HI Options History — June 2009

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

In June 2009, HI traded between $16.25 and $18.10. ATM implied volatility averaged 36.8%. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 6.0% (HV 20d: 42.8%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.08.

Notable Days

2009-06-18: Highest Volume — 419 contracts
2009-06-29: Largest IV spike — 31.2% change
2009-06-05: Largest Expected Move — 12.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.02	$16.25	$18.10	$18.07	$16.64
Max Pain	$19.55	$17.50	$20.00	$17.50	$20.00
ATM IV	36.8%	25.6%	42.5%	37.0%	31.0%
Expected Move	10.9%	7.3%	12.9%	10.6%	8.9%
HV 20d	42.8%	34.3%	48.0%	43.6%	34.3%
HV 60d	40.0%	39.8%	40.3%	40.3%	39.8%
Term Structure	2.2%	-3.1%	20.9%	-2.0%	2.5%
VWIV	40.5%	33.4%	45.0%	45.0%	33.4%
Bid-Ask Spread %	73.75	43.50	99.42	85.37	99.42
Gamma HHI	0.70	0.48	0.97	0.67	0.88
Net GEX	10.7K	1.1K	26.7K	4.5K	26.7K
Net DEX	-216.3K	-512.3K	-54.2K	-129.8K	-394.0K
Net VEX	-2.7K	-5.0K	-1.1K	-1.3K	-4.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.50	0.07	0.11
Total Volume	58.864	0	419	0	1
Total OI	819.636	353	1,487	353	1,487

Daily Data (22 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
2009-06-01	$18.07	$17.50	37.0%	10.6%	43.6%	0.0%	0.0%	0.0%	-2.0%	4.5K	-129.8K	-1.3K	0.00	85.37	N/A	N/A	0	0	273	80
2009-06-02	$18.10	$17.50	38.5%	11.0%	43.6%	0.0%	0.0%	0.0%	-3.1%	4.7K	-129.4K	-1.3K	0.00	86.83	N/A	N/A	0	0	273	80
2009-06-03	$17.13	$17.50	37.6%	10.8%	48.0%	0.0%	0.0%	0.0%	-1.1%	3.5K	-74.8K	-1.1K	0.07	88.47	N/A	N/A	30	2	273	80
2009-06-04	$17.18	$17.50	34.2%	9.8%	47.8%	0.0%	0.0%	0.0%	0.4%	4.3K	-98.6K	-1.3K	0.00	87.08	N/A	N/A	5	0	303	80
2009-06-05	$17.42	$20.00	41.0%	12.9%	46.3%	0.0%	45.0%	0.0%	2.4%	4.0K	-139.1K	-1.4K	0.00	43.50	N/A	N/A	0	50	308	80
2009-06-08	$17.29	$20.00	40.3%	12.2%	46.1%	0.0%	41.9%	0.0%	2.7%	1.6K	-70.3K	-1.4K	0.00	51.79	N/A	N/A	12	0	308	130
2009-06-09	$16.92	$20.00	31.4%	12.5%	45.0%	0.0%	0.0%	0.0%	1.3%	1.7K	-54.2K	-1.4K	0.00	59.76	N/A	N/A	0	0	319	130
2009-06-10	$17.27	$20.00	35.4%	12.5%	45.3%	0.0%	0.0%	0.0%	2.0%	1.4K	-82.0K	-1.4K	0.00	61.44	N/A	N/A	0	0	319	130
2009-06-11	$17.28	$20.00	42.5%	12.2%	45.1%	0.0%	42.5%	0.0%	2.2%	1.2K	-82.5K	-1.4K	0.00	62.83	N/A	N/A	1	0	319	130
2009-06-12	$17.06	$20.00	41.7%	11.9%	44.9%	0.0%	41.7%	0.0%	2.3%	1.1K	-62.4K	-1.4K	0.00	66.34	N/A	N/A	267	0	317	130
2009-06-15	$16.64	$20.00	41.6%	11.9%	45.9%	0.0%	0.0%	0.0%	0.9%	6.6K	-144.3K	-2.4K	0.00	64.41	N/A	N/A	45	0	571	130
2009-06-16	$16.49	$20.00	39.5%	11.3%	44.9%	0.0%	0.0%	0.0%	2.6%	7.3K	-131.6K	-2.3K	0.00	66.77	N/A	N/A	0	2	586	130
2009-06-17	$17.21	$20.00	40.4%	11.6%	43.9%	0.0%	0.0%	0.0%	1.3%	4.6K	-223.1K	-2.6K	0.00	72.34	N/A	N/A	0	0	586	132
2009-06-18	$17.10	$20.00	40.4%	11.6%	43.7%	0.0%	0.0%	0.0%	-0.5%	5.5K	-194.2K	-2.5K	0.00	73.11	N/A	N/A	419	0	586	132
2009-06-19	$17.30	$20.00	40.5%	11.6%	41.3%	0.0%	0.0%	0.0%	-0.7%	13.1K	-445.7K	-4.3K	0.08	82.45	N/A	N/A	291	24	1,005	132
2009-06-22	$16.94	$20.00	39.0%	11.2%	42.0%	0.0%	0.0%	0.0%	-0.7%	25.6K	-512.3K	-5.0K	0.50	72.92	N/A	N/A	10	5	1,278	104
2009-06-23	$16.69	$20.00	38.2%	10.9%	39.6%	0.0%	38.2%	0.0%	-0.6%	24.4K	-458.5K	-4.7K	0.21	71.39	N/A	N/A	24	5	1,288	109
2009-06-24	$16.32	$20.00	33.4%	9.6%	39.9%	0.0%	33.4%	0.0%	2.3%	23.0K	-348.7K	-4.2K	0.00	56.98	N/A	N/A	0	20	1,312	114
2009-06-25	$16.28	$20.00	27.4%	7.9%	38.8%	0.0%	0.0%	0.0%	13.1%	22.3K	-314.2K	-4.1K	0.00	98.08	N/A	N/A	0	0	1,312	114
2009-06-26	$16.25	$20.00	25.6%	7.3%	37.8%	0.0%	0.0%	0.0%	20.9%	21.9K	-275.6K	-3.8K	0.00	98.25	N/A	N/A	10	0	1,312	114
2009-06-29	$16.76	$20.00	33.5%	9.6%	34.4%	0.0%	0.0%	0.0%	-0.2%	26.1K	-393.0K	-4.5K	0.11	72.86	N/A	N/A	65	7	1,322	114
2009-06-30	$16.64	$20.00	31.0%	8.9%	34.3%	0.0%	0.0%	0.0%	2.5%	26.7K	-394.0K	-4.5K	0.00	99.42	N/A	N/A	0	1	1,366	121