HUN Options History — May 2008 In May 2008, HUN traded between $2.19 and $2.37. ATM implied volatility averaged 50.6%, placing in the 53.3% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 31.2% (HV 20d: 19.4%). Max pain ranged from $2.25 to $2.50. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.22.
Notable Days 2008-05-22 : Highest Volume — 242,190 contracts2008-05-15 : Largest IV spike — 16.4% change2008-05-06 : Highest IV Rank — 64.8%2008-05-13 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $2.28 $2.19 $2.37 $2.30 $2.19 Max Pain $2.27 $2.25 $2.50 $2.50 $2.25 ATM IV 50.6% 36.8% 59.8% 53.0% 40.9% Expected Move 15.1% 10.5% 18.1% 15.2% 11.7% HV 20d 19.4% 14.6% 22.8% 14.8% 20.7% HV 60d 21.8% 20.2% 23.0% 21.6% 20.2% IV Rank 53.3% 35.9% 64.8% 56.3% 41.2% IV Percentile 81.6% 63.1% 94.8% 86.5% 67.5% Term Structure 6.6% -2.4% 20.5% 8.5% 19.9% VWIV 52.5% 37.3% 63.7% 52.3% 38.5% Skew 25d 22.9% 10.3% 28.9% 24.0% 21.6% Skew 10d 30.8% 1.3% 44.7% 42.5% 15.2% Call IV 25d 42.9% 32.5% 48.5% 45.7% 34.3% Put IV 25d 65.8% 46.3% 74.5% 69.7% 55.9% Bid-Ask Spread % 48.63 23.17 76.91 27.10 74.70 Gamma HHI 0.31 0.22 0.42 0.22 0.36 Net GEX 22.7K -642.8K 590.8K -642.8K 418.7K Net DEX -7.3M -20.4M 7.6M 7.6M -13.7M Net VEX -289.9K -414.2K -217.0K -241.3K -414.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.17 4.32 0.73 0.43 Total Volume 62,741.429 3,570 242,190 23,060 127,380 Total OI 967,019.048 798,440 1,318,440 823,960 1,318,440
Daily Data (21 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 2008-05-01 $2.30 $2.50 53.0% 15.2% 14.8% 56.3% 52.3% 24.0% 8.5% -642.8K 7.6M -241.3K 0.73 27.10 N/A N/A 13,360 9,700 260,160 563,800 2008-05-02 $2.32 $2.50 56.0% 16.1% 15.1% 60.1% 56.0% 17.9% 4.7% -479.3K 1.7M -243.7K 0.71 23.17 N/A N/A 12,160 8,670 272,120 562,940 2008-05-05 $2.35 $2.25 55.0% 17.5% 15.2% 58.8% 58.3% 26.0% -2.0% -495.3K -194.5K -237.0K 1.01 36.14 N/A N/A 1,780 1,790 280,820 570,650 2008-05-06 $2.34 $2.25 59.8% 17.6% 14.6% 64.8% 61.2% 24.7% -2.4% -470.0K -180.5K -235.5K 1.17 38.25 N/A N/A 2,330 2,720 281,220 572,180 2008-05-07 $2.31 $2.25 57.5% 17.3% 15.4% 61.9% 0.0% 27.5% -1.6% -463.4K 2.6M -232.6K 0.35 39.79 N/A N/A 4,020 1,400 282,840 573,830 2008-05-08 $2.32 $2.25 58.0% 17.6% 15.2% 62.5% 0.0% 26.1% -1.1% -463.4K 1.7M -230.6K 4.32 52.33 N/A N/A 1,370 5,920 284,540 575,080 2008-05-09 $2.27 $2.25 49.4% 16.8% 17.7% 51.8% 58.5% 27.9% 0.2% -407.4K 7.1M -224.1K 0.58 50.14 N/A N/A 4,890 2,840 285,810 579,780 2008-05-12 $2.29 $2.25 53.2% 16.8% 18.1% 56.5% 56.8% 27.0% -0.6% -272.8K 3.3M -217.0K 2.08 40.64 N/A N/A 1,850 3,850 289,030 578,670 2008-05-13 $2.35 $2.25 56.6% 18.1% 19.7% 60.9% 63.5% 25.4% -0.7% -278.5K -1.8M -218.3K 0.56 51.66 N/A N/A 135,090 75,330 289,170 582,170 2008-05-14 $2.37 $2.25 51.2% 17.6% 19.2% 54.1% 56.0% 23.3% 0.0% 250.6K -17.2M -276.3K 0.17 51.87 N/A N/A 49,450 8,500 411,450 607,760 2008-05-15 $2.34 $2.25 59.6% 17.1% 19.8% 64.6% 56.3% 25.9% -0.1% -18.1K -8.2M -234.1K 0.51 55.59 N/A N/A 10,550 5,430 338,420 612,870 2008-05-16 $2.33 $2.25 56.9% 16.3% 19.9% 61.2% 63.7% 25.9% 2.4% 295.3K -20.4M -284.7K 4.20 58.39 N/A N/A 10,860 45,600 443,850 616,070 2008-05-19 $2.27 $2.25 58.2% 16.7% 22.7% 62.9% 63.3% 28.9% 0.1% 419.7K -13.1M -292.3K 0.52 59.36 N/A N/A 34,060 17,550 368,140 430,300 2008-05-20 $2.26 $2.25 53.5% 15.3% 22.5% 56.9% 51.0% 27.4% 6.5% 466.6K -14.1M -303.7K 0.63 29.96 N/A N/A 24,360 15,290 398,940 437,750 2008-05-21 $2.23 $2.25 47.2% 13.5% 22.8% 49.1% 47.5% 25.6% 8.9% 385.5K -12.8M -304.3K 2.16 76.91 N/A N/A 13,940 30,090 396,210 441,050 2008-05-22 $2.23 $2.25 40.3% 11.5% 22.8% 40.3% 40.8% 16.9% 15.6% 275.5K -11.1M -314.8K 0.92 58.24 N/A N/A 126,460 115,730 419,520 473,680 2008-05-23 $2.22 $2.25 36.8% 10.5% 22.7% 35.9% 38.8% 10.3% 19.2% 382.4K -13.0M -376.3K 0.77 63.94 N/A N/A 73,230 56,510 536,590 585,710 2008-05-27 $2.23 $2.25 37.1% 10.6% 22.8% 36.4% 37.3% 10.5% 20.5% 590.8K -18.7M -401.5K 1.83 34.55 N/A N/A 2,800 5,120 603,380 640,290 2008-05-28 $2.23 $2.25 41.7% 11.9% 22.7% 42.1% 55.9% 15.5% 19.5% 485.1K -17.9M -401.2K 0.20 46.13 N/A N/A 38,190 7,700 606,250 645,190 2008-05-29 $2.19 $2.25 40.9% 11.7% 22.6% 41.1% 41.0% 23.2% 20.5% 497.3K -15.0M -404.2K 1.86 52.32 N/A N/A 73,300 136,400 638,750 651,980 2008-05-30 $2.19 $2.25 40.9% 11.7% 20.7% 41.2% 38.5% 21.6% 19.9% 418.7K -13.7M -414.2K 0.43 74.70 N/A N/A 88,840 38,540 654,310 664,130
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