HUN Options History — October 2009 In October 2009, HUN traded between $0.78 and $0.97. ATM implied volatility averaged 61.6%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 9.0% (HV 20d: 52.6%). 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 8 of 22 days. Put/call ratio averaged 0.54.
Notable Days 2009-10-14 : Highest Volume — 132,600 contracts2009-10-07 : Largest IV spike — 86.5% change2009-10-30 : Highest IV Rank — 20.8%2009-10-30 : Largest Expected Move — 21.5%Monthly Statistics Metric Avg Min Max Open Close Price $0.89 $0.78 $0.97 $0.86 $0.80 Max Pain $0.64 $0.50 $0.75 $0.75 $0.75 ATM IV 61.6% 36.6% 75.3% 62.3% 75.1% Expected Move 18.0% 15.7% 21.5% 17.9% 21.5% HV 20d 52.6% 48.3% 73.2% 49.8% 73.2% HV 60d 58.2% 56.3% 61.6% 56.4% 58.9% IV Rank 13.3% 0.0% 20.8% 13.1% 20.8% IV Percentile 13.7% 0.0% 33.7% 10.7% 33.7% Term Structure -2.8% -11.8% 3.9% 2.1% -11.8% VWIV 63.3% 55.3% 73.8% 69.1% 73.8% Skew 25d -0.2% -6.0% 8.5% -5.3% 1.6% Skew 10d -0.6% -24.6% 43.1% -21.9% -11.6% Call IV 25d 64.4% 55.2% 73.0% 73.0% 65.6% Put IV 25d 64.2% 56.5% 74.7% 67.6% 67.2% Bid-Ask Spread % 16.07 8.19 34.84 13.95 10.59 Gamma HHI 0.47 0.41 0.60 0.45 0.41 Net GEX 551.9K 374.5K 767.7K 483.2K 374.5K Net DEX -28.8M -40.7M -14.6M -25.8M -15.4M Net VEX -68.7K -82.1K -54.0K -76.2K -61.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.01 2.94 0.17 2.82 Total Volume 32,318.182 4,980 132,600 73,150 10,620 Total OI 774,120.909 712,730 828,720 749,070 799,720
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 2009-10-01 $0.86 $0.75 62.3% 17.9% 49.8% 13.1% 69.1% -5.3% 2.1% 483.2K -25.8M -76.2K 0.17 13.95 N/A N/A 62,770 10,380 624,260 124,810 2009-10-02 $0.85 $0.75 64.9% 18.6% 49.3% 14.4% 64.2% -6.0% 3.9% 491.8K -25.4M -79.0K 0.86 34.84 N/A N/A 14,760 12,730 649,270 131,490 2009-10-05 $0.88 $0.50 75.3% 20.3% 49.3% 20.0% 71.2% -1.3% -9.8% 531.6K -29.1M -79.9K 0.29 10.11 N/A N/A 6,700 1,960 652,820 136,450 2009-10-06 $0.86 $0.50 36.6% 19.3% 50.1% 0.0% 67.2% -3.6% -1.0% 431.6K -26.0M -72.1K 0.02 19.27 N/A N/A 65,640 1,530 644,230 135,560 2009-10-07 $0.88 $0.50 68.3% 20.2% 50.7% 16.8% 69.0% -4.9% -8.9% 586.4K -31.4M -81.7K 0.63 17.81 N/A N/A 7,510 4,700 692,640 136,080 2009-10-08 $0.93 $0.50 67.0% 18.7% 52.5% 16.1% 65.3% -0.1% -6.7% 652.8K -37.7M -82.1K 0.10 15.85 N/A N/A 22,840 2,250 690,570 137,570 2009-10-09 $0.93 $0.50 64.0% 18.9% 51.8% 14.5% 66.1% -0.5% -8.1% 643.8K -36.7M -76.9K 0.05 11.98 N/A N/A 4,760 220 670,810 137,120 2009-10-12 $0.97 $0.50 67.4% 17.7% 52.9% 16.3% 60.7% -1.5% -5.0% 753.9K -40.7M -73.1K 0.28 19.36 N/A N/A 21,920 6,080 671,240 136,990 2009-10-13 $0.94 $0.50 56.3% 17.6% 49.4% 10.4% 62.6% -3.1% -4.5% 724.6K -36.9M -70.5K 0.06 24.64 N/A N/A 12,890 770 666,410 139,430 2009-10-14 $0.96 $0.50 61.4% 17.8% 48.3% 13.2% 62.1% -2.2% -3.8% 767.7K -38.9M -70.4K 0.01 19.37 N/A N/A 131,150 1,450 662,880 139,470 2009-10-15 $0.93 $0.50 61.1% 17.5% 48.7% 13.0% 61.2% 3.1% -2.5% 531.1K -34.3M -69.4K 0.16 13.89 N/A N/A 8,190 1,350 662,320 139,780 2009-10-16 $0.90 $0.50 63.6% 18.2% 49.8% 14.3% 65.4% 0.4% -4.8% 513.5K -31.4M -69.1K 0.69 8.19 N/A N/A 6,170 4,240 662,300 140,370 2009-10-19 $0.93 $0.75 60.2% 17.3% 50.2% 12.8% 60.3% -3.4% -1.1% 567.3K -32.2M -65.4K 0.22 16.63 N/A N/A 31,440 6,950 596,460 116,270 2009-10-20 $0.92 $0.75 57.6% 16.5% 49.7% 11.4% 58.3% 0.2% 0.7% 558.5K -32.1M -66.1K 0.34 19.03 N/A N/A 13,210 4,530 601,020 121,910 2009-10-21 $0.88 $0.75 57.5% 16.5% 51.7% 11.3% 57.7% -1.9% 1.7% 544.2K -27.3M -63.0K 1.09 11.83 N/A N/A 6,550 7,170 598,080 124,280 2009-10-22 $0.90 $0.75 54.7% 15.7% 51.9% 9.8% 55.3% 1.8% 2.2% 565.7K -29.0M -62.6K 0.48 20.53 N/A N/A 18,010 8,580 601,080 130,270 2009-10-23 $0.86 $0.75 55.2% 15.8% 53.2% 10.1% 55.8% 0.8% 0.4% 541.2K -24.1M -61.0K 0.10 15.13 N/A N/A 7,350 730 602,660 134,930 2009-10-26 $0.83 $0.75 58.6% 16.8% 51.6% 11.9% 58.8% 1.7% 0.3% 502.1K -21.0M -57.3K 0.21 12.65 N/A N/A 26,930 5,550 604,120 133,770 2009-10-27 $0.83 $0.75 55.1% 15.8% 51.7% 10.0% 58.4% 4.2% 3.0% 498.2K -20.5M -56.9K 0.16 11.23 N/A N/A 23,630 3,830 599,250 136,850 2009-10-28 $0.78 $0.75 69.3% 19.9% 55.8% 17.7% 66.2% 8.1% -5.1% 405.0K -14.6M -54.0K 2.94 14.93 N/A N/A 26,210 77,050 605,760 140,220 2009-10-29 $0.87 $0.75 64.3% 18.4% 66.5% 15.0% 64.1% 8.5% -3.1% 473.0K -22.6M -64.6K 0.17 11.79 N/A N/A 16,790 2,910 605,800 193,340 2009-10-30 $0.80 $0.75 75.1% 21.5% 73.2% 20.8% 73.8% 1.6% -11.8% 374.5K -15.4M -61.1K 2.82 10.59 N/A N/A 2,780 7,840 605,490 194,230
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