HTZ Options History — February 2023 In February 2023, HTZ traded between $17.59 and $19.98. ATM implied volatility averaged 48.6%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 5.7% (HV 20d: 42.9%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.75.
Notable Days 2023-02-07 : Highest Volume — 28,631 contracts2023-02-07 : Largest IV drop — 44.0% change2023-02-06 : Highest IV Rank — 79.5%2023-02-01 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $18.76 $17.59 $19.98 $18.63 $18.57 Max Pain $17.24 $15.00 $17.50 $15.00 $17.50 ATM IV 48.6% 39.0% 82.5% 61.6% 43.4% Expected Move 13.0% 11.2% 17.7% 17.7% 12.5% HV 20d 42.9% 31.6% 47.7% 31.6% 45.5% HV 60d 36.2% 34.8% 38.5% 37.3% 35.2% IV Rank 17.4% 0.0% 79.5% 39.9% 9.5% IV Percentile 18.5% 0.0% 94.4% 54.4% 4.4% Term Structure -1.6% -11.5% 4.4% -11.5% -3.1% VWIV 45.3% 41.0% 62.1% 62.1% 42.1% Skew 25d 4.4% -1.6% 6.4% 6.1% 3.7% Skew 10d 8.1% -7.0% 13.4% 13.2% -7.0% Call IV 25d 43.1% 38.3% 58.1% 58.1% 39.7% Put IV 25d 47.5% 41.5% 64.2% 64.2% 43.4% Bid-Ask Spread % 33.82 4.58 69.91 59.33 19.69 Gamma HHI 0.41 0.31 0.70 0.34 0.36 Net GEX 2.2M 1.3M 5.2M 1.3M 1.6M Net DEX -68.7M -108.1M -48.5M -61.3M -56.0M Net VEX -339.8K -360.9K -319.2K -319.4K -338.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.08 5.58 0.50 0.14 Total Volume 7,170.895 967 28,631 1,567 1,216 Total OI 125,328 104,374 140,170 104,374 122,229
Daily Data (19 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 2023-02-01 $18.63 $15.00 61.6% 17.7% 31.6% 39.9% 62.1% 6.1% -11.5% 1.3M -61.3M -319.4K 0.50 59.33 N/A N/A 1,047 520 76,536 27,838 2023-02-02 $18.41 $15.00 62.6% 14.7% 32.5% 42.8% 48.9% 6.4% -6.3% 1.3M -59.6M -319.2K 0.44 17.85 N/A N/A 5,738 2,551 76,614 27,892 2023-02-03 $18.16 $17.50 71.7% 15.1% 33.1% 59.6% 50.9% 5.7% -5.7% 1.3M -54.5M -325.4K 0.15 58.64 N/A N/A 14,453 2,224 79,560 30,154 2023-02-06 $17.59 $17.50 82.5% 15.5% 35.2% 79.5% 53.5% 5.5% -6.4% 1.4M -48.5M -330.5K 0.37 9.95 N/A N/A 8,403 3,137 91,217 31,894 2023-02-07 $18.99 $17.50 46.2% 11.9% 43.4% 12.5% 43.5% 5.0% 1.5% 2.6M -77.2M -338.2K 0.22 34.38 N/A N/A 23,553 5,078 97,764 33,635 2023-02-08 $19.02 $17.50 41.3% 11.9% 43.4% 3.5% 41.9% 4.4% 1.6% 2.7M -78.2M -342.0K 0.26 6.19 N/A N/A 4,501 1,184 99,263 33,292 2023-02-09 $18.66 $17.50 44.3% 12.7% 44.3% 9.0% 42.1% 5.2% 0.6% 2.4M -67.7M -337.5K 0.34 18.44 N/A N/A 3,413 1,167 99,242 33,786 2023-02-10 $18.34 $17.50 42.6% 12.2% 44.7% 5.8% 41.0% 5.2% 1.6% 2.1M -59.9M -330.7K 0.30 4.58 N/A N/A 2,672 812 99,853 33,936 2023-02-13 $18.61 $17.50 45.8% 13.1% 44.8% 11.7% 44.5% 5.7% -0.5% 2.2M -67.5M -332.0K 0.10 18.69 N/A N/A 7,688 776 101,140 33,768 2023-02-14 $19.12 $17.50 39.4% 11.3% 44.7% 0.0% 41.8% 3.4% 3.6% 2.9M -81.7M -338.1K 0.09 55.00 N/A N/A 11,317 1,037 102,713 34,132 2023-02-15 $19.77 $17.50 39.0% 11.2% 45.6% 0.0% 43.0% 4.8% 4.4% 4.1M -99.3M -355.0K 0.11 42.71 N/A N/A 6,825 783 104,672 34,871 2023-02-16 $19.98 $17.50 39.4% 11.3% 44.6% 0.8% 41.2% 3.5% -1.0% 5.2M -108.1M -351.5K 0.08 60.34 N/A N/A 9,690 747 104,923 35,089 2023-02-17 $19.44 $17.50 40.1% 11.5% 45.7% 2.0% 43.7% 5.8% -0.3% 1.8M -86.7M -360.9K 0.59 49.93 N/A N/A 3,552 2,082 104,612 35,558 2023-02-21 $18.84 $17.50 44.7% 12.8% 47.5% 10.5% 47.2% 4.5% -3.9% 1.6M -64.1M -352.3K 0.89 69.91 N/A N/A 1,608 1,432 88,471 27,231 2023-02-22 $18.66 $17.50 46.1% 13.2% 47.7% 13.0% 43.3% 4.0% -2.1% 1.7M -62.3M -360.0K 1.02 38.17 N/A N/A 479 488 92,059 28,624 2023-02-23 $18.71 $17.50 46.1% 13.2% 46.9% 13.0% 43.5% 4.0% -1.4% 1.6M -61.0M -349.7K 0.17 10.27 N/A N/A 935 160 89,881 29,127 2023-02-24 $18.54 $17.50 43.2% 12.4% 47.2% 7.7% 42.6% 2.0% -1.4% 1.6M -58.0M -341.1K 2.97 7.14 N/A N/A 701 2,079 89,997 29,105 2023-02-27 $18.39 $17.50 43.4% 12.5% 46.8% 9.5% 43.6% -1.6% -0.8% 1.6M -52.8M -333.2K 5.58 61.33 N/A N/A 334 1,865 90,448 30,106 2023-02-28 $18.57 $17.50 43.4% 12.5% 45.5% 9.5% 42.1% 3.7% -3.1% 1.6M -56.0M -338.4K 0.14 19.69 N/A N/A 1,064 152 90,473 31,756
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