HUN Options History — August 2007 In August 2007, HUN traded between $2.38 and $2.60. ATM implied volatility averaged 23.0%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 0.0% (HV 20d: 23.0%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 9.81.
Notable Days 2007-08-03 : Highest Volume — 38,390 contracts2007-08-16 : Largest IV spike — 115.0% change2007-08-13 : Highest IV Rank — 100.0%2007-08-16 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $2.50 $2.38 $2.60 $2.51 $2.60 Max Pain $2.30 $2.00 $2.50 $2.00 $2.50 ATM IV 23.0% 12.0% 56.0% 17.9% 18.4% Expected Move 6.0% 3.4% 16.0% 5.1% 5.3% HV 20d 23.0% 15.0% 48.2% 48.2% 24.5% HV 60d 60.1% 59.5% 60.7% 59.5% 60.0% IV Rank 38.8% 8.0% 100.0% 35.9% 21.3% IV Percentile 31.6% 4.4% 100.0% 13.1% 18.6% Term Structure -1.5% -45.5% 10.1% -1.9% 10.1% VWIV 24.6% 9.6% 84.1% 17.9% 21.3% Skew 25d 14.9% 3.7% 54.7% 8.7% 16.2% Skew 10d 21.8% 1.2% 77.7% 16.7% 28.6% Call IV 25d 19.6% 15.7% 26.5% 21.4% 18.0% Put IV 25d 34.4% 20.1% 78.0% 30.1% 34.3% Bid-Ask Spread % 80.92 23.68 154.31 63.92 39.54 Gamma HHI 0.46 0.28 0.80 0.72 0.35 Net GEX 197.8K -22.2K 614.8K 356.1K -21.9K Net DEX -33.0M -53.7M -11.4M -50.4M -24.6M Net VEX -162.1K -193.0K -131.9K -138.3K -163.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 9.81 0.09 32.20 27.61 5.77 Total Volume 7,660 900 38,390 9,440 1,490 Total OI 483,463.913 382,290 564,210 531,120 420,590
Daily Data (23 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 2007-08-01 $2.51 $2.00 17.9% 5.1% 48.2% 35.9% 17.9% 8.7% -1.9% 356.1K -50.4M -138.3K 27.61 63.92 N/A N/A 330 9,110 324,270 206,850 2007-08-02 $2.54 $2.00 17.6% 5.0% 21.7% 34.8% 0.0% 5.9% 0.3% 165.3K -53.7M -131.9K 3.50 23.68 N/A N/A 200 700 324,420 214,750 2007-08-03 $2.50 $2.00 16.4% 4.7% 20.4% 30.3% 44.5% 9.0% 1.4% 274.6K -45.7M -161.8K 0.09 70.49 N/A N/A 35,330 3,060 324,420 214,010 2007-08-06 $2.48 $2.25 18.8% 5.5% 20.2% 39.2% 0.0% 7.1% 0.7% 382.9K -44.3M -174.0K 4.57 95.40 N/A N/A 2,140 9,780 339,450 216,280 2007-08-07 $2.48 $2.25 15.3% 4.7% 20.3% 26.4% 0.0% 9.8% 4.2% 387.4K -46.2M -160.7K 20.82 77.99 N/A N/A 330 6,870 331,340 222,300 2007-08-08 $2.51 $2.25 15.6% 5.4% 20.9% 27.3% 0.0% 23.1% 1.9% 431.3K -43.8M -164.2K 19.67 111.73 N/A N/A 120 2,360 329,330 221,070 2007-08-09 $2.50 $2.25 19.1% 5.5% 15.0% 40.5% 32.6% 24.6% 2.2% 340.0K -45.2M -163.3K 0.82 72.97 N/A N/A 1,680 1,380 329,200 221,820 2007-08-10 $2.44 $2.25 20.7% 5.0% 16.3% 46.3% 18.2% 16.4% 2.8% 295.3K -37.7M -177.6K 0.37 61.03 N/A N/A 1,880 690 330,590 222,760 2007-08-13 $2.48 $2.25 43.3% 6.5% 17.4% 100.0% 0.0% 3.7% -14.3% 614.8K -44.7M -155.6K 1.88 141.90 N/A N/A 830 1,560 330,960 223,450 2007-08-14 $2.42 $2.25 31.6% 4.4% 18.6% 66.8% 18.1% 13.2% 4.5% 249.7K -37.0M -168.1K 1.67 90.68 N/A N/A 990 1,650 331,630 224,840 2007-08-15 $2.43 $2.25 26.0% 4.5% 18.7% 50.9% 17.5% 10.4% 2.7% 177.8K -36.5M -163.2K 8.25 90.54 N/A N/A 950 7,840 332,570 226,390 2007-08-16 $2.42 $2.25 56.0% 16.0% 18.7% 100.0% 84.1% 39.5% -45.5% 200.1K -32.5M -177.1K 4.66 150.62 N/A N/A 770 3,590 333,400 227,500 2007-08-17 $2.38 $2.25 51.6% 14.8% 19.2% 90.8% 0.0% 54.7% -34.0% 10.3K -27.8M -193.0K 18.71 154.31 N/A N/A 140 2,620 333,640 230,570 2007-08-20 $2.41 $2.25 12.0% 3.4% 20.0% 8.0% 12.3% 10.9% 9.1% -22.2K -11.4M -168.0K 4.24 94.36 N/A N/A 1,730 7,340 188,390 193,900 2007-08-21 $2.52 $2.25 17.6% 5.0% 27.2% 19.8% 17.6% 10.3% 5.0% 64.5K -20.2M -158.9K 0.78 72.78 N/A N/A 13,660 10,710 189,270 195,560 2007-08-22 $2.55 $2.50 17.2% 4.9% 26.6% 18.9% 17.9% 9.8% 4.1% 85.4K -23.4M -157.8K 13.46 46.12 N/A N/A 260 3,500 197,840 199,490 2007-08-23 $2.55 $2.50 18.7% 5.4% 26.0% 22.1% 18.7% 10.8% 0.3% 98.1K -24.0M -154.4K 1.42 42.94 N/A N/A 1,410 2,000 194,580 197,840 2007-08-24 $2.58 $2.50 13.3% 3.8% 26.0% 10.8% 9.6% 8.1% 3.4% 112.3K -23.6M -151.7K 31.50 104.00 N/A N/A 60 1,890 195,510 198,710 2007-08-27 $2.56 $2.50 19.5% 5.6% 26.1% 23.8% 19.6% 11.2% 1.9% 105.0K -22.9M -157.9K 32.20 30.42 N/A N/A 100 3,220 195,510 197,390 2007-08-28 $2.54 $2.50 23.5% 6.8% 26.2% 32.2% 0.0% 10.3% -0.2% 100.4K -19.8M -163.1K 0.00 147.79 N/A N/A 0 1,030 195,510 199,740 2007-08-29 $2.56 $2.50 18.9% 5.4% 25.6% 22.6% 18.7% 11.8% 3.1% 84.8K -21.8M -161.4K 1.98 40.36 N/A N/A 410 810 195,510 200,240 2007-08-30 $2.56 $2.50 19.8% 5.7% 25.0% 24.3% 0.0% 16.3% 4.5% 58.1K -21.5M -162.2K 11.90 37.60 N/A N/A 2,300 27,360 195,490 200,790 2007-08-31 $2.60 $2.50 18.4% 5.3% 24.5% 21.3% 21.3% 16.2% 10.1% -21.9K -24.6M -163.5K 5.77 39.54 N/A N/A 220 1,270 195,360 225,230
« Jul 2007 | All History | Sep 2007 » Home HUN History August 2007