HTZ Options History — July 2024 In July 2024, HTZ traded between $3.33 and $4.51. ATM implied volatility averaged 114.3%, placing in the 94.3% IV rank vs the trailing year. The 30-day expected move averaged 32.6%. IV traded above realized volatility by 19.0% (HV 20d: 95.4%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.54.
Notable Days 2024-07-16 : Highest Volume — 13,050 contracts2024-07-02 : Largest IV spike — 16.3% change2024-07-05 : Highest IV Rank — 100.0%2024-07-29 : Largest Expected Move — 38.0%Monthly Statistics Metric Avg Min Max Open Close Price $3.86 $3.33 $4.51 $3.67 $4.13 Max Pain $3.61 $3.00 $4.00 $4.00 $3.50 ATM IV 114.3% 97.2% 120.1% 97.2% 112.9% Expected Move 32.6% 24.5% 38.0% 25.3% 37.9% HV 20d 95.4% 88.3% 106.7% 90.4% 98.3% HV 60d 96.1% 89.2% 103.1% 95.4% 91.1% IV Rank 94.3% 78.9% 100.0% 78.9% 92.3% IV Percentile 97.2% 92.5% 100.0% 96.0% 92.5% Term Structure -3.4% -17.7% 43.4% 43.4% -4.0% VWIV 116.8% 86.8% 148.7% 90.3% 128.5% Skew 25d 1.9% -11.4% 11.7% 10.2% 1.1% Skew 10d 18.5% -10.6% 66.5% 4.4% 37.0% Call IV 25d 117.1% 106.7% 125.2% 106.7% 116.5% Put IV 25d 118.9% 112.2% 126.1% 116.9% 117.7% Bid-Ask Spread % 21.66 11.73 49.20 49.20 21.02 Gamma HHI 0.14 0.11 0.19 0.14 0.12 Net GEX 47.7K -26.7K 173.0K 21.1K 45.4K Net DEX 4.5M -5.9M 11.2M 7.4M 1.8M Net VEX -284.7K -315.5K -249.2K -282.3K -307.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.07 1.68 0.51 0.18 Total Volume 5,629.909 1,080 13,050 3,920 11,295 Total OI 349,329.773 333,749 370,614 333,749 370,614
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 2024-07-01 $3.67 $4.00 97.2% 25.3% 90.4% 78.9% 90.3% 10.2% 43.4% 21.1K 7.4M -282.3K 0.51 49.20 N/A N/A 2,589 1,331 153,304 180,445 2024-07-02 $3.59 $4.00 113.1% 24.5% 89.7% 96.6% 86.8% -1.6% -17.7% 11.4K 8.8M -269.0K 0.96 48.53 N/A N/A 1,105 1,058 155,262 181,571 2024-07-03 $3.54 $4.00 115.1% 25.4% 88.9% 98.8% 92.2% -11.4% 1.9% 10.9K 7.1M -264.3K 0.26 11.73 N/A N/A 859 221 155,393 182,347 2024-07-05 $3.63 $4.00 120.0% 31.2% 89.5% 100.0% 115.2% -5.1% -0.9% 28.1K 7.3M -273.3K 0.30 22.61 N/A N/A 3,126 925 155,767 182,469 2024-07-08 $3.62 $4.00 120.1% 32.7% 88.3% 100.0% 113.1% 0.3% -5.7% 23.6K 8.3M -271.4K 1.23 20.79 N/A N/A 788 973 157,454 182,628 2024-07-09 $3.33 $4.00 119.4% 30.9% 92.9% 99.3% 110.1% -0.4% -11.9% -26.7K 11.2M -253.6K 0.08 23.93 N/A N/A 4,822 409 157,672 182,973 2024-07-10 $3.38 $4.00 114.5% 30.4% 92.9% 94.0% 110.3% 1.7% -10.4% 10.1K 10.2M -249.2K 0.07 15.23 N/A N/A 3,099 213 161,683 183,045 2024-07-11 $3.87 $3.50 112.6% 31.4% 102.3% 92.0% 111.9% 11.7% -5.9% 134.3K 4.0M -275.3K 0.24 25.96 N/A N/A 3,678 900 162,434 183,140 2024-07-12 $4.04 $3.50 113.8% 31.2% 103.0% 93.2% 111.7% -0.7% -7.3% 160.0K 1.2M -295.1K 0.18 19.25 N/A N/A 6,205 1,090 164,492 184,984 2024-07-15 $4.25 $3.00 114.7% 32.1% 103.1% 94.2% 118.5% 5.0% -5.6% 130.0K -1.1M -290.3K 0.73 17.97 N/A N/A 4,085 2,994 166,099 184,838 2024-07-16 $4.45 $3.00 112.3% 31.9% 101.5% 91.6% 114.1% 7.5% -0.7% 151.5K -5.9M -312.4K 0.29 23.29 N/A N/A 10,130 2,920 167,149 186,584 2024-07-17 $4.51 $3.50 115.0% 33.0% 101.5% 94.5% 117.0% 7.7% -11.3% 98.1K -5.9M -315.5K 0.30 17.48 N/A N/A 6,695 2,003 166,508 187,960 2024-07-18 $4.17 $3.50 116.6% 33.6% 104.6% 96.2% 117.1% 7.7% -2.0% 173.0K -1.2M -304.3K 0.77 15.43 N/A N/A 4,354 3,362 170,523 189,260 2024-07-19 $3.77 $3.50 116.0% 33.9% 106.7% 95.6% 118.9% 5.4% -7.6% -14.7K 7.0M -283.2K 0.81 26.06 N/A N/A 3,269 2,655 172,901 191,527 2024-07-22 $3.96 $3.50 114.6% 34.7% 91.4% 94.1% 118.9% 5.6% -0.7% 945 5.9M -287.8K 0.09 18.76 N/A N/A 5,831 533 157,772 185,010 2024-07-23 $3.81 $3.50 113.1% 33.8% 91.0% 92.5% 124.6% -1.1% -3.5% 17.3K 4.5M -287.9K 0.24 27.80 N/A N/A 3,648 874 162,967 185,279 2024-07-24 $3.65 $3.50 116.2% 35.1% 90.9% 95.8% 125.9% -8.3% -8.2% -20.0K 8.3M -277.2K 0.40 13.95 N/A N/A 2,638 1,042 165,378 186,010 2024-07-25 $3.90 $3.50 112.8% 35.3% 90.7% 92.2% 129.5% -2.1% -1.9% 67.4K 4.7M -293.8K 0.75 17.48 N/A N/A 850 634 167,302 186,802 2024-07-26 $4.06 $3.50 113.4% 36.4% 91.4% 92.8% 129.3% 1.5% -6.7% 35.1K 1.8M -301.1K 0.40 13.39 N/A N/A 2,405 972 167,745 187,253 2024-07-29 $3.80 $3.50 116.1% 38.0% 95.1% 95.8% 137.5% 6.0% -6.0% 1.1K 6.7M -283.3K 1.43 13.82 N/A N/A 2,534 3,626 165,972 187,041 2024-07-30 $3.77 $3.50 115.6% 37.9% 93.6% 95.1% 148.7% 0.3% -2.5% -8.9K 7.1M -286.0K 1.68 12.84 N/A N/A 4,151 6,967 167,434 192,264 2024-07-31 $4.13 $3.50 112.9% 37.9% 98.3% 92.3% 128.5% 1.1% -4.0% 45.4K 1.8M -307.2K 0.18 21.02 N/A N/A 9,569 1,726 171,212 199,402
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