HTZ Options History — September 2022

In September 2022, HTZ traded between $15.97 and $19.90. ATM implied volatility averaged 54.0%, placing in the 4.2% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 10.2% (HV 20d: 43.9%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.22.

Notable Days

  • 2022-09-22: Highest Volume — 21,774 contracts
  • 2022-09-14: Largest IV spike — 18.4% change
  • 2022-09-29: Highest IV Rank — 10.1%
  • 2022-09-29: Largest Expected Move — 19.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.94$15.97$19.90$18.05$16.38
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV54.0%42.7%68.2%51.5%62.7%
Expected Move15.7%13.4%19.5%14.8%18.0%
HV 20d43.9%32.6%63.0%33.9%62.7%
HV 60d55.6%53.8%58.2%56.7%57.7%
IV Rank4.2%0.0%10.1%2.3%8.0%
IV Percentile14.1%0.0%49.6%6.0%31.0%
Term Structure5.0%0.9%7.7%3.1%3.1%
VWIV54.5%46.1%65.4%51.2%63.3%
Skew 25d5.5%2.2%9.1%2.2%5.4%
Skew 10d9.0%2.0%15.2%2.0%9.1%
Call IV 25d53.1%45.8%64.9%52.6%63.4%
Put IV 25d58.6%51.8%70.0%54.9%68.8%
Bid-Ask Spread %31.294.0367.284.0315.01
Gamma HHI0.230.190.290.240.27
Net GEX660.2K43.5K1.6M465.4K135.9K
Net DEX-38.8M-93.3M7.1M-32.9M-4.1M
Net VEX-636.3K-733.3K-494.4K-699.0K-523.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.220.072.920.521.95
Total Volume7,665.0481,75621,7744,0756,952
Total OI257,492.286219,206294,796281,710225,546

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$18.05$20.0051.5%14.8%33.9%2.3%51.2%2.2%3.1%465.4K-32.9M-699.0K0.524.03N/AN/A2,6811,394193,75387,957
2022-09-02$17.80$20.0049.9%14.3%32.6%1.6%51.3%3.3%3.4%411.0K-28.4M-698.3K1.2215.54N/AN/A5,8347,134195,59287,655
2022-09-06$18.14$20.0054.8%15.7%33.5%3.6%52.5%5.2%4.8%615.5K-43.4M-708.1K1.7440.79N/AN/A3,7016,442198,54591,503
2022-09-07$18.26$20.0052.7%15.2%34.0%2.8%53.8%5.7%4.1%603.8K-43.0M-698.0K2.8440.20N/AN/A2,2626,427199,27391,378
2022-09-08$18.85$20.0046.9%13.8%36.4%0.5%48.7%5.9%6.7%939.4K-59.0M-713.3K2.1132.54N/AN/A1,7383,675198,77688,917
2022-09-09$19.14$20.0042.7%13.4%37.2%0.0%46.1%6.0%7.6%1.1M-69.7M-715.7K0.6165.38N/AN/A1,8171,109198,51386,632
2022-09-12$19.90$20.0048.3%13.7%40.5%2.2%50.0%5.9%7.2%1.6M-93.3M-733.3K0.6428.70N/AN/A3,4372,198199,34286,908
2022-09-13$18.91$20.0043.0%14.3%43.5%0.1%52.1%5.7%5.3%1.1M-64.5M-694.3K2.9266.13N/AN/A2,6917,868201,91889,743
2022-09-14$18.97$20.0050.9%14.6%43.5%3.3%51.4%5.6%3.7%1.1M-65.7M-693.8K2.7048.30N/AN/A7672,069201,65188,287
2022-09-15$19.61$20.0049.5%14.2%45.8%2.7%50.1%5.1%7.6%1.6M-79.8M-706.2K0.3741.39N/AN/A1,282474202,17289,383
2022-09-16$18.70$20.0052.5%15.0%41.9%3.9%49.7%5.5%7.7%884.2K-57.2M-660.5K1.5834.56N/AN/A5,0528,002203,00591,791
2022-09-19$18.57$20.0053.1%15.2%41.1%4.2%51.6%6.4%6.9%815.0K-52.7M-652.6K0.0732.38N/AN/A4,158281153,03966,167
2022-09-20$18.14$20.0053.8%15.4%41.6%4.4%52.5%5.0%6.8%793.2K-44.9M-631.5K0.4767.28N/AN/A1,477701155,90266,343
2022-09-21$17.99$20.0054.5%15.6%41.6%4.7%54.3%4.5%7.1%757.6K-43.3M-632.1K0.9725.63N/AN/A3,5463,440156,45566,862
2022-09-22$16.65$20.0053.5%15.3%49.1%4.3%53.7%4.0%6.6%270.7K-8.0M-550.2K0.2226.45N/AN/A17,9073,867156,16269,812
2022-09-23$16.45$20.0057.5%16.5%47.8%5.9%58.3%6.6%4.9%43.5K323.8K-528.0K0.214.09N/AN/A3,079645146,15373,270
2022-09-26$15.97$20.0064.7%18.5%47.0%8.7%65.1%5.4%2.8%86.0K7.1M-494.4K1.5718.62N/AN/A3,0444,768147,84975,077
2022-09-27$16.46$20.0061.8%17.7%48.9%7.6%62.1%9.1%0.9%139.6K-2.4M-523.2K1.2240.23N/AN/A3,2063,914148,55675,780
2022-09-28$17.63$20.0062.4%17.9%55.7%7.9%62.2%7.3%2.2%284.5K-28.7M-586.2K0.574.93N/AN/A8,5714,904149,91475,620
2022-09-29$16.18$20.0068.2%19.5%63.0%10.1%65.4%5.1%1.5%147.6K-858.7K-520.6K1.134.80N/AN/A3,9694,483151,53174,606
2022-09-30$16.38$20.0062.7%18.0%62.7%8.0%63.3%5.4%3.1%135.9K-4.1M-523.2K1.9515.01N/AN/A2,3544,598151,07674,470