HUN Options History — October 2008 In October 2008, HUN traded between $0.88 and $1.36. ATM implied volatility averaged 187.4%, placing in the 72.5% IV rank vs the trailing year. The 30-day expected move averaged 53.6%. IV traded below realized volatility by 43.1% (HV 20d: 230.5%). Max pain ranged from $1.00 to $1.25. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.32.
Notable Days 2008-10-31 : Highest Volume — 806,520 contracts2008-10-06 : Largest IV spike — 23.5% change2008-10-16 : Highest IV Rank — 88.8%2008-10-16 : Largest Expected Move — 64.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.16 $0.88 $1.36 $1.22 $1.01 Max Pain $1.24 $1.00 $1.25 $1.25 $1.25 ATM IV 187.4% 155.7% 225.2% 162.8% 176.6% Expected Move 53.6% 44.6% 64.6% 46.7% 50.6% HV 20d 230.5% 135.6% 258.4% 241.9% 175.1% HV 60d 154.9% 142.5% 171.3% 142.5% 171.3% IV Rank 72.5% 58.8% 88.8% 61.9% 67.8% IV Percentile 93.5% 85.7% 99.6% 93.7% 88.1% Term Structure -34.2% -85.1% 13.0% -3.3% -9.1% VWIV 182.0% 159.0% 212.9% 162.7% 177.5% Skew 25d 27.2% -13.7% 61.3% -12.0% 10.1% Skew 10d 58.2% -9.9% 145.6% 0.1% 15.4% Call IV 25d 169.2% 139.8% 186.4% 176.8% 173.4% Put IV 25d 196.5% 161.8% 231.7% 164.8% 183.5% Bid-Ask Spread % 28.53 13.33 51.21 26.69 19.27 Gamma HHI 0.25 0.22 0.37 0.27 0.22 Net GEX 1.5M 716.3K 3.3M 1.6M 860.1K Net DEX -83.3M -159.2M -12.0M -94.4M -12.0M Net VEX -528.7K -643.9K -347.8K -643.9K -347.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.04 0.88 0.09 0.58 Total Volume 212,706.087 23,980 806,520 171,380 806,520 Total OI 4,030,546.957 3,547,910 4,385,250 4,059,790 4,015,640
Daily Data (23 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 2008-10-01 $1.22 $1.25 162.8% 46.7% 241.9% 61.9% 162.7% -12.0% -3.3% 1.6M -94.4M -643.9K 0.09 26.69 N/A N/A 156,830 14,550 2,945,490 1,114,300 2008-10-02 $1.09 $1.25 163.3% 46.8% 244.4% 62.1% 171.1% -13.7% 3.5% 1.3M -65.6M -565.5K 0.28 42.85 N/A N/A 107,860 29,960 3,019,180 1,122,700 2008-10-03 $1.06 $1.00 155.7% 44.6% 244.1% 58.8% 159.0% -13.7% 13.0% 1.2M -56.6M -547.9K 0.29 41.35 N/A N/A 62,930 18,390 3,069,320 1,126,930 2008-10-06 $0.99 $1.25 192.3% 54.4% 239.1% 74.6% 186.5% 33.8% -53.6% 1.0M -49.6M -499.8K 0.88 42.78 N/A N/A 153,910 134,940 3,071,500 1,133,250 2008-10-07 $0.88 $1.25 201.2% 55.6% 242.4% 78.5% 192.6% 9.3% -48.8% 716.3K -21.7M -428.4K 0.59 37.91 N/A N/A 62,090 36,380 3,056,940 1,176,100 2008-10-08 $0.91 $1.25 202.3% 57.6% 242.8% 78.9% 195.5% 18.1% -61.1% 810.5K -27.8M -423.9K 0.23 29.72 N/A N/A 19,480 