HTZ Options History — June 2024

In June 2024, HTZ traded between $3.12 and $4.11. ATM implied volatility averaged 90.6%, placing in the 72.6% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 15.9% (HV 20d: 74.7%). Max pain ranged from $4.00 to $5.50. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.36.

Notable Days

  • 2024-06-06: Highest Volume — 33,978 contracts
  • 2024-06-27: Largest IV spike — 15.2% change
  • 2024-06-28: Highest IV Rank — 100.0%
  • 2024-06-26: Largest Expected Move — 27.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.62$3.12$4.11$4.11$3.49
Max Pain$4.21$4.00$5.50$5.50$4.00
ATM IV90.6%72.9%116.1%81.9%116.1%
Expected Move24.9%20.9%27.8%23.5%25.8%
HV 20d74.7%42.2%92.1%87.8%90.4%
HV 60d88.5%85.2%95.1%85.8%95.0%
IV Rank72.6%52.6%100.0%62.8%100.0%
IV Percentile94.7%84.1%100.0%94.0%100.0%
Term Structure8.2%-6.2%26.3%-6.2%-4.0%
VWIV88.0%77.3%97.6%82.8%88.9%
Skew 25d0.6%-18.8%40.3%-0.9%0.2%
Skew 10d17.4%-21.1%63.2%8.3%63.2%
Call IV 25d91.3%71.1%114.4%84.9%114.4%
Put IV 25d91.9%73.8%114.7%84.0%114.7%
Bid-Ask Spread %48.979.4871.8150.5151.84
Gamma HHI0.130.110.170.150.14
Net GEX-63.1K-112.8K6.2K-112.8K6.2K
Net DEX15.4M4.4M21.9M17.8M5.8M
Net VEX-254.9K-298.6K-225.6K-259.3K-256.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.360.185.760.181.01
Total Volume11,874.3681,74033,97818,4501,740
Total OI374,028.105317,624426,326357,327332,653

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$4.11$5.5081.9%23.5%87.8%62.8%82.8%-0.9%-6.2%-112.8K17.8M-259.3K0.1850.51N/AN/A15,6852,765182,962174,365
2024-06-04$3.95$5.5072.9%20.9%83.9%52.6%80.0%-18.8%2.8%-82.8K17.9M-259.3K0.4250.20N/AN/A3,8641,641190,967176,031
2024-06-05$3.96$5.0078.9%22.6%83.7%59.4%77.3%3.2%-5.9%-90.1K16.7M-264.5K0.6650.71N/AN/A1,7651,173193,351175,113
2024-06-06$3.79$4.0083.5%22.6%84.1%64.6%81.7%0.2%9.1%-92.6K18.7M-251.6K5.7661.79N/AN/A5,02728,951194,415177,014
2024-06-07$3.75$4.0085.3%23.5%83.4%66.6%87.2%-1.8%7.7%-83.8K18.6M-254.7K0.5353.79N/AN/A5,1712,764197,380188,624
2024-06-10$3.67$4.0097.2%24.1%83.4%80.2%85.1%-2.3%3.7%-83.4K19.0M-247.8K0.4665.34N/AN/A1,656765200,024190,729
2024-06-11$3.44$4.0086.8%24.6%68.6%68.3%91.1%-7.2%8.7%-77.0K19.3M-231.9K0.739.48N/AN/A2,0191,469200,463191,200
2024-06-12$3.51$4.0088.4%25.4%57.5%70.3%87.9%-7.1%4.4%-75.5K19.5M-247.9K1.3671.81N/AN/A4,5406,175201,912191,209
2024-06-13$3.40$4.0084.1%24.1%50.3%65.3%85.6%-9.2%17.8%-62.3K19.4M-228.2K0.6154.09N/AN/A3,7542,277205,073194,456
2024-06-14$3.25$4.0087.5%25.1%42.2%69.2%89.8%-3.1%7.0%-57.3K18.2M-237.5K3.8669.50N/AN/A1,7006,566206,702194,475
2024-06-17$3.27$4.0093.8%26.9%43.9%76.3%92.0%3.7%5.0%-93.9K20.4M-225.6K2.7462.63N/AN/A3,0168,268207,794197,049
2024-06-18$3.12$4.0087.4%25.1%43.4%69.1%86.2%21.6%14.6%-110.1K21.9M-228.5K3.8056.43N/AN/A3,31312,595209,666197,706
2024-06-20$3.46$4.0088.9%25.5%63.2%70.8%97.6%-16.0%15.7%-98.3K18.3M-250.7K0.9647.48N/AN/A15,50514,937211,723203,747
2024-06-21$4.06$4.0095.3%27.3%89.7%78.1%97.1%-3.4%26.3%-8.4K8.7M-298.6K0.5445.94N/AN/A17,0649,130220,203206,123
2024-06-24$3.88$4.0093.9%26.9%89.7%76.4%95.0%-0.7%18.5%-16.0K4.4M-290.0K0.4331.37N/AN/A15,4176,650140,682176,942
2024-06-25$3.71$4.0090.7%26.0%90.4%72.8%88.9%-8.2%17.3%-8.6K7.8M-279.8K0.6422.37N/AN/A3,9482,516145,185178,294
2024-06-26$3.48$4.0097.1%27.8%92.1%80.0%84.6%20.4%11.3%-22.9K9.5M-270.0K0.8624.15N/AN/A2,7442,353146,491178,604
2024-06-27$3.46$4.00111.8%25.3%91.5%96.8%93.9%40.3%1.0%-29.3K10.1M-260.4K0.2351.03N/AN/A5,4481,242148,070179,137
2024-06-28$3.49$4.00116.1%25.8%90.4%100.0%88.9%0.2%-4.0%6.2K5.8M-256.2K1.0151.84N/AN/A867873152,686179,967