HTZ Options History — October 2024 In October 2024, HTZ traded between $2.79 and $3.42. ATM implied volatility averaged 108.5%, placing in the 84.3% IV rank vs the trailing year. The 30-day expected move averaged 32.3%. IV traded above realized volatility by 38.0% (HV 20d: 70.4%). Max pain ranged from $3.00 to $3.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.55.
Notable Days 2024-10-29 : Highest Volume — 74,102 contracts2024-10-02 : Largest IV spike — 6.9% change2024-10-17 : Highest IV Rank — 94.0%2024-10-31 : Largest Expected Move — 37.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.11 $2.79 $3.42 $3.31 $2.79 Max Pain $3.26 $3.00 $3.50 $3.00 $3.00 ATM IV 108.5% 102.6% 115.7% 102.6% 105.6% Expected Move 32.3% 29.7% 37.2% 29.7% 37.2% HV 20d 70.4% 53.2% 88.3% 88.3% 67.7% HV 60d 79.4% 73.6% 88.7% 88.7% 76.2% IV Rank 84.3% 77.1% 94.0% 77.4% 80.4% IV Percentile 88.3% 82.5% 96.8% 88.5% 82.5% Term Structure -2.4% -11.3% 4.0% 4.0% 3.6% VWIV 113.8% 101.3% 138.4% 104.6% 138.4% Skew 25d 6.6% -6.9% 20.1% 3.7% 1.9% Skew 10d 27.5% -3.3% 59.7% 19.0% -3.3% Call IV 25d 107.1% 98.4% 119.6% 105.1% 98.4% Put IV 25d 113.7% 100.3% 121.3% 108.8% 100.3% Bid-Ask Spread % 32.96 11.60 47.36 13.49 13.35 Gamma HHI 0.22 0.14 0.38 0.17 0.33 Net GEX 71.3K 2.2K 232.9K 67.7K 2.2K Net DEX 8.0M 3.8M 11.5M 6.5M 11.5M Net VEX -188.4K -211.4K -164.4K -209.1K -178.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.02 4.15 0.02 0.48 Total Volume 8,395.652 733 74,102 10,519 3,115 Total OI 295,000.696 273,907 356,984 283,873 356,984
Daily Data (23 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 2024-10-01 $3.31 $3.00 102.6% 29.7% 88.3% 77.4% 104.6% 3.7% 4.0% 67.7K 6.5M -209.1K 0.02 13.49 N/A N/A 10,348 171 143,509 140,364 2024-10-02 $3.25 $3.00 109.7% 29.7% 88.0% 86.0% 101.3% 10.2% 1.3% 122.5K 6.6M -205.2K 0.04 11.60 N/A N/A 5,834 227 152,904 140,104 2024-10-03 $3.19 $3.50 106.2% 31.2% 86.5% 81.2% 104.6% 13.7% 1.2% 141.3K 6.6M -206.2K 0.47 41.58 N/A N/A 922 429 157,726 140,010 2024-10-04 $3.33 $3.50 103.2% 30.2% 86.6% 77.1% 109.1% 7.8% 0.4% 182.7K 5.1M -206.8K 0.13 46.97 N/A N/A 1,526 202 158,496 140,265 2024-10-07 $3.42 $3.50 109.8% 31.2% 86.4% 86.1% 108.1% 0.5% 0.1% 232.9K 3.8M -211.4K 0.21 47.36 N/A N/A 1,538 328 158,106 139,331 2024-10-08 $3.30 $3.50 112.8% 30.9% 82.0% 90.1% 125.8% 7.6% -5.3% 219.1K 5.7M -203.1K 0.72 