4,500 3,093,190 1,071,150 2008-10-09 $1.16 $1.25 205.8% 56.1% 258.4% 80.4% 193.9% 46.1% -58.5% 1.4M -93.4M -575.0K 0.39 27.93 N/A N/A 171,480 66,320 3,069,430 1,069,200 2008-10-10 $1.16 $1.25 224.9% 60.9% 254.4% 88.7% 212.9% 61.2% -78.6% 1.5M -118.9M -587.6K 0.18 51.21 N/A N/A 34,070 6,290 3,111,800 1,087,080 2008-10-13 $1.33 $1.25 188.8% 58.7% 256.8% 73.1% 195.6% 56.9% -72.4% 2.0M -154.0M -630.1K 0.24 34.93 N/A N/A 135,680 32,240 3,084,440 1,088,830 2008-10-14 $1.35 $1.25 197.2% 57.5% 256.2% 76.7% 183.3% 51.7% -73.7% 2.3M -159.2M -625.6K 0.63 13.33 N/A N/A 97,270 61,590 3,121,480 1,091,460 2008-10-15 $1.17 $1.25 208.9% 61.1% 253.2% 81.8% 209.2% 47.3% -78.0% 1.6M -93.9M -528.4K 0.34 26.56 N/A N/A 195,750 67,020 3,129,300 1,142,800 2008-10-16 $1.22 $1.25 225.2% 64.6% 253.3% 88.8% 198.2% 61.3% -85.1% 1.8M -118.9M -567.8K 0.20 25.42 N/A N/A 217,880 43,530 3,250,870 1,134,380 2008-10-17 $1.24 $1.25 203.9% 58.5% 248.7% 79.6% 201.4% 51.1% -57.7% 3.3M -108.7M -559.1K 0.30 24.32 N/A N/A 260,690 78,540 3,215,250 1,168,040 2008-10-20 $1.19 $1.25 183.9% 52.7% 247.0% 71.0% 176.0% 35.9% -9.4% 1.3M -73.4M -506.0K 0.14 24.84 N/A N/A 66,590 9,420 2,651,210 896,700 2008-10-21 $1.19 $1.25 183.2% 52.5% 246.9% 70.7% 166.5% 33.8% -19.6% 1.4M -79.9M -507.9K 0.10 19.80 N/A N/A 204,010 20,360 2,667,410 897,610 2008-10-22 $1.10 $1.25 194.6% 55.8% 247.8% 75.6% 178.8% 29.7% -17.8% 1.1M -54.5M -464.1K 0.04 18.44 N/A N/A 313,160 13,910 2,761,580 912,840 2008-10-23 $1.13 $1.25 177.9% 51.0% 247.3% 68.4% 171.3% 25.7% -17.6% 1.4M -71.0M -509.7K 0.41 29.62 N/A N/A 28,240 11,550 2,964,210 918,810 2008-10-24 $1.16 $1.25 180.8% 51.8% 246.5% 69.6% 176.8% 16.4% -15.7% 1.5M -74.0M -517.7K 0.18 35.05 N/A N/A 46,150 8,090 2,935,020 921,700 2008-10-27 $1.20 $1.25 185.7% 53.2% 237.9% 71.7% 183.4% 15.4% -23.3% 1.6M -90.4M -530.0K 0.12 19.23 N/A N/A 183,650 21,900 2,888,500 928,010 2008-10-28 $1.23 $1.25 173.5% 49.7% 140.4% 66.5% 172.9% 16.4% -10.4% 1.6M -83.8M -509.7K 0.21 31.79 N/A N/A 153,600 32,370 2,910,500 934,350 2008-10-29 $1.29 $1.25 159.5% 45.7% 140.8% 60.4% 160.2% 16.8% -2.5% 1.9M -92.3M -524.2K 0.12 14.40 N/A N/A 235,000 27,640 2,889,050 936,490 2008-10-30 $1.36 $1.25 161.2% 46.2% 135.6% 61.2% 159.6% 29.0% -6.2% 2.2M -121.5M -559.0K 0.82 18.64 N/A N/A 241,230 198,680 2,950,580 957,960 2008-10-31 $1.01 $1.25 176.6% 50.6% 175.1% 67.8% 177.5% 10.1% -9.1% 860.1K -12.0M -347.8K 0.58 19.27 N/A N/A 510,000 296,520 3,015,240 1,000,400
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