HTZ Options History — August 2023 In August 2023, HTZ traded between $15.96 and $17.88. ATM implied volatility averaged 34.3%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 12.6% (HV 20d: 46.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 3.48.
Notable Days 2023-08-10 : Highest Volume — 24,436 contracts2023-08-02 : Largest IV spike — 13.2% change2023-08-02 : Highest IV Rank — 10.6%2023-08-02 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $16.95 $15.96 $17.88 $16.46 $16.93 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 34.3% 28.8% 37.7% 33.3% 29.3% Expected Move 9.8% 8.3% 10.8% 9.6% 8.4% HV 20d 46.9% 23.9% 55.9% 52.7% 23.9% HV 60d 37.4% 35.9% 38.3% 38.2% 35.9% IV Rank 4.9% 0.0% 10.6% 1.8% 0.9% IV Percentile 5.8% 0.0% 13.1% 1.6% 0.4% Term Structure 1.7% -3.2% 3.3% 0.1% 2.5% VWIV 35.2% 29.0% 42.5% 34.1% 29.0% Skew 25d 3.2% 1.2% 6.3% 3.5% 5.3% Skew 10d 4.1% -6.3% 8.3% -6.3% 1.7% Call IV 25d 35.4% 31.6% 39.0% 33.6% 31.6% Put IV 25d 38.7% 36.8% 41.2% 37.1% 36.8% Bid-Ask Spread % 19.28 1.72 62.17 16.90 8.73 Gamma HHI 0.45 0.37 0.55 0.41 0.45 Net GEX -1.7M -4.4M -416.1K -1.9M -563.8K Net DEX 28.7M 8.0M 54.8M 46.7M 13.3M Net VEX -600.4K -633.6K -566.0K -607.3K -566.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.48 0.03 32.16 0.45 0.03 Total Volume 4,060.261 227 24,436 1,571 1,224 Total OI 177,521.913 163,124 197,461 174,791 166,070
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 2023-08-01 $16.46 $17.50 33.3% 9.6% 52.7% 1.8% 34.1% 3.5% 0.1% -1.9M 46.7M -607.3K 0.45 16.90 N/A N/A 1,081 490 62,117 112,674 2023-08-02 $16.29 $17.50 37.7% 10.8% 52.1% 10.6% 39.2% 2.0% -3.2% -1.7M 48.8M -595.9K 0.63 5.12 N/A N/A 2,060 1,298 62,518 111,729 2023-08-03 $15.96 $17.50 37.6% 10.6% 52.3% 10.4% 36.9% 4.3% 1.7% -1.5M 54.8M -590.8K 0.57 2.23 N/A N/A 1,510 868 63,842 111,835 2023-08-04 $16.34 $17.50 36.2% 9.8% 53.1% 7.6% 35.3% 1.7% 2.9% -1.8M 49.0M -599.7K 2.73 2.66 N/A N/A 1,695 4,625 64,118 112,488 2023-08-07 $16.52 $17.50 35.5% 9.9% 53.3% 6.1% 35.6% 1.2% 2.8% -1.9M 47.2M -608.6K 0.09 3.11 N/A N/A 2,182 202 64,728 114,449 2023-08-08 $16.44 $17.50 37.2% 10.2% 53.0% 9.5% 38.6% 1.7% 1.6% -1.9M 49.1M -608.8K 23.51 2.60 N/A N/A 820 19,280 64,255 114,530 2023-08-09 $16.48 $17.50 34.9% 10.0% 53.0% 4.9% 35.5% 1.2% 2.8% -2.1M 48.3M -618.5K 0.03 32.06 N/A N/A 1,696 58 64,630 120,895 2023-08-10 $16.73 $17.50 35.3% 10.1% 53.3% 5.6% 39.0% 1.9% 2.5% -2.3M 44.1M -615.9K 32.16 32.00 N/A N/A 737 23,699 64,574 120,897 2023-08-11 $17.30 $17.50 34.7% 9.9% 54.6% 4.5% 36.7% 2.4% 2.3% -3.3M 29.8M -633.6K 0.33 24.76 N/A N/A 2,538 834 64,699 130,148 2023-08-14 $17.88 $17.50 35.7% 10.2% 55.9% 6.6% 35.6% 3.5% 2.7% -3.1M 10.3M -617.7K 0.60 2.78 N/A N/A 2,360 1,421 64,982 129,610 2023-08-15 $17.55 $17.50 36.6% 10.5% 55.7% 8.4% 42.5% 3.0% 2.2% -3.9M 20.6M -625.1K 11.55 46.28 N/A N/A 402 4,645 64,435 129,388 2023-08-16 $17.23 $17.50 35.7% 10.2% 55.2% 6.5% 36.0% 3.6% 3.3% -4.4M 32.9M -613.0K 0.75 41.50 N/A N/A 1,093 821 64,546 129,004 2023-08-17 $17.24 $17.50 37.2% 10.7% 54.1% 9.5% 38.7% 1.3% -0.2% -4.2M 32.0M -619.2K 1.42 62.17 N/A N/A 3,242 4,617 65,081 129,393 2023-08-18 $17.19 $17.50 35.8% 10.3% 54.1% 6.8% 36.9% 2.8% 0.3% -748.1K 47.5M -601.6K 0.27 24.73 N/A N/A 1,312 354 65,859 131,602 2023-08-21 $17.14 $17.50 35.1% 10.1% 54.1% 5.3% 35.8% 3.0% 0.3% -757.3K 12.0M -595.4K 0.14 49.95 N/A N/A 741 105 53,229 109,895 2023-08-22 $17.27 $17.50 35.4% 10.1% 54.0% 5.9% 36.1% 3.2% 0.4% -656.0K 10.1M -596.7K 0.89 13.53 N/A N/A 120 107 53,739 109,910 2023-08-23 $17.37 $17.50 33.3% 9.5% 54.1% 1.7% 33.3% 3.8% 1.3% -566.4K 8.8M -593.3K 0.07 23.70 N/A N/A 1,482 103 53,809 109,956 2023-08-24 $17.23 $17.50 32.9% 9.4% 32.6% 0.9% 33.1% 4.3% 1.9% -555.6K 8.4M -589.5K 0.24 1.72 N/A N/A 465 112 54,966 110,030 2023-08-25 $16.98 $17.50 31.1% 8.9% 32.7% 0.0% 31.5% 4.7% 2.3% -642.3K 14.0M -592.8K 0.78 2.60 N/A N/A 172 135 55,638 110,095 2023-08-28 $17.02 $17.50 30.4% 8.7% 25.7% 0.0% 31.7% 6.3% 2.8% -610.8K 12.9M -575.1K 1.35 2.66 N/A N/A 309 418 55,304 110,115 2023-08-29 $17.21 $17.50 29.8% 8.5% 25.1% 0.0% 29.7% 3.5% 2.4% -416.1K 8.0M -574.7K 1.04 2.85 N/A N/A 814 846 55,429 109,845 2023-08-30 $17.07 $17.50 28.8% 8.3% 25.0% 0.0% 29.1% 5.7% 2.4% -426.1K 10.7M -570.8K 0.42 38.78 N/A N/A 206 87 55,931 110,017 2023-08-31 $16.93 $17.50 29.3% 8.4% 23.9% 0.9% 29.0% 5.3% 2.5% -563.8K 13.3M -566.0K 0.03 8.73 N/A N/A 1,191 33 56,029 110,041
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