HTZ Options History — October 2023 In October 2023, HTZ traded between $8.45 and $11.71. ATM implied volatility averaged 63.4%, placing in the 65.8% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 7.1% (HV 20d: 56.3%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.71.
Notable Days 2023-10-26 : Highest Volume — 14,467 contracts2023-10-03 : Largest IV spike — 30.6% change2023-10-25 : Highest IV Rank — 83.9%2023-10-25 : Largest Expected Move — 21.1%Monthly Statistics Metric Avg Min Max Open Close Price $10.54 $8.45 $11.71 $11.71 $8.45 Max Pain $11.82 $10.00 $12.50 $12.50 $10.00 ATM IV 63.4% 46.2% 73.5% 46.2% 66.4% Expected Move 18.3% 13.2% 21.1% 13.2% 19.0% HV 20d 56.3% 49.3% 64.1% 50.2% 58.7% HV 60d 48.2% 43.8% 50.6% 45.8% 50.0% IV Rank 65.8% 35.1% 83.9% 35.1% 71.3% IV Percentile 91.0% 46.8% 99.2% 46.8% 96.4% Term Structure -4.6% -10.9% 4.9% 4.9% -6.6% VWIV 62.8% 54.0% 73.4% 54.0% 64.3% Skew 25d 6.9% 1.2% 11.3% 7.8% 6.3% Skew 10d 14.4% -8.8% 75.7% 3.2% 75.7% Call IV 25d 60.8% 48.3% 72.3% 48.3% 59.1% Put IV 25d 67.8% 56.1% 82.7% 56.1% 65.4% Bid-Ask Spread % 6.48 1.86 28.80 2.16 4.63 Gamma HHI 0.37 0.26 0.43 0.43 0.26 Net GEX -492.5K -719.4K -291.3K -719.4K -291.3K Net DEX 63.4M 57.2M 75.5M 65.1M 67.2M Net VEX -392.5K -469.8K -246.2K -439.0K -246.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.05 3.74 0.76 0.22 Total Volume 4,723.409 710 14,467 3,744 5,677 Total OI 195,364.955 179,745 206,765 179,745 198,027
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 2023-10-02 $11.71 $12.50 46.2% 13.2% 50.2% 35.1% 54.0% 7.8% 4.9% -719.4K 65.1M -439.0K 0.76 2.16 N/A N/A 2,127 1,617 73,317 106,428 2023-10-03 $10.80 $12.50 60.4% 17.3% 54.2% 60.4% 59.6% 1.2% 1.3% -609.4K 68.4M -383.5K 0.38 2.52 N/A N/A 9,467 3,599 74,895 106,627 2023-10-04 $10.77 $12.50 58.7% 16.8% 53.7% 57.5% 58.2% 1.3% 2.7% -584.4K 66.4M -391.1K 0.44 2.77 N/A N/A 3,577 1,564 79,666 108,936 2023-10-05 $10.84 $12.50 58.5% 18.0% 54.5% 57.0% 59.2% 7.8% -4.0% -566.7K 64.1M -403.5K 0.18 2.12 N/A N/A 4,277 753 81,637 108,218 2023-10-06 $10.89 $12.50 59.0% 18.2% 54.4% 58.0% 59.0% 7.7% -3.1% -546.2K 61.8M -420.7K 0.80 16.56 N/A N/A 5,817 4,643 82,979 108,412 2023-10-09 $11.07 $12.50 64.6% 18.5% 54.7% 68.0% 59.2% 6.1% -4.4% -537.1K 59.7M -441.3K 0.56 2.70 N/A N/A 720 402 86,828 111,731 2023-10-10 $11.54 $12.50 53.7% 16.3% 58.6% 48.5% 59.9% 4.9% -3.8% -549.1K 57.2M -469.8K 0.69 3.46 N/A N/A 2,987 2,065 86,877 111,846 2023-10-11 $11.39 $12.50 56.3% 16.1% 58.6% 53.1% 56.8% 6.0% -3.7% -533.6K 58.7M -453.8K 0.50 2.81 N/A N/A 901 452 88,155 111,780 2023-10-12 $11.21 $12.50 63.7% 18.3% 54.6% 66.5% 59.6% 6.0% -4.9% -531.3K 60.4M -440.0K 0.76 1.89 N/A N/A 1,435 1,090 88,576 111,886 2023-10-13 $10.93 $12.50 66.0% 18.9% 54.5% 70.5% 65.4% 5.3% -6.0% -500.0K 60.2M -440.7K 1.78 2.18 N/A N/A 436 777 89,361 111,839 2023-10-16 $11.27 $12.50 58.0% 16.6% 57.3% 56.2% 61.6% 5.8% -4.9% -533.1K 59.1M -446.9K 0.17 2.32 N/A N/A 608 102 89,394 112,191 2023-10-17 $11.45 $12.50 57.7% 16.5% 58.5% 55.6% 59.5% 5.0% -4.9% -551.5K 58.7M -449.9K 1.91 1.86 N/A N/A 460 880 89,809 112,248 2023-10-18 $10.80 $12.50 66.1% 19.0% 60.4% 70.8% 61.0% 8.8% -6.7% -512.8K 62.8M -420.5K 0.05 16.39 N/A N/A 2,145 115 90,232 112,860 2023-10-19 $10.59 $12.50 69.5% 19.9% 60.3% 76.7% 70.0% 8.7% -5.9% -463.6K 62.3M -403.8K 0.21 2.54 N/A N/A 2,379 502 91,904 112,590 2023-10-20 $10.91 $12.50 71.2% 20.4% 51.6% 79.9% 68.9% 10.5% -5.7% -461.5K 59.2M -433.3K 0.39 2.40 N/A N/A 1,851 716 94,196 112,569 2023-10-23 $10.59 $12.50 73.1% 21.0% 51.7% 83.2% 72.5% 11.3% -10.9% -434.8K 61.7M -399.8K 0.55 28.80 N/A N/A 1,140 628 72,880 110,635 2023-10-24 $10.39 $10.00 71.3% 20.4% 50.7% 80.0% 70.8% 10.1% -9.1% -409.1K 63.2M -388.2K 0.14 2.41 N/A N/A 2,589 354 73,706 110,971 2023-10-25 $10.11 $10.00 73.5% 21.1% 49.3% 83.9% 73.4% 10.4% -10.6% -371.3K 64.7M -361.1K 3.74 28.62 N/A N/A 2,820 10,551 75,354 111,247 2023-10-26 $8.89 $10.00 64.8% 18.6% 64.1% 68.3% 69.7% 7.2% -6.6% -436.2K 75.5M -280.5K 0.32 5.70 N/A N/A 10,963 3,504 77,703 120,498 2023-10-27 $8.61 $10.00 67.2% 19.3% 64.0% 72.6% 59.1% 6.8% -2.9% -356.3K 71.2M -265.6K 0.19 4.33 N/A N/A 2,955 549 83,188 118,110 2023-10-30 $8.63 $10.00 68.2% 19.5% 63.6% 74.4% 60.6% 7.6% -6.7% -337.4K 68.2M -256.1K 0.84 3.37 N/A N/A 2,025 1,696 83,924 113,799 2023-10-31 $8.45 $10.00 66.4% 19.0% 58.7% 71.3% 64.3% 6.3% -6.6% -291.3K 67.2M -246.2K 0.22 4.63 N/A N/A 4,665 1,012 85,335 112,692
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