HUN Options History — October 2007 In October 2007, HUN traded between $2.63 and $2.70. ATM implied volatility averaged 26.2%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 15.9% (HV 20d: 10.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 18.34.
Notable Days 2007-10-11 : Highest Volume — 28,580 contracts2007-10-18 : Largest IV spike — 42.2% change2007-10-30 : Highest IV Rank — 50.1%2007-10-30 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $2.65 $2.63 $2.70 $2.65 $2.63 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 26.2% 19.4% 36.5% 22.9% 31.9% Expected Move 7.6% 5.6% 10.5% 6.6% 9.1% HV 20d 10.3% 8.9% 12.2% 9.4% 9.8% HV 60d 17.6% 15.8% 19.6% 19.6% 15.8% IV Rank 31.9% 19.9% 50.1% 26.0% 41.9% IV Percentile 60.5% 24.9% 98.1% 33.7% 95.2% Term Structure -1.7% -9.4% 7.2% 7.2% -5.8% VWIV 32.6% 24.9% 39.0% 38.7% 32.4% Skew 25d 9.2% 4.5% 14.6% 14.6% 9.0% Skew 10d 19.9% 13.2% 28.9% 28.9% 23.2% Call IV 25d 18.8% 13.5% 23.2% 13.5% 22.2% Put IV 25d 28.0% 23.9% 36.5% 28.1% 31.3% Bid-Ask Spread % 52.78 21.25 117.91 53.92 41.26 Gamma HHI 0.34 0.30 0.40 0.35 0.33 Net GEX -128.7K -249.0K 6.8K -85.4K -207.0K Net DEX -42.1M -48.4M -38.8M -39.4M -41.4M Net VEX -137.7K -158.0K -118.6K -150.5K -130.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 18.34 0.00 91.19 0.30 4.61 Total Volume 4,500 100 28,580 650 4,990 Total OI 571,497.826 542,470 595,310 542,470 595,310
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 2007-10-01 $2.65 $2.50 22.9% 6.6% 9.4% 26.0% 0.0% 14.6% 7.2% -85.4K -39.4M -150.5K 0.30 53.92 N/A N/A 500 150 254,890 287,580 2007-10-02 $2.65 $2.50 20.3% 5.8% 9.2% 21.5% 0.0% 8.2% 2.1% -13.0K -38.8M -158.0K 18.90 70.29 N/A N/A 100 1,890 255,290 287,730 2007-10-03 $2.64 $2.50 19.4% 5.6% 9.3% 19.9% 0.0% 8.9% 2.6% -35.0K -39.9M -152.1K 0.00 71.22 N/A N/A 0 550 255,340 289,520 2007-10-04 $2.63 $2.50 19.4% 5.6% 8.9% 19.9% 0.0% 9.1% 4.6% -35.1K -39.5M -144.6K 27.00 70.74 N/A N/A 100 2,700 255,340 289,970 2007-10-05 $2.66 $2.50 21.6% 6.2% 9.4% 23.8% 38.7% 7.9% -6.0% -13.2K -43.5M -131.3K 0.51 117.91 N/A N/A 5,140 2,600 255,440 292,350 2007-10-08 $2.66 $2.50 20.1% 8.1% 9.4% 21.2% 0.0% 11.8% -5.1% -16.9K -43.4M -138.6K 0.25 38.11 N/A N/A 600 150 259,190 294,280 2007-10-09 $2.70 $2.50 27.3% 6.1% 10.5% 33.9% 36.4% 7.7% 1.9% 6.8K -48.4M -119.2K 38.87 70.65 N/A N/A 150 5,830 258,990 294,430 2007-10-10 $2.65 $2.50 25.6% 7.8% 12.2% 30.9% 35.2% 11.8% -4.3% -26.5K -43.3M -141.0K 12.20 21.25 N/A N/A 200 2,440 259,140 295,880 2007-10-11 $2.65 $2.50 23.9% 6.9% 12.2% 27.8% 25.2% 5.9% -0.9% -43.3K -43.9M -136.5K 91.19 46.47 N/A N/A 310 28,270 259,340 297,720 2007-10-12 $2.65 $2.50 28.1% 8.1% 12.2% 35.3% 39.0% 9.5% -6.5% -128.0K -40.9M -151.6K 2.85 56.06 N/A N/A 730 2,080 259,640 312,210 2007-10-15 $2.66 $2.50 28.4% 8.2% 11.9% 35.9% 0.0% 10.7% -4.0% -163.1K -41.1M -148.3K 81.00 39.06 N/A N/A 10 810 260,370 313,830 2007-10-16 $2.66 $2.50 26.0% 7.5% 11.3% 31.6% 0.0% 4.5% -1.7% -153.5K -44.9M -128.1K 44.06 80.35 N/A N/A 160 7,050 260,380 314,540 2007-10-17 $2.66 $2.50 21.3% 6.1% 11.3% 23.2% 24.9% 8.6% 5.1% -154.9K -44.2M -135.1K 2.62 42.30 N/A N/A 520 1,360 260,520 318,240 2007-10-18 $2.66 $2.50 30.3% 8.7% 11.3% 39.1% 0.0% 10.3% -4.6% -170.1K -42.9M -136.1K 11.17 43.13 N/A N/A 300 3,350 261,000 319,600 2007-10-19 $2.64 $2.50 26.8% 7.7% 10.3% 32.9% 27.0% 8.0% -0.9% -178.2K -41.2M -143.5K 5.63 37.16 N/A N/A 1,800 10,130 261,300 322,530 2007-10-22 $2.64 $2.50 28.2% 8.1% 10.1% 35.5% 28.5% 10.7% -1.2% -198.5K -41.2M -138.4K 0.87 29.57 N/A N/A 870 760 262,960 326,930 2007-10-23 $2.65 $2.50 28.7% 8.2% 10.1% 36.4% 0.0% 9.6% -2.4% -249.0K -44.8M -118.6K 0.00 35.15 N/A N/A 0 3,160 263,650 325,680 2007-10-24 $2.65 $2.50 27.0% 7.7% 10.0% 33.2% 0.0% 6.7% -1.4% -195.5K -42.4M -136.5K 0.00 68.28 N/A N/A 0 350 263,650 328,490 2007-10-25 $2.64 $2.50 27.5% 7.9% 9.8% 34.2% 0.0% 5.2% -1.3% -199.7K -41.8M -138.7K 0.00 81.65 N/A N/A 100 0 263,650 328,770 2007-10-26 $2.63 $2.50 30.6% 8.8% 9.7% 39.6% 0.0% 9.0% -4.3% -238.1K -40.7M -132.6K 5.67 39.14 N/A N/A 1,020 5,780 263,650 328,770 2007-10-29 $2.63 $2.50 30.9% 8.9% 9.7% 40.3% 0.0% 9.8% -3.9% -241.4K -42.0M -123.8K 0.00 28.80 N/A N/A 0 2,690 263,650 328,770 2007-10-30 $2.63 $2.50 36.5% 10.5% 9.7% 50.1% 38.4% 13.4% -9.4% -222.3K -39.6M -133.9K 0.74 31.47 N/A N/A 2,180 1,620 264,450 329,490 2007-10-31 $2.63 $2.50 31.9% 9.1% 9.8% 41.9% 32.4% 9.0% -5.8% -207.0K -41.4M -130.9K 4.61 41.26 N/A N/A 890 4,100 264,980 330,330
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