HTZ Options History — August 2022 In August 2022, HTZ traded between $18.58 and $21.92. ATM implied volatility averaged 51.0%, placing in the 0.8% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded below realized volatility by 10.9% (HV 20d: 61.9%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.79.
Notable Days 2022-08-23 : Highest Volume — 33,657 contracts2022-08-10 : Largest IV drop — 11.7% change2022-08-30 : Highest IV Rank — 2.7%2022-08-01 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $20.59 $18.58 $21.92 $21.48 $18.58 Max Pain $18.91 $17.50 $20.00 $17.50 $20.00 ATM IV 51.0% 45.8% 57.6% 57.6% 51.3% Expected Move 14.5% 13.1% 16.5% 16.5% 14.7% HV 20d 61.9% 33.0% 72.5% 67.1% 33.0% HV 60d 60.4% 57.3% 69.2% 68.6% 57.3% IV Rank 0.8% 0.0% 2.7% 1.3% 2.2% IV Percentile 2.0% 0.0% 5.6% 4.4% 5.6% Term Structure 3.5% -4.0% 8.5% -3.2% 2.9% VWIV 51.3% 46.8% 59.7% 59.7% 48.3% Skew 25d 2.8% 0.4% 8.5% 1.2% 4.2% Skew 10d 8.4% -9.4% 108.6% 4.6% 5.3% Call IV 25d 50.7% 46.9% 58.9% 58.9% 48.1% Put IV 25d 53.4% 48.8% 60.1% 60.1% 52.2% Bid-Ask Spread % 16.96 3.46 50.36 41.24 3.46 Gamma HHI 0.24 0.19 0.31 0.23 0.22 Net GEX 2.5M 695.6K 4.0M 3.1M 695.6K Net DEX -145.3M -218.3M -49.3M -194.6M -49.3M Net VEX -791.1K -853.4K -711.0K -849.0K -736.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.11 4.72 1.03 4.72 Total Volume 10,255.565 1,020 33,657 12,141 8,034 Total OI 284,916.565 240,928 308,833 277,837 284,433
Daily Data (23 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 2022-08-01 $21.48 $17.50 57.6% 16.5% 67.1% 1.3% 59.7% 1.2% -3.2% 3.1M -194.6M -849.0K 1.03 41.24 N/A N/A 5,988 6,153 190,412 87,425 2022-08-02 $20.71 $17.50 57.0% 16.3% 68.9% 1.1% 57.8% 2.8% -0.9% 2.9M -168.8M -828.1K 0.68 7.92 N/A N/A 5,234 3,581 190,950 88,380 2022-08-03 $21.47 $17.50 56.0% 16.1% 68.5% 0.7% 58.1% 2.0% -4.0% 3.1M -193.2M -843.6K 0.42 16.44 N/A N/A 9,823 4,131 190,425 88,438 2022-08-04 $21.37 $17.50 55.3% 15.3% 68.1% 0.3% 55.0% 3.7% 4.8% 3.2M -193.0M -830.6K 0.32 21.27 N/A N/A 8,941 2,878 194,852 89,598 2022-08-05 $21.73 $17.50 52.9% 14.7% 68.1% 0.0% 51.6% 3.4% 6.0% 3.4M -205.7M -853.4K 0.20 14.55 N/A N/A 12,519 2,512 198,654 89,614 2022-08-08 $21.92 $17.50 57.3% 15.2% 67.4% 1.8% 54.6% 2.5% 4.0% 3.6M -218.3M -842.4K 0.11 14.90 N/A N/A 20,346 2,277 203,419 89,725 2022-08-09 $21.66 $17.50 57.1% 15.2% 67.8% 1.7% 54.7% 2.8% 4.0% 3.8M -202.6M -835.8K 0.25 21.93 N/A N/A 2,969 756 207,430 87,443 2022-08-10 $21.88 $17.50 50.4% 14.5% 67.7% 0.0% 51.8% 2.0% 6.0% 3.8M -209.8M -825.5K 0.37 29.62 N/A N/A 3,606 1,352 207,105 87,302 2022-08-11 $21.66 $17.50 50.0% 14.3% 67.2% 0.0% 51.9% 2.2% 5.7% 3.7M -197.4M -807.7K 0.93 14.89 N/A N/A 2,439 2,271 204,881 87,704 2022-08-12 $21.58 $17.50 47.6% 13.6% 67.1% 0.0% 48.3% 0.6% 8.5% 3.7M -193.0M -805.4K 0.44 4.38 N/A N/A 2,386 1,044 206,726 89,183 2022-08-15 $21.74 $20.00 48.3% 13.8% 67.0% 0.3% 49.2% 2.3% 7.3% 3.9M -197.0M -789.0K 0.85 31.50 N/A N/A 3,999 3,387 207,399 89,658 2022-08-16 $21.81 $20.00 49.0% 14.0% 66.7% 0.6% 49.3% 1.5% 7.0% 4.0M -197.9M -808.8K 0.17 50.36 N/A N/A 2,735 453 209,766 92,059 2022-08-17 $21.61 $20.00 46.8% 13.4% 66.8% 0.0% 46.8% 8.5% 8.1% 2.8M -178.2M -711.0K 0.32 14.00 N/A N/A 4,189 1,323 208,401 92,127 2022-08-18 $20.13 $20.00 47.3% 13.6% 72.3% 0.2% 48.2% 0.4% 2.9% 2.8M -135.7M -731.7K 0.12 13.60 N/A N/A 25,924 3,017 208,164 92,733 2022-08-19 $19.62 $20.00 48.5% 13.9% 72.4% 0.7% 50.5% 1.7% 0.8% 1.8M -118.9M -737.2K 0.86 4.36 N/A N/A 14,518 12,414 215,780 93,053 2022-08-22 $19.38 $20.00 49.5% 14.2% 72.5% 1.1% 50.7% 1.5% 1.6% 1.4M -76.4M -720.3K 0.38 4.74 N/A N/A 4,590 1,759 173,951 66,977 2022-08-23 $19.47 $20.00 49.2% 14.1% 69.0% 1.0% 49.8% 4.7% 1.1% 1.5M -77.8M -720.1K 0.96 14.45 N/A N/A 17,134 16,523 176,766 68,030 2022-08-24 $19.34 $20.00 48.5% 13.9% 69.0% 0.7% 49.0% 4.3% 2.2% 1.2M -70.9M -800.7K 0.29 22.88 N/A N/A 2,909 842 192,360 84,168 2022-08-25 $19.78 $20.00 45.8% 13.1% 43.9% 0.0% 47.3% 1.9% 3.8% 1.5M -85.8M -804.8K 1.72 30.83 N/A N/A 2,129 3,668 191,134 84,512 2022-08-26 $18.99 $20.00 46.4% 13.3% 37.9% 0.2% 49.0% 3.0% 4.9% 948.8K -61.5M -785.1K 0.92 4.17 N/A N/A 1,279 1,172 192,301 87,421 2022-08-29 $19.02 $20.00 48.0% 13.8% 37.9% 0.9% 48.3% 3.5% 4.3% 978.4K -62.3M -772.9K 0.42 4.21 N/A N/A 1,163 491 192,993 87,954 2022-08-30 $18.74 $20.00 52.6% 15.1% 36.4% 2.7% 50.3% 3.0% 2.0% 811.1K -53.5M -755.4K 1.62 4.35 N/A N/A 389 631 193,306 87,969 2022-08-31 $18.58 $20.00 51.3% 14.7% 33.0% 2.2% 48.3% 4.2% 2.9% 695.6K -49.3M -736.2K 4.72 3.46 N/A N/A 1,405 6,629 193,991 90,442
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