HUN Options History — October 2010

In October 2010, HUN traded between $1.15 and $1.40. ATM implied volatility averaged 42.0%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 10.8% (HV 20d: 31.2%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2010-10-14: Highest Volume — 277,000 contracts
  • 2010-10-06: Largest IV drop — 14.3% change
  • 2010-10-18: Highest IV Rank — 28.0%
  • 2010-10-05: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.26$1.15$1.40$1.17$1.39
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV42.0%34.9%46.2%40.5%42.0%
Expected Move12.5%11.6%13.4%11.6%12.0%
HV 20d31.2%25.0%39.9%39.6%31.1%
HV 60d40.5%38.6%42.0%41.9%39.3%
IV Rank18.7%3.0%28.0%15.4%18.6%
IV Percentile29.2%2.4%53.2%16.3%29.0%
Term Structure-0.1%-2.0%2.8%2.8%0.0%
VWIV44.8%41.4%52.5%41.4%43.6%
Skew 25d2.9%-0.0%8.0%8.0%2.1%
Skew 10d13.6%-12.4%35.9%10.6%20.8%
Call IV 25d43.3%34.7%48.1%34.7%42.7%
Put IV 25d46.2%42.4%50.8%42.6%44.8%
Bid-Ask Spread %16.4510.5820.6617.5417.23
Gamma HHI0.240.170.290.270.18
Net GEX1.2M964.5K1.5M1.1M1.0M
Net DEX-72.1M-96.1M-50.3M-53.8M-88.9M
Net VEX-100.7K-110.9K-93.4K-100.4K-93.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.001.160.580.07
Total Volume41,378.0958,480277,00066,2708,480
Total OI923,125.714833,9101,055,370833,910946,430

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-10-01$1.17$1.0040.5%11.6%39.6%15.4%41.4%8.0%2.8%1.1M-53.8M-100.4K0.5817.54N/AN/A41,96024,310712,820121,090
2010-10-04$1.15$1.0045.6%13.1%39.9%26.7%52.5%6.3%-2.0%1.1M-50.3M-103.7K1.1620.66N/AN/A4,7705,530720,590144,980
2010-10-05$1.15$1.0046.0%13.4%35.9%27.5%47.4%2.7%0.4%1.1M-51.6M-99.5K0.0316.21N/AN/A25,540880719,760125,750
2010-10-06$1.17$1.0039.4%12.8%35.8%13.0%44.5%2.1%0.6%1.1M-54.4M-99.9K0.0818.62N/AN/A20,6301,730741,690126,550
2010-10-07$1.17$1.0037.3%13.1%35.9%8.2%46.5%2.9%-0.8%1.1M-55.6M-98.8K0.0013.37N/AN/A75,910110755,310127,810
2010-10-08$1.19$1.0034.9%12.7%35.3%3.0%45.2%0.5%-0.2%1.2M-65.1M-100.2K0.1913.84N/AN/A10,1301,920813,270127,870
2010-10-11$1.22$1.0039.7%12.7%29.1%13.7%42.9%1.2%-0.5%1.2M-71.0M-97.8K0.1515.37N/AN/A23,2003,490815,640129,680
2010-10-12$1.23$1.0040.3%12.3%28.9%15.0%45.7%2.3%-0.5%1.2M-71.8M-96.8K0.0215.61N/AN/A16,620350819,030132,550
2010-10-13$1.23$1.0039.9%12.4%29.0%14.0%43.1%0.4%-0.5%1.2M-72.3M-95.7K0.0916.63N/AN/A26,4802,330820,960132,670
2010-10-14$1.22$1.0041.9%12.0%27.0%18.6%43.9%-0.0%1.6%1.3M-71.2M-94.6K0.0117.92N/AN/A273,2803,720821,360132,970
2010-10-15$1.23$1.0041.4%11.9%27.0%17.4%44.5%1.1%2.7%1.5M-80.9M-108.4K0.0519.72N/AN/A15,040760919,620135,750
2010-10-18$1.26$1.0046.2%13.2%26.5%28.0%45.9%0.0%-1.5%1.2M-66.0M-103.4K0.2417.37N/AN/A37,1809,030750,440102,500
2010-10-19$1.23$1.0046.1%13.2%25.0%27.8%46.9%3.0%0.6%1.4M-62.3M-110.8K0.5620.49N/AN/A16,3109,130777,180109,990
2010-10-20$1.28$1.0044.6%12.8%27.1%24.5%45.3%3.1%-0.7%1.3M-69.7M-110.9K0.0818.50N/AN/A9,150750786,390117,490
2010-10-21$1.35$1.0041.7%12.0%32.1%18.0%43.6%4.1%-0.5%1.1M-81.8M-100.8K0.0617.70N/AN/A93,5805,920789,910117,700
2010-10-22$1.35$1.0043.7%12.5%29.1%22.4%42.9%3.7%-0.9%1.2M-85.7M-105.0K0.1212.61N/AN/A14,4501,700838,340121,730
2010-10-25$1.39$1.0041.9%12.0%30.3%18.4%42.5%4.2%0.6%1.2M-96.1M-109.0K0.2314.14N/AN/A24,0205,570886,170122,690
2010-10-26$1.40$1.0042.7%12.2%29.5%20.1%43.6%5.1%0.0%964.5K-91.3M-94.5K0.2210.58N/AN/A21,0304,640814,080123,170
2010-10-27$1.39$1.0042.8%12.3%30.5%20.4%43.9%6.1%-1.8%1.0M-87.9M-96.1K0.0714.22N/AN/A15,8301,030813,860125,630
2010-10-28$1.37$1.0043.4%12.4%31.1%21.8%44.5%2.5%-0.6%1.0M-87.1M-96.2K0.4117.11N/AN/A8,8103,640818,640125,580
2010-10-29$1.39$1.0042.0%12.0%31.1%18.6%43.6%2.1%0.0%1.0M-88.9M-93.4K0.0717.23N/AN/A7,900580819,370127,060