HUN Options History — February 2007

In February 2007, HUN traded between $2.03 and $2.16. ATM implied volatility averaged 29.5%. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 9.5% (HV 20d: 20.0%). Max pain ranged from $1.75 to $2.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.14.

Notable Days

  • 2007-02-15: Highest Volume — 77,630 contracts
  • 2007-02-08: Largest IV drop — 15.5% change
  • 2007-02-14: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.09$2.03$2.16$2.10$2.04
Max Pain$1.99$1.75$2.00$1.75$2.00
ATM IV29.5%25.5%35.3%25.5%29.6%
Expected Move8.2%7.3%8.8%7.3%8.5%
HV 20d20.0%15.5%28.3%17.7%27.6%
Term Structure-1.4%-3.0%3.4%3.4%-1.2%
VWIV28.7%24.4%30.9%24.4%29.6%
Bid-Ask Spread %23.1814.1139.9036.8514.89
Gamma HHI0.720.500.840.750.64
Net GEX850.9K438.2K1.2M957.5K595.6K
Net DEX-18.1M-27.1M-8.3M-22.9M-8.3M
Net VEX-34.4K-48.9K-26.6K-28.1K-48.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.140.007.030.890.07
Total Volume15,905.78916077,630870160
Total OI201,964.211129,060277,150203,650174,090

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2007-02-01$2.10$1.7525.5%7.3%17.7%0.0%24.4%0.0%3.4%957.5K-22.9M-28.1K0.8936.85N/AN/A460410152,23051,420
2007-02-02$2.10$2.0029.0%8.0%17.8%0.0%0.0%0.0%-1.1%996.8K-22.2M-29.4K0.0017.43N/AN/A6000152,27051,830
2007-02-05$2.07$2.0032.8%8.3%18.9%0.0%0.0%0.0%-2.1%1.1M-20.2M-29.9K1.3319.57N/AN/A2,1802,900151,82051,830
2007-02-06$2.07$2.0033.7%8.3%18.2%0.0%28.3%0.0%-1.2%1.1M-19.9M-28.9K0.0414.75N/AN/A5,210200152,98053,820
2007-02-07$2.09$2.0035.3%8.6%18.0%0.0%28.1%0.0%-2.2%1.0M-21.1M-28.2K0.0918.01N/AN/A55050154,13054,020
2007-02-08$2.07$2.0029.8%8.6%18.2%0.0%29.4%0.0%-2.1%1.1M-19.6M-29.2K0.3414.11N/AN/A22,0807,460154,48053,970
2007-02-09$2.06$2.0029.2%8.4%16.8%0.0%29.1%0.0%-1.8%1.2M-20.4M-31.8K1.8917.82N/AN/A6,43012,160165,84061,260
2007-02-12$2.08$2.0030.5%8.8%16.1%0.0%30.4%0.0%-2.6%1.1M-21.6M-30.3K3.0818.86N/AN/A1,3104,040171,64072,280
2007-02-13$2.06$2.0030.3%8.7%15.5%0.0%28.9%0.0%-2.8%1.1M-19.9M-30.7K0.0019.07N/AN/A4,6600171,16076,220
2007-02-14$2.11$2.0030.7%8.8%17.3%0.0%30.9%0.0%-3.0%983.3K-24.3M-27.5K2.9815.48N/AN/A2,1006,250174,80076,220
2007-02-15$2.07$2.0028.3%8.1%18.6%0.0%28.3%0.0%-1.6%1.0M-23.4M-26.6K0.1729.80N/AN/A66,62011,010175,47080,680
2007-02-16$2.06$2.0026.4%7.6%17.7%0.0%26.3%0.0%0.3%607.0K-27.1M-31.8K0.0327.35N/AN/A52,4201,320190,31086,840
2007-02-20$2.07$2.0026.2%7.5%17.7%0.0%26.4%0.0%-0.9%544.3K-10.4M-34.7K1.5828.38N/AN/A52082091,23037,830
2007-02-21$2.16$2.0028.8%8.3%23.7%0.0%29.3%0.0%-1.6%438.2K-13.6M-30.9K0.2039.90N/AN/A45,5409,05091,61038,200
2007-02-22$2.13$2.0026.0%7.5%24.0%0.0%29.9%0.0%0.7%582.3K-14.0M-45.4K0.3331.93N/AN/A6,9402,260116,46046,370
2007-02-23$2.14$2.0027.7%7.9%24.0%0.0%27.9%0.0%-1.7%564.9K-14.2M-45.9K1.3622.53N/AN/A1,3401,820117,22048,610
2007-02-26$2.12$2.0029.7%8.5%24.1%0.0%29.6%0.0%-3.0%596.7K-13.3M-46.2K0.3624.73N/AN/A7,1502,540118,18050,410
2007-02-27$2.03$2.0030.6%8.8%28.3%0.0%30.6%0.0%-1.8%610.4K-8.4M-48.9K7.0328.88N/AN/A1,70011,950116,74052,850
2007-02-28$2.04$2.0029.6%8.5%27.6%0.0%29.6%0.0%-1.2%595.6K-8.3M-48.7K0.0714.89N/AN/A15010115,03059,060