HTZ Options History — May 2023 In May 2023, HTZ traded between $15.54 and $16.51. ATM implied volatility averaged 45.1%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 6.5% (HV 20d: 38.6%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.55.
Notable Days 2023-05-24 : Highest Volume — 11,165 contracts2023-05-08 : Largest IV spike — 25.3% change2023-05-03 : Highest IV Rank — 36.2%2023-05-03 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $16.04 $15.54 $16.51 $16.51 $15.88 Max Pain $17.16 $15.00 $17.50 $15.00 $17.50 ATM IV 45.1% 36.9% 52.5% 42.5% 46.7% Expected Move 12.8% 10.6% 15.1% 12.2% 13.4% HV 20d 38.6% 31.0% 45.5% 44.6% 31.0% HV 60d 47.3% 46.0% 49.6% 49.5% 46.2% IV Rank 22.6% 6.7% 36.2% 16.9% 26.7% IV Percentile 18.8% 0.4% 45.2% 5.2% 24.2% Term Structure -1.0% -4.3% 1.8% -0.0% -2.2% VWIV 43.3% 37.4% 51.5% 43.5% 42.1% Skew 25d 6.5% 3.0% 7.9% 7.9% 5.1% Skew 10d 13.3% -2.4% 29.5% 24.1% 11.9% Call IV 25d 41.0% 37.2% 45.6% 40.3% 42.7% Put IV 25d 47.5% 42.8% 52.5% 48.2% 47.8% Bid-Ask Spread % 7.97 2.36 38.07 38.07 5.12 Gamma HHI 0.62 0.42 0.82 0.63 0.58 Net GEX -965.4K -1.9M -223.1K -977.5K -698.7K Net DEX 21.7M 9.9M 31.3M 22.2M 21.5M Net VEX -460.8K -500.4K -429.4K -498.2K -460.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.55 0.05 11.79 0.40 0.59 Total Volume 2,718.636 295 11,165 2,472 4,158 Total OI 154,145.545 127,099 167,674 164,684 140,114
Daily Data (22 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 2023-05-01 $16.51 $15.00 42.5% 12.2% 44.6% 16.9% 43.5% 7.9% -0.0% -977.5K 22.2M -498.2K 0.40 38.07 N/A N/A 1,768 704 66,540 98,144 2023-05-02 $16.12 $15.00 51.5% 14.8% 45.5% 34.1% 51.5% 6.8% -1.2% -1.1M 28.3M -492.2K 0.83 28.73 N/A N/A 2,377 1,964 67,153 98,164 2023-05-03 $16.23 $15.00 52.5% 15.1% 44.9% 36.2% 46.3% 6.3% -4.3% -1.1M 25.0M -499.8K 0.46 5.63 N/A N/A 514 234 68,324 98,210 2023-05-04 $15.84 $17.50 51.7% 14.3% 41.1% 34.6% 45.9% 7.6% -1.2% -1.3M 31.2M -490.2K 0.82 3.82 N/A N/A 1,129 921 68,269 98,245 2023-05-05 $16.39 $17.50 41.1% 12.0% 42.5% 14.2% 43.2% 6.6% -0.2% -1.0M 21.4M -500.4K 0.43 14.34 N/A N/A 430 186 68,767 98,802 2023-05-08 $16.20 $17.50 51.5% 13.5% 39.9% 34.2% 43.0% 6.3% -0.8% -1.2M 24.9M -478.6K 4.63 3.34 N/A N/A 619 2,865 68,853 98,821 2023-05-09 $16.09 $17.50 50.2% 13.6% 39.3% 31.6% 42.2% 7.3% -1.1% -1.2M 26.8M -472.6K 0.20 3.38 N/A N/A 370 74 69,401 97,211 2023-05-10 $16.05 $17.50 46.6% 13.4% 37.4% 24.8% 41.5% 7.2% -1.7% -1.3M 26.6M -467.8K 0.39 3.12 N/A N/A 212 83 69,376 97,220 2023-05-11 $15.75 $17.50 44.8% 12.8% 38.0% 21.3% 42.7% 7.4% -0.3% -1.6M 28.5M -456.9K 0.22 2.36 N/A N/A 532 117 69,409 94,771 2023-05-12 $15.54 $17.50 44.2% 12.7% 37.9% 21.5% 42.6% 6.7% -0.6% -1.9M 31.3M -450.8K 0.24 3.73 N/A N/A 381 92 69,484 94,790 2023-05-15 $15.79 $17.50 43.8% 12.6% 38.2% 20.7% 43.3% 7.6% 0.1% -1.7M 24.5M -443.5K 3.16 2.93 N/A N/A 869 2,745 69,419 93,844 2023-05-16 $15.61 $17.50 43.9% 12.6% 37.5% 20.9% 41.0% 7.3% -0.7% -1.9M 26.3M -435.1K 0.12 3.98 N/A N/A 9,880 1,146 69,497 91,853 2023-05-17 $16.41 $17.50 37.7% 10.8% 39.9% 8.3% 39.7% 6.1% 1.8% -625.7K 9.9M -439.9K 0.83 2.46 N/A N/A 3,311 2,739 64,129 89,853 2023-05-18 $16.34 $17.50 36.9% 10.6% 38.4% 6.7% 37.4% 5.6% 1.1% -639.6K 10.1M -436.7K 0.05 3.32 N/A N/A 1,256 67 64,894 88,333 2023-05-19 $16.09 $17.50 43.3% 12.4% 38.9% 19.7% 42.0% 5.9% -1.0% -270.5K 11.5M -432.1K 0.30 4.00 N/A N/A 896 266 65,206 88,360 2023-05-22 $16.41 $17.50 37.6% 10.8% 38.8% 8.0% 39.9% 6.3% 0.4% -223.1K 11.1M -431.5K 0.54 3.21 N/A N/A 756 408 59,499 67,600 2023-05-23 $16.27 $17.50 38.2% 10.9% 37.3% 9.2% 43.8% 6.3% 0.2% -237.8K 12.5M -429.4K 6.90 3.37 N/A N/A 377 2,600 60,005 67,743 2023-05-24 $15.80 $17.50 46.2% 13.2% 39.1% 25.6% 46.3% 7.1% -2.5% -353.8K 18.2M -429.9K 11.79 4.82 N/A N/A 873 10,292 60,138 70,214 2023-05-25 $15.98 $17.50 47.4% 13.6% 34.8% 28.1% 46.4% 6.9% -2.4% -606.7K 20.6M -469.8K 0.21 4.17 N/A N/A 330 70 60,287 79,920 2023-05-26 $15.80 $17.50 46.4% 13.3% 32.0% 26.1% 45.6% 5.7% -1.9% -659.1K 22.4M -463.6K 0.69 27.22 N/A N/A 325 224 60,161 79,931 2023-05-30 $15.84 $17.50 47.0% 13.5% 32.0% 27.4% 43.3% 3.0% -3.3% -690.5K 22.1M -458.2K 0.33 4.16 N/A N/A 489 161 60,294 79,954 2023-05-31 $15.88 $17.50 46.7% 13.4% 31.0% 26.7% 42.1% 5.1% -2.2% -698.7K 21.5M -460.8K 0.59 5.12 N/A N/A 2,619 1,539 60,206 79,908
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