HTZ Options History — April 2022

In April 2022, HTZ traded between $20.11 and $23.87. ATM implied volatility averaged 66.0%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 4.6% (HV 20d: 61.5%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.69.

Notable Days

  • 2022-04-28: Highest Volume — 111,097 contracts
  • 2022-04-13: Largest IV drop — 17.6% change
  • 2022-04-12: Highest IV Rank — 18.1%
  • 2022-04-27: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.27$20.11$23.87$21.04$20.11
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV66.0%57.1%78.8%59.8%68.2%
Expected Move18.7%16.4%21.9%17.2%19.5%
HV 20d61.5%56.0%72.0%56.0%72.0%
HV 60d65.8%62.3%69.0%64.0%66.5%
IV Rank14.7%12.4%18.1%13.1%15.3%
IV Percentile13.7%4.4%27.8%5.2%19.0%
Term Structure-4.2%-8.9%-0.1%-0.1%-4.8%
VWIV65.5%55.7%74.9%59.7%69.5%
Skew 25d5.3%2.2%8.1%3.6%2.2%
Skew 10d9.8%3.2%13.0%4.7%3.2%
Call IV 25d63.3%54.9%73.9%57.2%69.9%
Put IV 25d68.7%59.2%79.6%60.8%72.1%
Bid-Ask Spread %14.537.6326.1921.1214.50
Gamma HHI0.280.200.580.220.23
Net GEX7.4M4.0M24.7M4.0M4.0M
Net DEX-201.0M-278.6M-116.9M-125.9M-116.9M
Net VEX-1.0M-1.1M-835.2K-876.0K-835.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.043.240.680.45
Total Volume29,060.958,410111,09712,94229,815
Total OI347,171.7309,815393,920312,746350,519

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$21.04$20.0059.8%17.2%56.0%13.1%59.7%3.6%-0.1%4.0M-125.9M-876.0K0.6821.12N/AN/A7,6965,246255,38057,366
2022-04-04$23.30$20.0057.7%16.4%62.3%12.5%55.7%4.3%-2.5%7.9M-234.8M-1.0M0.218.13N/AN/A34,0687,150259,16058,114
2022-04-05$21.95$20.0057.1%17.1%67.1%12.4%62.0%4.1%-3.1%6.1M-176.3M-972.8K1.8121.77N/AN/A6,00010,853283,82460,205
2022-04-06$21.94$20.0063.9%18.0%62.2%14.2%64.4%5.6%-4.7%5.8M-172.9M-972.4K3.2413.63N/AN/A9,54530,957283,88064,966
2022-04-07$21.88$20.0060.3%18.1%60.5%13.2%63.9%6.8%-4.3%6.0M-174.3M-972.9K0.8226.19N/AN/A11,5289,487286,41964,820
2022-04-08$21.31$20.0063.8%18.6%60.9%14.1%66.9%4.1%-3.8%4.8M-150.4M-942.0K1.2320.56N/AN/A10,01712,364295,21868,343
2022-04-11$21.72$20.0074.1%18.6%61.2%16.9%66.2%5.6%-3.7%5.8M-173.9M-973.4K1.0210.66N/AN/A4,1644,246299,78876,492
2022-04-12$21.47$20.0078.8%19.0%60.9%18.1%65.7%5.6%-4.5%5.1M-159.6M-931.5K0.3410.84N/AN/A12,8424,405300,42176,462
2022-04-13$22.40$20.0064.9%18.6%58.3%14.4%63.6%8.1%-3.3%8.7M-210.2M-990.5K0.0425.01N/AN/A99,8623,504307,11477,324
2022-04-14$22.49$20.0063.5%18.2%58.2%14.1%63.5%6.5%-3.0%24.7M-228.2M-1.0M0.6313.59N/AN/A7,8614,974316,61277,308
2022-04-18$22.19$20.0065.4%18.8%56.7%14.6%68.0%6.0%-3.1%6.0M-190.4M-991.0K0.8223.35N/AN/A10,2248,369265,65944,156
2022-04-19$22.54$20.0066.0%18.9%56.4%14.7%64.5%6.1%-4.6%6.6M-211.7M-1.0M0.207.63N/AN/A10,0682,029272,43348,055
2022-04-20$23.87$20.0060.8%17.4%59.7%13.3%61.5%6.3%-2.0%8.4M-278.6M-1.1M0.258.62N/AN/A21,5895,398278,29048,487
2022-04-21$22.87$20.0065.6%18.8%61.8%14.6%64.5%5.0%-5.2%7.4M-233.0M-1.1M0.278.00N/AN/A12,3233,353284,23050,765
2022-04-22$22.55$20.0067.0%19.2%61.2%15.0%68.2%4.9%-4.8%7.0M-220.6M-1.1M0.5410.45N/AN/A8,4504,522287,79152,398
2022-04-25$23.47$20.0070.4%20.2%62.5%15.9%68.4%6.7%-6.0%7.9M-265.9M-1.1M0.3818.74N/AN/A9,8513,724289,61753,465
2022-04-26$23.10$20.0073.3%21.0%62.8%16.6%74.2%4.9%-8.3%7.5M-248.4M-1.1M0.609.75N/AN/A6,9884,175292,81453,788
2022-04-27$23.51$20.0076.4%21.9%62.1%17.5%74.9%5.7%-8.9%7.8M-271.0M-1.1M0.179.28N/AN/A27,6844,791292,70652,316
2022-04-28$21.78$20.0063.7%18.3%66.3%14.1%65.5%4.3%-4.0%6.2M-177.3M-954.1K0.118.72N/AN/A100,32810,769299,02057,709
2022-04-29$20.11$20.0068.2%19.5%72.0%15.3%69.5%2.2%-4.8%4.0M-116.9M-835.2K0.4514.50N/AN/A20,6179,198292,23558,284