HI Options History — February 2014 In February 2014, HI traded between $26.13 and $29.94. ATM implied volatility averaged 20.5%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 12.7% (HV 20d: 33.2%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 4.41.
Notable Days 2014-02-05 : Highest Volume — 69 contracts2014-02-05 : Largest IV drop — 49.5% change2014-02-04 : Highest IV Rank — 100.0%2014-02-04 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $28.70 $26.13 $29.94 $26.20 $29.88 Max Pain $28.68 $25.00 $30.00 $25.00 $30.00 ATM IV 20.5% 16.6% 32.9% 23.4% 19.1% Expected Move 5.6% 4.3% 9.4% 6.7% 5.5% HV 20d 33.2% 18.6% 37.2% 18.6% 33.8% HV 60d 25.3% 20.8% 26.9% 20.8% 24.3% IV Rank 43.4% 25.5% 100.0% 60.1% 37.2% IV Percentile 67.2% 36.5% 100.0% 89.3% 61.9% Term Structure 0.2% -5.2% 6.3% -4.0% 0.5% VWIV 20.9% 17.3% 32.9% 32.9% 18.2% Skew 25d 1.8% -9.6% 37.6% -9.6% 0.3% Skew 10d 2.2% -15.6% 46.3% -1.4% -0.6% Call IV 25d 22.2% 16.8% 30.1% 25.9% 22.8% Put IV 25d 24.0% 15.8% 57.5% 16.3% 23.2% Bid-Ask Spread % 95.86 32.13 106.46 32.13 92.32 Gamma HHI 0.84 0.58 1.00 0.63 0.85 Net GEX 11.5K 2.8K 18.3K 3.3K 12.6K Net DEX -87.6K -233.2K 15.5K 15.5K -54.3K Net VEX -922 -1.3K -534 -534 -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.41 0.00 18.00 0.92 0.00 Total Volume 14.789 0 69 0 0 Total OI 309.579 242 345 248 340
Daily Data (19 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 2014-02-03 $26.20 $25.00 23.4% 6.7% 18.6% 60.1% 0.0% -9.6% -4.0% 3.3K 15.5K -534 0.00 32.13 N/A N/A 0 0 166 82 2014-02-04 $26.13 $25.00 32.9% 9.4% 18.6% 100.0% 32.9% 2.8% -5.2% 2.8K -695 -566 0.92 95.82 N/A N/A 12 11 166 76 2014-02-05 $28.04 $25.00 16.6% 4.8% 32.6% 25.5% 17.7% 2.7% 1.4% 10.2K -163.4K -790 5.90 105.76 N/A N/A 10 59 178 87 2014-02-06 $27.63 $25.00 21.1% 6.0% 32.9% 45.9% 0.0% 1.2% 1.0% 8.8K -118.8K -881 8.00 106.06 N/A N/A 1 8 178 116 2014-02-07 $27.90 $30.00 21.2% 5.5% 33.2% 46.4% 0.0% 2.6% -1.4% 7.1K -47.9K -742 0.00 102.02 N/A N/A 0 0 179 124 2014-02-10 $27.55 $30.00 24.3% 4.3% 33.4% 60.7% 0.0% 5.1% 6.3% 5.5K -34.0K -752 0.35 106.00 N/A N/A 20 7 179 124 2014-02-11 $27.97 $30.00 21.8% 5.1% 33.8% 49.1% 0.0% 5.9% 4.6% 9.0K -121.9K -938 0.00 106.46 N/A N/A 20 0 199 117 2014-02-12 $28.52 $30.00 19.5% 4.4% 34.5% 39.0% 0.0% -1.0% 3.2% 11.7K -117.7K -732 0.00 101.82 N/A N/A 0 0 191 117 2014-02-13 $29.63 $30.00 17.4% 5.0% 37.1% 29.0% 17.3% 37.6% 0.8% 18.3K -214.2K -900 0.50 101.45 N/A N/A 2 1 191 117 2014-02-14 $29.70 $30.00 22.2% 6.4% 37.1% 51.1% 0.0% -9.0% -0.6% 13.7K -233.2K -1.0K 18.00 97.39 N/A N/A 2 36 191 117 2014-02-18 $29.55 $30.00 19.6% 5.6% 37.1% 39.3% 0.0% -3.0% 0.0% 14.7K -129.9K -1.1K 0.00 100.98 N/A N/A 0 0 192 153 2014-02-19 $29.29 $30.00 17.7% 5.1% 37.2% 30.5% 0.0% -2.1% 0.1% 15.1K -117.0K -968 0.00 98.55 N/A N/A 0 0 192 153 2014-02-20 $29.29 $30.00 20.3% 5.8% 37.2% 42.3% 0.0% -0.9% -1.4% 15.3K -94.8K -899 0.00 104.36 N/A N/A 0 0 192 153 2014-02-21 $29.43 $30.00 18.2% 5.2% 37.2% 32.9% 0.0% -1.7% -0.5% 15.6K -110.2K -901 0.00 98.40 N/A N/A 0 10 192 153 2014-02-24 $29.49 $30.00 18.7% 5.4% 34.5% 35.0% 18.6% 0.4% -2.1% 16.2K -34.9K -961 0.00 94.19 N/A N/A 0 50 160 136 2014-02-25 $29.42 $25.00 18.4% 5.3% 33.9% 33.6% 18.2% 1.1% 0.8% 13.0K -19.2K -1.1K 6.00 93.16 N/A N/A 2 12 160 156 2014-02-26 $29.94 $30.00 18.8% 5.4% 34.2% 35.7% 0.0% 0.2% 0.4% 12.3K -51.5K -1.2K 0.00 91.21 N/A N/A 0 11 158 164 2014-02-27 $29.81 $30.00 18.0% 5.2% 33.8% 31.8% 0.0% 0.8% 0.7% 12.7K -16.2K -1.2K 0.00 93.25 N/A N/A 7 0 158 175 2014-02-28 $29.88 $30.00 19.1% 5.5% 33.8% 37.2% 0.0% 0.3% 0.5% 12.6K -54.3K -1.3K 0.00 92.32 N/A N/A 0 0 165 175
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