HTZ Options History — December 2021 In December 2021, HTZ traded between $20.76 and $26.63. ATM implied volatility averaged 93.9%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded below realized volatility by 218.6% (HV 20d: 312.5%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.33.
Notable Days 2021-12-15 : Highest Volume — 88,458 contracts2021-12-16 : Largest IV spike — 151.8% change2021-12-21 : Highest IV Rank — 52.5%2021-12-21 : Largest Expected Move — 59.9%Monthly Statistics Metric Avg Min Max Open Close Price $23.91 $20.76 $26.63 $23.55 $25.00 Max Pain $23.30 $22.50 $25.00 $25.00 $25.00 ATM IV 93.9% 59.6% 209.0% 92.4% 73.6% Expected Move 27.6% 20.2% 59.9% 26.5% 21.1% HV 20d 312.5% 62.5% 948.1% 948.1% 62.8% HV 60d 581.3% 581.0% 581.8% 581.2% 581.0% IV Rank 22.1% 13.0% 52.5% 21.7% 16.7% IV Percentile 34.0% 22.6% 81.0% 32.1% 23.4% Term Structure 13.9% -2.3% 83.9% 8.4% 4.2% VWIV 81.5% 71.3% 94.7% 94.7% 73.4% Skew 25d 121.8% -2.1% 349.3% 3.0% 344.3% Skew 10d 34.0% -8.1% 182.2% 4.2% 6.0% Call IV 25d 82.2% 72.7% 92.5% 92.5% 75.1% Put IV 25d 204.0% 75.8% 429.2% 95.5% 419.4% Bid-Ask Spread % 57.54 18.04 69.39 18.04 61.94 Gamma HHI 0.31 0.23 0.38 0.28 0.28 Net GEX 4.9M 1.9M 7.5M 3.4M 6.6M Net DEX -141.6M -231.0M -41.3M -118.2M -185.9M Net VEX -725.3K -869.6K -583.1K -629.5K -869.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.05 1.10 0.24 1.10 Total Volume 25,191 7,048 88,458 25,035 32,690 Total OI 271,193.409 236,071 326,451 238,013 294,423
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 2021-12-01 $23.55 $25.00 92.4% 26.5% 948.1% 21.7% 94.7% 3.0% 8.4% 3.4M -118.2M -629.5K 0.24 18.04 N/A N/A 20,160 4,875 185,817 52,196 2021-12-02 $24.08 $25.00 89.2% 25.6% 947.8% 20.8% 90.0% 3.1% 7.3% 3.9M -142.3M -688.3K 0.16 26.30 N/A N/A 8,925 1,404 194,777 54,399 2021-12-03 $23.96 $25.00 86.9% 24.9% 946.8% 20.2% 87.7% 4.5% 8.5% 3.8M -136.4M -676.7K 0.34 22.08 N/A N/A 5,241 1,807 194,400 54,510 2021-12-06 $25.78 $22.50 81.5% 25.2% 945.2% 18.8% 87.7% 194.0% 3.7% 5.7M -198.0M -719.2K 0.28 63.57 N/A N/A 16,394 4,661 199,267 54,451 2021-12-07 $25.99 $22.50 71.8% 23.3% 946.3% 16.2% 82.7% 204.3% 3.7% 6.6M -207.6M -740.5K 0.33 58.19 N/A N/A 8,717 2,913 209,800 57,012 2021-12-08 $26.63 $22.50 67.6% 22.4% 945.7% 15.1% 80.2% 0.1% 5.3% 7.5M -231.0M -753.3K 0.65 65.70 N/A N/A 13,245 8,668 213,920 58,010 2021-12-09 $25.74 $22.50 63.2% 20.8% 85.1% 14.0% 73.6% 168.1% 5.2% 7.0M -191.2M -774.0K 0.26 65.34 N/A N/A 24,289 6,320 219,246 61,670 2021-12-10 $24.85 $22.50 59.6% 20.2% 84.3% 13.0% 71.3% 186.3% 4.2% 6.4M -158.5M -732.0K 0.20 61.34 N/A N/A 8,788 1,743 223,037 61,732 2021-12-13 $23.99 $22.50 69.5% 20.6% 84.9% 15.6% 72.3% 90.6% 6.5% 5.5M -119.1M -679.3K 0.31 61.34 N/A N/A 7,740 2,391 226,391 62,208 2021-12-14 $22.76 $22.50 70.3% 21.6% 83.6% 15.9% 76.6% -2.1% 1.5% 3.3M -70.3M -591.5K 0.29 64.58 N/A N/A 25,262 7,294 223,479 62,396 2021-12-15 $22.58 $25.00 76.1% 21.8% 78.7% 17.4% 78.6% -0.4% 0.9% 3.2M -77.7M -630.6K 0.05 68.35 N/A N/A 84,596 3,862 223,598 65,042 2021-12-16 $21.02 $25.00 191.7% 55.0% 82.5% 47.9% 83.9% 6.0% 74.3% 1.9M -41.3M -583.1K 0.28 67.69 N/A N/A 43,938 12,222 244,055 66,530 2021-12-17 $21.60 $22.50 203.3% 58.3% 78.5% 50.9% 84.7% 3.6% 77.7% 2.9M -68.0M -671.7K 0.44 65.19 N/A N/A 10,013 4,387 260,950 65,501 2021-12-20 $20.76 $22.50 90.2% 25.9% 78.5% 21.1% 87.8% 6.3% -2.3% 2.4M -57.5M -598.1K 0.54 69.39 N/A N/A 9,913 5,354 197,707 38,364 2021-12-21 $22.11 $22.50 209.0% 59.9% 75.6% 52.5% 85.7% 1.6% 83.9% 3.4M -98.0M -706.7K 0.32 57.79 N/A N/A 16,256 5,176 203,900 40,743 2021-12-22 $22.90 $22.50 83.3% 23.9% 75.9% 19.3% 84.2% 7.7% 2.2% 4.0M -125.1M -764.5K 0.34 60.23 N/A N/A 18,161 6,203 210,088 41,565 2021-12-23 $24.05 $22.50 82.9% 23.8% 67.6% 19.2% 83.3% 155.7% 0.6% 4.9M -163.4M -832.7K 0.16 57.66 N/A N/A 9,611 1,515 216,204 43,399 2021-12-27 $24.88 $22.50 79.2% 22.7% 67.9% 18.2% 81.3% 318.4% 1.7% 5.9M -189.0M -837.6K 0.13 58.75 N/A N/A 20,880 2,804 218,929 43,858 2021-12-28 $24.73 $22.50 76.4% 21.9% 64.9% 17.5% 77.8% 349.3% 2.0% 6.0M -180.0M -814.1K 0.53 60.65 N/A N/A 6,286 3,305 222,011 43,033 2021-12-29 $24.75 $22.50 76.1% 21.8% 62.6% 17.4% 77.9% 319.4% 2.6% 6.1M -183.4M -811.7K 0.15 62.70 N/A N/A 30,928 4,646 223,704 44,380 2021-12-30 $24.33 $25.00 73.3% 21.0% 62.5% 16.6% 77.4% 315.0% 3.2% 6.3M -172.9M -852.1K 0.10 69.07 N/A N/A 36,906 3,713 241,941 47,612 2021-12-31 $25.00 $25.00 73.6% 21.1% 62.8% 16.7% 73.4% 344.3% 4.2% 6.6M -185.9M -869.6K 1.10 61.94 N/A N/A 15,578 17,112 245,590 48,833
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