HI Options History — May 2010 In May 2010, HI traded between $23.34 and $25.77. ATM implied volatility averaged 29.7%, placing in the 58.4% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 6.4% (HV 20d: 36.1%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 14 of 14 trading days. Term structure was in contango for 10 of 14 days. Put/call ratio averaged 0.51.
Notable Days 2010-05-05 : Highest Volume — 166 contracts2010-05-20 : Largest IV spike — 33.1% change2010-05-20 : Highest IV Rank — 77.6%2010-05-20 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.46 $23.34 $25.77 $23.52 $24.29 Max Pain $23.04 $22.50 $25.00 $25.00 $22.50 ATM IV 29.7% 24.2% 36.4% 34.3% 29.5% Expected Move 8.5% 7.0% 10.4% 9.8% 8.5% HV 20d 36.1% 31.9% 37.9% 31.9% 37.4% HV 60d 28.6% 25.9% 29.6% 25.9% 29.4% IV Rank 58.4% 42.5% 77.6% 71.7% 57.9% IV Percentile 56.4% 31.5% 86.1% 80.1% 55.0% Term Structure 0.5% -1.5% 2.0% -1.4% 1.7% VWIV 27.2% 18.3% 34.0% 34.0% 31.3% Skew 25d 7.0% 3.2% 9.0% 4.2% 8.1% Skew 10d 8.0% -2.3% 15.4% 8.0% 14.8% Call IV 25d 25.2% 19.3% 34.1% 24.8% 26.8% Put IV 25d 32.2% 27.5% 39.1% 29.0% 34.9% Bid-Ask Spread % 44.79 27.16 65.85 42.71 40.74 Gamma HHI 0.60 0.47 0.78 0.55 0.76 Net GEX 41.3K 25.0K 59.8K 25.0K 33.5K Net DEX -1.2M -1.8M -679.4K -679.4K -1.1M Net VEX -2.9K -3.4K -2.1K -2.1K -3.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.00 2.20 0.57 1.67 Total Volume 34.857 0 166 166 32 Total OI 945.571 659 1,060 659 925
Daily Data (14 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 2010-05-05 $23.52 $25.00 34.3% 9.8% 31.9% 71.7% 34.0% 4.2% -1.4% 25.0K -679.4K -2.1K 0.57 42.71 N/A N/A 106 60 497 162 2010-05-11 $24.88 $25.00 28.1% 8.0% 36.9% 53.7% 0.0% 6.6% -0.5% 40.7K -1.2M -2.8K 0.00 37.26 N/A N/A 3 0 703 206 2010-05-12 $25.44 $25.00 24.2% 7.0% 37.2% 42.5% 18.3% 7.4% 0.4% 44.6K -1.4M -2.6K 0.00 56.66 N/A N/A 36 0 706 206 2010-05-13 $25.44 $22.50 25.4% 7.3% 37.1% 46.0% 27.4% 8.4% 1.5% 41.4K -1.4M -2.6K 0.00 55.83 N/A N/A 121 0 720 206 2010-05-14 $25.30 $22.50 26.0% 7.5% 36.9% 47.8% 0.0% 8.5% 0.7% 56.6K -1.6M -2.9K 0.00 65.85 N/A N/A 0 0 838 206 2010-05-17 $25.77 $22.50 24.7% 7.1% 37.2% 44.0% 24.7% 9.0% 2.0% 48.1K -1.8M -2.5K 0.07 58.17 N/A N/A 15 1 838 206 2010-05-18 $25.17 $22.50 26.9% 7.7% 32.5% 50.3% 0.0% 6.8% 0.4% 57.2K -1.6M -2.8K 2.20 56.97 N/A N/A 5 11 833 207 2010-05-19 $24.57 $22.50 27.3% 7.8% 33.4% 51.6% 27.7% 6.1% 1.4% 59.8K -1.3M -3.1K 0.83 45.90 N/A N/A 6 5 838 217 2010-05-20 $23.57 $22.50 36.4% 10.4% 36.7% 77.6% 0.0% 8.0% -1.5% 34.4K -1.0M -3.4K 0.00 31.21 N/A N/A 48 0 838 222 2010-05-24 $23.60 $22.50 35.4% 10.2% 36.7% 74.9% 31.3% 3.2% -0.2% 34.0K -1.0M -3.1K 1.27 27.16 N/A N/A 11 14 739 167 2010-05-25 $23.34 $22.50 35.4% 10.1% 36.7% 74.8% 0.0% 6.5% 0.3% 33.9K -921.3K -3.2K 0.00 37.07 N/A N/A 3 0 745 173 2010-05-26 $23.45 $22.50 33.4% 9.6% 36.7% 69.0% 0.0% 7.1% 0.8% 34.9K -960.6K -3.1K 0.00 32.27 N/A N/A 10 0 742 173 2010-05-27 $24.08 $22.50 28.9% 8.3% 37.9% 56.1% 0.0% 8.0% 1.4% 34.3K -1.1M -3.1K 0.00 39.28 N/A N/A 1 0 752 173 2010-05-28 $24.29 $22.50 29.5% 8.5% 37.4% 57.9% 0.0% 8.1% 1.7% 33.5K -1.1M -3.0K 1.67 40.74 N/A N/A 12 20 752 173
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