HUN Options History — July 2007

In July 2007, HUN traded between $2.44 and $2.81. ATM implied volatility averaged 16.8%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded below realized volatility by 68.8% (HV 20d: 85.6%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 6.19.

Notable Days

  • 2007-07-09: Highest Volume — 49,650 contracts
  • 2007-07-23: Largest IV spike — 70.7% change
  • 2007-07-11: Highest IV Rank — 71.2%
  • 2007-07-13: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.63$2.44$2.81$2.44$2.55
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV16.8%10.8%27.5%14.3%18.2%
Expected Move4.4%2.9%5.6%4.1%5.2%
HV 20d85.6%47.2%99.6%91.2%47.8%
HV 60d59.1%54.3%60.0%54.3%59.4%
IV Rank33.4%10.0%71.2%40.4%37.0%
IV Percentile10.8%1.5%57.7%6.3%13.9%
Term Structure-0.7%-7.3%4.8%-2.8%1.8%
VWIV15.5%8.3%19.7%16.1%19.3%
Skew 25d3.0%-4.1%14.0%-1.1%1.0%
Skew 10d5.6%-2.8%24.3%-1.1%11.6%
Call IV 25d15.0%9.8%22.3%13.6%20.3%
Put IV 25d18.0%11.4%33.0%12.5%21.2%
Bid-Ask Spread %18.934.0349.4320.3528.80
Gamma HHI0.680.420.950.780.60
Net GEX537.6K226.5K1.2M1.1M351.7K
Net DEX-69.7M-87.6M-50.2M-58.3M-53.1M
Net VEX-89.9K-155.3K-13.0K-94.6K-149.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.190.0149.700.230.86
Total Volume14,186.1933049,6503,6802,060
Total OI502,858.095436,610537,850436,610530,700

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2007-07-02$2.44$2.0014.3%4.1%91.2%0.0%16.1%-1.1%-2.8%1.1M-58.3M-94.6K0.2320.35N/AN/A3,000680306,460130,150
2007-07-03$2.44$2.0011.4%3.3%91.2%0.0%0.0%5.9%-1.1%1.2M-58.7M-96.4K0.1030.42N/AN/A12,4701,300308,730130,140
2007-07-05$2.75$2.0019.1%5.5%98.0%40.4%19.7%9.1%4.8%437.6K-80.5M-44.1K0.585.65N/AN/A30,14017,350308,150130,860
2007-07-06$2.80$2.0015.9%3.9%96.9%28.6%16.1%7.0%-6.5%226.9K-85.1M-20.3K0.8231.91N/AN/A21,76017,830310,090145,470
2007-07-09$2.81$2.0016.7%2.9%97.1%31.3%8.3%3.4%0.5%226.5K-87.6M-13.0K0.215.70N/AN/A40,9908,660323,760154,890
2007-07-10$2.77$2.0016.9%3.0%97.5%32.1%12.8%2.4%-0.1%603.6K-84.5M-66.1K0.014.03N/AN/A1,48010347,040161,210
2007-07-11$2.76$2.0027.5%3.5%97.1%71.2%14.3%2.8%1.5%430.0K-83.0M-63.5K0.496.01N/AN/A5,0502,500348,350161,220
2007-07-12$2.64$2.0017.0%4.9%99.4%32.4%17.1%3.7%-2.3%613.2K-76.6M-74.2K1.0118.26N/AN/A7,8507,940350,080161,930
2007-07-13$2.65$2.0019.4%5.6%99.5%41.6%18.3%3.5%-5.8%589.4K-76.2M-87.6K0.0819.04N/AN/A24,4002,070353,900167,590
2007-07-16$2.66$2.0015.4%4.4%99.5%26.7%11.8%6.8%3.3%582.8K-77.7M-72.5K0.2319.55N/AN/A520120352,460167,870
2007-07-17$2.64$2.0011.9%3.4%99.6%14.0%10.7%-0.6%1.3%503.5K-77.3M-71.7K0.336.85N/AN/A4,5501,520352,610167,990
2007-07-18$2.64$2.0015.8%4.5%99.0%28.3%0.0%4.8%0.5%574.0K-76.0M-78.8K0.5220.74N/AN/A2,8601,500353,550169,310
2007-07-19$2.63$2.0014.9%4.3%98.6%25.0%14.9%-4.1%-5.6%614.4K-74.1M-82.5K1.756.89N/AN/A6101,070349,360170,620
2007-07-20$2.63$2.0010.8%3.1%98.5%10.0%0.0%-0.2%2.9%531.0K-74.7M-77.6K0.607.18N/AN/A4,0602,430349,950171,360
2007-07-23$2.62$2.0018.5%5.3%98.5%38.2%0.0%2.4%-7.3%595.1K-67.1M-88.3K32.0019.98N/AN/A10320328,160163,790
2007-07-24$2.61$2.0018.2%5.2%98.2%36.8%15.8%-1.2%-4.0%614.1K-64.8M-99.7K49.706.46N/AN/A86042,740328,160164,020
2007-07-25$2.56$2.0018.7%5.4%47.2%38.9%18.8%0.5%0.2%304.3K-54.3M-148.7K4.2716.35N/AN/A2,66011,370328,230203,060
2007-07-26$2.52$2.0016.5%4.7%47.6%30.7%16.5%14.0%-0.3%422.9K-50.2M-149.0K15.1332.52N/AN/A5308,020328,840205,390
2007-07-27$2.54$2.0017.4%5.0%47.7%34.0%17.4%-2.2%1.7%330.9K-52.0M-155.3K18.6949.43N/AN/A1602,990327,430210,420
2007-07-30$2.56$2.0018.2%5.2%47.7%37.2%19.3%5.3%2.5%388.9K-52.1M-155.0K2.2741.31N/AN/A4501,020327,510209,210
2007-07-31$2.55$2.0018.2%5.2%47.8%37.0%0.0%1.0%1.8%351.7K-53.1M-149.4K0.8628.80N/AN/A1,110950324,110206,590