HTZ Options History — May 2024 In May 2024, HTZ traded between $4.29 and $6.00. ATM implied volatility averaged 75.4%, placing in the 55.4% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded below realized volatility by 36.8% (HV 20d: 112.2%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.55.
Notable Days 2024-05-14 : Highest Volume — 47,371 contracts2024-05-13 : Largest IV spike — 48.2% change2024-05-14 : Highest IV Rank — 87.4%2024-05-14 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $5.01 $4.29 $6.00 $4.50 $4.29 Max Pain $5.84 $5.00 $6.00 $5.00 $5.50 ATM IV 75.4% 65.8% 103.6% 76.5% 71.9% Expected Move 20.7% 18.8% 23.9% 21.9% 20.6% HV 20d 112.2% 87.3% 131.6% 101.3% 87.3% HV 60d 82.8% 76.5% 86.0% 77.9% 85.9% IV Rank 55.4% 44.5% 87.4% 56.7% 51.4% IV Percentile 86.2% 73.4% 99.2% 91.3% 82.5% Term Structure 1.9% -7.8% 10.6% -6.7% -3.7% VWIV 74.2% 68.0% 86.4% 82.0% 68.5% Skew 25d -1.6% -14.4% 11.8% 5.5% 11.8% Skew 10d -1.7% -48.0% 53.9% -2.2% 30.2% Call IV 25d 76.3% 67.2% 96.9% 82.0% 69.3% Put IV 25d 74.8% 66.4% 87.6% 87.6% 81.1% Bid-Ask Spread % 32.28 8.56 67.37 49.43 14.19 Gamma HHI 0.17 0.14 0.31 0.15 0.15 Net GEX 72.3K -124.8K 685.5K -48.2K -124.8K Net DEX 6.7M -20.0M 17.7M 17.7M 17.1M Net VEX -299.8K -350.6K -244.7K -259.6K -265.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.55 0.11 10.86 0.30 0.82 Total Volume 9,153.636 1,372 47,371 2,873 8,075 Total OI 356,297.545 337,523 386,498 349,626 352,203
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 2024-05-01 $4.50 $5.00 76.5% 21.9% 101.3% 56.7% 82.0% 5.5% -6.7% -48.2K 17.7M -259.6K 0.30 49.43 N/A N/A 2,209 664 182,401 167,225 2024-05-02 $5.00 $5.00 80.4% 23.1% 110.7% 61.1% 86.4% -14.4% -4.0% 31.7K 8.0M -301.0K 0.20 14.91 N/A N/A 14,114 2,801 181,983 167,264 2024-05-03 $4.84 $5.00 76.4% 21.9% 110.3% 56.6% 76.2% -2.7% -7.8% 10.1K 12.1M -283.9K 0.85 63.96 N/A N/A 2,604 2,221 186,775 168,457 2024-05-06 $5.17 $6.00 75.0% 20.7% 113.9% 55.0% 73.1% -2.3% 5.9% 80.1K 5.3M -303.9K 0.58 18.74 N/A N/A 7,948 4,633 187,473 168,417 2024-05-07 $4.99 $6.00 68.1% 19.6% 111.7% 47.2% 68.7% -0.2% 6.0% 62.8K 9.4M -290.4K 0.45 15.03 N/A N/A 1,521 683 191,928 169,110 2024-05-08 $4.83 $6.00 78.6% 18.8% 110.9% 59.1% 68.4% 3.6% 10.6% 39.9K 10.8M -244.7K 5.01 8.60 N/A N/A 784 3,929 192,553 169,301 2024-05-09 $4.91 $6.00 75.6% 19.0% 111.7% 55.7% 69.6% -3.2% 8.0% 37.5K 11.9M -283.8K 0.14 9.04 N/A N/A 2,747 391 192,805 169,499 2024-05-10 $4.88 $6.00 66.0% 19.3% 111.5% 44.8% 68.0% 3.9% 8.4% 27.7K 12.3M -282.1K 2.02 20.56 N/A N/A 1,077 2,176 193,845 169,619 2024-05-13 $5.50 $6.00 97.9% 20.5% 121.6% 80.9% 75.4% 3.9% 7.3% 253.3K -6.2M -322.2K 0.19 8.56 N/A N/A 16,335 3,138 194,438 167,064 2024-05-14 $6.00 $6.00 103.6% 23.9% 125.6% 87.4% 86.3% -4.6% 2.1% 400.4K -20.0M -350.6K 0.11 41.95 N/A N/A 42,645 4,726 197,537 168,961 2024-05-15 $5.42 $6.00 77.8% 22.3% 130.1% 58.2% 78.0% -2.0% 5.1% 193.6K -3.6M -318.5K 0.83 36.96 N/A N/A 8,690 7,241 204,189 171,145 2024-05-16 $5.71 $6.00 77.5% 22.2% 130.1% 57.8% 80.0% 5.3% 0.3% 367.4K -11.8M -338.8K 0.24 65.40 N/A N/A 4,931 1,179 206,182 176,111 2024-05-17 $5.54 $6.00 75.2% 21.6% 130.3% 55.3% 78.6% -6.7% -0.6% 685.5K -8.7M -332.0K 7.95 20.35 N/A N/A 1,598 12,702 208,345 178,153 2024-05-20 $5.25 $6.00 70.9% 20.3% 131.6% 50.3% 77.2% -14.1% -0.8% 22.4K 5.8M -330.3K 0.21 26.79 N/A N/A 5,691 1,209 169,470 168,053 2024-05-21 $5.13 $6.00 69.4% 19.9% 129.7% 48.7% 69.7% -2.9% -0.2% -3.9K 7.7M -318.8K 0.84 41.00 N/A N/A 1,970 1,648 170,402 168,814 2024-05-22 $5.00 $6.00 65.8% 18.9% 128.1% 44.5% 68.3% -2.6% 6.6% -34.8K 9.8M -314.2K 0.32 56.39 N/A N/A 1,038 334 171,424 169,870 2024-05-23 $4.78 $6.00 68.9% 19.8% 97.8% 48.1% 69.3% -5.5% 2.6% -71.4K 13.0M -292.6K 0.36 58.03 N/A N/A 3,222 1,146 171,935 170,057 2024-05-24 $4.79 $6.00 67.9% 19.5% 96.6% 46.9% 70.7% -3.7% -1.8% -75.5K 13.3M -297.7K 0.63 15.52 N/A N/A 1,406 882 173,808 171,009 2024-05-28 $4.67 $6.00 70.2% 20.1% 92.7% 49.5% 72.6% -8.9% 1.3% -93.4K 14.3M -290.6K 0.54 67.37 N/A N/A 5,424 2,940 174,697 171,796 2024-05-29 $4.47 $6.00 72.4% 20.7% 91.9% 52.0% 72.6% -4.1% -0.9% -87.8K 15.7M -283.9K 10.86 40.99 N/A N/A 820 8,909 179,026 174,214 2024-05-30 $4.61 $6.00 72.4% 20.8% 92.5% 52.0% 72.9% 9.4% 3.7% -82.8K 13.1M -291.0K 0.69 16.40 N/A N/A 1,764 1,215 179,263 171,725 2024-05-31 $4.29 $5.50 71.9% 20.6% 87.3% 51.4% 68.5% 11.8% -3.7% -124.8K 17.1M -265.3K 0.82 14.19 N/A N/A 4,428 3,647 180,295 171,908
« Apr 2024 | All History | Jun 2024 » Home HTZ History May 2024