HTZ Options History — September 2024

In September 2024, HTZ traded between $2.62 and $3.71. ATM implied volatility averaged 93.8%, placing in the 69.6% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 11.4% (HV 20d: 82.4%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.65.

Notable Days

  • 2024-09-20: Highest Volume — 31,268 contracts
  • 2024-09-10: Largest IV spike — 11.3% change
  • 2024-09-30: Highest IV Rank — 78.4%
  • 2024-09-10: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.14$2.62$3.71$3.02$3.29
Max Pain$3.13$3.00$4.00$4.00$3.00
ATM IV93.8%83.0%103.4%83.0%103.4%
Expected Move26.2%23.5%28.3%23.5%27.5%
HV 20d82.4%69.7%95.7%73.3%88.6%
HV 60d88.4%86.4%91.2%88.4%88.7%
IV Rank69.6%60.3%78.4%60.3%78.4%
IV Percentile82.5%73.4%89.3%73.4%89.3%
Term Structure1.0%-7.4%12.1%-0.3%1.8%
VWIV92.3%84.9%100.5%86.5%96.1%
Skew 25d4.1%-8.8%18.4%-0.3%1.4%
Skew 10d17.5%-29.5%46.4%13.3%0.4%
Call IV 25d94.4%81.7%108.2%86.9%108.2%
Put IV 25d98.5%83.9%113.4%86.7%109.6%
Bid-Ask Spread %27.748.7250.4232.6814.97
Gamma HHI0.220.130.300.250.13
Net GEX-88.0K-171.4K30.9K-141.1K27.6K
Net DEX12.9M3.9M20.6M16.7M7.1M
Net VEX-211.7K-258.1K-179.9K-219.3K-207.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.650.0610.870.660.06
Total Volume6,257.351,58931,2682,7266,862
Total OI337,242.25274,934370,168355,964277,939

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$3.02$4.0083.0%23.5%73.3%60.3%86.5%-0.3%-0.3%-141.1K16.7M-219.3K0.6632.68N/AN/A1,6471,079172,635183,329
2024-09-04$2.94$4.0084.7%24.4%73.2%62.1%93.8%10.7%7.8%-141.0K18.2M-204.7K1.928.72N/AN/A1,1262,159173,322183,145
2024-09-05$2.81$3.0085.2%25.8%74.1%61.8%89.2%1.3%-2.2%-143.0K18.7M-198.4K0.9247.50N/AN/A957883173,934183,646
2024-09-06$2.74$3.0089.3%26.4%73.3%66.3%84.9%-8.4%-7.4%-140.0K19.6M-191.6K0.6245.91N/AN/A979610174,182183,996
2024-09-09$2.83$3.0088.8%25.1%73.9%65.1%86.4%-0.9%-2.0%-147.9K18.9M-198.1K0.1040.86N/AN/A2,098220172,464183,751
2024-09-10$2.62$3.0098.9%28.3%76.2%76.4%96.4%11.9%-1.4%-118.6K18.1M-183.6K5.4646.22N/AN/A1,3427,333172,640182,945
2024-09-11$2.66$3.00100.1%27.2%71.5%77.7%92.7%18.4%-5.3%-131.7K20.5M-179.9K0.9450.42N/AN/A2,3192,187173,312188,546
2024-09-12$2.74$3.0096.0%27.1%69.7%73.2%93.6%-8.8%6.4%-154.4K20.6M-187.9K0.7841.89N/AN/A1,6811,305174,049189,792
2024-09-13$2.96$3.0091.7%26.4%72.3%68.3%92.3%14.8%-0.9%-171.4K16.9M-210.6K0.5916.22N/AN/A1,606948175,149190,883
2024-09-16$3.34$3.0095.6%27.3%85.6%72.6%97.6%5.2%-2.2%-139.3K10.9M-216.0K0.2232.97N/AN/A6,4911,423174,736186,605
2024-09-17$3.63$3.0090.7%25.9%90.5%65.7%92.0%12.0%12.1%-109.0K8.4M-241.4K0.3130.63N/AN/A7,0422,198178,021186,648
2024-09-18$3.71$3.0092.3%26.5%90.6%67.6%95.5%1.5%0.2%-66.6K3.9M-258.1K1.5143.24N/AN/A4,0546,113182,738187,430
2024-09-19$3.41$3.0094.2%26.7%95.7%69.8%93.4%3.0%4.4%-142.7K9.4M-232.1K0.2919.95N/AN/A2,159618184,028182,709
2024-09-20$3.33$3.0090.0%25.2%88.7%65.0%88.5%2.4%6.2%-28.3K12.6M-225.5K10.8713.99N/AN/A2,63428,634184,802182,872
2024-09-23$3.37$3.0094.6%26.8%86.6%69.4%93.9%11.4%2.6%-14.2K7.3M-217.6K0.2212.17N/AN/A3,958887128,936145,998
2024-09-24$3.58$3.0096.0%24.8%87.8%68.9%87.3%11.3%-2.3%30.9K5.0M-229.1K0.8323.27N/AN/A2,1201,766133,255146,342
2024-09-25$3.29$3.50101.3%26.6%92.8%75.8%93.6%0.5%-5.9%-10.6K7.6M-213.9K4.3813.12N/AN/A6682,924134,241147,721
2024-09-26$3.20$3.0097.6%26.1%91.7%71.0%100.5%-1.5%3.6%-29.0K9.2M-208.2K0.2011.00N/AN/A1,730348134,506148,870
2024-09-27$3.25$3.00101.8%27.2%91.6%76.3%92.2%-3.4%5.1%10.6K8.2M-211.7K2.209.18N/AN/A3,7588,281135,743148,985
2024-09-30$3.29$3.00103.4%27.5%88.6%78.4%96.1%1.4%1.8%27.6K7.1M-207.0K0.0614.97N/AN/A6,457405137,690140,249