HTZ Options History — November 2024

In November 2024, HTZ traded between $2.83 and $4.97. ATM implied volatility averaged 92.7%, placing in the 60.7% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 19.0% (HV 20d: 73.6%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.34.

Notable Days

  • 2024-11-14: Highest Volume — 73,330 contracts
  • 2024-11-12: Largest IV drop — 14.9% change
  • 2024-11-05: Highest IV Rank — 85.8%
  • 2024-11-01: Largest Expected Move — 35.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.76$2.83$4.97$2.83$4.97
Max Pain$3.70$3.00$4.00$3.00$3.50
ATM IV92.7%80.8%109.7%103.0%83.9%
Expected Move26.9%24.3%35.1%35.1%25.5%
HV 20d73.6%65.4%89.0%65.6%78.5%
HV 60d76.2%72.3%80.2%76.2%80.1%
IV Rank60.7%42.3%85.8%76.8%47.0%
IV Percentile65.4%47.2%86.5%80.2%52.4%
Term Structure-1.8%-11.5%6.1%0.4%-4.2%
VWIV97.0%83.5%128.0%128.0%97.6%
Skew 25d7.9%-3.8%16.8%4.6%10.2%
Skew 10d39.0%-23.0%70.8%6.2%-23.0%
Call IV 25d91.6%79.2%109.9%99.5%83.6%
Put IV 25d99.5%85.6%122.7%104.0%93.8%
Bid-Ask Spread %39.5415.8256.2838.3644.94
Gamma HHI0.280.120.510.340.20
Net GEX209.9K-2.3K570.1K-2.3K330.8K
Net DEX-10.5M-37.8M11.5M11.5M-37.8M
Net VEX-222.6K-275.8K-177.4K-177.4K-275.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.029.360.640.18
Total Volume13,9141,21773,3306,89117,805
Total OI363,154.6319,937389,394356,120371,655

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$2.83$3.00103.0%35.1%65.6%76.8%128.0%4.6%0.4%-2.3K11.5M-177.4K0.6438.36N/AN/A4,2082,683187,309168,811
2024-11-04$2.90$4.00107.9%31.1%65.5%83.5%104.5%5.1%-4.6%16.8K10.6M-178.0K0.4835.46N/AN/A1,539737186,844169,097
2024-11-05$2.96$4.00109.7%30.4%65.4%85.8%109.9%12.8%-5.8%46.1K8.1M-181.9K0.7435.04N/AN/A1,266933187,819168,860
2024-11-06$3.10$4.00100.3%29.0%67.9%72.9%110.6%16.4%3.8%126.1K5.4M-189.2K1.4437.94N/AN/A2,4243,497188,735169,145
2024-11-07$3.10$4.00102.6%29.3%66.1%76.1%103.2%8.3%2.1%125.5K4.9M-189.3K0.9038.73N/AN/A640577190,544172,386
2024-11-08$3.16$4.00105.8%28.2%65.7%80.5%101.3%16.8%-11.5%131.9K4.0M-190.3K0.5337.96N/AN/A1,881999190,862172,449
2024-11-11$3.34$4.00107.8%29.7%68.2%82.3%124.8%15.0%-3.3%190.7K125.5K-195.9K2.4335.91N/AN/A9,55223,252189,632171,856
2024-11-12$3.70$4.0091.8%24.5%74.8%59.3%85.8%14.9%-5.1%39.9K-14.6M-203.3K0.5036.41N/AN/A8,0313,998196,752186,947
2024-11-13$3.75$4.0087.0%25.8%70.9%52.5%88.8%1.5%3.6%570.1K-16.5M-210.4K0.2639.28N/AN/A11,4012,935197,622184,236
2024-11-14$4.01$4.0086.2%24.4%73.8%51.3%95.5%7.6%-4.0%206.9K-23.9M-218.2K0.0216.10N/AN/A71,7931,537198,237184,478
2024-11-15$4.05$3.5085.0%24.6%73.7%49.5%83.5%6.0%2.3%436.1K-22.7M-231.7K0.0915.82N/AN/A4,631396203,806185,588
2024-11-18$4.14$3.5085.4%24.3%66.3%50.2%89.4%8.9%-0.4%255.6K-17.3M-231.7K4.6147.22N/AN/A6,55030,227182,649137,288
2024-11-19$3.98$3.5085.9%24.9%69.2%50.9%86.5%5.9%-3.2%258.6K-11.7M-246.5K9.3650.45N/AN/A1,16510,906183,392164,018
2024-11-20$3.58$3.5089.7%25.7%80.2%56.3%88.4%3.4%-2.3%186.0K-2.9M-225.3K2.5544.55N/AN/A5,32813,590183,817162,040
2024-11-21$3.85$3.5089.3%25.8%80.8%55.3%93.0%6.2%-3.3%223.2K-9.0M-247.7K0.7549.02N/AN/A1,7631,330187,356175,196
2024-11-22$4.04$3.5088.0%25.9%81.9%53.3%89.8%4.2%-8.4%295.6K-14.0M-255.5K0.1756.28N/AN/A1,820304188,271176,291
2024-11-25$4.56$3.5081.5%25.0%89.0%43.4%86.8%9.4%2.0%254.0K-27.4M-267.1K0.3039.86N/AN/A10,3563,065187,009174,937
2024-11-26$4.53$3.5082.0%24.9%84.9%44.2%86.6%4.7%6.1%257.1K-27.1M-269.6K0.1047.45N/AN/A8,423869191,122175,875
2024-11-27$4.63$3.5080.8%24.9%84.6%42.3%85.0%-3.8%0.7%248.7K-30.0M-267.6K0.6943.96N/AN/A3,4742,395193,773176,388
2024-11-29$4.97$3.5083.9%25.5%78.5%47.0%97.6%10.2%-4.2%330.8K-37.8M-275.8K0.1844.94N/AN/A15,0612,744194,301177,354