HUN Options History — June 2008 In June 2008, HUN traded between $1.07 and $2.17. ATM implied volatility averaged 74.6%, placing in the 78.6% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded below realized volatility by 4.0% (HV 20d: 78.6%). Max pain ranged from $1.50 to $2.25. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.61.
Notable Days 2008-06-19 : Highest Volume — 1,027,270 contracts2008-06-27 : Largest IV spike — 48.4% change2008-06-16 : Highest IV Rank — 100.0%2008-06-27 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $1.77 $1.07 $2.17 $2.16 $1.14 Max Pain $1.94 $1.50 $2.25 $2.25 $1.50 ATM IV 74.6% 40.2% 101.8% 40.2% 87.5% Expected Move 22.1% 11.5% 29.2% 11.5% 25.1% HV 20d 78.6% 18.8% 177.2% 20.9% 177.2% HV 60d 50.9% 18.5% 104.2% 20.3% 104.2% IV Rank 78.6% 40.3% 100.0% 40.3% 84.3% IV Percentile 94.0% 65.5% 100.0% 65.5% 97.6% Term Structure 12.9% -7.3% 34.9% 24.3% 34.0% VWIV 76.8% 34.8% 117.3% 34.8% 91.5% Skew 25d 14.9% -17.9% 27.2% 20.6% 7.4% Skew 10d 17.0% -32.2% 41.4% 11.8% -12.5% Call IV 25d 70.5% 39.1% 115.9% 39.1% 91.9% Put IV 25d 85.4% 59.6% 103.0% 59.6% 99.3% Bid-Ask Spread % 26.08 12.07 54.75 54.75 16.43 Gamma HHI 0.30 0.16 0.39 0.36 0.23 Net GEX 54.3K -791.4K 558.0K 388.0K 143.8K Net DEX 32.0M -22.3M 118.5M -19.7M 77.3M Net VEX -434.1K -585.5K -257.6K -421.0K -404.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.61 0.15 5.50 0.25 1.03 Total Volume 204,721.905 5,590 1,027,270 22,130 98,470 Total OI 2,276,358.095 1,425,550 3,743,130 1,425,550 3,743,130
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 2008-06-02 $2.16 $2.25 40.2% 11.5% 20.9% 40.3% 34.8% 20.6% 24.3% 388.0K -19.7M -421.0K 0.25 54.75 N/A N/A 17,740 4,390 725,940 699,610 2008-06-03 $2.12 $2.25 58.5% 16.8% 20.5% 63.2% 52.2% 18.8% 18.2% 407.4K -14.9M -414.8K 2.04 48.31 N/A N/A 24,730 50,530 738,750 697,920 2008-06-04 $2.15 $2.25 52.1% 14.9% 21.5% 55.2% 54.9% 13.4% 18.8% 498.2K -19.8M -444.6K 0.74 33.45 N/A N/A 31,410 23,390 751,640 742,290 2008-06-05 $2.17 $2.25 51.9% 14.9% 21.6% 55.0% 43.4% 21.3% 21.8% 558.0K -22.3M -448.8K 0.75 42.93 N/A N/A 34,940 26,250 772,090 759,280 2008-06-06 $2.11 $2.25 68.2% 23.3% 22.8% 75.4% 76.9% 18.9% 2.3% 485.2K -15.3M -448.0K 2.36 26.61 N/A N/A 91,020 214,940 788,230 781,300 2008-06-09 $2.11 $2.25 74.3% 23.9% 21.5% 83.1% 73.2% 23.1% -1.6% 256.4K -3.4M -498.4K 3.39 17.81 N/A N/A 11,690 39,620 840,630 941,320 2008-06-10 $2.13 $2.25 60.3% 21.4% 21.4% 65.5% 82.0% 20.9% 0.1% 271.8K -5.5M -519.0K 2.69 18.41 N/A N/A 12,300 33,070 873,550 993,950 2008-06-11 $2.10 $2.00 70.3% 24.9% 18.9% 78.0% 86.9% 26.3% -0.4% 138.5K -2.3M -527.8K 2.34 17.29 N/A N/A 64,590 151,290 879,950 1,013,080 2008-06-12 $2.12 $2.00 86.7% 24.8% 18.9% 98.6% 85.1% 27.2% 1.8% 20.9K -146.4K -577.5K 0.88 18.64 N/A N/A 34,560 30,260 932,510 1,154,470 2008-06-13 $2.11 $2.00 86.3% 24.7% 18.8% 98.0% 81.4% 23.7% 1.8% 75.7K -2.9M -585.5K 3.88 24.94 N/A N/A 5,990 23,230 959,920 1,177,770 2008-06-16 $2.09 $2.00 89.0% 25.5% 18.9% 100.0% 68.5% 24.0% 3.4% -3.2K 1.2M -568.3K 5.50 23.30 N/A N/A 860 4,730 964,340 1,197,330 2008-06-17 $2.03 $2.00 92.2% 26.4% 19.0% 100.0% 92.0% 25.6% -2.4% -199.5K 22.6M -539.1K 2.68 17.49 N/A N/A 26,680 71,600 964,540 1,196,260 2008-06-18 $2.09 $2.00 96.5% 27.7% 22.4% 100.0% 93.6% 25.7% -7.3% -99.2K 8.2M -571.4K 0.97 14.80 N/A N/A 93,910 91,450 983,340 1,252,670 2008-06-19 $1.29 $2.00 86.3% 24.8% 171.9% 88.5% 91.3% -0.9% 17.8% -791.4K 118.5M -257.6K 0.63 33.98 N/A N/A 629,340 397,930 1,063,290 1,332,740 2008-06-20 $1.28 $1.75 92.1% 26.4% 171.8% 94.9% 117.3% -17.9% 7.9% -466.0K 103.1M -333.5K 1.24 24.33 N/A N/A 140,850 174,400 1,349,730 1,439,110 2008-06-23 $1.28 $1.75 76.8% 22.0% 171.9% 77.7% 81.0% 0.4% 21.4% -312.9K 87.6M -291.1K 0.48 22.49 N/A N/A 230,410 110,810 1,339,590 1,206,500 2008-06-24 $1.31 $1.50 68.3% 19.6% 172.3% 68.1% 71.7% 7.8% 28.3% -142.5K 85.6M -326.6K 0.15 12.07 N/A N/A 152,090 22,850 1,539,440 1,310,570 2008-06-25 $1.26 $1.50 58.3% 16.7% 172.1% 56.7% 60.5% 6.5% 34.9% 78.5K 84.5M -310.5K 0.94 16.51 N/A N/A 264,330 247,930 1,626,720 1,314,940 2008-06-26 $1.16 $1.50 68.6% 19.7% 173.1% 68.4% 80.5% 4.9% 28.9% -35.1K 92.6M -337.9K 0.44 30.18 N/A N/A 117,960 51,410 1,853,420 1,524,120 2008-06-27 $1.07 $1.50 101.8% 29.2% 173.6% 100.0% 94.0% 15.7% 16.2% -132.6K 97.3M -290.1K 0.44 32.96 N/A N/A 309,990 135,220 1,853,420 1,524,120 2008-06-30 $1.14 $1.50 87.5% 25.1% 177.2% 84.3% 91.5% 7.4% 34.0% 143.8K 77.3M -404.2K 1.03 16.43 N/A N/A 48,540 49,930 2,175,370 1,567,760
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