HUN Options History — May 2010

In May 2010, HUN traded between $0.85 and $1.16. ATM implied volatility averaged 57.2%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded below realized volatility by 0.6% (HV 20d: 57.7%). Max pain ranged from $0.90 to $1.10. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.24.

Notable Days

  • 2010-05-13: Highest Volume — 75,610 contracts
  • 2010-05-07: Largest IV drop — 20.3% change
  • 2010-05-06: Highest IV Rank — 27.0%
  • 2010-05-06: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.99$0.85$1.16$1.16$1.00
Max Pain$0.94$0.90$1.10$1.10$0.90
ATM IV57.2%49.6%69.9%52.4%49.6%
Expected Move16.4%14.2%20.0%15.0%14.2%
HV 20d57.7%33.6%78.3%33.6%78.1%
HV 60d44.5%38.8%52.0%38.8%52.0%
IV Rank17.5%11.9%27.0%14.0%11.9%
IV Percentile54.1%36.9%79.8%42.5%36.9%
Term Structure-4.3%-11.3%2.3%-6.7%2.3%
VWIV57.0%50.1%65.3%52.4%50.1%
Skew 25d1.6%-11.5%9.4%4.2%9.4%
Skew 10d-1.3%-22.0%26.0%18.2%-12.5%
Call IV 25d56.7%47.5%66.8%50.0%47.5%
Put IV 25d58.3%51.9%69.8%54.2%57.0%
Bid-Ask Spread %17.9710.3524.2413.9313.64
Gamma HHI0.270.180.770.220.25
Net GEX445.4K134.5K1.2M465.1K382.8K
Net DEX-4.6M-10.2M1.5M-10.2M-9.1M
Net VEX-54.6K-64.6K-40.8K-60.8K-64.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.020.800.310.12
Total Volume38,2079,28075,6109,28015,390
Total OI571,461.5363,210741,770491,030439,410

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-05-03$1.16$1.1052.4%15.0%33.6%14.0%52.4%4.2%-6.7%465.1K-10.2M-60.8K0.3113.93N/AN/A7,0902,190395,30095,730
2010-05-04$1.09$1.1053.9%15.5%37.6%15.1%55.0%-1.8%-4.2%395.6K-6.1M-55.0K0.0810.35N/AN/A38,2502,900400,52095,730
2010-05-05$1.06$1.1063.2%18.1%38.7%22.0%61.7%-11.5%-8.6%408.1K-5.0M-54.3K0.0514.27N/AN/A70,4303,420428,27094,910
2010-05-06$1.00$1.1069.9%20.0%41.1%27.0%63.8%3.7%-11.3%392.5K-4.0M-56.3K0.0920.75N/AN/A47,7704,270472,39097,290
2010-05-07$0.99$0.9055.7%16.3%41.0%16.4%56.5%2.7%-2.7%437.6K-3.7M-55.2K0.2423.00N/AN/A12,3802,950501,77099,290
2010-05-10$1.08$0.9050.2%14.9%52.9%12.3%50.7%3.0%-1.4%603.9K-9.3M-59.4K0.2418.12N/AN/A29,3206,920504,50099,860
2010-05-11$1.03$0.9052.8%14.8%54.8%14.3%55.1%0.4%-2.9%508.4K-5.2M-55.4K0.1915.16N/AN/A22,8404,260510,620102,470
2010-05-12$1.04$0.9053.8%15.1%54.8%15.0%52.7%0.8%-4.0%584.8K-6.7M-59.0K0.3019.13N/AN/A37,23011,080537,750102,440
2010-05-13$1.05$0.9054.2%15.5%55.2%15.3%53.3%3.3%-4.5%667.5K-9.6M-64.6K0.0220.26N/AN/A74,1201,490564,890102,290
2010-05-14$0.99$0.9055.7%16.0%57.4%16.4%58.3%-1.7%-4.4%511.0K-4.0M-56.0K0.0521.21N/AN/A39,2601,800569,120103,570
2010-05-17$0.96$0.9057.9%16.6%57.4%18.0%57.6%0.3%-5.7%454.1K-1.3M-49.0K0.6422.55N/AN/A30,37019,420587,040104,860
2010-05-18$0.92$0.9055.7%16.0%58.3%16.4%55.2%3.0%-2.4%332.0K1.0M-45.3K0.0916.87N/AN/A28,6802,630599,720109,430
2010-05-19$0.95$0.9056.0%16.1%61.3%16.7%56.5%3.7%-2.4%441.1K-1.8M-52.0K0.8017.24N/AN/A9,8407,900604,510110,050
2010-05-20$0.87$0.9065.3%18.7%66.8%23.6%65.3%-0.1%-6.2%260.3K1.5M-44.7K0.0423.37N/AN/A32,8001,250610,210108,860
2010-05-21$0.90$0.9061.5%17.6%68.3%20.7%61.7%0.5%-2.5%1.2M-228.1K-48.3K0.6324.24N/AN/A25,45015,940635,280106,490
2010-05-24$0.85$0.9060.2%17.3%69.5%19.8%60.4%2.7%-3.8%134.5K-1.0M-40.8K0.1616.82N/AN/A19,0603,100299,83063,380
2010-05-25$0.92$0.9063.0%18.0%74.2%21.8%63.0%4.3%-6.4%196.7K-3.4M-51.7K0.4815.26N/AN/A14,9407,160314,93065,170
2010-05-26$0.95$0.9056.5%16.2%75.5%17.0%55.7%3.1%-1.5%238.4K-5.1M-55.8K0.1319.69N/AN/A53,4807,190325,89067,480
2010-05-27$1.01$0.9055.5%15.9%78.3%16.3%55.5%0.9%-6.2%301.1K-8.7M-63.9K0.1813.55N/AN/A41,9207,650325,11072,870
2010-05-28$1.00$0.9049.6%14.2%78.1%11.9%50.1%9.4%2.3%382.8K-9.1M-64.2K0.1213.64N/AN/A13,7901,600365,61073,800