HI Options History — April 2010 In April 2010, HI traded between $22.47 and $24.69. ATM implied volatility averaged 20.8%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 6.5% (HV 20d: 27.2%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 16 of 16 trading days. Term structure was in contango for 11 of 16 days. Put/call ratio averaged 0.31.
Notable Days 2010-04-07 : Highest Volume — 40 contracts2010-04-07 : Largest IV spike — 27.2% change2010-04-30 : Highest IV Rank — 49.4%2010-04-30 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $24.00 $22.47 $24.69 $22.47 $24.58 Max Pain $22.68 $22.50 $25.00 $22.50 $25.00 ATM IV 20.8% 10.7% 26.6% 10.7% 26.6% Expected Move 6.4% 5.6% 7.6% 6.0% 7.6% HV 20d 27.2% 24.0% 31.6% 24.0% 26.7% HV 60d 23.5% 21.3% 24.6% 21.4% 24.0% IV Rank 32.7% 3.7% 49.4% 3.7% 49.4% IV Percentile 22.8% 0.9% 40.4% 0.9% 40.4% Term Structure 0.3% -1.7% 1.5% 1.2% -0.8% VWIV 22.3% 19.5% 24.6% 19.5% 24.4% Skew 25d 3.4% 1.6% 5.2% 1.6% 5.2% Skew 10d 0.7% -1.5% 2.9% -1.5% 2.9% Call IV 25d 21.5% 21.1% 21.8% 21.8% 21.1% Put IV 25d 24.9% 23.4% 26.3% 23.4% 26.3% Bid-Ask Spread % 57.41 37.53 84.63 81.59 47.95 Gamma HHI 0.53 0.44 0.86 0.84 0.55 Net GEX 23.8K 16.6K 45.0K 45.0K 23.7K Net DEX -666.3K -835.5K -488.3K -488.3K -835.5K Net VEX -1.3K -2.0K -1.1K -1.5K -2.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.00 1.86 0.00 0.00 Total Volume 14.938 0 40 0 4 Total OI 644.313 481 753 737 647
Daily Data (16 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 2010-04-05 $22.47 $0.00 10.7% 6.0% 24.0% 3.7% 0.0% 0.0% 1.2% 45.0K -488.3K -1.5K 0.00 81.59 N/A N/A 0 0 442 295 2010-04-06 $22.64 $0.00 11.1% 5.6% 24.0% 4.7% 19.5% 0.0% 1.5% 42.8K -533.7K -1.5K 0.00 84.63 N/A N/A 35 0 442 295 2010-04-07 $24.07 $22.50 14.1% 5.8% 30.1% 13.4% 21.2% 0.0% 0.2% 24.2K -782.3K -1.1K 1.86 61.58 N/A N/A 14 26 455 295 2010-04-08 $23.73 $22.50 17.3% 6.6% 31.6% 22.9% 23.0% 0.0% 0.6% 21.7K -732.3K -1.3K 0.45 43.72 N/A N/A 11 5 455 295 2010-04-09 $23.69 $22.50 19.1% 6.6% 31.1% 28.0% 20.7% 0.0% 0.9% 23.0K -732.2K -1.3K 0.00 45.03 N/A N/A 12 0 468 285 2010-04-12 $23.81 $22.50 22.9% 5.9% 30.0% 38.8% 0.0% 0.0% 1.1% 21.9K -728.6K -1.2K 0.00 48.67 N/A N/A 4 0 460 285 2010-04-13 $24.02 $22.50 21.2% 6.3% 30.0% 34.1% 0.0% 0.0% -0.1% 23.6K -763.3K -1.2K 0.00 51.50 N/A N/A 25 0 464 285 2010-04-14 $24.15 $22.50 25.4% 6.0% 28.2% 45.9% 20.7% 0.0% 1.1% 26.3K -730.8K -1.1K 0.00 50.84 N/A N/A 0 10 445 285 2010-04-15 $23.98 $22.50 23.5% 6.7% 28.2% 40.6% 23.7% 0.0% -0.9% 20.8K -686.7K -1.3K 0.00 37.53 N/A N/A 37 0 445 295 2010-04-19 $24.45 $22.50 22.7% 6.5% 25.8% 38.2% 0.0% 0.0% 0.6% 16.8K -586.7K -1.2K 0.00 55.35 N/A N/A 0 0 334 147 2010-04-20 $24.61 $22.50 23.6% 6.8% 25.0% 40.8% 0.0% 0.0% 0.5% 16.6K -606.1K -1.2K 0.00 57.02 N/A N/A 2 0 334 147 2010-04-21 $24.69 $22.50 22.4% 6.4% 24.9% 37.6% 22.5% 0.0% 0.7% 16.8K -624.7K -1.1K 0.11 57.93 N/A N/A 19 2 336 147 2010-04-22 $24.55 $22.50 22.5% 6.5% 25.0% 37.8% 22.5% 0.0% 1.0% 18.2K -622.4K -1.2K 0.29 56.49 N/A N/A 17 5 351 149 2010-04-23 $24.53 $22.50 24.6% 7.1% 25.0% 43.8% 24.6% 0.0% -1.7% 19.8K -633.0K -1.3K 1.00 58.87 N/A N/A 1 1 363 150 2010-04-27 $24.10 $22.50 24.4% 7.0% 26.3% 43.2% 24.4% 1.6% -1.3% 20.3K -574.8K -1.3K 0.00 79.86 N/A N/A 0 9 362 151 2010-04-30 $24.58 $25.00 26.6% 7.6% 26.7% 49.4% 0.0% 5.2% -0.8% 23.7K -835.5K -2.0K 0.00 47.95 N/A N/A 4 0 487 160
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