HTZ Options History — July 2023 In July 2023, HTZ traded between $15.79 and $19.06. ATM implied volatility averaged 43.0%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 16.8% (HV 20d: 26.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.40.
Notable Days 2023-07-27 : Highest Volume — 43,507 contracts2023-07-12 : Largest IV spike — 37.0% change2023-07-26 : Highest IV Rank — 43.6%2023-07-26 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $18.16 $15.79 $19.06 $18.41 $16.73 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 43.0% 32.4% 54.2% 33.7% 34.4% Expected Move 12.8% 9.7% 15.6% 9.7% 9.9% HV 20d 26.2% 18.6% 52.6% 23.5% 52.6% HV 60d 31.4% 27.5% 38.4% 32.6% 38.4% IV Rank 20.9% 0.0% 43.6% 1.5% 4.0% IV Percentile 30.5% 0.0% 74.2% 1.2% 3.2% Term Structure -4.0% -10.6% 9.4% 9.4% -0.8% VWIV 45.1% 33.4% 54.8% 33.4% 34.6% Skew 25d 3.2% -1.5% 6.4% 1.4% 0.7% Skew 10d 4.8% -11.6% 12.0% 0.2% -6.4% Call IV 25d 44.1% 32.2% 55.2% 32.2% 37.0% Put IV 25d 47.3% 33.6% 56.9% 33.6% 37.8% Bid-Ask Spread % 22.72 3.50 59.29 51.42 29.86 Gamma HHI 0.39 0.30 0.51 0.42 0.40 Net GEX -85.2K -1.6M 839.7K 242.5K -1.6M Net DEX -3.5M -25.4M 49.7M -14.4M 32.8M Net VEX -507.6K -561.6K -467.5K -467.6K -561.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.40 0.11 5.88 0.19 3.30 Total Volume 8,922.15 1,254 43,507 10,534 30,959 Total OI 154,116.8 137,425 173,258 137,425 173,258
Daily Data (20 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 2023-07-03 $18.41 $17.50 33.7% 9.7% 23.5% 1.5% 33.4% 1.4% 9.4% 242.5K -14.4M -467.6K 0.19 51.42 N/A N/A 8,885 1,649 62,292 75,133 2023-07-05 $18.73 $17.50 35.2% 10.1% 23.8% 4.6% 34.1% 1.5% 9.1% 671.1K -23.6M -491.0K 0.20 15.20 N/A N/A 5,497 1,103 68,786 74,589 2023-07-06 $18.62 $17.50 35.0% 13.0% 21.2% 4.2% 42.6% 5.6% -4.0% 667.5K -19.8M -499.9K 0.23 36.93 N/A N/A 1,136 263 69,462 74,894 2023-07-07 $18.80 $17.50 33.6% 11.8% 21.2% 1.2% 41.8% 4.7% -3.1% 662.4K -23.5M -491.7K 0.41 17.69 N/A N/A 1,336 550 69,428 75,080 2023-07-10 $18.88 $17.50 32.4% 11.9% 19.5% 0.0% 43.1% 5.3% -3.7% 698.8K -24.1M -481.6K 0.11 18.19 N/A N/A 2,107 240 69,274 75,386 2023-07-11 $19.06 $17.50 32.9% 11.5% 19.2% 1.0% 39.9% 4.3% -3.0% 839.7K -25.4M -474.7K 1.19 18.73 N/A N/A 7,233 8,597 68,731 75,469 2023-07-12 $18.73 $17.50 45.1% 12.9% 18.6% 25.4% 45.6% 5.2% -4.1% 777.4K -20.6M -489.9K 3.14 19.14 N/A N/A 1,927 6,048 71,511 76,411 2023-07-13 $18.88 $17.50 44.0% 12.6% 18.6% 23.2% 47.6% 5.2% -5.8% 639.3K -20.2M -501.4K 2.92 6.24 N/A N/A 2,339 6,834 71,551 81,836 2023-07-14 $18.44 $17.50 46.7% 13.4% 20.8% 28.5% 44.8% 4.9% -5.1% 111.1K -8.8M -519.0K 0.38 6.59 N/A N/A 1,246 472 72,181 87,771 2023-07-17 $18.16 $17.50 49.5% 14.2% 21.0% 34.0% 49.6% 3.7% -7.0% -145.2K -4.4M -508.3K 5.88 21.79 N/A N/A 618 3,633 73,085 88,008 2023-07-18 $18.51 $17.50 49.8% 14.3% 21.0% 34.6% 49.3% 4.5% -7.2% -94.3K -8.5M -519.8K 0.22 6.87 N/A N/A 1,027 227 73,388 91,205 2023-07-19 $18.91 $17.50 49.0% 14.1% 22.1% 33.1% 53.8% 6.4% -8.2% 336.9K -16.0M -516.0K 4.65 8.77 N/A N/A 1,856 8,628 73,537 91,134 2023-07-20 $18.26 $17.50 52.7% 15.1% 25.7% 40.4% 52.5% 3.3% -8.0% -631.5K -1.3M -531.0K 1.92 6.96 N/A N/A 824 1,578 73,248 99,009 2023-07-21 $18.21 $17.50 52.2% 15.0% 25.7% 39.5% 52.6% 2.1% -8.2% -652.6K -2.2M -537.3K 0.22 59.29 N/A N/A 5,070 1,129 73,559 99,239 2023-07-24 $18.23 $17.50 53.2% 15.2% 24.8% 41.4% 52.3% 3.5% -9.3% -504.6K 2.1M -533.7K 0.23 17.94 N/A N/A 2,228 503 56,353 89,757 2023-07-25 $17.98 $17.50 54.0% 15.5% 25.2% 43.1% 54.8% 1.6% -9.1% -620.7K 7.2M -533.5K 0.14 52.27 N/A N/A 1,314 185 56,308 89,770 2023-07-26 $17.98 $17.50 54.2% 15.6% 23.8% 43.6% 54.5% 2.5% -10.6% -636.0K 5.5M -522.1K 0.76 53.35 N/A N/A 2,960 2,255 57,150 89,723 2023-07-27 $15.98 $17.50 38.6% 11.1% 47.8% 12.2% 38.5% 0.1% -1.9% -1.3M 45.8M -467.5K 0.90 3.69 N/A N/A 22,878 20,629 58,880 91,214 2023-07-28 $15.79 $17.50 34.1% 9.8% 47.9% 3.3% 35.8% -1.5% 0.4% -1.2M 49.7M -503.7K 1.09 3.50 N/A N/A 5,958 6,522 68,620 96,106 2023-07-31 $16.73 $17.50 34.4% 9.9% 52.6% 4.0% 34.6% 0.7% -0.8% -1.6M 32.8M -561.6K 3.30 29.86 N/A N/A 7,197 23,762 72,422 100,836
« Jun 2023 | All History | Aug 2023 » Home HTZ History July 2023