HUN Options History — August 2010

In August 2010, HUN traded between $0.86 and $1.06. ATM implied volatility averaged 49.3%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 5.9% (HV 20d: 43.4%). Max pain ranged from $0.80 to $0.90. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.18.

Notable Days

  • 2010-08-18: Highest Volume — 214,690 contracts
  • 2010-08-05: Largest IV drop — 13.6% change
  • 2010-08-18: Highest IV Rank — 45.8%
  • 2010-08-18: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.95$0.86$1.06$1.06$0.91
Max Pain$0.82$0.80$0.90$0.90$0.80
ATM IV49.3%43.0%54.3%46.6%46.5%
Expected Move14.2%12.0%15.6%13.3%13.3%
HV 20d43.4%38.7%49.5%38.7%41.7%
HV 60d48.7%41.1%56.1%55.4%41.1%
IV Rank34.7%20.9%45.8%28.8%28.7%
IV Percentile50.8%26.6%66.7%42.1%43.7%
Term Structure0.1%-5.0%6.0%-2.8%3.3%
VWIV49.5%42.9%56.6%47.2%47.5%
Skew 25d0.4%-9.3%7.9%1.9%4.8%
Skew 10d3.0%-26.7%24.8%15.1%16.9%
Call IV 25d49.3%39.3%58.3%46.7%48.1%
Put IV 25d49.7%42.1%56.4%48.6%52.8%
Bid-Ask Spread %20.349.6029.9510.9129.95
Gamma HHI0.340.210.690.210.38
Net GEX942.4K630.7K2.4M630.7K1.0M
Net DEX-21.3M-31.1M-13.3M-29.1M-18.0M
Net VEX-74.1K-85.0K-63.3K-77.0K-77.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.000.860.860.24
Total Volume36,349.0914,180214,6909,3604,180
Total OI705,631.818614,310932,640614,310686,160

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-08-02$1.06$0.9046.6%13.3%38.7%28.8%47.2%1.9%-2.8%630.7K-29.1M-77.0K0.8610.91N/AN/A5,0204,340534,63079,680
2010-08-03$1.01$0.9051.3%14.7%42.3%39.3%47.6%-2.3%-5.0%646.3K-25.0M-74.6K0.079.60N/AN/A21,1201,410538,73081,450
2010-08-04$1.03$0.9052.5%15.1%39.4%41.9%52.9%7.9%-3.2%662.9K-26.8M-77.4K0.2513.03N/AN/A9,3002,370548,36082,750
2010-08-05$1.06$0.9045.4%13.0%40.2%26.1%42.9%-3.3%-3.5%646.3K-31.1M-74.1K0.1813.87N/AN/A34,7506,200548,64083,850
2010-08-06$1.04$0.8043.8%13.3%41.3%22.7%43.3%4.2%-0.4%673.9K-28.0M-73.0K0.0113.80N/AN/A29,000380546,12083,730
2010-08-09$1.04$0.8046.8%13.1%40.6%29.4%45.2%5.8%0.7%759.3K-28.0M-70.2K0.0321.32N/AN/A8,570220564,56083,610
2010-08-10$0.99$0.8045.0%12.0%44.2%25.2%43.2%2.8%4.6%774.6K-23.0M-67.2K0.3318.85N/AN/A44,93014,680566,65083,710
2010-08-11$0.93$0.8043.0%14.0%49.5%20.9%47.6%0.8%0.8%874.9K-15.5M-63.3K0.0427.69N/AN/A26,230990591,02097,980
2010-08-12$0.95$0.8048.1%13.8%48.7%32.1%46.4%2.8%1.6%917.5K-17.8M-64.9K0.0727.76N/AN/A55,7304,170607,41098,040
2010-08-13$0.93$0.8050.0%14.3%47.2%36.4%50.5%3.1%-0.1%951.3K-17.4M-66.4K0.1922.86N/AN/A35,7406,770622,80099,620
2010-08-16$0.93$0.8053.3%15.3%47.2%43.6%54.7%0.1%-0.3%1.0M-18.4M-68.8K0.0127.44N/AN/A51,950400656,710105,550
2010-08-17$0.95$0.8052.9%15.2%46.9%42.7%55.7%1.7%-1.0%965.8K-23.2M-72.8K0.1223.65N/AN/A25,4103,010702,450105,930
2010-08-18$0.96$0.8054.3%15.6%46.9%45.8%55.5%-2.3%-1.7%1.1M-25.7M-77.3K0.0020.36N/AN/A214,64050721,720106,110
2010-08-19$0.93$0.8054.0%15.5%45.3%45.2%54.4%-5.1%-1.7%1.3M-24.1M-85.0K0.0521.85N/AN/A52,7702,420809,430106,110
2010-08-20$0.91$0.8052.6%15.1%45.4%42.2%56.6%-4.8%0.6%2.4M-21.7M-83.2K0.1523.31N/AN/A45,4306,740825,840106,800
2010-08-23$0.88$0.8052.9%15.2%40.2%42.9%54.1%-9.3%-1.7%813.4K-16.1M-78.0K0.5319.91N/AN/A8,7904,640606,09055,970
2010-08-24$0.86$0.8050.8%14.6%40.3%38.2%51.4%-7.8%-0.1%772.4K-13.4M-74.9K0.2319.69N/AN/A6,3101,460611,01059,070
2010-08-25$0.87$0.8051.1%14.7%40.5%38.8%50.6%1.6%2.7%801.2K-13.3M-73.4K0.1317.51N/AN/A6,650870612,75060,530
2010-08-26$0.88$0.8047.7%13.7%39.9%31.2%46.7%0.7%3.7%887.5K-14.7M-74.8K0.1217.25N/AN/A29,3703,510613,67060,760
2010-08-27$0.92$0.8045.7%13.1%44.2%26.9%46.1%2.7%6.0%1.1M-18.8M-79.3K0.2724.28N/AN/A9,2402,530621,74061,970
2010-08-30$0.91$0.8049.4%14.2%43.8%35.1%49.6%4.1%0.4%1.0M-19.0M-77.9K0.0922.50N/AN/A6,760630620,38063,810
2010-08-31$0.91$0.8046.5%13.3%41.7%28.7%47.5%4.8%3.3%1.0M-18.0M-77.4K0.2429.95N/AN/A3,380800621,95064,210