HTZ Options History — April 2024 In April 2024, HTZ traded between $4.42 and $7.72. ATM implied volatility averaged 76.2%, placing in the 56.4% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 15.8% (HV 20d: 60.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.77.
Notable Days 2024-04-25 : Highest Volume — 63,704 contracts2024-04-25 : Largest IV drop — 27.1% change2024-04-23 : Highest IV Rank — 83.8%2024-04-23 : Largest Expected Move — 28.8%Monthly Statistics Metric Avg Min Max Open Close Price $6.41 $4.42 $7.72 $7.62 $4.53 Max Pain $7.09 $5.00 $7.50 $7.50 $5.00 ATM IV 76.2% 57.5% 100.4% 57.5% 77.0% Expected Move 22.4% 16.5% 28.8% 16.5% 22.1% HV 20d 60.4% 46.3% 102.3% 54.6% 102.3% HV 60d 61.6% 56.7% 78.2% 58.1% 78.2% IV Rank 56.4% 35.1% 83.8% 35.1% 57.2% IV Percentile 90.2% 67.5% 98.8% 67.5% 91.7% Term Structure -7.6% -24.0% 12.7% 12.7% -10.2% VWIV 79.7% 56.9% 99.8% 56.9% 86.0% Skew 25d 10.1% -0.5% 59.7% 11.7% 19.9% Skew 10d 22.3% -7.5% 107.0% 18.1% 10.5% Call IV 25d 76.3% 48.1% 100.6% 48.1% 68.1% Put IV 25d 86.4% 59.9% 110.6% 59.9% 88.0% Bid-Ask Spread % 25.86 4.79 52.73 10.50 41.86 Gamma HHI 0.22 0.15 0.38 0.19 0.23 Net GEX -4.2K -157.7K 133.8K 133.8K -141.8K Net DEX 23.9M 12.3M 33.5M 17.9M 17.8M Net VEX -255.0K -317.2K -173.9K -300.7K -240.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.77 0.15 6.14 1.09 0.15 Total Volume 14,194.273 647 63,704 1,375 16,447 Total OI 240,978.091 215,456 336,618 215,456 336,618
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 2024-04-01 $7.62 $7.50 57.5% 16.5% 54.6% 35.1% 56.9% 11.7% 12.7% 133.8K 17.9M -300.7K 1.09 10.50 N/A N/A 659 716 110,920 104,536 2024-04-02 $7.49 $7.50 58.2% 16.7% 46.3% 35.9% 58.2% 9.6% 12.4% 123.3K 19.1M -294.0K 0.66 6.75 N/A N/A 793 526 111,147 104,785 2024-04-03 $7.63 $7.50 60.9% 17.5% 46.4% 39.0% 61.0% 59.7% 11.0% 129.8K 17.6M -304.1K 1.29 7.01 N/A N/A 282 365 111,229 104,860 2024-04-04 $7.21 $7.50 66.7% 21.2% 50.8% 45.6% 87.3% 10.5% -7.4% 96.6K 21.8M -281.2K 6.14 46.71 N/A N/A 1,366 8,390 111,300 104,914 2024-04-05 $7.28 $7.50 63.3% 21.1% 49.7% 41.8% 74.1% 7.3% -7.5% 78.9K 22.8M -298.9K 0.49 52.73 N/A N/A 704 342 111,852 112,399 2024-04-08 $7.39 $7.50 62.5% 21.8% 47.7% 40.8% 76.3% 6.9% -10.2% 82.7K 22.3M -300.9K 0.35 47.91 N/A N/A 2,091 734 112,022 112,780 2024-04-09 $7.72 $7.50 64.7% 21.8% 50.5% 43.3% 82.0% 8.5% -7.7% 97.8K 18.6M -317.2K 1.22 28.76 N/A N/A 1,413 1,725 111,854 112,732 2024-04-10 $7.28 $7.50 77.1% 22.1% 54.4% 57.4% 71.1% 3.6% -9.6% 65.7K 22.9M -297.3K 3.33 30.06 N/A N/A 1,616 5,386 111,942 113,583 2024-04-11 $7.19 $7.50 75.4% 21.6% 54.5% 55.5% 73.1% 9.3% -9.6% 65.6K 25.7M -285.5K 0.59 4.79 N/A N/A 1,788 1,062 112,346 114,894 2024-04-12 $6.91 $7.50 77.3% 22.2% 54.0% 57.6% 80.0% 0.0% -8.5% 46.0K 27.3M -278.7K 0.93 29.43 N/A N/A 1,682 1,570 113,381 115,471 2024-04-15 $6.88 $7.50 79.5% 22.8% 53.6% 60.1% 88.5% 10.9% -11.4% 27.3K 29.4M -265.8K 3.87 48.13 N/A N/A 1,419 5,494 113,639 115,550 2024-04-16 $6.56 $7.50 77.7% 22.3% 52.3% 58.1% 78.5% 17.7% -9.3% -29.2K 31.2M -249.1K 0.33 48.30 N/A N/A 1,961 651 114,281 118,057 2024-04-17 $6.38 $7.50 79.3% 22.7% 52.6% 59.9% 79.6% 12.1% -10.9% -37.1K 31.8M -238.8K 5.41 33.48 N/A N/A 2,424 13,104 114,731 117,615 2024-04-18 $5.99 $7.50 94.7% 27.1% 54.2% 77.3% 95.4% 6.4% -14.4% -63.1K 33.5M -207.1K 1.39 30.96 N/A N/A 10,197 14,205 115,818 116,894 2024-04-19 $5.89 $7.50 94.0% 26.9% 53.8% 76.6% 94.5% -0.5% -15.3% -98.7K 32.7M -208.6K 0.99 9.62 N/A N/A 1,870 1,848 120,268 124,955 2024-04-22 $5.89 $7.50 92.8% 26.6% 53.7% 75.1% 95.9% 8.6% -20.6% -104.6K 32.0M -211.7K 0.99 22.11 N/A N/A 3,548 3,497 112,836 121,642 2024-04-23 $5.50 $7.50 100.4% 28.8% 52.4% 83.8% 99.8% 2.0% -17.2% -121.5K 32.9M -195.2K 1.26 13.61 N/A N/A 18,318 23,027 114,845 123,175 2024-04-24 $5.80 $7.50 98.9% 28.4% 56.0% 82.1% 99.1% 2.8% -24.0% -43.3K 12.3M -227.8K 0.61 12.88 N/A N/A 19,952 12,174 130,171 110,004 2024-04-25 $4.59 $6.00 72.1% 20.7% 94.0% 51.7% 74.9% 0.6% -1.0% -157.7K 23.3M -173.9K 0.83 24.36 N/A N/A 34,744 28,960 145,295 115,897 2024-04-26 $4.42 $5.00 73.9% 21.2% 94.0% 53.7% 73.2% 4.9% -4.0% -117.8K 18.9M -189.4K 2.43 9.10 N/A N/A 10,577 25,743 164,640 122,024 2024-04-29 $4.79 $5.00 72.7% 20.8% 101.7% 52.4% 68.4% 10.6% -5.1% -125.2K 14.4M -243.9K 4.56 9.84 N/A N/A 5,196 23,708 169,328 144,288 2024-04-30 $4.53 $5.00 77.0% 22.1% 102.3% 57.2% 86.0% 19.9% -10.2% -141.8K 17.8M -240.3K 0.15 41.86 N/A N/A 14,264 2,183 169,820 166,798
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