HTZ Options History — November 2021

In November 2021, HTZ traded between $20.72 and $26.88. ATM implied volatility averaged 96.8%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded below realized volatility by 887.5% (HV 20d: 984.3%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 12 of 14 trading days. Term structure was in contango for 6 of 14 days. Put/call ratio averaged 0.39.

Notable Days

2021-11-24: Highest Volume — 112,354 contracts
2021-11-11: Largest IV spike — 24.2% change
2021-11-26: Highest IV Rank — 26.8%
2021-11-26: Largest Expected Move — 32.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.91	$20.72	$26.88	$25.49	$24.02
Max Pain	$24.82	$22.50	$25.00	$25.00	$25.00
ATM IV	96.8%	78.5%	111.9%	78.5%	97.3%
Expected Move	27.8%	22.5%	32.1%	22.5%	27.9%
HV 20d	984.3%	946.8%	999.8%	995.0%	946.8%
HV 60d	580.7%	580.0%	581.1%	580.3%	581.1%
IV Rank	22.9%	18.0%	26.8%	18.0%	23.0%
IV Percentile	36.8%	34.9%	39.7%	34.9%	34.9%
Term Structure	-10.6%	-92.7%	17.1%	7.3%	-1.0%
VWIV	99.4%	86.9%	113.6%	86.9%	100.6%
Skew 25d	-6.6%	-17.3%	3.5%	-7.1%	3.5%
Skew 10d	-19.8%	-41.7%	-1.7%	-24.7%	-1.7%
Call IV 25d	101.9%	89.0%	118.5%	91.4%	98.5%
Put IV 25d	95.3%	84.2%	111.7%	84.4%	102.0%
Bid-Ask Spread %	41.97	19.15	86.13	77.07	24.83
Gamma HHI	0.31	0.23	0.48	0.35	0.25
Net GEX	1.1M	-182.2K	3.5M	95.2K	3.5M
Net DEX	-44.9M	-157.6M	4.7M	-2.2M	-132.2M
Net VEX	-253.5K	-644.0K	-17.1K	-25.4K	-644.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.10	0.80	0.27	0.14
Total Volume	32,975.071	967	112,354	2,138	44,893
Total OI	100,264.143	18,570	230,149	18,570	230,149

Daily Data (14 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
2021-11-10	$25.49	$25.00	78.5%	22.5%	995.0%	18.0%	86.9%	-7.1%	7.3%	95.2K	-2.2M	-25.4K	0.27	77.07	N/A	N/A	1,685	453	15,053	3,517
2021-11-11	$26.64	$25.00	97.4%	27.9%	993.5%	23.0%	96.9%	-17.3%	1.0%	263.2K	-5.3M	-28.1K	0.34	59.51	N/A	N/A	862	294	15,655	3,472
2021-11-12	$26.88	$25.00	86.3%	24.7%	994.2%	20.1%	90.2%	-2.3%	17.1%	277.7K	-5.0M	-26.4K	0.38	86.13	N/A	N/A	700	267	15,499	3,459
2021-11-15	$25.12	$25.00	96.6%	27.7%	995.7%	22.8%	91.5%	-8.5%	12.4%	-97.9K	147.8K	-17.1K	0.74	76.71	N/A	N/A	4,105	3,040	15,366	3,439
2021-11-16	$23.17	$25.00	92.5%	26.5%	998.3%	21.7%	94.7%	-4.8%	-6.6%	-182.2K	4.7M	-29.0K	0.30	35.37	N/A	N/A	80,153	24,309	18,225	6,130
2021-11-17	$23.30	$22.50	90.1%	25.8%	998.2%	21.1%	99.0%	-9.4%	0.6%	718.3K	-25.3M	-156.8K	0.61	30.85	N/A	N/A	5,712	3,480	59,530	19,672
2021-11-18	$21.55	$25.00	93.0%	26.7%	999.8%	21.8%	94.2%	-7.2%	-74.6%	500.7K	-9.3M	-146.2K	0.80	36.55	N/A	N/A	17,287	13,871	62,831	21,581
2021-11-19	$20.72	$25.00	95.0%	27.2%	999.6%	22.4%	98.5%	-6.5%	-4.2%	340.0K	-3.0M	-194.5K	0.73	43.58	N/A	N/A	30,289	21,976	75,288	30,794
2021-11-22	$22.57	$25.00	97.5%	27.9%	998.3%	23.0%	98.1%	-2.6%	-2.6%	1.3M	-42.5M	-297.0K	0.44	25.24	N/A	N/A	15,271	6,716	90,122	33,215
2021-11-23	$21.94	$25.00	99.4%	28.5%	998.3%	23.5%	102.2%	-7.1%	-92.7%	1.2M	-40.1M	-323.5K	0.20	21.68	N/A	N/A	10,756	2,152	96,973	35,595
2021-11-24	$24.43	$25.00	109.7%	31.5%	958.1%	26.3%	112.4%	-10.7%	-5.0%	2.0M	-91.5M	-425.8K	0.10	26.28	N/A	N/A	102,297	10,057	109,587	37,007
2021-11-26	$23.79	$25.00	111.9%	32.1%	955.3%	26.8%	113.6%	-7.2%	-1.4%	2.4M	-119.8M	-597.9K	0.28	24.64	N/A	N/A	13,765	3,785	152,921	44,287
2021-11-29	$25.16	$25.00	110.5%	31.7%	949.4%	26.5%	112.7%	-6.0%	1.7%	3.1M	-157.6M	-637.6K	0.14	19.15	N/A	N/A	38,171	5,305	158,446	45,885
2021-11-30	$24.02	$25.00	97.3%	27.9%	946.8%	23.0%	100.6%	3.5%	-1.0%	3.5M	-132.2M	-644.0K	0.14	24.83	N/A	N/A	39,454	5,439	180,232	49,917