HUN Options History — September 2008 In September 2008, HUN traded between $0.73 and $1.34. ATM implied volatility averaged 176.7%, placing in the 93.6% IV rank vs the trailing year. The 30-day expected move averaged 50.6%. IV traded above realized volatility by 84.0% (HV 20d: 92.7%). Max pain ranged from $1.25 to $1.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.56.
Notable Days 2008-09-05 : Highest Volume — 439,230 contracts2008-09-08 : Largest IV spike — 52.2% change2008-09-02 : Highest IV Rank — 100.0%2008-09-29 : Largest Expected Move — 72.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.10 $0.73 $1.34 $1.34 $1.26 Max Pain $1.36 $1.25 $1.50 $1.50 $1.25 ATM IV 176.7% 96.7% 251.1% 110.2% 167.2% Expected Move 50.6% 27.7% 72.0% 31.6% 47.9% HV 20d 92.7% 23.3% 241.6% 28.7% 241.6% HV 60d 98.3% 70.5% 142.3% 111.5% 142.3% IV Rank 93.6% 63.8% 100.0% 100.0% 63.8% IV Percentile 98.6% 90.1% 100.0% 100.0% 94.4% Term Structure -19.3% -52.4% 30.2% 6.9% -8.1% VWIV 179.3% 109.2% 252.8% 113.8% 168.1% Skew 25d 3.2% -13.9% 23.9% -8.3% 4.5% Skew 10d 8.0% -17.6% 34.8% -10.8% 16.4% Call IV 25d 176.8% 112.1% 267.3% 119.9% 168.0% Put IV 25d 180.0% 111.0% 254.5% 111.6% 172.5% Bid-Ask Spread % 23.35 13.13 41.31 17.81 15.61 Gamma HHI 0.25 0.23 0.29 0.26 0.28 Net GEX 1.1M 5.0K 2.0M 1.8M 1.8M Net DEX -28.2M -113.7M 47.3M -57.9M -113.7M Net VEX -627.5K -865.1K -358.3K -819.1K -678.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.02 1.93 0.02 0.51 Total Volume 217,914.286 50,860 439,230 128,650 390,630 Total OI 4,804,340 3,556,160 5,508,090 4,784,090 4,031,680
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 2008-09-02 $1.34 $1.50 110.2% 31.6% 28.7% 100.0% 113.8% -8.3% 6.9% 1.8M -57.9M -819.1K 0.02 17.81 N/A N/A 125,540 3,110 3,156,570 1,627,520 2008-09-03 $1.32 $1.50 108.0% 31.0% 23.3% 97.7% 116.6% -6.8% 11.3% 1.9M -57.5M -802.0K 0.20 21.17 N/A N/A 215,180 42,270 3,260,190 1,583,380 2008-09-04 $1.26 $1.50 96.7% 27.7% 26.9% 85.6% 109.2% -1.1% 30.2% 1.8M -33.8M -744.6K 0.52 24.20 N/A N/A 169,670 88,210 3,371,000 1,598,300 2008-09-05 $1.30 $1.50 116.7% 37.6% 28.5% 100.0% 129.6% 11.6% -7.0% 2.0M -52.0M -778.5K 0.22 13.13 N/A N/A 358,690 80,540 3,371,000 1,624,250 2008-09-08 $1.11 $1.50 177.5% 47.5% 60.8% 100.0% 159.6% 23.9% -17.6% 1.1M -8.6M -663.9K 1.07 18.73 N/A N/A 172,140 184,750 3,433,220 1,695,690 2008-09-09 $1.12 $1.50 164.5% 45.2% 60.8% 91.9% 157.2% 10.3% -14.7% 991.4K -8.0M -674.6K 1.70 18.07 N/A N/A 62,770 106,950 3,456,590 1,787,340 2008-09-10 $1.09 $1.50 161.9% 47.6% 60.9% 90.3% 165.1% 9.7% -15.7% 923.7K -5.4M -670.3K 0.19 41.31 N/A N/A 164,490 30,480 3,460,810 1,805,390 2008-09-11 $1.17 $1.50 176.9% 50.7% 67.2% 99.6% 174.9% 17.0% -39.5% 1.2M -41.9M -762.2K 0.19 28.58 N/A N/A 256,720 48,790 3,526,300 1,847,900 2008-09-12 $1.32 $1.50 176.7% 50.7% 81.1% 99.5% 176.7% 18.3% -37.6% 2.0M -92.4M -865.1K 0.18 21.40 N/A N/A 306,470 55,440 3,620,610 1,873,500 2008-09-15 $1.19 $1.25 184.7% 53.0% 88.3% 100.0% 179.8% 22.0% -38.7% 1.3M -35.4M -702.1K 1.93 30.52 N/A N/A 17,340 33,520 3,581,900 1,889,990 2008-09-16 $1.15 $1.25 199.7% 57.2% 88.9% 100.0% 194.4% 15.0% -52.4% 722.3K -10.7M -648.8K 0.81 30.38 N/A N/A 70,930 57,320 3,557,860 1,913,750 2008-09-17 $0.96 $1.25 207.2% 59.4% 107.1% 100.0% 209.3% 2.4% -29.7% 144.0K 37.0M -517.0K 0.67 32.29 N/A N/A 69,460 46,270 3,583,260 1,924,830 2008-09-18 $0.94 $1.25 210.3% 60.3% 107.0% 100.0% 205.2% 16.4% -43.1% 5.0K 47.3M -485.3K 0.47 29.55 N/A N/A 138,650 65,020 3,596,550 1,894,160 2008-09-19 $1.09 $1.25 221.4% 63.5% 121.1% 100.0% 225.5% -9.9% -35.0% 944.2K 1.3M -580.7K 0.53 17.81 N/A N/A 177,910 93,410 3,602,410 1,887,450 2008-09-22 $1.00 $1.25 209.8% 60.2% 123.7% 94.4% 217.6% -1.3% -17.7% 801.5K -45.4M -514.7K 0.20 14.39 N/A N/A 284,230 55,480 2,553,210 1,002,950 2008-09-23 $0.98 $1.25 198.8% 57.0% 123.7% 89.0% 206.9% -5.3% -18.9% 877.4K -42.6M -533.1K 0.37 17.24 N/A N/A 98,410 36,790 2,813,860 1,055,760 2008-09-24 $0.93 $1.25 206.6% 59.2% 124.3% 92.8% 212.5% -13.2% -29.1% 799.4K -31.3M -498.9K 0.54 16.18 N/A N/A 43,300 23,460 2,883,350 1,067,960 2008-09-25 $0.90 $1.25 178.0% 51.0% 124.5% 78.7% 181.7% -11.7% -12.7% 701.9K -18.7M -451.1K 0.47 22.19 N/A N/A 174,880 82,840 2,857,320 1,076,300 2008-09-26 $0.86 $1.25 185.7% 53.2% 124.5% 82.5% 209.2% -13.9% 5.1% 647.5K -15.0M -430.1K 0.85 23.72 N/A N/A 44,340 37,850 2,900,830 1,079,250 2008-09-29 $0.73 $1.25 251.1% 72.0% 133.4% 100.0% 252.8% -12.8% -40.4% 468.8K -6.8M -358.3K 0.13 36.16 N/A N/A 54,730 7,220 2,929,470 1,107,480 2008-09-30 $1.26 $1.25 167.2% 47.9% 241.6% 63.8% 168.1% 4.5% -8.1% 1.8M -113.7M -678.0K 0.51 15.61 N/A N/A 259,470 131,160 2,962,350 1,069,330
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