HUN Options History — April 2010

In April 2010, HUN traded between $1.11 and $1.29. ATM implied volatility averaged 39.9%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 8.4% (HV 20d: 31.5%). Max pain ranged from $1.00 to $1.30. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2010-04-16: Highest Volume — 92,280 contracts
  • 2010-04-15: Largest IV spike — 23.7% change
  • 2010-04-30: Highest IV Rank — 11.2%
  • 2010-04-30: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.21$1.11$1.29$1.24$1.14
Max Pain$1.13$1.00$1.30$1.30$1.10
ATM IV39.9%33.6%48.6%38.3%48.6%
Expected Move12.3%11.0%13.9%11.0%13.9%
HV 20d31.5%26.8%35.5%32.3%35.1%
HV 60d40.0%39.4%41.8%40.0%41.8%
IV Rank4.6%0.0%11.2%2.0%11.2%
IV Percentile14.3%0.0%35.7%6.0%35.7%
Term Structure-2.1%-6.0%4.1%4.1%-1.6%
VWIV42.9%35.3%51.4%35.3%51.4%
Skew 25d1.4%-3.1%4.8%-0.7%-3.1%
Skew 10d-0.5%-17.5%19.2%1.1%10.0%
Call IV 25d43.0%34.7%51.2%34.7%51.2%
Put IV 25d44.4%33.9%48.5%33.9%48.2%
Bid-Ask Spread %12.336.9517.4313.119.84
Gamma HHI0.210.170.390.220.22
Net GEX427.0K203.6K749.6K375.9K452.5K
Net DEX-5.5M-11.2M778.5K-2.6M-9.6M
Net VEX-63.4K-78.5K-52.8K-74.2K-61.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.002.260.100.12
Total Volume23,437.6193,99092,28022,8503,990
Total OI497,967.143376,340569,520538,750490,300

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-04-01$1.24$1.3038.3%11.0%32.3%2.0%35.3%-0.7%4.1%375.9K-2.6M-74.2K0.1013.11N/AN/A20,8402,010385,820152,930
2010-04-05$1.27$1.1033.6%11.8%32.3%0.0%41.3%4.8%-1.2%478.6K-6.2M-76.2K0.1310.92N/AN/A17,8302,230390,210154,200
2010-04-06$1.29$1.0037.2%12.2%32.7%2.7%42.0%3.3%-2.6%502.2K-9.3M-78.5K0.3212.68N/AN/A9,7203,090391,540153,070
2010-04-07$1.26$1.1034.4%11.8%32.3%0.6%40.7%2.5%-2.3%506.7K-6.1M-73.8K1.2911.34N/AN/A3,6104,650397,380152,400
2010-04-08$1.26$1.1033.7%12.1%31.9%0.1%42.7%1.5%-2.9%509.3K-5.8M-72.6K0.4411.98N/AN/A3,6701,630397,380152,400
2010-04-09$1.26$1.1035.8%12.0%31.9%1.7%41.4%4.6%-3.8%511.7K-5.5M-71.7K0.2815.78N/AN/A4,9001,360401,110156,420
2010-04-12$1.25$1.1034.4%12.6%31.8%0.6%43.6%4.0%-4.6%518.9K-3.5M-66.7K0.1715.05N/AN/A7,9001,370403,150155,240
2010-04-13$1.24$1.1034.7%12.6%31.5%0.9%42.9%2.9%-2.8%498.4K-2.1M-62.9K0.1517.43N/AN/A9,6701,480405,130154,390
2010-04-14$1.25$1.1033.7%12.7%31.5%0.1%44.1%3.4%-6.0%529.5K-3.8M-64.6K0.1414.58N/AN/A5,330740406,790152,780
2010-04-15$1.25$1.1041.7%12.0%31.4%6.1%41.4%0.9%-2.1%455.7K-2.0M-60.5K0.4312.72N/AN/A14,2606,180409,920152,810
2010-04-16$1.21$1.1042.6%12.2%33.2%6.7%41.7%2.7%-1.9%749.6K778.5K-55.9K2.2615.18N/AN/A28,33063,950417,180152,340
2010-04-19$1.17$1.2541.7%11.9%30.8%6.0%42.1%-0.9%-0.2%203.6K-2.7M-52.8K0.5712.82N/AN/A27,59015,790281,19095,150
2010-04-20$1.18$1.2541.9%12.0%30.7%6.2%43.1%0.1%-1.9%213.5K-3.8M-56.3K0.9813.26N/AN/A38,97038,380292,630102,560
2010-04-21$1.17$1.2541.5%11.9%28.0%5.9%41.4%0.2%-3.3%258.1K-3.4M-56.8K0.238.51N/AN/A6,8401,580319,640118,940
2010-04-22$1.18$1.1040.7%11.7%28.4%5.3%40.7%0.6%-2.0%312.9K-7.5M-56.5K0.028.59N/AN/A6,280140322,31090,250
2010-04-23$1.19$1.1041.3%11.9%26.9%5.8%41.5%-1.4%-0.4%339.5K-8.9M-58.2K0.0014.13N/AN/A39,470180328,49090,390
2010-04-26$1.18$1.1044.9%12.9%26.8%8.4%43.6%0.0%-3.3%362.8K-9.3M-58.2K0.176.95N/AN/A9,3001,620341,40090,280
2010-04-27$1.11$1.1043.9%12.6%33.0%7.7%46.0%-2.3%0.6%288.6K-5.4M-53.0K0.0312.41N/AN/A58,6802,030345,41091,180
2010-04-28$1.13$1.1047.2%13.5%33.3%10.1%46.6%2.6%-3.5%413.6K-7.6M-58.3K0.0713.33N/AN/A16,3301,090385,35092,550
2010-04-29$1.17$1.1046.1%13.2%35.5%9.3%47.2%3.9%-2.2%486.1K-11.2M-63.0K0.478.34N/AN/A6,2402,940391,99092,710
2010-04-30$1.14$1.1048.6%13.9%35.1%11.2%51.4%-3.1%-1.6%452.5K-9.6M-61.1K0.129.84N/AN/A3,570420394,86095,440