42.98 N/A N/A 750 541 158,774 139,329 2024-10-09 $3.27 $3.50 107.8% 30.5% 82.3% 83.3% 109.7% 7.3% 0.6% 199.4K 6.2M -201.7K 0.05 42.91 N/A N/A 697 36 158,897 139,618 2024-10-10 $3.13 $3.50 108.2% 30.8% 84.1% 83.9% 107.7% 3.0% -4.2% 103.1K 8.7M -194.0K 0.47 46.49 N/A N/A 6,059 2,855 158,769 139,630 2024-10-11 $3.05 $3.50 109.2% 31.7% 80.6% 85.2% 108.9% -4.1% 1.9% 22.4K 8.4M -190.7K 0.79 39.12 N/A N/A 8,762 6,944 162,878 139,761 2024-10-14 $3.02 $3.50 112.0% 31.4% 67.1% 89.0% 116.8% 7.2% -0.2% 60.0K 9.0M -183.3K 0.38 33.80 N/A N/A 1,625 610 148,974 139,271 2024-10-15 $2.92 $3.50 113.2% 32.4% 59.1% 90.7% 117.7% -6.9% -1.1% 44.9K 10.5M -174.4K 0.42 35.41 N/A N/A 4,352 1,821 149,548 139,766 2024-10-16 $3.15 $3.50 109.7% 31.5% 65.8% 86.0% 115.7% 14.5% -1.3% 8.5K 7.0M -189.8K 4.15 36.79 N/A N/A 1,485 6,160 153,494 139,737 2024-10-17 $3.21 $3.50 115.7% 33.4% 59.9% 94.0% 110.6% 15.5% -5.8% 66.5K 6.8M -189.3K 0.54 34.00 N/A N/A 931 501 154,470 138,307 2024-10-18 $3.21 $3.50 109.7% 31.9% 59.4% 85.9% 107.8% 4.9% -10.7% 15.8K 6.7M -188.2K 0.07 36.82 N/A N/A 7,845 514 154,925 137,825 2024-10-21 $2.98 $3.00 105.6% 32.3% 64.4% 80.4% 111.5% 7.0% 3.8% 3.6K 10.7M -174.4K 0.33 23.52 N/A N/A 3,690 1,226 138,634 135,273 2024-10-22 $3.00 $3.00 105.4% 31.7% 59.7% 80.1% 111.8% 10.1% 3.2% 13.3K 10.1M -175.7K 1.12 36.45 N/A N/A 4,896 5,478 141,407 136,009 2024-10-23 $2.92 $3.00 107.3% 31.4% 53.2% 82.7% 109.7% 13.6% -3.9% 16.7K 10.3M -166.4K 0.29 11.92 N/A N/A 1,251 369 145,663 132,019 2024-10-24 $3.12 $3.00 111.5% 33.5% 58.3% 88.3% 107.1% 8.5% -8.1% 14.7K 8.1M -179.3K 0.21 36.13 N/A N/A 6,569 1,381 145,774 132,090 2024-10-25 $3.13 $3.00 110.6% 34.1% 58.0% 87.1% 117.3% 20.1% -11.3% 17.0K 7.8M -177.7K 0.35 40.55 N/A N/A 7,106 2,468 147,173 134,020 2024-10-28 $3.05 $3.00 107.0% 34.9% 58.3% 82.3% 116.4% -1.7% -9.0% 13.3K 9.4M -174.0K 0.12 16.52 N/A N/A 3,871 452 144,886 133,392 2024-10-29 $2.88 $3.00 105.9% 36.6% 61.2% 80.7% 135.9% 3.7% -9.7% 11.0K 10.3M -164.4K 1.07 34.65 N/A N/A 35,755 38,347 148,320 133,593 2024-10-30 $3.00 $3.00 106.2% 35.8% 63.3% 81.2% 120.3% 3.7% -3.8% 60.8K 8.5M -189.2K 0.22 35.69 N/A N/A 2,560 553 183,869 171,122 2024-10-31 $2.79 $3.00 105.6% 37.2% 67.7% 80.4% 138.4% 1.9% 3.6% 2.2K 11.5M -178.8K 0.48 13.35 N/A N/A 2,101 1,014 185,657 171,327
« Sep 2024 | All History | Nov 2024 » Home HTZ History October 2024