HUN Options History — July 2009 In July 2009, HUN traded between $0.50 and $0.62. ATM implied volatility averaged 67.0%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 16.8% (HV 20d: 50.2%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.32.
Notable Days 2009-07-15 : Highest Volume — 66,950 contracts2009-07-31 : Largest IV spike — 26.4% change2009-07-06 : Highest IV Rank — 12.6%2009-07-31 : Largest Expected Move — 21.7%Monthly Statistics Metric Avg Min Max Open Close Price $0.56 $0.50 $0.62 $0.53 $0.61 Max Pain $0.50 $0.50 $0.50 $0.50 $0.50 ATM IV 67.0% 57.3% 80.8% 69.5% 75.7% Expected Move 19.7% 16.5% 21.7% 19.9% 21.7% HV 20d 50.2% 34.9% 61.3% 61.3% 39.8% HV 60d 63.3% 56.3% 71.3% 71.3% 56.9% IV Rank 5.6% 0.6% 12.6% 6.9% 10.0% IV Percentile 2.6% 0.4% 9.9% 0.8% 9.9% Term Structure 4.5% -5.8% 31.1% 1.8% -5.8% VWIV 70.0% 47.3% 88.3% 69.3% 72.7% Skew 25d -3.5% -17.9% 20.1% 20.1% -0.9% Skew 10d 2.8% -28.4% 44.3% 42.4% 8.6% Call IV 25d 75.6% 61.4% 89.7% 61.4% 71.4% Put IV 25d 72.1% 64.4% 82.0% 81.6% 70.5% Bid-Ask Spread % 10.48 5.75 18.73 14.56 7.08 Gamma HHI 0.44 0.35 0.50 0.39 0.45 Net GEX 288.3K 98.1K 362.1K 228.5K 358.2K Net DEX -14.4M -20.2M -8.1M -9.7M -19.8M Net VEX -57.6K -69.4K -35.4K -67.1K -54.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.03 1.43 0.13 0.12 Total Volume 25,560 6,300 66,950 64,450 6,300 Total OI 1,291,811.818 1,084,830 1,474,770 1,394,970 1,113,800
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 2009-07-01 $0.53 $0.50 69.5% 19.9% 61.3% 6.9% 69.3% 20.1% 1.8% 228.5K -9.7M -67.1K 0.13 14.56 N/A N/A 56,950 7,500 1,118,890 276,080 2009-07-02 $0.53 $0.50 70.1% 20.1% 60.3% 7.1% 70.1% 18.6% 1.0% 265.3K -11.2M -69.4K 0.43 8.94 N/A N/A 21,200 9,170 1,153,530 277,690 2009-07-06 $0.52 $0.50 80.8% 21.2% 59.6% 12.6% 75.7% -11.8% -0.7% 264.5K -10.6M -65.4K 0.72 9.06 N/A N/A 16,170 11,670 1,162,990 280,170 2009-07-07 $0.51 $0.50 70.5% 21.0% 59.8% 7.4% 75.1% -15.2% 1.3% 254.1K -9.3M -63.9K 0.20 11.53 N/A N/A 11,880 2,430 1,170,190 276,390 2009-07-08 $0.50 $0.50 67.7% 21.5% 52.8% 5.9% 88.3% -17.9% 1.2% 245.3K -8.1M -61.6K 0.06 9.38 N/A N/A 36,080 2,290 1,172,690 268,740 2009-07-09 $0.52 $0.50 62.4% 21.1% 53.6% 3.2% 84.4% -14.4% 0.9% 279.9K -11.1M -65.6K 0.05 11.89 N/A N/A 40,460 1,970 1,193,980 268,860 2009-07-10 $0.52 $0.50 63.2% 21.2% 54.0% 3.6% 74.5% -4.3% 1.8% 286.1K -12.0M -65.4K 0.22 8.30 N/A N/A 9,440 2,080 1,198,170 268,490 2009-07-13 $0.53 $0.50 66.8% 19.2% 54.3% 5.5% 68.3% -8.0% 5.4% 291.2K -11.9M -59.9K 0.12 7.19 N/A N/A 18,010 2,200 1,192,090 269,210 2009-07-14 $0.53 $0.50 69.0% 18.7% 54.4% 6.6% 65.4% -8.7% 5.0% 264.6K -14.1M -56.0K 0.40 5.75 N/A N/A 9,900 3,940 1,201,340 270,320 2009-07-15 $0.55 $0.50 57.3% 20.2% 56.8% 0.6% 71.0% -2.5% -1.6% 296.9K -16.6M -58.5K 0.11 7.06 N/A N/A 60,570 6,380 1,204,180 270,590 2009-07-16 $0.55 $0.50 71.0% 20.4% 56.3% 7.7% 71.6% -3.0% -2.8% 294.0K -16.0M -58.8K 0.03 6.55 N/A N/A 9,980 320 1,195,960 269,710 2009-07-17 $0.55 $0.50 67.0% 19.2% 55.8% 5.6% 67.7% -6.1% 0.6% 291.3K -15.4M -56.3K 0.08 10.56 N/A N/A 19,540 1,580 1,197,460 268,200 2009-07-20 $0.56 $0.50 64.8% 18.6% 56.5% 4.5% 62.6% -8.8% 2.5% 310.2K -14.4M -54.2K 1.28 9.41 N/A N/A 8,140 10,410 902,960 189,590 2009-07-21 $0.56 $0.50 68.0% 19.5% 53.3% 6.1% 69.8% -7.7% -2.7% 307.9K -13.6M -53.9K 0.30 12.45 N/A N/A 34,890 10,400 906,630 191,770 2009-07-22 $0.57 $0.50 64.0% 18.4% 53.4% 4.1% 64.4% -8.5% 5.0% 311.6K -14.9M -53.3K 1.43 13.89 N/A N/A 3,780 5,410 914,790 196,200 2009-07-23 $0.58 $0.50 66.5% 19.1% 34.9% 5.3% 68.0% -3.8% 0.4% 319.3K -16.4M -54.0K 0.53 9.68 N/A N/A 6,760 3,560 898,910 185,920 2009-07-24 $0.59 $0.50 68.5% 19.6% 35.1% 6.3% 72.3% -1.7% -4.5% 98.1K -18.4M -35.4K 0.48 9.87 N/A N/A 13,040 6,200 901,710 186,950 2009-07-27 $0.62 $0.50 57.4% 16.5% 36.5% 0.7% 65.5% -0.2% 31.1% 362.1K -20.2M -57.1K 0.06 10.29 N/A N/A 32,530 2,100 904,580 189,480 2009-07-28 $0.60 $0.50 60.0% 17.2% 36.3% 2.0% 60.1% 6.6% 28.5% 338.8K -18.7M -51.6K 0.03 18.73 N/A N/A 26,600 920 908,770 186,550 2009-07-29 $0.58 $0.50 73.1% 21.0% 40.0% 8.7% 75.7% -8.0% 0.9% 325.3K -16.1M -51.2K 0.11 10.29 N/A N/A 9,340 990 922,390 186,480 2009-07-30 $0.60 $0.50 59.9% 17.2% 39.6% 1.9% 47.3% 9.3% 29.5% 349.2K -18.7M -54.4K 0.17 18.09 N/A N/A 16,470 2,770 919,070 187,390 2009-07-31 $0.61 $0.50 75.7% 21.7% 39.8% 10.0% 72.7% -0.9% -5.8% 358.2K -19.8M -54.7K 0.12 7.08 N/A N/A 5,640 660 924,910 188,890
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