HTZ Options History — August 2024 In August 2024, HTZ traded between $3.06 and $3.75. ATM implied volatility averaged 86.9%, placing in the 64.5% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded below realized volatility by 0.7% (HV 20d: 87.6%). Max pain ranged from $3.50 to $5.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.98.
Notable Days 2024-08-23 : Highest Volume — 21,086 contracts2024-08-16 : Largest IV spike — 11.0% change2024-08-05 : Highest IV Rank — 82.8%2024-08-05 : Largest Expected Move — 30.7%Monthly Statistics Metric Avg Min Max Open Close Price $3.47 $3.06 $3.75 $3.75 $3.06 Max Pain $4.39 $3.50 $5.00 $3.50 $4.00 ATM IV 86.9% 75.3% 104.1% 97.4% 78.8% Expected Move 25.4% 21.9% 30.7% 27.8% 23.4% HV 20d 87.6% 70.6% 104.8% 104.8% 73.3% HV 60d 88.1% 84.6% 92.0% 92.0% 88.8% IV Rank 64.5% 52.0% 82.8% 75.8% 55.9% IV Percentile 77.8% 67.5% 90.1% 87.7% 68.7% Term Structure 1.7% -5.9% 9.4% 0.7% 1.1% VWIV 91.5% 79.3% 135.8% 95.7% 84.2% Skew 25d 7.9% -0.8% 20.7% 6.6% 14.1% Skew 10d 33.1% -21.8% 58.6% -21.8% 40.4% Call IV 25d 85.9% 70.2% 105.4% 97.7% 70.4% Put IV 25d 93.8% 80.7% 111.2% 104.3% 84.5% Bid-Ask Spread % 34.70 8.06 60.61 44.55 19.57 Gamma HHI 0.19 0.12 0.24 0.13 0.21 Net GEX -89.8K -168.2K -15.2K -15.2K -107.1K Net DEX 12.4M 7.5M 17.1M 7.8M 16.1M Net VEX -248.6K -287.1K -216.7K -286.5K -216.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.09 4.46 0.55 0.30 Total Volume 4,573.182 779 21,086 7,486 3,126 Total OI 366,332.455 345,859 379,232 378,027 355,885
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 2024-08-01 $3.75 $3.50 97.4% 27.8% 104.8% 75.8% 95.7% 6.6% 0.7% -15.2K 7.8M -286.5K 0.55 44.55 N/A N/A 4,817 2,669 177,467 200,560 2024-08-02 $3.75 $3.50 102.7% 29.9% 104.5% 81.4% 108.5% 0.1% 1.2% -19.3K 7.7M -285.8K 1.67 46.80 N/A N/A 2,027 3,380 177,868 201,364 2024-08-05 $3.74 $5.00 104.1% 30.7% 104.5% 82.8% 110.6% 14.3% 1.4% -32.3K 7.5M -287.1K 0.96 60.61 N/A N/A 4,027 3,876 170,636 200,922 2024-08-06 $3.63 $5.00 96.6% 28.1% 100.4% 74.8% 135.8% 6.6% 2.3% -36.3K 10.0M -272.3K 0.15 45.16 N/A N/A 2,247 341 173,449 202,117 2024-08-07 $3.62 $5.00 95.0% 27.0% 100.3% 73.1% 95.3% 6.3% 1.9% -49.4K 9.9M -267.4K 0.62 51.35 N/A N/A 1,255 778 174,997 202,281 2024-08-08 $3.69 $5.00 88.7% 27.5% 87.7% 66.5% 93.0% 6.0% 1.9% -55.2K 10.1M -270.2K 0.88 56.18 N/A N/A 415 364 175,278 202,204 2024-08-09 $3.51 $5.00 89.4% 25.8% 87.5% 67.1% 97.4% 9.9% 4.9% -83.0K 11.7M -259.3K 0.23 40.96 N/A N/A 1,757 401 175,351 202,713 2024-08-12 $3.33 $4.50 91.4% 26.4% 86.2% 69.3% 98.5% 11.0% -1.6% -126.5K 13.3M -227.3K 1.29 43.24 N/A N/A 1,988 2,569 171,776 201,532 2024-08-13 $3.55 $4.50 88.3% 25.4% 88.0% 66.0% 88.3% 8.0% -1.9% -93.1K 10.0M -230.3K 4.46 47.74 N/A N/A 499 2,224 171,899 202,440 2024-08-14 $3.30 $4.50 84.5% 24.5% 90.1% 61.9% 85.5% 11.4% 2.8% -161.3K 16.0M -238.1K 0.25 40.34 N/A N/A 3,738 931 172,127 202,472 2024-08-15 $3.50 $4.50 75.3% 23.9% 90.6% 52.0% 82.4% 5.2% 9.4% -114.9K 14.1M -246.9K 1.78 45.05 N/A N/A 2,450 4,371 175,210 202,363 2024-08-16 $3.49 $4.50 83.5% 23.4% 83.8% 60.9% 84.1% 20.7% -5.9% -119.6K 13.9M -242.5K 0.47 59.21 N/A N/A 1,467 690 176,733 202,265 2024-08-19 $3.42 $4.50 76.3% 21.9% 81.6% 53.1% 81.6% 6.3% 8.6% -91.2K 13.4M -245.2K 0.19 27.19 N/A N/A 1,748 336 162,859 190,937 2024-08-20 $3.48 $4.50 83.2% 23.9% 81.2% 60.5% 84.2% 14.6% 2.0% -89.7K 13.9M -242.1K 2.08 8.81 N/A N/A 950 1,972 163,879 190,739 2024-08-21 $3.45 $4.50 85.2% 24.4% 79.9% 62.7% 81.8% -0.8% 3.5% -96.4K 13.8M -242.7K 0.09 18.21 N/A N/A 1,728 150 164,685 193,141 2024-08-22 $3.12 $4.50 85.6% 24.6% 82.7% 63.1% 87.0% 1.0% -0.8% -168.2K 17.1M -224.5K 0.52 8.06 N/A N/A 2,235 1,166 164,948 193,054 2024-08-23 $3.30 $4.00 81.2% 23.2% 84.2% 58.4% 87.5% 15.9% 0.3% -152.8K 14.7M -231.5K 3.25 16.84 N/A N/A 4,957 16,129 166,702 192,109 2024-08-26 $3.45 $4.00 80.3% 23.7% 83.6% 57.4% 84.8% 7.3% -2.6% -102.8K 12.6M -237.7K 0.27 17.38 N/A N/A 2,882 781 166,767 179,092 2024-08-27 $3.50 $4.00 80.7% 24.1% 83.9% 57.9% 79.3% 3.3% 7.2% -92.1K 11.3M -250.5K 0.18 17.08 N/A N/A 8,905 1,563 168,294 179,715 2024-08-28 $3.33 $4.00 81.8% 24.6% 77.4% 59.0% 85.1% 2.6% -3.3% -70.2K 13.8M -233.1K 0.33 17.34 N/A N/A 924 303 173,817 181,174 2024-08-29 $3.26 $4.00 82.2% 23.6% 70.6% 59.5% 82.2% 3.9% 2.9% -99.8K 14.2M -231.9K 0.93 31.83 N/A N/A 763 711 174,237 181,256 2024-08-30 $3.06 $4.00 78.8% 23.4% 73.3% 55.9% 84.2% 14.1% 1.1% -107.1K 16.1M -216.7K 0.30 19.57 N/A N/A 2,401 725 174,601 181,284
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