HUN Options History — January 2010

In January 2010, HUN traded between $1.18 and $1.27. ATM implied volatility averaged 42.4%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 12.0% (HV 20d: 30.4%). Max pain ranged from $0.75 to $0.75. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.24.

Notable Days

  • 2010-01-05: Highest Volume — 178,230 contracts
  • 2010-01-11: Largest IV spike — 15.2% change
  • 2010-01-12: Highest IV Rank — 8.0%
  • 2010-01-05: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.23$1.18$1.27$1.18$1.22
Max Pain$0.75$0.75$0.75$0.75$0.75
ATM IV42.4%39.0%47.2%41.9%42.4%
Expected Move12.4%11.2%14.0%13.4%12.2%
HV 20d30.4%26.7%34.0%26.7%34.0%
HV 60d42.9%29.0%47.5%47.5%29.0%
IV Rank4.4%1.8%8.0%4.0%4.4%
IV Percentile4.9%1.6%9.5%2.4%7.1%
Term Structure4.0%0.7%6.7%4.8%4.9%
VWIV44.4%38.9%50.2%47.6%43.3%
Skew 25d7.1%2.2%18.2%5.1%4.4%
Skew 10d15.4%-3.4%31.8%7.5%-3.4%
Call IV 25d41.3%27.6%47.4%47.1%43.6%
Put IV 25d48.3%43.8%52.8%52.2%48.0%
Bid-Ask Spread %12.728.7220.2910.4311.10
Gamma HHI0.270.210.320.210.26
Net GEX736.5K488.3K1.2M849.5K709.2K
Net DEX-35.6M-44.0M-28.5M-35.2M-32.6M
Net VEX-65.0K-69.5K-61.4K-65.5K-69.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.010.600.350.09
Total Volume34,936.8425,070178,23038,72013,330
Total OI566,905.789453,200684,210579,790540,050

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-01-04$1.18$0.7541.9%13.4%26.7%4.0%47.6%5.1%4.8%849.5K-35.2M-65.5K0.3510.43N/AN/A28,59010,130472,570107,220
2010-01-05$1.23$0.7546.3%14.0%28.4%7.4%50.1%5.4%4.2%818.2K-40.3M-64.1K0.2814.48N/AN/A139,62038,610464,720111,930
2010-01-06$1.19$0.7544.1%13.3%31.1%5.7%50.2%5.4%5.8%791.6K-36.0M-69.5K0.3820.29N/AN/A14,3505,500483,820140,800
2010-01-07$1.21$0.7541.2%12.7%31.0%3.5%45.5%4.4%6.7%834.3K-37.5M-67.4K0.4917.19N/AN/A5,8102,850483,810144,650
2010-01-08$1.23$0.7539.6%13.0%31.2%2.3%44.3%5.1%2.9%909.5K-40.4M-63.7K0.1416.13N/AN/A13,1601,780483,480145,260
2010-01-11$1.21$0.7545.6%13.2%28.3%6.8%49.1%4.3%2.4%951.4K-38.9M-61.4K0.3511.49N/AN/A40,29014,110484,940145,960
2010-01-12$1.20$0.7547.2%13.0%28.9%8.0%47.5%5.2%2.4%976.4K-37.6M-66.5K0.0913.30N/AN/A18,4801,580513,920156,430
2010-01-13$1.23$0.7544.8%12.7%29.2%6.2%44.4%4.1%3.9%1.2M-41.7M-66.1K0.2613.35N/AN/A14,9903,970526,270157,710
2010-01-14$1.24$0.7543.3%12.4%28.6%5.1%44.6%7.9%3.5%683.4K-44.0M-63.0K0.098.72N/AN/A46,5604,060525,610157,210
2010-01-15$1.23$0.7543.9%12.6%28.8%5.5%43.6%2.2%4.2%842.5K-43.0M-63.6K0.1213.16N/AN/A16,1802,010525,970158,240
2010-01-19$1.26$0.7539.6%11.3%29.2%2.2%39.5%9.3%2.4%488.3K-31.1M-62.4K0.299.57N/AN/A15,5104,520369,72083,480
2010-01-20$1.27$0.7539.0%11.2%28.6%1.8%40.7%7.1%2.9%501.4K-31.9M-62.7K0.2511.87N/AN/A15,2303,770373,25083,930
2010-01-21$1.25$0.7539.2%11.3%28.9%2.0%40.7%9.3%4.2%520.9K-31.7M-64.9K0.6016.35N/AN/A8,7705,250383,03084,840
2010-01-22$1.21$0.7541.0%11.8%32.0%3.3%41.0%15.0%5.0%526.5K-28.5M-63.0K0.3710.71N/AN/A12,4404,560384,91085,120
2010-01-25$1.24$0.7539.4%11.3%32.5%2.1%38.9%18.2%6.4%549.5K-30.9M-62.5K0.0111.71N/AN/A54,970800389,38088,610
2010-01-26$1.24$0.7542.2%12.1%32.6%4.2%46.9%8.4%5.0%587.9K-31.2M-65.4K0.1510.54N/AN/A28,0304,310401,12088,960
2010-01-27$1.25$0.7543.0%12.3%32.7%4.8%43.7%8.6%0.7%650.0K-33.3M-67.6K0.139.23N/AN/A4,490580422,75089,780
2010-01-28$1.22$0.7541.5%11.9%34.0%3.7%41.4%4.6%4.5%648.2K-30.6M-65.5K0.0311.99N/AN/A62,6601,950421,59090,170
2010-01-29$1.22$0.7542.4%12.2%34.0%4.4%43.3%4.4%4.9%709.2K-32.6M-69.2K0.0911.10N/AN/A12,2001,130449,49090,560