HTZ Options History — October 2022

In October 2022, HTZ traded between $16.42 and $19.09. ATM implied volatility averaged 66.3%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 10.6% (HV 20d: 55.7%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.07.

Notable Days

  • 2022-10-20: Highest Volume — 35,627 contracts
  • 2022-10-27: Largest IV drop — 17.0% change
  • 2022-10-24: Highest IV Rank — 12.6%
  • 2022-10-24: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.53$16.42$19.09$16.95$18.50
Max Pain$16.43$15.00$20.00$20.00$17.50
ATM IV66.3%54.1%74.4%60.9%60.0%
Expected Move19.1%15.5%21.3%17.5%17.2%
HV 20d55.7%34.7%65.5%64.1%34.7%
HV 60d54.5%46.3%58.7%58.1%46.3%
IV Rank9.6%5.7%12.6%7.2%9.5%
IV Percentile47.2%11.9%71.0%27.0%24.2%
Term Structure-4.2%-10.3%5.7%5.7%-4.4%
VWIV68.1%55.5%73.6%63.9%56.8%
Skew 25d6.6%3.5%9.1%5.5%5.2%
Skew 10d13.6%6.4%31.9%24.6%9.9%
Call IV 25d64.8%54.4%71.7%60.9%56.4%
Put IV 25d71.4%57.9%78.1%66.4%61.6%
Bid-Ask Spread %21.346.2960.3915.4533.61
Gamma HHI0.300.200.550.290.21
Net GEX395.9K-1.9M2.0M41.5K1.9M
Net DEX-37.3M-90.2M-5.4M-13.2M-74.6M
Net VEX-541.8K-634.8K-487.4K-535.5K-567.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.241.841.780.83
Total Volume11,754.7625,69735,6276,2527,255
Total OI235,962.429223,978257,673226,556249,177

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$16.95$20.0060.9%17.5%64.1%7.2%63.9%5.5%5.7%41.5K-13.2M-535.5K1.7815.45N/AN/A2,2514,001151,71674,840
2022-10-04$17.49$20.0060.5%17.3%64.8%7.1%65.1%6.5%5.6%108.5K-27.2M-565.1K1.846.88N/AN/A2,2944,231152,17674,878
2022-10-05$16.96$20.0063.2%18.1%65.5%8.1%63.2%7.1%3.1%84.0K-16.4M-534.5K0.5112.75N/AN/A7,2043,672152,58774,727
2022-10-06$17.28$15.0063.0%19.0%64.8%8.1%70.9%7.6%-4.0%167.7K-26.0M-555.6K1.056.29N/AN/A3,4113,592154,93874,730
2022-10-07$17.14$15.0063.2%19.1%64.4%8.2%69.3%6.6%-4.1%133.4K-22.7M-552.0K1.0215.59N/AN/A3,4593,526155,08274,898
2022-10-10$16.83$15.0065.7%19.6%62.3%9.1%69.6%7.8%-5.2%-39.9K-12.4M-511.4K0.747.25N/AN/A4,9853,688155,09475,032
2022-10-11$16.42$15.0070.7%19.9%60.6%11.1%72.4%7.8%-4.7%83.1K-5.5M-501.9K1.7014.19N/AN/A2,1213,608157,56975,141
2022-10-12$16.52$15.0068.8%19.7%60.6%10.4%73.4%9.1%-4.7%-61.8K-5.4M-491.1K1.6535.86N/AN/A2,8034,638157,82575,104
2022-10-13$16.85$15.0068.4%19.6%59.6%10.2%69.2%7.2%-5.0%-164.9K-13.5M-508.6K0.916.64N/AN/A4,0263,669158,69676,155
2022-10-14$16.59$15.0068.8%19.7%57.9%10.4%70.1%8.4%-5.3%-146.0K-6.5M-491.9K1.7115.48N/AN/A2,0993,598159,93476,265
2022-10-17$17.26$15.0068.7%19.7%60.1%10.3%72.9%6.9%-5.7%-464.4K-24.9M-512.4K1.587.99N/AN/A2,9634,673160,15976,259
2022-10-18$17.29$15.0069.7%20.0%59.6%10.7%70.0%6.4%-5.9%-694.6K-24.7M-501.8K1.0160.39N/AN/A3,4283,457160,58176,349
2022-10-19$17.13$15.0070.7%20.3%59.6%11.1%70.6%5.8%-7.0%-902.2K-18.6M-493.0K0.7532.04N/AN/A4,5943,446161,27576,351
2022-10-20$17.27$15.0069.2%19.8%52.7%10.5%69.5%7.6%-6.0%-1.9M-21.3M-487.4K1.487.77N/AN/A14,37621,251161,57176,388
2022-10-21$17.82$15.0069.8%20.0%53.4%10.8%72.6%8.0%-6.7%1.2M-62.5M-553.7K1.138.26N/AN/A9,83511,099170,26187,412
2022-10-24$18.45$17.5074.4%21.3%53.0%12.6%72.0%6.3%-9.4%1.4M-71.2M-585.1K0.8344.95N/AN/A12,38610,254159,02764,951
2022-10-25$19.09$17.5071.1%20.4%53.2%11.3%71.1%4.9%-10.3%1.9M-90.2M-620.7K0.6243.03N/AN/A8,8885,551168,59267,163
2022-10-26$18.92$17.5072.1%20.7%48.2%11.7%73.6%6.5%-9.7%1.8M-88.2M-634.8K0.346.80N/AN/A13,7084,704169,57067,710
2022-10-27$18.70$17.5059.9%17.2%35.5%6.8%58.1%3.9%-3.4%1.9M-78.2M-591.0K0.2433.75N/AN/A19,4184,651177,61369,279
2022-10-28$18.77$17.5054.1%15.5%35.5%5.7%55.5%3.5%-1.9%2.0M-80.9M-582.9K0.7233.06N/AN/A4,6683,369179,14768,989
2022-10-31$18.50$17.5060.0%17.2%34.7%9.5%56.8%5.2%-4.4%1.9M-74.6M-567.9K0.8333.61N/AN/A3,9663,289180,06269,115