HTZ Options History — January 2024

In January 2024, HTZ traded between $8.29 and $10.11. ATM implied volatility averaged 65.7%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 16.3% (HV 20d: 49.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.71.

Notable Days

  • 2024-01-31: Highest Volume — 16,847 contracts
  • 2024-01-10: Largest IV spike — 24.4% change
  • 2024-01-31: Highest IV Rank — 74.3%
  • 2024-01-31: Largest Expected Move — 25.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.95$8.29$10.11$10.11$8.41
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV65.7%52.5%87.1%53.0%87.1%
Expected Move19.5%15.2%25.0%15.2%25.0%
HV 20d49.4%39.2%53.4%46.9%53.0%
HV 60d61.2%56.4%64.3%61.3%56.4%
IV Rank48.0%31.8%74.3%32.4%74.3%
IV Percentile87.9%65.1%99.2%67.9%99.2%
Term Structure-3.6%-16.3%11.9%11.9%-16.3%
VWIV67.9%53.0%95.6%53.5%95.6%
Skew 25d1.1%-8.0%4.4%2.8%-8.0%
Skew 10d-4.4%-30.6%13.3%8.5%-30.6%
Call IV 25d68.9%60.3%96.5%61.7%96.5%
Put IV 25d70.1%64.5%88.5%64.5%88.5%
Bid-Ask Spread %5.502.5022.693.2122.69
Gamma HHI0.250.200.400.220.40
Net GEX95.1K-50.4K327.3K108.5K327.3K
Net DEX27.2M18.3M40.8M18.3M19.3M
Net VEX-332.1K-394.5K-279.4K-394.5K-319.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.024.441.460.20
Total Volume7,506.3812,91016,8479,02816,847
Total OI200,708.667174,216228,294199,076199,997

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$10.11$10.0053.0%15.2%46.9%32.4%53.5%2.8%11.9%108.5K18.3M-394.5K1.463.21N/AN/A3,6745,354102,79696,280
2024-01-03$9.68$10.0053.0%15.2%49.7%32.4%53.0%4.4%11.9%74.4K25.5M-370.0K1.293.87N/AN/A2,6073,364104,93997,957
2024-01-04$9.77$10.0054.7%18.8%48.3%34.5%66.4%0.4%-2.2%81.2K23.6M-377.4K1.005.31N/AN/A1,8431,843106,473100,118
2024-01-05$9.55$10.0053.7%18.6%49.1%33.2%65.1%1.7%-2.2%59.7K28.3M-372.6K0.408.19N/AN/A2,5781,025108,154101,254
2024-01-08$9.50$10.0055.5%19.2%48.1%35.5%67.0%1.3%-3.8%64.2K29.7M-357.1K0.227.49N/AN/A4,6651,016108,539101,380
2024-01-09$9.59$10.0052.5%19.0%47.1%31.8%66.4%1.2%-3.1%88.3K27.7M-358.2K0.345.41N/AN/A3,1441,082110,219100,774
2024-01-10$9.32$10.0065.3%18.7%47.1%47.5%65.5%-1.5%-3.3%54.9K30.1M-340.6K4.448.59N/AN/A1,4706,527110,29098,495
2024-01-11$8.95$10.0063.9%18.3%47.6%45.8%64.8%0.8%-3.8%16.3K35.3M-316.0K0.813.23N/AN/A6,1835,012110,20397,842
2024-01-12$8.36$10.0065.4%18.7%47.2%47.6%64.6%1.4%-2.6%-50.4K40.8M-279.4K0.352.50N/AN/A9,0103,150111,984100,380
2024-01-16$8.29$10.0068.8%19.7%39.2%51.9%68.1%4.2%-4.1%-35.9K38.1M-289.5K0.374.18N/AN/A4,3031,603118,73699,977
2024-01-17$8.36$10.0070.2%20.1%39.6%53.6%69.0%3.6%-5.7%12.0K36.7M-292.3K1.593.68N/AN/A2,0073,191120,286100,780
2024-01-18$9.07$10.0067.7%19.4%51.0%50.5%67.2%1.2%-4.7%100.5K30.4M-341.9K0.413.00N/AN/A10,1294,180121,279102,490
2024-01-19$8.66$10.0069.8%20.0%52.2%53.0%66.7%3.0%-6.1%71.5K33.8M-323.1K0.193.64N/AN/A10,3111,974124,704103,590
2024-01-22$8.48$10.0070.0%20.1%52.4%53.2%68.0%2.3%-5.2%99.9K23.7M-306.1K0.393.32N/AN/A4,2841,69090,70183,515
2024-01-23$8.75$10.0069.3%19.9%52.5%52.4%66.3%1.3%-4.7%142.6K21.5M-330.9K0.303.04N/AN/A3,11994991,16784,386
2024-01-24$8.48$10.0068.8%19.7%52.6%51.8%66.9%2.1%-3.9%101.0K23.2M-311.2K0.213.88N/AN/A2,96662092,79884,678
2024-01-25$8.75$10.0069.4%19.9%53.3%52.6%69.4%1.7%-4.0%172.4K21.0M-333.0K0.304.85N/AN/A2,63778895,02484,937
2024-01-26$8.64$10.0070.9%20.3%53.3%54.4%69.3%2.6%-4.9%161.9K21.8M-318.6K0.293.74N/AN/A2,25665496,27585,023
2024-01-29$8.66$10.0073.6%21.1%53.3%57.7%72.7%0.5%-7.8%173.4K20.6M-320.4K0.366.91N/AN/A2,32184097,29185,039
2024-01-30$8.63$10.0077.1%22.1%53.4%61.9%80.5%-3.4%-11.3%173.9K20.8M-321.2K0.024.70N/AN/A16,10531398,68585,447
2024-01-31$8.41$10.0087.1%25.0%53.0%74.3%95.6%-8.0%-16.3%327.3K19.3M-319.4K0.2022.69N/AN/A14,0082,839114,42185,576