HTZ Options History — April 2023 In April 2023, HTZ traded between $15.04 and $16.59. ATM implied volatility averaged 52.2%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 2.4% (HV 20d: 49.8%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.98.
Notable Days 2023-04-27 : Highest Volume — 35,586 contracts2023-04-27 : Largest IV drop — 16.8% change2023-04-25 : Highest IV Rank — 46.2%2023-04-25 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $15.60 $15.04 $16.59 $16.20 $16.59 Max Pain $17.24 $15.00 $17.50 $17.50 $15.00 ATM IV 52.2% 39.9% 57.8% 48.6% 39.9% Expected Move 15.2% 11.4% 16.6% 13.9% 11.4% HV 20d 49.8% 41.0% 60.2% 58.9% 45.6% HV 60d 48.9% 46.9% 49.7% 47.0% 49.5% IV Rank 35.5% 11.9% 46.2% 28.6% 11.9% IV Percentile 40.4% 3.2% 60.3% 25.4% 3.2% Term Structure -1.5% -6.2% 8.1% 4.7% 2.0% VWIV 52.4% 42.5% 64.0% 45.1% 42.5% Skew 25d 7.9% 0.6% 10.3% 5.4% 10.3% Skew 10d 13.4% -7.8% 32.2% -7.8% 26.9% Call IV 25d 48.9% 36.2% 54.0% 42.5% 36.2% Put IV 25d 56.9% 46.5% 63.0% 47.8% 46.5% Bid-Ask Spread % 24.35 4.04 48.00 35.37 47.74 Gamma HHI 0.63 0.43 0.87 0.50 0.66 Net GEX -1.2M -3.1M -408.7K -641.4K -977.0K Net DEX 25.3M 14.9M 38.9M 14.9M 21.6M Net VEX -382.4K -500.5K -354.4K -391.0K -500.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.98 0.37 10.07 0.64 0.45 Total Volume 5,651 710 35,586 1,504 5,292 Total OI 156,757.316 129,879 172,865 150,634 162,549
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 2023-04-03 $16.20 $17.50 48.6% 13.9% 58.9% 28.6% 45.1% 5.4% 4.7% -641.4K 14.9M -391.0K 0.64 35.37 N/A N/A 916 588 76,110 74,524 2023-04-04 $15.88 $17.50 47.2% 13.5% 58.8% 25.9% 47.4% 0.6% 7.4% -813.5K 19.7M -382.9K 0.58 4.12 N/A N/A 1,223 712 76,261 74,614 2023-04-05 $15.04 $17.50 46.4% 13.3% 60.2% 24.4% 46.4% 5.9% 8.1% -1.3M 34.7M -354.4K 0.56 35.61 N/A N/A 3,273 1,836 76,939 74,735 2023-04-06 $15.21 $17.50 45.8% 15.6% 57.3% 23.1% 53.7% 9.5% -2.1% -1.3M 31.3M -361.5K 10.07 24.59 N/A N/A 1,300 13,088 78,396 75,556 2023-04-10 $15.91 $17.50 53.2% 16.2% 55.0% 37.4% 64.0% 9.4% -3.6% -1.2M 23.2M -398.3K 1.58 27.04 N/A N/A 2,443 3,857 78,737 86,641 2023-04-11 $16.23 $17.50 50.8% 16.4% 55.5% 32.9% 54.2% 8.6% -4.0% -882.5K 15.7M -403.6K 0.37 5.32 N/A N/A 520 190 78,907 88,027 2023-04-12 $15.70 $17.50 56.1% 16.1% 55.3% 43.0% 56.2% 9.5% -3.6% -1.6M 27.9M -384.4K 3.62 16.41 N/A N/A 1,655 5,989 78,987 88,070 2023-04-13 $15.64 $17.50 55.4% 15.9% 54.2% 41.6% 53.1% 9.5% -3.3% -1.9M 31.8M -405.7K 1.60 16.30 N/A N/A 1,036 1,662 79,344 93,521 2023-04-14 $15.38 $17.50 54.0% 15.5% 53.6% 39.0% 52.1% 8.1% -3.0% -408.7K 24.2M -373.9K 1.92 4.35 N/A N/A 758 1,452 79,233 92,925 2023-04-17 $15.50 $17.50 55.0% 15.8% 46.6% 40.8% 53.6% 7.6% -3.4% -2.5M 32.0M -381.6K 2.27 5.21 N/A N/A 1,391 3,159 79,508 91,548 2023-04-18 $15.16 $17.50 54.2% 15.5% 46.7% 39.3% 52.6% 7.2% -3.1% -2.9M 38.9M -372.3K 1.10 44.11 N/A N/A 1,159 1,270 79,600 89,286 2023-04-19 $15.66 $17.50 55.6% 15.9% 43.4% 42.0% 52.7% 8.1% -3.6% -2.0M 24.2M -380.0K 2.24 17.32 N/A N/A 1,504 3,363 80,302 89,019 2023-04-20 $15.23 $17.50 55.6% 15.9% 43.9% 42.0% 54.0% 8.0% -3.8% -3.1M 31.8M -370.5K 0.46 16.75 N/A N/A 1,807 840 80,820 85,789 2023-04-21 $15.25 $17.50 55.1% 15.8% 43.9% 41.1% 52.6% 8.2% -3.8% -422.2K 22.3M -363.3K 0.63 4.04 N/A N/A 1,942 1,221 80,183 85,522 2023-04-24 $15.59 $17.50 55.7% 16.0% 41.0% 42.2% 53.9% 8.7% -4.2% -411.7K 21.2M -362.1K 0.42 27.20 N/A N/A 1,410 596 63,840 66,039 2023-04-25 $15.16 $17.50 57.8% 16.6% 42.1% 46.2% 56.5% 9.3% -6.2% -412.5K 24.3M -356.7K 0.80 45.78 N/A N/A 408 328 64,472 66,409 2023-04-26 $15.18 $17.50 57.6% 16.5% 41.5% 45.8% 57.1% 9.0% -4.7% -414.7K 23.9M -357.6K 0.91 37.42 N/A N/A 1,880 1,715 64,555 66,466 2023-04-27 $15.98 $15.00 47.9% 13.7% 43.7% 27.3% 47.6% 7.7% 1.2% -458.1K 17.0M -365.3K 7.41 48.00 N/A N/A 4,230 31,356 63,140 67,815 2023-04-28 $16.59 $15.00 39.9% 11.4% 45.6% 11.9% 42.5% 10.3% 2.0% -977.0K 21.6M -500.5K 0.45 47.74 N/A N/A 3,642 1,650 64,600 97,949
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