HTZ Options History — December 2024

In December 2024, HTZ traded between $3.25 and $4.75. ATM implied volatility averaged 92.2%, placing in the 59.1% IV rank vs the trailing year. The 30-day expected move averaged 27.1%. IV traded above realized volatility by 4.9% (HV 20d: 87.3%). Max pain ranged from $3.50 to $4.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.21.

Notable Days

  • 2024-12-17: Highest Volume — 43,918 contracts
  • 2024-12-19: Largest IV spike — 10.0% change
  • 2024-12-19: Highest IV Rank — 76.7%
  • 2024-12-30: Largest Expected Move — 30.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.01$3.25$4.75$4.74$3.70
Max Pain$3.93$3.50$4.00$3.50$4.00
ATM IV92.2%82.0%104.2%87.0%97.0%
Expected Move27.1%24.5%30.9%28.3%26.9%
HV 20d87.3%75.2%100.8%82.9%76.2%
HV 60d78.1%73.4%81.5%80.7%78.9%
IV Rank59.1%44.2%76.7%51.4%66.1%
IV Percentile64.3%47.6%80.6%57.1%69.8%
Term Structure0.0%-15.7%11.1%-15.7%2.1%
VWIV97.8%82.0%120.7%99.1%100.0%
Skew 25d7.1%-2.1%17.3%9.8%8.3%
Skew 10d26.6%-29.7%60.3%21.5%58.4%
Call IV 25d92.4%81.5%114.8%81.5%94.8%
Put IV 25d99.5%86.1%114.5%91.3%103.2%
Bid-Ask Spread %31.3914.9057.1350.4257.13
Gamma HHI0.170.140.230.160.20
Net GEX110.1K-83.5K304.3K304.3K-83.5K
Net DEX-7.5M-31.4M9.3M-31.4M5.7M
Net VEX-228.3K-266.6K-194.8K-266.6K-217.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.086.800.380.68
Total Volume7,898.7141,83543,9184,0702,613
Total OI355,001.619322,735387,861374,558334,551

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$4.74$3.5087.0%28.3%82.9%51.4%99.1%9.8%-15.7%304.3K-31.4M-266.6K0.3850.42N/AN/A2,9511,119198,911175,647
2024-12-03$4.49$3.5086.6%26.9%87.7%50.8%117.7%4.6%0.2%294.8K-25.7M-261.2K0.2448.64N/AN/A9,8242,343198,873175,686
2024-12-04$4.42$3.5085.9%27.8%88.7%49.8%103.7%5.7%4.6%250.5K-19.4M-253.9K0.1144.77N/AN/A6,627751189,022176,776
2024-12-05$4.61$4.0087.5%24.7%88.5%52.2%90.5%6.0%-0.8%254.4K-23.4M-259.8K0.2614.90N/AN/A5,3711,402183,728177,102
2024-12-06$4.75$4.0082.0%25.0%88.3%44.2%82.0%2.7%1.6%242.7K-25.2M-255.8K0.2219.18N/AN/A2,274490184,404177,044
2024-12-09$4.74$4.0088.5%25.3%88.7%53.7%87.1%0.9%-1.1%246.7K-25.5M-257.3K0.2218.81N/AN/A4,7541,062181,181176,368
2024-12-10$4.50$4.0085.7%25.5%91.2%49.6%87.9%11.1%1.8%230.6K-20.1M-248.3K0.2133.13N/AN/A1,981419181,531176,765
2024-12-11$4.53$4.0085.1%24.5%85.1%48.7%84.5%7.4%0.6%237.9K-19.7M-242.3K0.0827.19N/AN/A1,984160182,943176,886
2024-12-12$4.25$4.0086.1%24.5%89.0%50.1%89.2%11.4%-2.2%217.3K-12.9M-233.7K0.2438.28N/AN/A2,829684182,881177,178
2024-12-13$4.24$4.0090.4%25.6%86.1%56.4%91.1%12.5%-3.4%200.2K-12.5M-233.9K1.8132.63N/AN/A1,1011,989182,921177,564
2024-12-16$3.81$4.0088.1%25.3%94.4%53.1%92.0%2.6%2.5%207.1K-2.5M-215.6K1.8825.94N/AN/A4,3298,138180,519177,821
2024-12-17$3.66$4.0092.4%26.5%94.8%59.3%91.4%9.7%3.8%-74.7K2.3M-194.8K0.2126.02N/AN/A36,4137,505182,176185,063
2024-12-18$3.29$4.0094.7%27.1%100.8%62.8%98.1%-2.1%-1.8%51.4K7.5M-204.5K3.6934.02N/AN/A1,3464,963183,415188,730
2024-12-19$3.25$4.00104.2%29.9%94.1%76.7%107.1%-0.3%3.9%-24.3K9.2M-198.5K3.7136.86N/AN/A4,63517,200184,066191,984
2024-12-20$3.42$4.0096.8%28.2%92.1%65.9%99.5%4.7%-4.1%-45.6K9.3M-210.2K1.0237.14N/AN/A1,0811,108185,902201,959
2024-12-23$3.41$4.0098.8%28.8%89.8%68.7%106.9%8.1%-1.0%-46.7K7.1M-208.1K0.8332.02N/AN/A1,7701,468149,116173,619
2024-12-24$3.49$4.0096.1%28.1%76.9%64.8%91.9%14.2%2.5%-32.0K5.6M-199.4K0.2227.59N/AN/A1,510325149,618174,957
2024-12-26$3.73$4.00100.2%29.7%82.0%70.8%106.1%8.4%-0.9%-32.6K3.7M-216.5K0.8017.38N/AN/A3,7302,989149,623175,109
2024-12-27$3.63$4.00101.7%29.3%81.3%73.0%108.0%6.1%-2.8%-30.8K3.9M-208.2K1.7717.04N/AN/A1,5632,766150,282177,603
2024-12-30$3.58$4.00102.1%30.9%75.2%73.6%120.7%17.3%11.1%-54.8K7.1M-208.6K6.8020.19N/AN/A1,3218,985149,043176,467
2024-12-31$3.70$4.0097.0%26.9%76.2%66.1%100.0%8.3%2.1%-83.5K5.7M-217.6K0.6857.13N/AN/A1,5521,061149,543185,008