HUN Options History — April 2007

In April 2007, HUN traded between $1.85 and $2.00. ATM implied volatility averaged 27.3%. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 6.5% (HV 20d: 20.8%). Max pain ranged from $1.75 to $2.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.83.

Notable Days

  • 2007-04-18: Highest Volume — 19,670 contracts
  • 2007-04-11: Largest IV spike — 71.4% change
  • 2007-04-30: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.94$1.85$2.00$1.90$1.96
Max Pain$1.80$1.75$2.00$2.00$1.75
ATM IV27.3%17.2%31.2%25.2%31.2%
Expected Move8.2%6.1%9.0%7.2%9.0%
HV 20d20.8%17.1%24.5%24.5%18.0%
HV 60d24.9%24.5%25.2%24.8%24.6%
Term Structure-2.0%-5.9%5.0%2.6%-3.7%
VWIV29.1%23.6%38.7%25.6%38.7%
Bid-Ask Spread %16.755.7930.0914.158.30
Gamma HHI0.540.400.850.450.60
Net GEX347.0K126.5K1.3M195.1K400.7K
Net DEX-5.2M-9.5M-474.6K-2.5M-7.2M
Net VEX-46.4K-54.9K-38.4K-43.4K-52.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.008.460.380.00
Total Volume4,90020019,6706906,020
Total OI167,977151,030183,540151,030181,750

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2007-04-02$1.90$2.0025.2%7.2%24.5%0.0%0.0%0.0%2.6%195.1K-2.5M-43.4K0.3814.15N/AN/A50019098,35052,680
2007-04-03$1.89$2.0025.4%7.3%21.8%0.0%25.6%0.0%2.7%178.2K-1.8M-41.3K0.0729.49N/AN/A8006098,45052,670
2007-04-04$1.85$2.0024.4%7.0%22.4%0.0%23.6%0.0%4.8%135.5K-474.6K-38.4K8.465.79N/AN/A5204,40098,32052,730
2007-04-05$1.87$2.0021.1%6.1%21.9%0.0%26.0%0.0%5.0%152.0K-1.3M-41.7K0.1230.09N/AN/A8,4601,02098,67056,560
2007-04-09$1.87$1.7517.6%8.9%21.9%0.0%26.4%0.0%-1.0%175.2K-1.7M-41.5K0.039.50N/AN/A2,35060103,98057,030
2007-04-10$1.85$1.7517.2%8.8%21.9%0.0%30.6%0.0%-1.6%126.5K-762.9K-39.9K0.2815.04N/AN/A2,350650102,71057,090
2007-04-11$1.90$1.7529.5%8.8%21.5%0.0%32.3%0.0%-4.6%201.7K-2.6M-42.8K1.2910.79N/AN/A2,0502,640103,75057,090
2007-04-12$1.93$1.7530.4%8.7%22.2%0.0%29.5%0.0%-5.7%237.3K-3.9M-43.1K0.3218.46N/AN/A8,7302,830104,08057,590
2007-04-13$1.93$1.7530.2%8.7%21.8%0.0%0.0%0.0%-4.6%261.7K-4.2M-44.9K1.2516.11N/AN/A240300108,84058,290
2007-04-16$1.96$1.7529.5%8.5%22.6%0.0%29.5%0.0%-4.1%331.2K-5.8M-45.0K0.0522.09N/AN/A7,450340109,08058,590
2007-04-17$1.96$1.7529.8%8.5%22.1%0.0%0.0%0.0%-3.7%354.0K-6.0M-46.6K0.8324.57N/AN/A300250114,65058,840
2007-04-18$1.98$1.7528.4%8.2%21.8%0.0%0.0%0.0%-3.4%411.4K-6.7M-46.4K0.0622.33N/AN/A18,4901,180114,82058,990
2007-04-19$1.97$1.7529.3%8.4%20.0%0.0%29.3%0.0%-5.9%448.3K-7.0M-50.1K0.0024.15N/AN/A1,1400123,91059,630
2007-04-20$2.00$1.7529.5%8.4%20.7%0.0%29.8%0.0%-4.5%1.3M-8.4M-50.6K0.0024.90N/AN/A1,0700123,84059,410
2007-04-23$1.99$1.7529.8%8.6%19.8%0.0%29.5%0.0%-2.8%357.5K-8.0M-48.2K0.0322.54N/AN/A6,160200109,82055,040
2007-04-24$1.98$1.7530.4%8.7%19.2%0.0%27.8%0.0%-3.1%369.0K-7.8M-49.9K0.177.39N/AN/A11,4501,900115,22055,140
2007-04-25$2.00$1.7530.4%8.7%17.7%0.0%30.5%0.0%-3.3%423.1K-9.4M-54.9K0.009.16N/AN/A2000123,95056,210
2007-04-26$1.99$1.7528.5%8.2%17.1%0.0%28.2%0.0%-1.2%450.5K-9.5M-53.4K3.2510.12N/AN/A6802,210124,00055,810
2007-04-27$1.98$1.7528.0%8.0%17.4%0.0%0.0%0.0%-1.1%442.7K-8.7M-52.7K0.0010.10N/AN/A8100123,94058,020
2007-04-30$1.96$1.7531.2%9.0%18.0%0.0%38.7%0.0%-3.7%400.7K-7.2M-52.4K0.008.30N/AN/A6,0200123,73058,020