HUN Options History — April 2008 In April 2008, HUN traded between $2.19 and $2.35. ATM implied volatility averaged 56.7%, placing in the 60.9% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 38.2% (HV 20d: 18.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 4.08.
Notable Days 2008-04-09 : Highest Volume — 87,720 contracts2008-04-10 : Largest IV spike — 28.4% change2008-04-17 : Highest IV Rank — 70.0%2008-04-04 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $2.23 $2.19 $2.35 $2.35 $2.25 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 56.7% 44.7% 63.9% 53.8% 57.5% Expected Move 16.9% 14.9% 18.7% 15.4% 16.5% HV 20d 18.5% 13.1% 26.3% 26.2% 14.3% HV 60d 23.8% 21.4% 25.6% 25.6% 21.4% IV Rank 60.9% 45.9% 70.0% 57.4% 61.9% IV Percentile 93.1% 83.7% 98.4% 93.3% 93.3% Term Structure -0.5% -13.9% 12.0% 8.7% 4.3% VWIV 65.1% 37.1% 87.1% 62.0% 60.5% Skew 25d 32.7% 19.4% 43.7% 43.7% 23.2% Skew 10d 56.9% 36.5% 73.8% 73.4% 36.5% Call IV 25d 46.5% 32.2% 53.7% 32.2% 50.3% Put IV 25d 79.2% 68.9% 87.3% 75.9% 73.6% Bid-Ask Spread % 42.34 24.08 56.65 42.06 24.08 Gamma HHI 0.27 0.22 0.38 0.34 0.22 Net GEX -797.5K -997.5K -523.1K -997.5K -533.9K Net DEX 25.1M 10.0M 36.8M 23.5M 10.0M Net VEX -193.5K -238.1K -133.1K -138.4K -238.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.08 0.01 23.67 0.36 4.29 Total Volume 27,785 2,740 87,720 11,050 42,140 Total OI 633,863.636 434,090 790,100 434,090 790,100
Daily Data (22 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 2008-04-01 $2.35 $2.50 53.8% 15.4% 26.2% 57.4% 62.0% 43.7% 8.7% -997.5K 23.5M -138.4K 0.36 42.06 N/A N/A 8,100 2,950 67,010 367,080 2008-04-02 $2.32 $2.50 56.5% 16.2% 26.3% 60.7% 63.7% 42.7% 7.0% -865.5K 23.9M -143.6K 0.52 56.65 N/A N/A 1,800 940 74,950 368,970 2008-04-03 $2.27 $2.50 51.9% 14.9% 24.2% 54.9% 53.8% 39.7% 12.0% -867.4K 26.6M -135.6K 1.53 55.72 N/A N/A 4,270 6,520 68,320 369,670 2008-04-04 $2.27 $2.50 51.6% 18.7% 24.1% 54.6% 62.4% 40.4% -13.9% -846.4K 26.1M -137.4K 1.77 45.12 N/A N/A 4,540 8,030 70,090 375,210 2008-04-07 $2.25 $2.50 48.3% 17.9% 23.6% 50.5% 77.5% 38.0% -11.5% -908.3K 29.5M -133.1K 23.67 42.93 N/A N/A 2,460 58,240 73,020 382,080 2008-04-08 $2.23 $2.50 44.7% 16.4% 23.8% 45.9% 37.5% 37.4% -4.3% -937.2K 36.2M -150.5K 0.14 50.70 N/A N/A 49,600 7,020 73,750 437,390 2008-04-09 $2.21 $2.50 48.9% 16.7% 21.7% 51.2% 87.1% 37.8% -5.5% -795.2K 32.1M -174.2K 23.17 47.00 N/A N/A 3,630 84,090 121,030 435,110 2008-04-10 $2.23 $2.50 62.8% 18.0% 22.0% 68.7% 86.0% 40.0% -3.9% -978.6K 34.9M -192.7K 3.21 48.62 N/A N/A 12,000 38,570 123,520 518,250 2008-04-11 $2.21 $2.50 62.9% 18.0% 22.0% 68.8% 81.9% 35.1% -6.5% -988.6K 35.5M -208.3K 3.95 38.00 N/A N/A 870 3,440 130,460 549,490 2008-04-14 $2.21 $2.50 62.9% 18.0% 20.0% 68.7% 60.6% 35.0% -5.0% -967.4K 36.1M -207.7K 4.20 49.30 N/A N/A 2,120 8,910 135,540 551,900 2008-04-15 $2.22 $2.50 62.9% 18.0% 19.3% 68.7% 68.4% 34.0% -5.5% -979.8K 36.3M -208.3K 0.48 38.08 N/A N/A 3,290 1,580 137,570 557,480 2008-04-16 $2.19 $2.50 61.9% 17.8% 15.3% 67.5% 65.6% 30.0% -3.5% -939.5K 36.8M -203.8K 0.59 39.17 N/A N/A 5,220 3,080 139,560 557,540 2008-04-17 $2.19 $2.50 63.9% 18.3% 14.2% 70.0% 64.7% 37.5% -6.4% -964.7K 29.3M -202.6K 0.06 31.66 N/A N/A 39,600 2,400 144,190 520,690 2008-04-18 $2.20 $2.50 60.6% 17.4% 14.6% 65.9% 60.2% 35.3% -2.4% -921.2K 25.9M -215.3K 8.21 36.74 N/A N/A 2,880 23,640 171,620 522,540 2008-04-21 $2.19 $2.50 59.5% 17.1% 13.1% 64.5% 69.3% 28.2% 2.0% -663.1K 21.6M -204.6K 0.55 52.05 N/A N/A 43,300 24,020 170,140 495,820 2008-04-22 $2.21 $2.50 55.4% 15.9% 14.1% 59.3% 71.1% 25.6% 5.0% -648.5K 19.6M -205.5K 0.13 37.26 N/A N/A 25,700 3,460 170,140 491,820 2008-04-23 $2.20 $2.50 56.0% 16.0% 13.3% 60.0% 53.6% 24.2% 3.3% -561.0K 16.0M -227.4K 0.25 36.90 N/A N/A 15,710 3,890 219,870 513,050 2008-04-24 $2.20 $2.50 55.2% 15.8% 13.1% 59.1% 37.1% 19.4% 5.8% -552.2K 15.5M -232.9K 11.01 37.01 N/A N/A 1,560 17,180 232,490 515,680 2008-04-25 $2.22 $2.50 56.3% 16.1% 13.6% 60.4% 74.4% 24.9% 3.7% -555.9K 13.5M -234.2K 0.01 41.66 N/A N/A 6,610 40 233,370 524,860 2008-04-28 $2.23 $2.50 53.8% 15.4% 13.5% 57.3% 60.5% 20.1% 5.9% -549.6K 12.2M -227.2K 0.85 33.31 N/A N/A 10,350 8,770 238,900 524,880 2008-04-29 $2.21 $2.50 59.7% 17.1% 13.6% 64.8% 74.2% 27.2% -0.6% -523.1K 12.0M -235.5K 0.75 47.46 N/A N/A 10,700 8,050 248,840 531,010 2008-04-30 $2.25 $2.50 57.5% 16.5% 14.3% 61.9% 60.5% 23.2% 4.3% -533.9K 10.0M -238.1K 4.29 24.08 N/A N/A 7,970 34,170 253,390 536,710
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