 12.6% 44.4K -4.0M -220.6K 0.33 12.73 N/A N/A 58,469 19,534 564,478 428,773
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