HUN Options History — August 2008 In August 2008, HUN traded between $1.30 and $1.44. ATM implied volatility averaged 96.7%, placing in the 87.7% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded above realized volatility by 55.7% (HV 20d: 41.1%). Max pain ranged from $1.50 to $1.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.59.
Notable Days 2008-08-01 : Highest Volume — 931,790 contracts2008-08-11 : Largest IV spike — 16.7% change2008-08-01 : Highest IV Rank — 100.0%2008-08-04 : Largest Expected Move — 34.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.38 $1.30 $1.44 $1.32 $1.30 Max Pain $1.51 $1.50 $1.75 $1.75 $1.50 ATM IV 96.7% 73.8% 108.5% 108.5% 101.9% Expected Move 29.3% 27.3% 34.7% 31.1% 29.2% HV 20d 41.1% 28.4% 61.2% 61.2% 28.8% HV 60d 111.3% 110.7% 111.5% 110.7% 111.4% IV Rank 87.7% 64.0% 100.0% 100.0% 92.8% IV Percentile 94.5% 84.9% 100.0% 100.0% 96.0% Term Structure 0.8% -10.7% 15.3% 9.7% 6.0% VWIV 102.4% 94.1% 121.8% 121.8% 111.1% Skew 25d 3.3% -12.6% 11.2% -4.9% -12.6% Skew 10d 15.6% -15.8% 62.8% -7.3% -15.8% Call IV 25d 100.9% 93.1% 119.0% 116.4% 119.0% Put IV 25d 104.1% 93.3% 121.4% 111.5% 106.4% Bid-Ask Spread % 18.46 11.33 32.88 11.92 16.25 Gamma HHI 0.30 0.27 0.34 0.32 0.27 Net GEX 1.7M 846.7K 2.2M 846.7K 1.8M Net DEX -44.8M -73.6M 4.8M 4.8M -51.2M Net VEX -827.9K -915.5K -700.2K -700.2K -767.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.06 1.45 0.51 1.36 Total Volume 214,798.095 26,330 931,790 931,790 360,960 Total OI 5,256,723.81 3,942,830 6,522,290 5,232,360 4,525,060
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 2008-08-01 $1.32 $1.75 108.5% 31.1% 61.2% 100.0% 121.8% -4.9% 9.7% 846.7K 4.8M -700.2K 0.51 11.92 N/A N/A 618,810 312,980 3,182,700 2,049,660 2008-08-04 $1.36 $1.50 97.9% 34.7% 56.4% 88.9% 118.2% 9.2% -5.7% 1.3M -35.2M -824.1K 0.74 15.95 N/A N/A 233,000 171,650 3,618,290 2,235,780 2008-08-05 $1.42 $1.50 90.4% 31.3% 57.3% 81.2% 107.6% 11.2% -9.8% 1.5M -47.2M -873.7K 0.97 32.88 N/A N/A 119,890 116,800 3,631,560 2,245,970 2008-08-06 $1.41 $1.50 78.5% 28.6% 57.7% 68.9% 98.8% 5.1% -4.5% 1.5M -30.5M -829.1K 0.48 23.96 N/A N/A 403,140 194,760 3,623,010 2,293,300 2008-08-07 $1.38 $1.50 73.8% 28.4% 53.7% 64.0% 96.4% 3.2% 2.1% 1.7M -32.1M -911.3K 0.34 21.11 N/A N/A 75,970 25,940 3,964,780 2,386,350 2008-08-08 $1.39 $1.50 82.2% 27.8% 48.3% 72.7% 96.1% 3.9% -1.6% 1.7M -43.5M -915.5K 0.79 24.36 N/A N/A 25,910 20,380 3,972,230 2,361,160 2008-08-11 $1.41 $1.50 95.9% 27.3% 46.4% 86.9% 94.1% -0.3% -2.4% 1.8M -39.7M -871.3K 0.55 17.20 N/A N/A 98,180 53,970 3,943,350 2,373,190 2008-08-12 $1.41 $1.50 95.6% 28.0% 45.8% 86.6% 97.3% 4.2% -2.4% 1.7M -35.5M -880.1K 1.45 20.20 N/A N/A 40,840 59,120 3,982,500 2,434,230 2008-08-13 $1.42 $1.50 94.6% 29.0% 45.5% 85.6% 101.1% 9.2% -8.5% 1.9M -42.4M -888.5K 0.42 18.35 N/A N/A 18,570 7,760 4,031,010 2,435,690 2008-08-14 $1.44 $1.50 104.5% 30.0% 36.0% 95.8% 100.7% 9.5% -9.8% 2.2M -47.0M -883.3K 0.74 18.46 N/A N/A 136,320 101,460 4,036,080 2,417,120 2008-08-15 $1.43 $1.50 104.8% 30.1% 36.0% 96.2% 101.1% 4.5% -10.7% 1.8M -25.2M -872.9K 0.30 20.76 N/A N/A 173,000 51,110 4,062,660 2,459,630 2008-08-18 $1.40 $1.50 102.0% 29.3% 36.2% 93.3% 101.3% 2.8% 2.2% 1.7M -73.6M -834.6K 0.58 20.56 N/A N/A 127,060 73,780 2,657,210 1,285,620 2008-08-19 $1.38 $1.50 97.3% 27.9% 35.8% 88.3% 97.8% 6.8% 4.6% 1.7M -60.5M -813.5K 0.37 15.79 N/A N/A 128,210 47,840 2,720,660 1,325,930 2008-08-20 $1.37 $1.50 96.1% 27.5% 35.6% 86.9% 95.0% 0.6% 6.2% 1.9M -60.9M -825.5K 0.76 16.83 N/A N/A 68,950 52,610 2,875,080 1,360,410 2008-08-21 $1.35 $1.50 100.2% 28.7% 35.3% 91.3% 99.4% 8.2% 3.1% 1.8M -54.7M -790.1K 0.32 11.33 N/A N/A 63,760 20,160 2,816,220 1,365,580 2008-08-22 $1.37 $1.50 103.1% 29.6% 29.2% 94.3% 97.9% 8.7% 3.0% 1.9M -59.6M -820.4K 0.10 13.11 N/A N/A 64,000 6,200 2,857,090 1,373,410 2008-08-25 $1.35 $1.50 104.3% 29.9% 29.3% 95.5% 99.1% 7.5% 2.7% 1.9M -56.4M -775.8K 0.06 14.81 N/A N/A 43,550 2,560 2,919,570 1,376,530 2008-08-26 $1.35 $1.50 99.9% 28.6% 28.4% 90.7% 102.2% 3.5% 7.4% 2.0M -53.6M -774.2K 0.06 20.31 N/A N/A 189,580 12,260 2,950,540 1,376,820 2008-08-27 $1.31 $1.50 100.3% 28.8% 29.8% 91.1% 109.7% -10.2% 10.5% 1.8M -47.9M -767.8K 0.35 17.58 N/A N/A 87,280 30,290 3,033,880 1,388,470 2008-08-28 $1.31 $1.50 99.5% 28.5% 29.6% 90.2% 104.5% -1.5% 15.3% 1.8M -49.8M -766.1K 1.25 15.90 N/A N/A 32,020 40,130 3,035,480 1,407,390 2008-08-29 $1.30 $1.50 101.9% 29.2% 28.8% 92.8% 111.1% -12.6% 6.0% 1.8M -51.2M -767.1K 1.36 16.25 N/A N/A 153,090 207,870 3,079,280 1,445,780
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