HUN Options History — March 2009 In March 2009, HUN traded between $0.22 and $0.35. ATM implied volatility averaged 112.8%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 33.0%. IV traded above realized volatility by 6.7% (HV 20d: 106.1%). Max pain ranged from $0.25 to $0.25. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.22.
Notable Days 2009-03-16 : Highest Volume — 44,130 contracts2009-03-03 : Largest IV drop — 27.3% change2009-03-11 : Highest IV Rank — 47.7%2009-03-10 : Largest Expected Move — 38.1%Monthly Statistics Metric Avg Min Max Open Close Price $0.29 $0.22 $0.35 $0.26 $0.31 Max Pain $0.25 $0.25 $0.25 $0.25 $0.25 ATM IV 112.8% 89.8% 130.7% 123.7% 116.7% Expected Move 33.0% 25.8% 38.1% 35.5% 33.4% HV 20d 106.1% 84.7% 122.1% 105.9% 87.9% HV 60d 116.8% 84.2% 163.9% 160.6% 88.0% IV Rank 38.4% 30.4% 47.7% 45.0% 37.3% IV Percentile 56.5% 38.5% 69.4% 66.7% 57.9% Term Structure 25.8% -1.6% 62.9% -1.6% 44.7% VWIV 110.6% 78.4% 135.6% 124.1% 91.8% Skew 25d 4.7% -14.3% 31.5% -11.6% -4.7% Skew 10d 12.4% -21.7% 58.3% 46.4% 27.3% Call IV 25d 134.4% 106.9% 161.8% 149.5% 136.4% Put IV 25d 139.0% 127.6% 158.4% 137.8% 131.7% Bid-Ask Spread % 28.70 15.38 46.23 22.18 46.23 Gamma HHI 0.57 0.48 0.72 0.56 0.60 Net GEX 22.2K 7.3K 33.7K 18.4K 30.0K Net DEX -2.0M -3.0M -474.7K -983.4K -2.5M Net VEX -13.7K -17.9K -8.3K -13.5K -16.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.02 0.90 0.57 0.16 Total Volume 12,588.182 1,820 44,130 9,080 6,910 Total OI 383,250.909 360,890 402,240 370,850 385,010
Daily Data (22 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 2009-03-02 $0.26 $0.25 123.7% 35.5% 105.9% 45.0% 124.1% -11.6% -1.6% 18.4K -983.4K -13.5K 0.57 22.18 N/A N/A 5,790 3,290 263,410 107,440 2009-03-03 $0.24 $0.25 89.8% 25.8% 107.8% 30.4% 104.0% -5.1% 19.5% 17.0K -796.1K -12.8K 0.11 30.86 N/A N/A 7,190 780 263,130 106,590 2009-03-04 $0.24 $0.25 109.8% 31.5% 107.8% 39.0% 110.1% 0.0% 20.0% 17.9K -827.4K -12.6K 0.05 22.51 N/A N/A 6,670 350 269,180 106,860 2009-03-05 $0.22 $0.25 108.3% 31.0% 115.0% 38.3% 95.8% -3.4% 11.3% 15.0K -547.1K -10.8K 0.40 28.34 N/A N/A 5,490 2,210 270,790 106,710 2009-03-06 $0.23 $0.25 97.7% 36.0% 111.6% 33.8% 0.0% -0.5% 25.5% 16.5K -474.7K -11.3K 0.02 18.31 N/A N/A 13,200 310 272,160 108,460 2009-03-09 $0.25 $0.25 107.9% 33.8% 115.7% 38.2% 118.0% 0.0% 30.2% 25.2K -1.0M -12.7K 0.07 20.39 N/A N/A 17,160 1,270 283,530 108,560 2009-03-10 $0.28 $0.25 112.7% 38.1% 122.1% 39.9% 135.6% -14.3% 7.3% 28.1K -1.5M -13.9K 0.19 22.56 N/A N/A 15,190 2,840 283,950 109,570 2009-03-11 $0.28 $0.25 130.7% 36.0% 117.7% 47.7% 127.0% -2.0% 13.3% 29.0K -1.4M -13.9K 0.20 15.38 N/A N/A 22,470 4,600 283,070 110,820 2009-03-12 $0.30 $0.25 118.5% 34.0% 118.4% 42.0% 0.0% 17.0% 3.6% 23.1K -2.2M -14.9K 0.04 25.98 N/A N/A 15,310 660 271,430 111,950 2009-03-13 $0.30 $0.25 117.0% 33.6% 117.2% 40.2% 100.7% 13.7% 23.4% 26.7K -2.3M -15.5K 0.14 25.44 N/A N/A 13,620 1,960 275,860 111,300 2009-03-16 $0.31 $0.25 110.2% 31.6% 117.1% 37.2% 110.0% -1.3% 20.8% 24.5K -2.7M -15.0K 0.07 33.34 N/A N/A 41,050 3,080 276,500 109,800 2009-03-17 $0.31 $0.25 112.9% 32.4% 112.4% 38.4% 111.8% 5.4% 5.7% 27.6K -2.9M -15.8K 0.26 35.33 N/A N/A 4,340 1,120 288,220 110,520 2009-03-18 $0.32 $0.25 107.5% 30.8% 109.9% 36.0% 0.0% 31.5% 35.2% 7.3K -3.0M -8.3K 0.06 32.18 N/A N/A 3,190 200 288,850 111,630 2009-03-19 $0.32 $0.25 117.9% 33.8% 109.4% 40.6% 0.0% 28.0% 17.2% 7.6K -2.9M -8.4K 0.90 32.18 N/A N/A 960 860 289,820 111,770 2009-03-20 $0.31 $0.25 109.5% 31.4% 106.5% 36.9% 0.0% 10.4% 27.5% 22.5K -2.9M -15.1K 0.07 30.60 N/A N/A 8,180 550 289,750 112,490 2009-03-23 $0.32 $0.25 109.5% 31.4% 99.9% 36.8% 0.0% 6.2% 41.2% 24.8K -2.4M -15.3K 0.44 23.04 N/A N/A 8,340 3,690 265,860 95,030 2009-03-24 $0.31 $0.25 128.7% 36.9% 93.4% 44.9% 0.0% 9.3% 9.9% 24.0K -2.2M -15.3K 0.34 30.18 N/A N/A 5,950 2,010 266,120 97,990 2009-03-25 $0.32 $0.25 122.0% 35.0% 89.7% 39.7% 0.0% -2.3% 62.9% 24.7K -2.4M -15.7K 0.07 26.55 N/A N/A 15,930 1,110 271,520 98,810 2009-03-26 $0.35 $0.25 108.9% 31.2% 93.3% 33.6% 78.4% 12.5% 56.0% 33.7K -3.0M -17.9K 0.16 45.13 N/A N/A 8,720 1,410 277,740 99,900 2009-03-27 $0.35 $0.25 110.3% 31.6% 84.7% 34.3% 130.5% 5.5% 40.4% 13.3K -2.7M -10.6K 0.20 18.45 N/A N/A 8,830 1,770 278,750 99,560 2009-03-30 $0.32 $0.25 111.5% 32.0% 91.4% 34.9% 91.8% -1.5% 53.8% 30.9K -2.5M -16.0K 0.21 46.23 N/A N/A 6,910 1,470 281,550 99,560 2009-03-31 $0.31 $0.25 116.7% 33.4% 87.9% 37.3% 0.0% -4.7% 44.7% 30.0K -2.5M -16.1K 0.16 46.23 N/A N/A 5,960 950 284,190 100,820
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