HTZ Options History — June 2022

In June 2022, HTZ traded between $15.90 and $20.21. ATM implied volatility averaged 61.9%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 1.5% (HV 20d: 60.4%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.97.

Notable Days

  • 2022-06-30: Highest Volume — 45,504 contracts
  • 2022-06-08: Largest IV drop — 9.0% change
  • 2022-06-13: Highest IV Rank — 14.5%
  • 2022-06-30: Largest Expected Move — 19.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.03$15.90$20.21$19.93$15.90
Max Pain$18.69$17.50$20.00$20.00$17.50
ATM IV61.9%58.9%66.2%60.7%66.2%
Expected Move17.5%16.7%19.0%17.4%19.0%
HV 20d60.4%51.0%78.7%78.7%57.5%
HV 60d66.9%65.0%67.9%67.7%65.4%
IV Rank8.8%1.5%14.5%13.3%4.3%
IV Percentile10.1%4.8%23.4%6.7%23.4%
Term Structure4.4%-1.0%10.7%-1.0%10.7%
VWIV61.1%57.9%65.6%63.0%62.2%
Skew 25d4.5%2.2%7.5%3.4%5.7%
Skew 10d7.7%-9.5%16.1%11.9%10.9%
Call IV 25d59.6%55.9%64.3%62.2%63.3%
Put IV 25d64.1%61.2%69.0%65.6%69.0%
Bid-Ask Spread %19.724.0758.814.0733.56
Gamma HHI0.220.180.330.210.29
Net GEX1.8M920.4K3.3M3.1M1.4M
Net DEX-74.2M-129.7M-19.3M-119.7M-38.5M
Net VEX-664.4K-813.7K-574.6K-802.0K-574.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.163.240.181.23
Total Volume14,487.2384,78045,50415,99845,504
Total OI279,734.143183,989337,988314,667222,165

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$19.93$20.0060.7%17.4%78.7%13.3%63.0%3.4%-1.0%3.1M-119.7M-802.0K0.184.07N/AN/A13,5552,443247,75166,916
2022-06-02$20.21$20.0062.3%16.9%75.6%13.7%59.6%5.8%3.1%3.3M-129.7M-813.7K1.977.39N/AN/A1,9863,906250,80566,956
2022-06-03$20.01$20.0060.6%16.9%75.2%13.3%60.8%5.1%3.3%3.1M-122.7M-790.7K0.5413.34N/AN/A4,6222,475251,16866,357
2022-06-06$19.16$20.0063.7%16.7%76.7%14.1%58.6%3.4%2.7%2.3M-92.2M-730.5K0.4725.19N/AN/A6,8903,220254,12666,533
2022-06-07$18.24$20.0064.8%17.4%60.4%14.4%58.7%4.9%1.7%1.5M-66.4M-683.4K0.344.76N/AN/A17,4065,870257,97167,064
2022-06-08$18.43$20.0058.9%16.9%58.3%12.9%57.9%4.6%3.5%2.1M-82.1M-706.1K0.5727.32N/AN/A4,9372,828266,58569,158
2022-06-09$17.87$20.0059.2%17.0%57.9%12.9%58.2%3.2%3.1%1.6M-62.6M-678.4K0.5023.06N/AN/A10,5645,258268,08569,211
2022-06-10$17.47$20.0061.2%17.5%55.8%13.4%63.3%5.1%1.7%1.5M-49.8M-638.9K1.8424.75N/AN/A2,5544,710265,32067,805
2022-06-13$16.51$20.0065.2%18.7%57.0%14.5%65.6%4.4%-0.8%920.4K-19.3M-579.9K2.056.31N/AN/A4,6339,516265,86169,111
2022-06-14$17.27$20.0064.1%18.4%59.9%14.2%64.9%5.2%-0.3%1.6M-44.3M-618.5K1.026.71N/AN/A4,1604,257265,71366,043
2022-06-15$18.13$17.5061.3%17.6%60.5%13.5%60.8%3.6%2.6%2.1M-77.5M-649.6K0.4024.30N/AN/A17,2836,915267,32265,982
2022-06-16$17.41$17.5063.7%18.3%58.3%14.1%62.7%3.9%5.7%2.1M-51.5M-625.6K1.335.78N/AN/A3,8155,060271,94866,040
2022-06-17$18.03$17.5061.8%17.7%59.7%2.2%62.5%6.2%5.9%1.1M-95.4M-636.9K0.5658.81N/AN/A18,71810,432272,66464,927
2022-06-21$17.63$17.5061.1%17.5%60.1%2.0%60.1%4.5%7.3%1.1M-63.0M-621.0K0.7649.15N/AN/A3,6132,734136,27947,710
2022-06-22$17.38$17.5060.6%17.4%54.6%1.8%61.2%2.6%7.0%1.0M-58.6M-611.1K0.8324.06N/AN/A2,6112,169138,10948,194
2022-06-23$17.52$17.5059.5%17.1%51.0%1.5%59.4%4.5%8.6%1.1M-60.5M-614.0K0.1811.18N/AN/A11,2401,968138,79548,429
2022-06-24$18.20$17.5060.1%17.2%52.4%2.0%58.4%5.2%7.3%1.7M-84.3M-656.2K0.2416.08N/AN/A8,0911,953148,24948,457
2022-06-27$18.54$17.5062.0%17.8%51.9%2.8%61.6%7.5%7.3%1.9M-93.5M-660.8K1.915.50N/AN/A5,78511,033152,02448,564
2022-06-28$17.80$17.5060.3%17.3%52.1%2.1%60.3%3.8%5.4%1.9M-79.0M-640.3K0.1618.05N/AN/A15,5872,525155,77748,645
2022-06-29$17.01$17.5061.7%17.7%53.9%2.7%62.8%2.2%8.2%2.1M-67.6M-620.3K3.2424.69N/AN/A2,6918,715166,51049,088
2022-06-30$15.90$17.5066.2%19.0%57.5%4.3%62.2%5.7%10.7%1.4M-38.5M-574.6K1.2333.56N/AN/A20,38725,117167,85654,309