HTZ Options History — February 2024

In February 2024, HTZ traded between $7.26 and $8.89. ATM implied volatility averaged 66.2%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 1.9% (HV 20d: 64.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.39.

Notable Days

  • 2024-02-05: Highest Volume — 29,748 contracts
  • 2024-02-06: Largest IV drop — 27.5% change
  • 2024-02-05: Highest IV Rank — 100.0%
  • 2024-02-05: Largest Expected Move — 22.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.99$7.26$8.89$8.46$7.83
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV66.2%54.1%114.7%88.2%57.5%
Expected Move17.5%15.5%22.4%20.2%16.5%
HV 20d64.3%51.7%74.9%51.7%69.2%
HV 60d58.8%55.3%63.4%55.9%57.0%
IV Rank45.6%31.3%100.0%75.6%35.1%
IV Percentile81.7%62.3%100.0%99.2%73.8%
Term Structure-0.7%-10.5%5.9%-5.9%-0.8%
VWIV61.0%53.7%78.4%69.2%57.5%
Skew 25d0.9%-13.7%11.8%0.8%-9.9%
Skew 10d4.6%-22.0%20.8%6.4%-14.6%
Call IV 25d65.8%58.6%81.5%70.3%66.6%
Put IV 25d66.7%53.6%81.1%71.1%56.8%
Bid-Ask Spread %3.742.156.013.383.58
Gamma HHI0.370.270.540.450.28
Net GEX127.8K-359.1K798.9K450.1K-90.9K
Net DEX21.4M8.9M32.2M15.3M24.1M
Net VEX-322.2K-376.5K-268.4K-339.9K-305.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.390.166.310.160.32
Total Volume10,393.32,48329,7488,5912,483
Total OI248,492.6211,421287,375211,421245,035

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$8.46$10.0088.2%20.2%51.7%75.6%69.2%0.8%-5.9%450.1K15.3M-339.9K0.163.38N/AN/A7,3881,203124,77886,643
2024-02-02$8.66$10.00101.6%21.8%52.5%92.0%75.0%-1.9%-7.9%521.9K8.9M-361.1K0.403.84N/AN/A12,7275,087129,04087,126
2024-02-05$8.27$10.00114.7%22.4%54.1%100.0%78.4%-0.4%-10.5%454.5K16.6M-328.9K0.913.49N/AN/A15,59014,158136,71891,162
2024-02-06$8.89$10.0083.1%17.5%61.0%64.2%62.2%0.9%0.2%798.9K9.2M-373.5K0.793.25N/AN/A14,00211,026142,564100,545
2024-02-07$8.75$10.0061.5%17.6%61.0%39.6%59.9%1.9%-5.0%678.3K13.7M-357.6K0.204.07N/AN/A15,6273,149147,136104,265
2024-02-08$8.59$10.0059.9%17.2%60.5%37.8%60.0%0.2%-3.9%518.5K14.9M-369.1K0.435.14N/AN/A8,4783,675158,110105,278
2024-02-09$8.41$10.0059.6%17.1%59.4%37.5%59.1%1.1%3.9%247.0K18.2M-359.8K0.345.34N/AN/A3,9911,342162,932105,815
2024-02-12$8.71$10.0061.4%17.6%55.6%39.6%60.3%1.1%1.8%584.0K12.5M-376.5K2.626.01N/AN/A1,9725,162165,258106,132
2024-02-13$7.58$10.0062.2%17.8%74.8%40.4%62.5%8.9%1.6%-359.1K32.2M-292.9K1.725.23N/AN/A9,82916,868166,387107,394
2024-02-14$7.67$10.0058.9%16.9%74.9%36.7%59.1%9.8%4.3%-346.1K27.7M-307.1K0.712.43N/AN/A4,1392,924172,266109,246
2024-02-15$7.80$10.0057.3%16.4%68.3%34.9%59.9%4.1%0.2%-259.5K20.2M-325.2K1.542.21N/AN/A2,6844,133174,919108,382
2024-02-16$7.75$10.0054.6%15.7%66.7%31.8%54.8%1.6%5.9%-2.3K19.5M-318.5K0.754.58N/AN/A1,7891,340175,485111,890
2024-02-20$7.31$10.0059.2%17.0%69.2%37.0%59.1%7.2%0.7%-71.4K28.6M-278.2K1.302.15N/AN/A2,4073,134126,58597,613
2024-02-21$7.26$10.0058.1%16.6%67.6%35.7%57.9%8.1%1.4%-85.3K29.0M-275.6K2.833.46N/AN/A1,3933,938127,36099,191
2024-02-22$7.28$10.0054.1%15.5%67.3%31.3%53.7%11.8%2.8%-131.1K30.6M-268.4K0.482.20N/AN/A2,8681,381128,323102,527
2024-02-23$7.44$10.0057.1%16.4%66.6%34.6%57.1%8.1%-0.4%-91.0K28.2M-282.3K6.314.11N/AN/A1,5279,634129,670102,785
2024-02-26$7.42$10.0057.0%16.4%66.6%34.6%57.0%-13.7%-0.3%-120.2K29.0M-288.9K4.554.20N/AN/A5212,369130,441111,772
2024-02-27$7.78$10.0057.5%16.5%69.4%35.1%57.0%-10.8%-0.1%-83.5K25.4M-315.2K1.073.54N/AN/A2,2182,382130,395112,893
2024-02-28$7.88$10.0059.6%17.1%69.7%37.5%59.6%-10.0%-1.4%-57.1K23.8M-319.9K0.452.68N/AN/A2,2991,029131,203114,588
2024-02-29$7.83$10.0057.5%16.5%69.2%35.1%57.5%-9.9%-0.8%-90.9K24.1M-305.3K0.323.58N/AN/A1,875608130,816114,219