HTZ Options History — March 2023 In March 2023, HTZ traded between $15.13 and $19.88. ATM implied volatility averaged 47.2%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 3.0% (HV 20d: 50.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 1.65.
Notable Days 2023-03-24 : Highest Volume — 36,595 contracts2023-03-15 : Largest IV spike — 24.7% change2023-03-13 : Highest IV Rank — 48.4%2023-03-15 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $16.97 $15.13 $19.88 $18.41 $16.23 Max Pain $18.04 $17.50 $20.00 $17.50 $17.50 ATM IV 47.2% 33.7% 58.9% 43.8% 47.4% Expected Move 13.2% 9.7% 16.2% 12.6% 13.6% HV 20d 50.2% 31.4% 61.8% 41.9% 61.8% HV 60d 42.2% 34.7% 47.2% 35.2% 47.2% IV Rank 25.2% 0.0% 48.4% 10.3% 26.3% IV Percentile 21.9% 0.0% 54.4% 6.0% 21.0% Term Structure 2.4% -3.8% 5.3% -2.0% 5.3% VWIV 45.5% 35.3% 55.3% 37.7% 43.2% Skew 25d 7.2% 3.9% 10.9% 5.1% 3.9% Skew 10d 11.5% 4.5% 20.7% 4.6% 4.5% Call IV 25d 43.2% 33.7% 51.9% 38.2% 42.6% Put IV 25d 50.4% 39.6% 62.2% 43.2% 46.5% Bid-Ask Spread % 24.27 4.90 53.06 8.66 15.99 Gamma HHI 0.39 0.20 0.65 0.36 0.49 Net GEX 520.4K -892.8K 2.0M 1.6M -606.6K Net DEX -14.6M -80.0M 29.7M -53.6M 14.0M Net VEX -334.2K -399.1K -271.2K -334.7K -399.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.65 0.05 17.66 1.40 0.27 Total Volume 6,326.043 1,231 36,595 1,240 1,519 Total OI 132,801.826 106,243 151,966 123,135 150,201
Daily Data (23 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 2023-03-01 $18.41 $17.50 43.8% 12.6% 41.9% 10.3% 37.7% 5.1% -2.0% 1.6M -53.6M -334.7K 1.40 8.66 N/A N/A 517 723 91,291 31,844 2023-03-02 $18.37 $17.50 42.0% 12.1% 40.2% 6.5% 40.6% 5.6% -0.2% 1.6M -52.3M -332.7K 1.05 6.79 N/A N/A 636 667 91,559 32,379 2023-03-03 $18.80 $17.50 33.7% 9.7% 40.8% 0.0% 35.3% 7.7% 0.9% 1.7M -61.2M -334.7K 0.90 51.63 N/A N/A 1,208 1,093 91,494 32,865 2023-03-06 $19.64 $20.00 37.7% 10.7% 43.1% 7.7% 37.7% 5.0% 3.7% 2.0M -79.8M -337.3K 1.13 53.06 N/A N/A 4,951 5,589 91,751 33,793 2023-03-07 $19.68 $20.00 37.2% 10.5% 41.0% 6.7% 36.5% 5.1% 3.0% 2.0M -77.7M -346.3K 3.39 5.76 N/A N/A 1,085 3,674 92,570 36,822 2023-03-08 $19.88 $20.00 39.9% 10.5% 31.4% 11.8% 36.1% 7.3% 3.8% 2.0M -80.0M -348.6K 0.48 52.62 N/A N/A 1,597 764 92,735 38,903 2023-03-09 $18.57 $20.00 46.3% 11.9% 40.2% 24.2% 38.8% 5.5% 2.1% 1.5M -51.3M -338.4K 1.47 10.52 N/A N/A 2,210 3,253 92,784 39,322 2023-03-10 $17.23 $20.00 51.2% 13.1% 47.7% 33.6% 51.6% 10.8% -0.4% 931.8K -17.1M -317.5K 1.02 17.86 N/A N/A 5,187 5,277 93,778 41,017 2023-03-13 $17.01 $17.50 58.9% 13.4% 47.5% 48.4% 49.4% 8.0% -0.2% 840.0K -8.6M -315.4K 0.75 17.99 N/A N/A 4,229 3,181 95,362 44,166 2023-03-14 $16.41 $17.50 45.5% 12.6% 48.3% 22.6% 45.2% 6.7% 2.7% 508.2K 5.2M -298.6K 1.06 28.38 N/A N/A 2,264 2,391 97,651 45,872 2023-03-15 $15.89 $17.50 56.7% 16.2% 47.4% 44.1% 54.2% 10.2% -3.8% 222.0K 11.1M -288.1K 0.94 44.57 N/A N/A 6,520 6,154 98,607 46,102 2023-03-16 $16.29 $17.50 47.6% 13.7% 46.5% 26.8% 46.9% 7.1% 2.6% 203.6K 6.8M -306.4K 0.65 38.33 N/A N/A 1,318 857 101,943 48,994 2023-03-17 $15.13 $17.50 56.1% 16.1% 51.1% 42.9% 55.3% 10.2% 0.7% -327.5K 19.1M -271.2K 1.60 36.41 N/A N/A 5,599 8,970 102,624 49,342 2023-03-20 $15.46 $17.50 56.5% 16.2% 52.3% 43.7% 52.6% 10.9% 1.0% 72.9K 4.6M -287.0K 0.21 5.49 N/A N/A 3,672 770 67,237 39,006 2023-03-21 $16.36 $17.50 43.9% 12.6% 57.0% 19.5% 48.7% 7.3% 5.0% 244.9K -4.6M -312.0K 2.36 4.90 N/A N/A 2,115 4,981 70,235 39,033 2023-03-22 $16.59 $17.50 43.8% 12.5% 57.4% 19.3% 44.1% 5.7% 4.5% 310.6K -8.2M -329.0K 0.19 18.00 N/A N/A 1,930 369 71,335 40,478 2023-03-23 $16.43 $17.50 45.2% 13.0% 57.4% 22.1% 45.3% 9.0% 4.4% 250.9K -3.7M -319.0K 0.56 38.04 N/A N/A 1,562 875 71,708 40,787 2023-03-24 $15.61 $17.50 51.5% 14.8% 59.5% 34.1% 51.2% 7.2% 4.2% 116.4K 4.7M -300.1K 17.66 27.98 N/A N/A 1,961 34,634 71,896 41,494 2023-03-27 $15.52 $17.50 51.8% 14.8% 59.5% 34.7% 51.5% 7.9% 4.3% -805.5K 25.0M -396.0K 0.30 6.22 N/A N/A 2,791 825 73,479 74,290 2023-03-28 $15.20 $17.50 51.3% 14.7% 59.3% 33.8% 48.5% 6.9% 3.0% -892.8K 29.7M -379.0K 0.37 16.95 N/A N/A 2,587 967 74,600 73,951 2023-03-29 $15.73 $17.50 49.4% 14.2% 61.3% 30.1% 50.3% 7.2% 5.2% -706.2K 20.8M -398.5K 0.18 25.94 N/A N/A 2,374 422 75,201 74,383 2023-03-30 $15.77 $17.50 49.0% 14.1% 61.4% 29.4% 45.0% 6.2% 4.5% -762.0K 20.6M -396.3K 0.05 26.08 N/A N/A 1,173 58 75,108 74,450 2023-03-31 $16.23 $17.50 47.4% 13.6% 61.8% 26.3% 43.2% 3.9% 5.3% -606.6K 14.0M -399.1K 0.27 15.99 N/A N/A 1,197 322 75,717 74,484
« Feb 2023 | All History | Apr 2023 » Home HTZ History March 2023