HTZ Options History — February 2022

In February 2022, HTZ traded between $17.39 and $20.86. ATM implied volatility averaged 83.7%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 22.5% (HV 20d: 61.3%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.51.

Notable Days

  • 2022-02-15: Highest Volume — 82,266 contracts
  • 2022-02-24: Largest IV drop — 18.9% change
  • 2022-02-23: Highest IV Rank — 22.0%
  • 2022-02-23: Largest Expected Move — 26.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.65$17.39$20.86$19.93$20.22
Max Pain$20.13$17.50$22.50$22.50$20.00
ATM IV83.7%68.0%93.6%89.8%70.2%
Expected Move24.4%19.5%26.8%25.7%20.1%
HV 20d61.3%46.9%69.8%61.0%69.8%
HV 60d165.9%56.8%549.6%549.6%63.1%
IV Rank19.4%15.2%22.0%21.0%15.8%
IV Percentile22.5%7.9%29.8%27.4%9.9%
Term Structure-8.7%-15.3%5.5%2.0%-2.9%
VWIV86.6%68.5%95.3%93.6%71.3%
Skew 25d1.0%-1.5%4.1%0.6%0.1%
Skew 10d2.5%-4.2%9.7%3.2%2.5%
Call IV 25d86.6%68.8%95.9%94.3%72.3%
Put IV 25d87.6%69.8%95.6%94.9%72.5%
Bid-Ask Spread %15.974.1931.485.735.27
Gamma HHI0.170.150.200.180.20
Net GEX2.6M1.5M5.0M2.0M4.6M
Net DEX-68.6M-144.9M-40.6M-62.4M-127.6M
Net VEX-658.3K-747.3K-574.7K-663.1K-742.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.112.450.780.13
Total Volume28,621.42113,36882,26617,38017,501
Total OI360,654305,713449,720305,713360,975

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$19.93$22.5089.8%25.7%61.0%21.0%93.6%0.6%2.0%2.0M-62.4M-663.1K0.785.73N/AN/A9,7707,610228,28577,428
2022-02-02$19.86$22.5086.6%24.8%60.8%20.2%92.5%0.8%5.5%2.0M-61.3M-631.6K2.459.46N/AN/A6,41815,706232,92875,658
2022-02-03$19.43$20.0089.4%26.7%60.7%20.9%95.3%0.2%-13.8%1.7M-51.0M-626.7K0.1425.00N/AN/A22,5673,205237,45382,200
2022-02-04$19.80$20.0082.5%26.2%61.6%19.1%92.8%0.2%-12.0%2.0M-58.1M-638.8K1.2815.30N/AN/A17,54622,426240,41582,898
2022-02-07$19.36$20.0086.0%26.1%59.9%20.0%92.4%0.7%-12.3%1.5M-41.4M-636.4K0.389.10N/AN/A9,8973,720249,651100,070
2022-02-08$20.06$20.0082.7%25.5%62.1%19.1%89.3%1.7%-12.2%2.1M-58.4M-655.1K0.2418.23N/AN/A12,1512,974255,096100,971
2022-02-09$20.80$20.0083.7%24.0%64.2%19.4%84.6%-0.8%-10.0%2.8M-81.3M-679.9K0.2829.19N/AN/A17,2404,810259,430101,114
2022-02-10$20.67$20.0084.1%24.1%64.2%19.5%84.7%0.5%-11.2%2.9M-82.5M-696.5K0.2818.59N/AN/A14,7824,127267,843102,068
2022-02-11$19.85$20.0084.3%24.2%65.1%19.5%85.4%0.5%-10.6%2.0M-54.3M-653.8K0.1831.48N/AN/A12,0022,200271,799102,290
2022-02-14$20.43$20.0088.2%25.3%66.5%20.6%89.1%3.3%-15.3%3.0M-81.5M-692.0K0.1728.02N/AN/A40,0676,761279,203102,030
2022-02-15$19.72$20.0080.7%23.1%67.1%18.6%82.4%1.6%-11.1%2.5M-52.3M-641.5K0.148.56N/AN/A71,94510,321302,497105,306
2022-02-16$19.41$20.0080.0%22.9%60.8%18.4%80.6%4.1%-10.2%2.8M-51.4M-669.5K0.318.97N/AN/A10,8353,321336,474105,702
2022-02-17$19.17$20.0084.5%24.2%59.8%19.6%84.5%1.5%-7.4%2.6M-46.8M-666.2K0.2221.24N/AN/A10,9432,425341,282105,963
2022-02-18$18.48$20.0087.9%25.2%47.3%20.5%89.1%1.7%-9.0%2.2M-40.6M-629.6K0.6426.22N/AN/A12,6438,153347,912101,808
2022-02-22$18.10$20.0092.8%26.6%46.9%21.8%95.0%2.1%-12.8%2.1M-57.9M-599.7K0.7724.84N/AN/A18,61514,282253,03453,070
2022-02-23$17.39$20.0093.6%26.8%48.9%22.0%95.2%-1.5%-13.8%1.6M-43.7M-574.7K0.924.51N/AN/A19,23717,636260,28758,836
2022-02-24$19.88$17.5075.9%21.8%68.9%17.3%78.2%0.7%-5.9%3.5M-105.4M-664.1K0.289.59N/AN/A33,0539,158266,75860,320
2022-02-25$20.86$20.0068.0%19.5%68.7%15.2%68.5%1.0%-3.0%5.0M-144.9M-747.3K0.114.19N/AN/A42,9474,813280,36363,009
2022-02-28$20.22$20.0070.2%20.1%69.8%15.8%71.3%0.1%-2.9%4.6M-127.6M-742.2K0.135.27N/AN/A15,4452,056296,18664,789