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HTZ Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete HTZ options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around HTZ.

Latest Data: 2026-07-15 (EDT)
Max Pain Price
3
Exp: 2026-07-17
Gamma Flip
2.36
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.000
Shows put vs call positioning
IV Skew
-90.63
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.636(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-07-17 options expiry. 100% confidence

The support levels for HTZ are at 1.87, 1.81, and 1.49, while the resistance levels are at 1.93, 1.99, and 2.31. The pivot point, a key reference price for traders, is at 3.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 6.88% 1-day move.


The expected range for the next 2 days is 1.65 2.28 , corresponding to +19.76% / -13.08% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 2.54 (33.54% above spot).

Bearish positioning points to downside pressure toward 1.50 (21.05% below spot).


Options flow strength: 0.56 (0–1 scale). ATM Strike: 2.00, Call: 0.06, Put: 0.13, Straddle Cost: 0.18.


Price moves may extend once a direction forms. The short-term gamma flip is near 2.04 , with intermediate positioning around 2.36 . The mid-term gamma flip remains near 2.38.