HTZ Options History — January 2022

In January 2022, HTZ traded between $17.67 and $24.74. ATM implied volatility averaged 78.6%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 25.3% (HV 20d: 53.3%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.49.

Notable Days

  • 2022-01-21: Highest Volume — 84,039 contracts
  • 2022-01-21: Largest IV spike — 27.9% change
  • 2022-01-25: Highest IV Rank — 24.3%
  • 2022-01-25: Largest Expected Move — 29.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.99$17.67$24.74$24.59$19.09
Max Pain$24.25$22.50$25.00$25.00$22.50
ATM IV78.6%65.3%102.5%71.5%95.0%
Expected Move22.7%18.7%29.4%20.5%27.2%
HV 20d53.3%42.1%63.1%63.1%57.6%
HV 60d571.6%549.9%581.4%581.1%549.9%
IV Rank18.0%14.5%24.3%16.2%22.4%
IV Percentile24.3%15.5%35.7%21.8%31.0%
Term Structure2.3%-6.9%9.6%1.6%-0.6%
VWIV81.1%63.8%103.7%73.5%99.9%
Skew 25d37.2%-4.4%456.0%220.7%4.3%
Skew 10d8.5%-5.3%66.4%38.7%8.8%
Call IV 25d80.8%65.9%106.5%71.8%97.6%
Put IV 25d117.9%68.9%523.4%292.6%101.9%
Bid-Ask Spread %21.745.2465.1065.105.24
Gamma HHI0.270.170.390.300.17
Net GEX4.6M879.2K8.3M7.0M1.4M
Net DEX-90.4M-170.8M5.5M-167.2M-39.4M
Net VEX-696.1K-869.7K-478.7K-840.0K-604.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.081.940.460.59
Total Volume30,616.357,92084,03928,72016,984
Total OI343,158.2268,941447,619302,912300,937

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$24.59$25.0071.5%20.5%63.1%16.2%73.5%220.7%1.6%7.0M-167.2M-840.0K0.4665.10N/AN/A19,6829,038252,21050,702
2022-01-04$24.74$25.0066.7%19.1%57.1%14.9%68.0%37.0%3.1%7.7M-170.8M-857.8K0.0864.72N/AN/A44,3193,510260,06253,300
2022-01-05$24.11$25.0066.7%19.1%57.6%14.9%63.8%456.0%3.1%6.9M-141.3M-827.0K0.3762.09N/AN/A24,1988,835273,01454,356
2022-01-06$23.86$22.5069.7%20.0%56.7%15.7%71.0%3.7%7.1%5.7M-100.9M-755.5K0.2123.06N/AN/A14,1152,901266,45260,349
2022-01-07$24.60$22.5068.2%21.0%57.0%15.3%73.8%3.7%4.8%6.7M-134.8M-816.9K0.1912.89N/AN/A35,1006,576269,75562,101
2022-01-10$24.60$22.5068.0%20.9%55.6%15.2%74.0%2.6%4.3%7.4M-150.9M-827.7K0.1319.30N/AN/A56,4057,518279,83865,039
2022-01-11$24.57$25.0065.8%20.3%54.1%14.7%71.5%1.8%6.5%7.7M-156.4M-869.7K0.5614.98N/AN/A13,5197,504294,87170,028
2022-01-12$24.51$25.0070.2%20.1%50.3%15.8%72.0%3.1%5.3%8.3M-150.6M-854.9K0.8617.93N/AN/A12,35210,610296,35972,810
2022-01-13$24.18$25.0070.9%20.3%50.5%16.0%71.8%4.3%5.5%7.7M-126.4M-817.0K0.1713.24N/AN/A11,6341,940291,25376,885
2022-01-14$24.23$25.0066.6%19.1%42.1%14.9%68.7%3.2%9.6%8.2M-123.2M-795.6K0.2415.96N/AN/A6,5841,586293,35677,125
2022-01-18$23.86$25.0070.8%20.3%42.1%16.0%73.5%1.7%7.3%7.8M-150.4M-715.8K0.328.34N/AN/A6,0231,897316,060131,559
2022-01-19$21.89$25.0065.3%18.7%50.9%14.5%66.7%3.0%8.4%2.3M-58.0M-580.0K0.257.08N/AN/A25,3576,299315,807131,426
2022-01-20$21.11$25.0072.9%20.9%47.4%16.5%74.5%1.3%4.3%879.2K-34.9M-523.6K0.2816.24N/AN/A25,7457,277303,226129,978
2022-01-21$18.93$25.0093.3%26.7%58.6%21.9%95.2%1.6%-5.1%1.4M5.5M-478.7K0.6212.39N/AN/A51,78532,254313,819131,716
2022-01-24$18.42$25.0098.7%28.3%54.6%23.3%103.7%-4.4%-2.7%1.1M-21.8M-573.2K0.8711.68N/AN/A29,66025,940211,43161,897
2022-01-25$18.33$25.00102.5%29.4%51.8%24.3%103.0%-0.6%-6.9%1.2M-26.1M-568.9K0.4021.59N/AN/A8,6323,422209,67859,263
2022-01-26$18.36$25.0098.5%28.2%52.1%23.3%98.9%-0.6%-6.2%1.2M-25.8M-563.9K1.1223.58N/AN/A14,17715,935212,64859,226
2022-01-27$17.67$22.5095.6%27.4%52.4%22.5%97.8%0.5%-2.5%929.3K-12.6M-512.7K0.2311.01N/AN/A7,0431,629218,26157,858
2022-01-28$18.11$22.5095.0%27.2%54.4%22.4%100.6%0.1%-0.9%1.1M-22.1M-538.5K1.948.30N/AN/A11,68522,657220,66557,844
2022-01-31$19.09$22.5095.0%27.2%57.6%22.4%99.9%4.3%-0.6%1.4M-39.4M-604.5K0.595.24N/AN/A10,6956,289226,04774,890