HI Options History — May 2009

Name: HI Options Analytics - May 2009
Creator: Options Analysis Suite

In May 2009, HI traded between $16.41 and $18.03. ATM implied volatility averaged 36.8%. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 3.3% (HV 20d: 40.1%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.07.

Notable Days

2009-05-12: Highest Volume — 112 contracts
2009-05-18: Largest IV spike — 33.7% change
2009-05-08: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.20	$16.41	$18.03	$17.67	$17.16
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	36.8%	27.3%	44.1%	40.2%	34.2%
Expected Move	10.5%	7.8%	12.3%	11.5%	9.8%
HV 20d	40.1%	37.9%	42.0%	40.1%	40.4%
Term Structure	-0.6%	-7.2%	2.0%	2.0%	0.5%
VWIV	40.2%	36.1%	44.3%	44.3%	36.1%
Bid-Ask Spread %	64.28	25.80	90.11	86.56	84.89
Gamma HHI	0.62	0.48	0.96	0.61	0.65
Net GEX	-438	-21.8K	4.0K	-888	3.7K
Net DEX	-7.4K	-93.5K	35.5K	23.9K	-64.2K
Net VEX	-598	-1.3K	-187	-235	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.00	0.30	0.00	0.00
Total Volume	14.8	0	112	0	0
Total OI	181.45	57	353	57	353

Daily Data (20 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
2009-05-01	$17.67	$0.00	40.2%	11.5%	0.0%	0.0%	0.0%	0.0%	2.0%	-888	23.9K	-235	0.00	86.56	N/A	N/A	0	0	16	41
2009-05-04	$17.60	$17.50	43.2%	12.0%	0.0%	0.0%	0.0%	0.0%	-1.2%	-14.1K	30.0K	-228	0.00	40.00	N/A	N/A	0	0	16	41
2009-05-05	$17.60	$17.50	43.0%	12.0%	0.0%	0.0%	0.0%	0.0%	-0.3%	-21.8K	24.9K	-233	0.00	38.40	N/A	N/A	0	0	16	41
2009-05-06	$17.41	$17.50	42.9%	11.8%	0.0%	0.0%	0.0%	0.0%	-0.5%	-435	34.2K	-206	0.00	40.26	N/A	N/A	0	0	16	41
2009-05-07	$18.03	$17.50	40.1%	12.0%	0.0%	0.0%	0.0%	0.0%	-2.0%	-903	20.6K	-236	0.00	49.56	N/A	N/A	0	0	16	41
2009-05-08	$17.76	$17.50	44.1%	12.3%	0.0%	0.0%	0.0%	0.0%	-7.2%	-728	18.8K	-193	0.00	44.66	N/A	N/A	1	0	16	41
2009-05-11	$17.15	$17.50	40.3%	11.4%	0.0%	0.0%	44.3%	0.0%	0.1%	-394	35.5K	-195	0.00	60.20	N/A	N/A	3	0	17	41
2009-05-12	$16.89	$17.50	32.1%	10.6%	0.0%	0.0%	0.0%	0.0%	-0.3%	-376	31.3K	-187	0.12	67.89	N/A	N/A	100	12	20	41
2009-05-13	$16.70	$17.50	38.0%	10.9%	40.1%	0.0%	0.0%	0.0%	-0.7%	1.9K	12.2K	-513	0.00	63.71	N/A	N/A	0	5	120	53
2009-05-14	$16.44	$17.50	36.9%	10.6%	39.1%	0.0%	0.0%	0.0%	-0.0%	208	24.0K	-503	0.00	65.94	N/A	N/A	0	0	120	58
2009-05-15	$16.41	$17.50	27.7%	7.9%	37.9%	0.0%	0.0%	0.0%	1.0%	1.6K	29.7K	-461	0.00	68.31	N/A	N/A	0	0	120	58
2009-05-18	$16.86	$17.50	37.0%	10.6%	38.5%	0.0%	0.0%	0.0%	-0.6%	1.9K	22.8K	-497	0.00	68.99	N/A	N/A	0	0	120	58
2009-05-19	$17.72	$17.50	35.8%	10.3%	42.0%	0.0%	0.0%	0.0%	-2.4%	1.3K	-13.9K	-638	0.00	82.83	N/A	N/A	110	0	120	58
2009-05-20	$17.46	$17.50	34.8%	10.0%	41.2%	0.0%	0.0%	0.0%	-1.8%	3.6K	-67.9K	-1.0K	0.00	72.32	N/A	N/A	0	0	230	58
2009-05-21	$16.76	$17.50	34.4%	9.8%	39.4%	0.0%	0.0%	0.0%	-0.2%	2.8K	-41.8K	-905	0.00	62.70	N/A	N/A	0	10	230	58
2009-05-22	$16.87	$17.50	31.4%	9.0%	39.1%	0.0%	0.0%	0.0%	1.1%	2.5K	-45.7K	-959	0.30	87.23	N/A	N/A	40	12	230	68
2009-05-26	$17.55	$17.50	36.1%	10.3%	41.4%	0.0%	36.1%	0.0%	-1.5%	4.0K	-93.5K	-1.3K	0.00	25.80	N/A	N/A	3	0	270	80
2009-05-27	$17.25	$17.50	35.8%	10.3%	41.9%	0.0%	0.0%	0.0%	-0.3%	4.0K	-74.7K	-1.2K	0.00	85.32	N/A	N/A	0	0	273	80
2009-05-28	$16.78	$17.50	27.3%	7.8%	40.1%	0.0%	0.0%	0.0%	2.0%	3.5K	-53.9K	-1.1K	0.00	90.11	N/A	N/A	0	0	273	80
2009-05-29	$17.16	$17.50	34.2%	9.8%	40.4%	0.0%	0.0%	0.0%	0.5%	3.7K	-64.2K	-1.2K	0.00	84.89	N/A	N/A	0	0	273	80