HUN Options History — February 2010

In February 2010, HUN traded between $1.13 and $1.40. ATM implied volatility averaged 47.6%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 3.4% (HV 20d: 44.2%). Max pain ranged from $0.75 to $1.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.42.

Notable Days

  • 2010-02-22: Highest Volume — 123,080 contracts
  • 2010-02-04: Largest IV spike — 18.9% change
  • 2010-02-08: Highest IV Rank — 15.3%
  • 2010-02-05: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.25$1.13$1.40$1.25$1.37
Max Pain$0.96$0.75$1.00$0.75$1.00
ATM IV47.6%40.5%56.8%40.5%43.7%
Expected Move13.6%11.6%15.8%11.6%12.5%
HV 20d44.2%27.9%55.4%34.5%55.2%
HV 60d35.0%28.6%39.6%29.1%39.6%
IV Rank8.3%3.0%15.3%3.0%5.4%
IV Percentile15.0%4.0%29.0%4.0%11.9%
Term Structure-0.7%-6.8%4.4%4.4%3.2%
VWIV47.4%40.8%56.2%40.8%44.0%
Skew 25d5.9%1.8%10.4%6.1%5.7%
Skew 10d16.2%3.8%26.0%11.1%26.0%
Call IV 25d44.9%38.4%52.3%41.1%42.7%
Put IV 25d50.8%43.6%58.2%47.2%48.4%
Bid-Ask Spread %17.947.9624.3112.8216.62
Gamma HHI0.240.160.380.280.21
Net GEX728.0K474.4K984.1K737.5K667.8K
Net DEX-32.1M-47.4M-25.3M-35.8M-29.9M
Net VEX-68.9K-81.2K-59.0K-68.7K-81.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.031.290.331.29
Total Volume41,554.2117,770123,0809,770119,650
Total OI542,538.947347,070632,310539,780447,960

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-02-01$1.25$0.7540.5%11.6%34.5%3.0%40.8%6.1%4.4%737.5K-35.8M-68.7K0.3312.82N/AN/A7,3502,420449,33090,450
2010-02-02$1.25$0.7544.0%12.6%31.6%5.6%44.9%5.4%2.3%744.8K-35.5M-68.8K1.1511.97N/AN/A4,3905,030452,29092,170
2010-02-03$1.25$0.9044.1%12.6%27.9%5.7%43.0%4.9%3.9%735.1K-35.0M-68.9K0.5314.08N/AN/A5,0902,680453,61095,370
2010-02-04$1.15$0.9052.5%15.0%38.2%12.0%48.3%1.8%0.8%630.2K-25.3M-66.2K0.077.96N/AN/A54,2703,890454,03097,280
2010-02-05$1.15$1.0054.0%15.8%37.9%13.2%56.2%10.4%-3.6%679.8K-25.8M-68.3K0.0924.31N/AN/A69,4806,450476,97099,420
2010-02-08$1.13$1.0056.8%15.5%37.6%15.3%55.0%6.7%-2.0%688.3K-25.7M-68.8K0.9621.62N/AN/A5,0704,880498,460101,230
2010-02-09$1.18$1.0048.7%14.6%41.3%9.2%50.5%8.5%-1.2%762.2K-30.8M-70.9K0.0823.26N/AN/A16,2101,350498,200103,300
2010-02-10$1.14$1.0055.8%15.6%42.7%14.5%55.8%4.2%-2.8%690.5K-26.6M-66.2K0.0322.38N/AN/A18,050500495,570103,260
2010-02-11$1.19$1.0049.9%14.3%44.3%10.1%52.4%7.7%-0.4%784.3K-31.0M-68.5K0.3721.83N/AN/A10,1303,760493,740103,750
2010-02-12$1.22$1.0048.4%13.9%45.6%8.9%48.4%4.9%-1.6%858.9K-34.4M-67.3K0.2517.08N/AN/A26,8206,820487,610105,600
2010-02-16$1.23$1.0050.3%14.4%45.5%10.4%47.3%5.0%-2.4%906.4K-35.5M-64.0K0.5121.58N/AN/A18,1909,280497,350110,270
2010-02-17$1.22$1.0051.3%14.7%44.8%11.1%49.6%6.4%-6.8%933.1K-34.1M-63.0K0.0821.46N/AN/A15,2201,240498,780114,530
2010-02-18$1.24$1.0050.3%14.4%45.1%10.4%48.4%9.0%-6.6%984.1K-34.6M-62.1K0.9118.24N/AN/A41,18037,460487,410115,360
2010-02-19$1.32$1.0043.2%12.4%50.0%5.0%42.5%5.2%0.4%560.0K-47.4M-59.0K0.2418.41N/AN/A71,06017,320489,080143,230
2010-02-22$1.40$1.0040.9%11.7%52.4%3.3%42.1%4.9%0.4%474.4K-30.1M-63.2K0.2618.05N/AN/A97,76025,320306,97040,100
2010-02-23$1.35$1.0046.7%13.4%54.4%7.7%46.4%4.0%-2.4%627.2K-28.4M-75.4K0.0917.87N/AN/A48,8804,470361,61061,530
2010-02-24$1.40$1.0040.9%11.7%55.4%3.2%41.3%7.7%0.4%692.9K-32.5M-80.7K0.3812.03N/AN/A13,5605,110375,46064,410
2010-02-25$1.40$1.0042.5%12.2%55.4%4.5%43.7%4.0%0.1%674.6K-32.2M-78.8K0.3119.21N/AN/A7,0202,170373,69068,860
2010-02-26$1.37$1.0043.7%12.5%55.2%5.4%44.0%5.7%3.2%667.8K-29.9M-81.2K1.2916.62N/AN/A52,36067,290377,22070,740