HTZ Options History — December 2023 In December 2023, HTZ traded between $8.77 and $10.71. ATM implied volatility averaged 65.7%, placing in the 54.4% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 3.9% (HV 20d: 61.8%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.24.
Notable Days 2023-12-08 : Highest Volume — 28,210 contracts2023-12-13 : Largest IV drop — 29.8% change2023-12-08 : Highest IV Rank — 100.0%2023-12-08 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $9.78 $8.77 $10.71 $9.11 $10.45 Max Pain $11.13 $10.00 $15.00 $15.00 $10.00 ATM IV 65.7% 51.9% 108.1% 55.7% 51.9% Expected Move 16.5% 14.9% 18.3% 16.0% 14.9% HV 20d 61.8% 52.8% 70.3% 67.6% 54.1% HV 60d 64.1% 60.9% 67.8% 63.9% 61.0% IV Rank 54.4% 31.0% 100.0% 52.1% 31.0% IV Percentile 87.8% 66.3% 100.0% 84.5% 66.3% Term Structure 7.3% -2.5% 12.5% -2.5% 12.5% VWIV 59.4% 53.3% 66.3% 53.3% 57.2% Skew 25d 0.8% -3.9% 9.4% 9.4% 2.4% Skew 10d 3.2% -11.7% 20.7% 20.7% 15.0% Call IV 25d 61.6% 55.2% 70.5% 55.2% 57.5% Put IV 25d 62.4% 57.9% 66.6% 64.6% 59.9% Bid-Ask Spread % 3.43 1.56 12.68 2.83 2.61 Gamma HHI 0.31 0.21 0.71 0.23 0.23 Net GEX 193.9K -115.2K 1.5M -83.4K 106.1K Net DEX 25.4M 8.5M 42.6M 40.1M 12.6M Net VEX -369.0K -433.5K -292.3K -320.8K -407.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.01 0.64 0.31 0.14 Total Volume 8,282.1 1,556 28,210 5,425 4,782 Total OI 193,501.55 170,222 213,240 183,115 196,644
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 2023-12-01 $9.11 $15.00 55.7% 16.0% 67.6% 52.1% 53.3% 9.4% -2.5% -83.4K 40.1M -320.8K 0.31 2.83 N/A N/A 4,141 1,284 88,545 94,570 2023-12-04 $9.02 $12.50 61.3% 15.3% 66.6% 62.2% 54.5% 4.6% 8.6% -105.4K 39.8M -314.0K 0.15 3.02 N/A N/A 2,871 438 88,098 94,645 2023-12-05 $8.77 $12.50 64.5% 15.3% 65.0% 67.8% 60.3% 5.8% 8.1% -97.9K 41.9M -292.3K 0.30 2.71 N/A N/A 2,431 720 88,925 94,883 2023-12-06 $8.93 $12.50 81.0% 17.8% 65.4% 97.3% 62.7% -1.6% 2.1% -101.3K 39.1M -314.3K 0.02 2.56 N/A N/A 15,259 300 89,146 95,266 2023-12-07 $9.21 $12.50 79.9% 17.7% 66.0% 95.4% 63.0% -0.7% 2.1% 70.5K 35.4M -330.0K 0.08 3.74 N/A N/A 10,971 870 96,387 95,470 2023-12-08 $9.48 $12.50 98.2% 18.3% 66.2% 100.0% 65.0% -3.9% 1.8% 253.2K 29.6M -355.4K 0.30 3.61 N/A N/A 21,708 6,502 103,984 96,068 2023-12-11 $9.21 $12.50 108.1% 18.1% 67.2% 100.0% 66.3% -3.4% 2.6% 382.6K 33.4M -341.9K 0.08 3.37 N/A N/A 6,382 527 112,569 98,880 2023-12-12 $8.89 $12.50 83.2% 16.5% 65.7% 69.5% 58.2% -0.5% 4.1% -115.2K 42.6M -307.0K 0.01 2.64 N/A N/A 10,227 127 114,027 99,213 2023-12-13 $9.48 $10.00 58.4% 16.7% 67.6% 39.1% 59.2% 1.6% 5.9% 499.0K 33.8M -344.8K 0.18 3.79 N/A N/A 2,665 491 109,673 99,327 2023-12-14 $10.11 $10.00 57.9% 16.6% 70.3% 38.5% 58.8% -1.6% 8.2% 1.4M 20.2M -383.5K 0.19 2.87 N/A N/A 15,541 2,984 109,677 99,524 2023-12-15 $10.11 $10.00 58.2% 16.7% 63.5% 38.8% 59.5% 0.5% 10.5% 1.5M 22.2M -384.7K 0.14 3.98 N/A N/A 4,938 705 104,360 100,095 2023-12-18 $9.98 $10.00 58.5% 16.8% 60.6% 39.2% 59.6% -0.4% 8.6% -83.6K 22.6M -371.2K 0.21 1.89 N/A N/A 7,517 1,595 80,507 89,715 2023-12-19 $10.18 $10.00 57.5% 16.5% 60.3% 37.9% 57.7% 1.0% 9.9% -45.2K 18.6M -396.0K 0.61 2.16 N/A N/A 4,358 2,640 85,410 90,970 2023-12-20 $10.04 $10.00 58.5% 16.8% 56.4% 39.1% 62.5% 0.4% 10.1% -26.0K 20.2M -395.4K 0.20 3.74 N/A N/A 14,003 2,819 88,763 93,227 2023-12-21 $10.34 $10.00 58.0% 16.6% 56.4% 38.6% 63.4% 0.9% 9.8% 40.4K 15.1M -416.2K 0.14 2.36 N/A N/A 4,165 603 96,257 94,802 2023-12-22 $10.46 $10.00 55.8% 16.0% 56.2% 35.9% 58.1% -0.5% 11.7% 63.3K 12.7M -425.6K 0.33 1.56 N/A N/A 2,214 732 97,886 95,222 2023-12-26 $10.71 $10.00 57.2% 16.4% 52.8% 37.5% 57.2% -0.1% 10.1% 76.4K 8.5M -433.5K 0.31 2.90 N/A N/A 3,311 1,040 98,367 95,574 2023-12-27 $10.57 $10.00 56.1% 16.1% 53.6% 36.2% 56.9% 1.0% 10.2% 113.5K 9.8M -425.5K 0.41 3.55 N/A N/A 1,105 451 100,337 96,152 2023-12-28 $10.59 $10.00 53.2% 15.2% 53.6% 32.6% 53.6% 1.9% 12.2% 113.6K 10.4M -420.7K 0.64 12.68 N/A N/A 1,360 865 100,500 96,366 2023-12-29 $10.45 $10.00 51.9% 14.9% 54.1% 31.0% 57.2% 2.4% 12.5% 106.1K 12.6M -407.9K 0.14 2.61 N/A N/A 4,188 594 100,396 96,248
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