HUN Options History — May 2012 In May 2012, HUN traded between $1.27 and $1.54. ATM implied volatility averaged 48.6%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 2.2% (HV 20d: 46.3%). Max pain ranged from $1.20 to $1.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2012-05-09 : Highest Volume — 143,400 contracts2012-05-04 : Largest IV spike — 14.3% change2012-05-18 : Highest IV Rank — 36.7%2012-05-18 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.41 $1.27 $1.54 $1.54 $1.28 Max Pain $1.40 $1.20 $1.50 $1.20 $1.40 ATM IV 48.6% 37.8% 61.4% 38.6% 49.8% Expected Move 14.0% 10.8% 17.6% 11.1% 14.3% HV 20d 46.3% 40.7% 54.7% 44.0% 45.0% HV 60d 42.9% 40.4% 44.7% 42.0% 43.5% IV Rank 23.1% 11.6% 36.7% 12.5% 24.3% IV Percentile 47.3% 16.7% 77.0% 21.0% 46.8% Term Structure 1.1% -1.1% 3.7% 1.6% 0.1% VWIV 49.8% 37.9% 61.0% 39.1% 50.6% Skew 25d 1.3% -3.6% 5.2% -3.6% 1.9% Skew 10d 1.0% -26.5% 23.1% 7.7% 2.4% Call IV 25d 49.8% 40.8% 61.8% 41.5% 50.9% Put IV 25d 51.0% 37.9% 67.0% 37.9% 52.8% Bid-Ask Spread % 15.62 9.20 26.87 14.89 18.13 Gamma HHI 0.17 0.13 0.20 0.19 0.15 Net GEX 1.7M 419.3K 2.5M 2.5M 942.0K Net DEX -68.6M -117.3M -24.9M -117.3M -24.9M Net VEX -386.2K -434.6K -354.6K -354.7K -367.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.08 3.58 0.38 0.45 Total Volume 56,734.091 9,140 143,400 140,890 10,650 Total OI 1,910,835.455 1,450,200 2,320,580 1,946,470 1,585,810
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2012-05-01 $1.54 $1.20 38.6% 11.1% 44.0% 12.5% 39.1% -3.6% 1.6% 2.5M -117.3M -354.7K 0.38 14.89 N/A N/A 102,110 38,780 1,300,460 646,010 2012-05-02 $1.54 $1.20 39.8% 11.4% 43.9% 13.7% 40.1% -1.6% 3.6% 2.5M -117.0M -360.2K 0.62 12.19 N/A N/A 17,380 10,740 1,319,360 660,560 2012-05-03 $1.50 $1.20 37.8% 10.8% 44.1% 11.6% 37.9% -0.5% 3.7% 2.2M -100.3M -354.6K 0.81 9.20 N/A N/A 22,670 18,280 1,294,160 661,050 2012-05-04 $1.48 $1.40 43.2% 12.9% 44.3% 17.3% 45.9% 0.3% 1.4% 2.1M -93.9M -363.3K 0.15 12.48 N/A N/A 53,750 8,310 1,292,970 662,440 2012-05-07 $1.52 $1.40 43.4% 13.0% 44.1% 17.6% 45.3% 3.6% 1.7% 2.5M -108.2M -366.7K 0.08 16.16 N/A N/A 62,800 5,220 1,335,580 663,900 2012-05-08 $1.50 $1.40 45.7% 13.7% 43.4% 20.0% 48.8% 2.2% 0.5% 2.3M -97.7M -388.3K 0.14 14.58 N/A N/A 32,630 4,540 1,380,860 665,580 2012-05-09 $1.46 $1.40 48.2% 14.2% 44.6% 22.7% 49.6% 2.3% 0.9% 2.1M -87.7M -386.4K 3.58 16.62 N/A N/A 31,280 112,120 1,401,180 667,020 2012-05-10 $1.50 $1.50 50.3% 14.4% 42.8% 25.0% 50.6% 2.3% 1.0% 2.3M -102.1M -422.7K 0.09 14.26 N/A N/A 78,850 6,730 1,416,240 760,660 2012-05-11 $1.49 $1.50 49.8% 14.3% 41.6% 24.4% 49.7% 2.3% 0.7% 2.5M -98.1M -434.6K 0.31 14.60 N/A N/A 20,390 6,230 1,482,790 765,560 2012-05-14 $1.48 $1.50 51.3% 14.7% 41.6% 26.0% 51.6% 2.4% 0.9% 2.4M -96.5M -422.5K 0.35 16.55 N/A N/A 6,750 2,390 1,491,550 768,020 2012-05-15 $1.48 $1.50 49.8% 14.3% 40.7% 24.4% 52.0% 0.8% 2.9% 2.5M -93.8M -415.8K 0.16 19.62 N/A N/A 12,840 2,080 1,494,630 767,700 2012-05-16 $1.42 $1.50 52.2% 15.0% 42.3% 27.0% 51.9% 3.4% 2.1% 1.8M -73.6M -398.4K 0.17 16.97 N/A N/A 58,600 10,210 1,495,180 764,950 2012-05-17 $1.32 $1.50 56.4% 16.2% 49.5% 31.4% 57.2% -2.1% -0.3% 758.1K -42.9M -378.2K 0.53 26.87 N/A N/A 56,100 29,870 1,517,040 766,990 2012-05-18 $1.27 $1.40 61.4% 17.6% 50.7% 36.7% 61.0% 5.2% -1.1% 419.3K -31.8M -374.7K 0.41 13.57 N/A N/A 75,080 30,690 1,537,940 782,640 2012-05-21 $1.31 $1.40 53.9% 15.4% 52.1% 28.7% 53.6% 3.1% 0.6% 911.3K -31.9M -390.8K 0.21 16.95 N/A N/A 49,780 10,550 1,055,230 394,970 2012-05-22 $1.29 $1.40 54.2% 15.5% 51.8% 29.1% 59.5% 1.4% -0.2% 865.5K -29.7M -385.9K 0.11 12.72 N/A N/A 81,340 9,100 1,074,860 400,820 2012-05-23 $1.30 $1.40 50.5% 14.5% 51.1% 25.2% 51.1% 1.2% 0.1% 1.0M -30.9M -383.5K 2.44 16.09 N/A N/A 25,410 62,010 1,122,250 405,120 2012-05-24 $1.30 $1.40 48.7% 14.0% 51.1% 23.2% 50.3% 0.4% 2.6% 1.0M -30.7M -388.0K 0.12 15.80 N/A N/A 11,170 1,320 1,130,830 416,690 2012-05-25 $1.29 $1.40 47.7% 13.7% 51.1% 22.1% 49.4% -0.4% 0.9% 988.2K -27.6M -379.1K 0.42 15.83 N/A N/A 8,370 3,550 1,136,470 417,550 2012-05-29 $1.35 $1.40 47.4% 13.6% 54.7% 21.8% 48.1% 1.4% 0.1% 1.3M -40.5M -395.5K 0.11 10.43 N/A N/A 26,120 2,870 1,141,050 419,310 2012-05-30 $1.32 $1.40 48.5% 13.9% 44.6% 23.1% 52.2% 2.3% 0.6% 1.1M -32.7M -384.9K 0.96 19.03 N/A N/A 14,530 13,960 1,153,640 420,760 2012-05-31 $1.28 $1.40 49.8% 14.3% 45.0% 24.3% 50.6% 1.9% 0.1% 942.0K -24.9M -367.4K 0.45 18.13 N/A N/A 7,350 3,300 1,154,050 431,760
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