HTZ Options History — November 2022

In November 2022, HTZ traded between $16.38 and $18.48. ATM implied volatility averaged 52.2%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 8.4% (HV 20d: 43.8%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.96.

Notable Days

  • 2022-11-17: Highest Volume — 19,214 contracts
  • 2022-11-09: Largest IV drop — 9.2% change
  • 2022-11-01: Highest IV Rank — 9.0%
  • 2022-11-01: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.31$16.38$18.48$18.02$17.02
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV52.2%46.8%58.9%58.9%48.4%
Expected Move14.8%13.4%16.9%16.9%13.9%
HV 20d43.8%34.8%50.3%34.8%47.6%
HV 60d49.0%46.5%50.2%46.5%49.8%
IV Rank5.6%2.4%9.0%9.0%3.4%
IV Percentile10.5%1.6%21.4%21.4%5.6%
Term Structure-0.9%-3.1%0.4%-3.1%-0.9%
VWIV51.8%47.1%58.4%58.4%48.5%
Skew 25d5.7%4.0%7.0%6.2%7.0%
Skew 10d6.7%-6.0%15.6%9.8%8.5%
Call IV 25d50.3%46.1%56.1%56.1%47.1%
Put IV 25d56.0%51.0%62.3%62.3%54.1%
Bid-Ask Spread %24.103.8259.626.4216.80
Gamma HHI0.230.200.280.210.24
Net GEX1.3M637.4K2.0M1.5M1.2M
Net DEX-39.4M-74.7M-11.4M-58.8M-32.7M
Net VEX-431.3K-531.2K-347.6K-531.2K-365.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.082.111.630.08
Total Volume8,614.47627919,2149,8713,087
Total OI242,172.81217,673251,454250,240228,267

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$18.02$17.5058.9%16.9%34.8%9.0%58.4%6.2%-3.1%1.5M-58.8M-531.2K1.636.42N/AN/A3,7496,122180,99969,241
2022-11-02$17.45$17.5056.0%16.1%35.0%7.4%57.1%6.1%-0.8%1.3M-45.8M-508.3K2.1147.94N/AN/A2,8125,944180,72767,704
2022-11-03$17.08$17.5056.5%15.4%35.3%8.2%54.0%5.5%-1.3%1.2M-36.8M-480.0K0.3423.68N/AN/A9,1343,114180,90866,221
2022-11-04$17.60$17.5053.6%15.1%36.7%6.5%52.1%6.6%-0.8%1.4M-48.2M-493.1K0.8727.63N/AN/A5,8035,072182,72666,201
2022-11-07$17.97$17.5056.0%15.4%36.6%8.0%52.3%6.1%-0.4%1.7M-58.2M-497.0K0.8419.16N/AN/A4,4363,721183,20865,894
2022-11-08$17.64$17.5057.0%15.0%36.0%8.6%51.5%5.8%0.1%1.5M-49.7M-479.3K1.5724.74N/AN/A2,6324,141183,51965,871
2022-11-09$16.66$17.5051.7%14.8%42.0%5.4%51.4%7.0%0.4%1.1M-28.1M-434.3K0.9659.62N/AN/A3,6343,487183,72565,775
2022-11-10$17.50$17.5051.5%14.8%44.9%5.3%49.5%6.1%-0.3%1.5M-47.2M-458.8K0.6213.96N/AN/A4,9533,063184,05065,973
2022-11-11$18.15$17.5052.4%15.0%46.1%5.8%51.8%6.2%-0.6%1.7M-60.9M-466.4K0.6633.13N/AN/A5,3523,526182,49765,876
2022-11-14$18.48$17.5053.1%15.2%44.5%6.2%50.9%6.3%-1.5%2.0M-74.7M-465.7K0.3731.09N/AN/A9,9143,676185,31966,135
2022-11-15$18.14$17.5052.6%15.1%45.2%6.0%53.4%5.5%-0.6%1.9M-62.3M-454.8K0.4333.68N/AN/A9,5254,063183,21366,117
2022-11-16$17.07$17.5051.9%14.9%50.3%5.5%54.3%5.7%-1.6%1.5M-30.1M-405.9K0.9315.05N/AN/A4,3113,992183,73366,428
2022-11-17$17.11$17.5052.4%15.0%50.2%5.9%51.1%6.8%-1.4%1.8M-29.3M-407.1K0.2224.44N/AN/A15,7333,481183,17167,017
2022-11-18$16.74$17.5051.0%14.6%49.3%5.0%52.6%4.6%-1.1%756.8K-16.6M-383.0K1.4324.60N/AN/A3,5105,021184,25667,095
2022-11-21$16.38$17.5050.5%14.5%47.6%4.7%52.2%4.3%-1.4%637.4K-11.4M-347.6K1.0214.70N/AN/A8,2538,385159,54458,129
2022-11-22$16.79$17.5048.2%13.8%46.7%3.3%50.6%4.3%0.2%951.3K-24.9M-380.1K1.1424.84N/AN/A3,4903,968166,11962,583
2022-11-23$16.80$17.5046.9%13.5%46.7%2.5%47.1%4.8%-0.6%1.0M-26.2M-380.6K1.674.22N/AN/A2,1143,540167,58263,525
2022-11-25$17.19$17.5046.8%13.4%47.8%2.4%47.4%5.0%0.4%1.1M-32.6M-383.5K1.017.70N/AN/A139140167,08161,329
2022-11-28$16.80$17.5050.8%14.6%48.1%4.9%50.9%4.0%-2.5%1.0M-25.1M-369.6K0.213.82N/AN/A1,543324167,19661,192
2022-11-29$16.88$17.5049.5%14.2%48.1%4.1%49.8%5.1%-1.4%1.1M-26.9M-364.9K2.0948.87N/AN/A6481,352168,08761,396
2022-11-30$17.02$17.5048.4%13.9%47.6%3.4%48.5%7.0%-0.9%1.2M-32.7M-365.4K0.0816.80N/AN/A2,847240168,24960,018