HTZ Options History — December 2022

In December 2022, HTZ traded between $14.61 and $17.09. ATM implied volatility averaged 48.6%, placing in the 4.2% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 16.0% (HV 20d: 32.6%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.05.

Notable Days

  • 2022-12-15: Highest Volume — 14,727 contracts
  • 2022-12-12: Largest IV spike — 22.2% change
  • 2022-12-12: Highest IV Rank — 13.9%
  • 2022-12-12: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.73$14.61$17.09$17.09$15.34
Max Pain$15.24$15.00$17.50$17.50$15.00
ATM IV48.6%43.5%65.8%48.8%44.9%
Expected Move13.3%12.5%14.4%14.0%12.9%
HV 20d32.6%22.7%46.4%46.4%28.4%
HV 60d44.4%37.0%49.8%49.8%37.0%
IV Rank4.2%0.5%13.9%3.6%3.6%
IV Percentile9.0%0.8%56.3%6.7%2.8%
Term Structure3.0%-2.6%6.3%-2.6%4.1%
VWIV46.8%43.3%53.5%49.0%44.9%
Skew 25d5.2%3.9%7.0%5.9%5.6%
Skew 10d8.9%2.9%13.7%8.3%9.8%
Call IV 25d44.6%41.7%48.9%48.9%43.5%
Put IV 25d49.8%47.2%54.8%54.8%49.2%
Bid-Ask Spread %15.072.2635.2635.2632.32
Gamma HHI0.320.170.440.280.34
Net GEX715.5K99.5K1.3M1.3M1.0M
Net DEX-13.9M-34.4M2.0M-34.4M-20.9M
Net VEX-296.8K-360.8K-244.4K-360.8K-304.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.056.150.100.34
Total Volume5,127.9521,11014,7276,7661,110
Total OI203,453.238156,384237,180229,886179,299

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$17.09$17.5048.8%14.0%46.4%3.6%49.0%5.9%-2.6%1.3M-34.4M-360.8K0.1035.26N/AN/A6,149617169,79660,090
2022-12-02$16.80$17.5047.1%13.5%46.2%2.6%47.1%3.9%-2.0%1.3M-33.1M-346.9K2.2415.21N/AN/A2,7466,138169,22257,029
2022-12-05$16.32$15.0051.6%13.1%45.7%5.3%45.8%4.9%5.7%1.0M-19.8M-335.4K0.174.65N/AN/A2,853491171,07159,249
2022-12-06$16.13$15.0055.9%14.1%44.8%7.9%47.2%4.4%5.0%885.2K-18.4M-319.3K0.126.25N/AN/A2,556308170,83857,322
2022-12-07$16.34$15.0052.4%13.3%45.0%5.8%47.4%4.0%5.1%1.0M-23.0M-324.0K3.257.67N/AN/A7012,277171,22857,212
2022-12-08$16.43$15.0051.1%13.1%40.4%5.1%47.7%6.0%6.3%1.1M-23.9M-326.2K0.1617.78N/AN/A2,718447171,42658,515
2022-12-09$16.04$15.0053.9%14.0%36.6%6.7%53.5%4.8%4.9%701.1K-13.7M-307.5K3.217.59N/AN/A1,3764,423170,99958,828
2022-12-12$16.02$15.0065.8%14.4%33.3%13.9%49.3%5.4%4.1%526.4K-14.9M-301.2K0.432.26N/AN/A2,6751,163170,77263,141
2022-12-13$16.00$15.0051.5%13.8%32.1%5.3%46.0%6.4%5.6%398.4K-10.6M-298.9K1.046.05N/AN/A619641171,69464,144
2022-12-14$16.02$15.0046.9%13.5%32.0%2.6%45.5%4.0%4.7%361.7K-10.9M-293.4K0.9114.32N/AN/A4,1663,810171,63964,236
2022-12-15$15.82$15.0047.0%13.5%24.8%2.6%47.1%5.4%1.1%99.5K-12.4M-294.2K0.093.42N/AN/A13,4821,245172,49864,682
2022-12-16$15.61$15.0046.2%13.2%24.9%2.1%44.6%4.0%1.3%508.6K-9.8M-282.4K0.2523.22N/AN/A2,763697169,59763,683
2022-12-19$15.27$15.0045.4%13.0%25.0%1.6%48.4%5.4%2.4%473.2K-6.8M-264.9K1.0713.29N/AN/A9731,045107,11049,274
2022-12-20$14.96$15.0044.6%12.8%24.8%1.2%45.8%6.0%2.3%493.0K137.1K-249.0K0.5024.29N/AN/A1,829911107,82849,415
2022-12-21$15.05$15.0043.5%12.5%22.7%0.5%43.3%4.6%3.0%519.1K-3.6M-251.1K0.163.30N/AN/A1,580256108,95449,660
2022-12-22$14.61$15.0043.6%12.5%24.1%1.5%44.0%5.8%2.2%473.9K2.0M-244.4K6.1525.04N/AN/A1,3458,270109,52349,396
2022-12-23$15.14$15.0044.5%12.8%26.5%3.1%45.8%6.0%2.7%509.8K-5.5M-264.3K0.3223.11N/AN/A3,8351,217110,23751,389
2022-12-27$15.23$15.0045.9%13.2%26.1%5.4%47.8%7.0%1.9%603.9K-9.3M-272.5K0.1113.83N/AN/A9,6651,082113,27652,382
2022-12-28$14.86$15.0046.4%13.3%26.7%6.1%47.0%4.1%2.1%751.8K-7.5M-288.6K0.0523.19N/AN/A7,776424122,51552,717
2022-12-29$15.18$15.0044.2%12.7%28.1%2.6%44.8%4.9%3.7%977.7K-15.8M-304.1K1.3914.33N/AN/A548760127,56953,063
2022-12-30$15.34$15.0044.9%12.9%28.4%3.6%44.9%5.6%4.1%1.0M-20.9M-304.1K0.3432.32N/AN/A828282127,86151,438