HUN Options History — June 2009 In June 2009, HUN traded between $0.50 and $0.69. ATM implied volatility averaged 120.4%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 34.2%. IV traded above realized volatility by 58.7% (HV 20d: 61.7%). Max pain ranged from $0.50 to $0.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.20.
Notable Days 2009-06-23 : Highest Volume — 682,570 contracts2009-06-09 : Largest IV spike — 32.3% change2009-06-09 : Highest IV Rank — 57.1%2009-06-18 : Largest Expected Move — 41.9%Monthly Statistics Metric Avg Min Max Open Close Price $0.62 $0.50 $0.69 $0.66 $0.50 Max Pain $0.55 $0.50 $0.75 $0.50 $0.50 ATM IV 120.4% 56.1% 168.3% 127.0% 56.1% Expected Move 34.2% 16.1% 41.9% 36.4% 16.1% HV 20d 61.7% 51.8% 68.3% 68.3% 58.5% HV 60d 71.7% 70.2% 74.3% 73.6% 71.5% IV Rank 32.6% 0.0% 57.1% 41.1% 0.0% IV Percentile 52.0% 0.0% 84.1% 66.3% 0.0% Term Structure -2.0% -18.5% 26.3% -3.3% 11.6% VWIV 122.5% 56.7% 151.7% 134.8% 56.7% Skew 25d -8.5% -20.9% 20.4% -19.7% 18.7% Skew 10d -20.4% -52.9% 37.4% -38.6% 35.1% Call IV 25d 128.4% 59.1% 156.5% 141.5% 59.1% Put IV 25d 119.9% 77.8% 152.0% 121.8% 77.8% Bid-Ask Spread % 14.94 8.48 23.77 19.65 10.20 Gamma HHI 0.40 0.35 0.48 0.36 0.40 Net GEX 308.8K 189.9K 470.7K 278.0K 189.9K Net DEX -21.4M -34.4M -6.8M -24.2M -6.8M Net VEX -90.5K -109.2K -63.1K -88.5K -63.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.03 0.51 0.16 0.19 Total Volume 108,565 19,580 682,570 80,640 22,780 Total OI 1,322,402.273 1,038,940 1,571,870 1,038,940 1,399,530
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 2009-06-01 $0.66 $0.50 127.0% 36.4% 68.3% 41.1% 134.8% -19.7% -3.3% 278.0K -24.2M -88.5K 0.16 19.65 N/A N/A 69,430 11,210 811,390 227,550 2009-06-02 $0.64 $0.50 131.5% 37.7% 65.4% 43.3% 130.8% -16.4% 4.7% 278.2K -22.7M -86.7K 0.06 17.74 N/A N/A 99,850 6,470 853,470 234,660 2009-06-03 $0.61 $0.50 128.2% 36.8% 67.0% 38.3% 130.7% -2.9% -3.5% 300.6K -22.0M -90.4K 0.09 20.28 N/A N/A 48,930 4,390 928,930 235,070 2009-06-04 $0.63 $0.50 120.7% 34.6% 67.1% 34.5% 120.9% -2.9% 13.8% 319.3K -23.2M -90.0K 0.15 23.77 N/A N/A 24,470 3,620 935,880 237,190 2009-06-05 $0.64 $0.50 127.8% 39.1% 65.6% 38.1% 135.6% 5.4% -16.4% 339.0K -25.0M -92.0K 0.07 15.88 N/A N/A 127,080 8,390 949,270 239,930 2009-06-08 $0.63 $0.50 127.2% 38.0% 64.8% 35.7% 135.1% -15.6% -9.3% 353.5K -26.1M -93.6K 0.22 11.36 N/A N/A 25,730 5,550 1,006,480 246,260 2009-06-09 $0.67 $0.50 168.3% 41.5% 68.1% 57.1% 147.9% -15.9% -18.5% 384.9K -32.3M -101.2K 0.03 13.56 N/A N/A 171,280 5,670 1,024,180 250,860 2009-06-10 $0.69 $0.50 153.9% 40.6% 65.7% 49.6% 144.9% -19.4% -12.0% 445.5K -34.4M -108.3K 0.16 14.80 N/A N/A 132,810 21,750 1,117,090 253,760 2009-06-11 $0.69 $0.50 132.8% 38.1% 64.6% 38.6% 135.9% -12.5% -11.2% 470.7K -31.6M -109.2K 0.35 11.05 N/A N/A 36,540 12,920 1,141,170 261,080 2009-06-12 $0.67 $0.75 136.1% 39.0% 65.3% 40.4% 141.9% -20.9% -11.0% 445.8K -29.1M -106.9K 0.14 21.91 N/A N/A 62,270 8,770 1,158,120 270,400 2009-06-15 $0.67 $0.75 138.8% 39.8% 64.2% 41.7% 138.5% -18.6% -9.8% 464.4K -29.6M -103.1K 0.46 23.68 N/A N/A 60,980 28,020 1,196,000 273,700 2009-06-16 $0.66 $0.75 141.9% 40.7% 58.5% 43.3% 146.0% -16.3% -5.3% 259.7K -24.2M -95.6K 0.45 18.99 N/A N/A 43,460 19,500 1,209,490 269,620 2009-06-17 $0.64 $0.75 141.7% 40.6% 52.0% 43.2% 144.0% -4.6% -2.5% 244.4K -22.6M -96.5K 0.07 15.22 N/A N/A 90,510 6,250 1,229,270 288,050 2009-06-18 $0.62 $0.50 146.0% 41.9% 52.6% 45.5% 151.7% -4.4% -0.9% 247.5K -21.8M -97.3K 0.24 12.25 N/A N/A 45,200 10,890 1,261,700 290,160 2009-06-19 $0.64 $0.50 140.7% 40.3% 51.8% 42.7% 143.7% -5.3% 1.6% 270.9K -23.0M -100.6K 0.18 14.23 N/A N/A 45,870 8,200 1,277,440 294,430 2009-06-22 $0.60 $0.50 127.4% 36.5% 54.8% 35.8% 134.8% -10.8% 26.3% 262.2K -19.7M -92.5K 0.07 12.56 N/A N/A 90,800 6,420 877,560 198,970 2009-06-23 $0.59 $0.50 89.5% 25.7% 54.6% 16.2% 95.4% -8.3% -1.6% 305.6K -14.7M -79.1K 0.27 10.99 N/A N/A 537,460 145,110 932,370 203,950 2009-06-24 $0.53 $0.50 86.1% 24.7% 63.3% 14.4% 90.8% -11.2% -0.3% 233.3K -9.5M -77.3K 0.32 8.68 N/A N/A 130,240 42,100 1,062,620 278,760 2009-06-25 $0.54 $0.50 83.5% 23.9% 63.3% 13.1% 89.5% -11.7% -3.7% 251.2K -10.5M -79.3K 0.15 10.90 N/A N/A 38,160 5,560 1,096,580 290,770 2009-06-26 $0.53 $0.50 76.9% 22.0% 62.1% 4.5% 79.1% -14.5% 7.2% 236.7K -10.4M -77.1K 0.51 8.48 N/A N/A 12,940 6,640 1,105,730 288,500 2009-06-29 $0.52 $0.50 66.6% 19.1% 58.9% 0.0% 66.6% 20.4% 0.4% 212.8K -7.3M -63.8K 0.12 12.39 N/A N/A 93,240 10,970 1,106,540 278,370 2009-06-30 $0.50 $0.50 56.1% 16.1% 58.5% 0.0% 56.7% 18.7% 11.6% 189.9K -6.8M -63.1K 0.19 10.20 N/A N/A 19,170 3,610 1,122,550 276,980
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