HUN Options History — July 2012

In July 2012, HUN traded between $1.14 and $1.34. ATM implied volatility averaged 51.8%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 2.4% (HV 20d: 49.4%). Max pain ranged from $1.20 to $1.30. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2012-07-31: Highest Volume — 109,890 contracts
  • 2012-07-12: Largest IV spike — 13.7% change
  • 2012-07-12: Highest IV Rank — 34.7%
  • 2012-07-12: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.23$1.14$1.34$1.26$1.26
Max Pain$1.29$1.20$1.30$1.20$1.30
ATM IV51.8%45.3%59.5%46.8%57.2%
Expected Move15.1%13.0%17.1%13.4%16.4%
HV 20d49.4%43.5%57.6%52.6%44.9%
HV 60d51.1%49.3%52.5%49.7%49.9%
IV Rank24.1%19.6%34.7%21.2%28.5%
IV Percentile48.5%29.4%72.6%33.7%65.9%
Term Structure-1.5%-6.1%7.3%5.5%-6.1%
VWIV53.5%44.9%59.2%47.3%59.2%
Skew 25d3.9%1.0%7.2%1.0%7.2%
Skew 10d3.5%-2.5%13.4%-1.1%0.6%
Call IV 25d52.5%46.1%58.6%47.9%58.6%
Put IV 25d56.4%47.8%65.8%48.9%65.8%
Bid-Ask Spread %21.909.0077.1117.7524.89
Gamma HHI0.210.170.240.180.22
Net GEX608.8K23.2K1.5M796.5K1.0M
Net DEX-15.3M-45.3M4.3M-22.4M-24.2M
Net VEX-293.0K-353.9K-258.0K-333.5K-279.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.051.000.100.22
Total Volume30,920.4768,070109,89042,860109,890
Total OI1,667,361.4291,575,1401,768,6601,621,6301,609,710

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-07-02$1.26$1.2046.8%13.4%52.6%21.2%47.3%1.0%5.5%796.5K-22.4M-333.5K0.1017.75N/AN/A39,0503,8101,067,310554,320
2012-07-03$1.32$1.2045.9%13.2%54.6%20.2%45.3%1.7%4.4%1.3M-38.4M-348.1K0.0822.78N/AN/A27,1902,0801,097,200556,430
2012-07-05$1.34$1.2045.3%13.0%54.0%19.6%44.9%2.2%7.3%1.5M-45.3M-353.9K0.4577.11N/AN/A15,5106,9201,100,760557,280
2012-07-06$1.32$1.3046.5%15.0%54.5%20.8%52.0%3.1%-2.0%1.3M-38.6M-341.5K0.4332.06N/AN/A5,6602,4101,102,760557,460
2012-07-09$1.26$1.3048.2%15.0%56.9%22.7%53.9%4.6%-2.8%953.5K-24.5M-322.6K0.2213.40N/AN/A15,5403,4801,106,140558,280
2012-07-10$1.23$1.3050.2%15.2%54.4%24.8%51.9%4.7%-0.5%691.4K-16.1M-305.8K0.2416.63N/AN/A15,4103,6601,112,130559,860
2012-07-11$1.16$1.3052.3%15.8%57.6%27.1%57.0%4.7%-3.1%229.4K-1.4M-278.1K0.7317.34N/AN/A22,08016,0601,116,560560,640
2012-07-12$1.14$1.3059.5%17.1%57.6%34.7%58.3%4.1%-5.1%41.5K4.3M-266.6K0.2915.01N/AN/A25,9807,6501,116,530574,310
2012-07-13$1.16$1.3056.5%16.2%47.8%27.7%57.7%2.7%-2.8%121.4K-917.4K-278.2K0.6014.90N/AN/A59,50035,8101,116,450578,650
2012-07-16$1.14$1.3058.8%16.9%47.8%30.3%57.2%4.2%-4.8%23.2K2.4M-276.1K0.5316.78N/AN/A9,1204,8201,157,430597,750
2012-07-17$1.18$1.3054.9%15.7%49.4%25.9%56.8%5.3%-3.3%231.2K-3.5M-280.5K0.5715.45N/AN/A9,1405,1701,162,170600,300
2012-07-18$1.21$1.3052.5%15.0%45.8%23.2%54.5%4.5%-2.1%394.2K-10.1M-291.1K1.0014.25N/AN/A10,47010,4301,166,280602,380
2012-07-19$1.24$1.3052.6%15.1%46.8%23.3%51.4%3.5%-2.2%625.7K-18.4M-294.4K0.8413.70N/AN/A6,1905,2301,150,550603,380
2012-07-20$1.24$1.3050.9%14.6%44.4%21.4%49.7%1.4%-0.9%578.4K-16.5M-287.1K0.379.00N/AN/A12,5004,6201,152,570604,470
2012-07-23$1.21$1.3050.6%14.5%44.9%21.0%50.8%5.9%1.0%397.7K-9.1M-272.4K0.2744.59N/AN/A16,1604,3701,025,590549,550
2012-07-24$1.18$1.3052.8%15.1%44.0%23.6%55.3%5.5%-2.9%173.8K-4.9M-263.9K0.6710.57N/AN/A9,3706,2501,035,260550,800
2012-07-25$1.19$1.3053.1%15.2%43.5%23.8%53.8%6.5%-2.5%256.6K-4.5M-258.0K0.1411.00N/AN/A15,7702,2801,038,150552,900
2012-07-26$1.20$1.3052.0%14.9%43.7%22.7%55.0%2.0%-2.8%345.7K-9.3M-264.6K0.0513.15N/AN/A25,2701,2701,045,660554,270
2012-07-27$1.25$1.3050.8%14.6%46.1%21.3%51.9%2.2%-2.2%869.6K-19.5M-279.3K0.2011.22N/AN/A33,0906,6501,066,730555,030
2012-07-30$1.25$1.3050.7%14.5%45.9%21.2%59.0%5.3%-2.7%973.4K-20.4M-276.9K0.5748.34N/AN/A21,38012,0901,086,680553,910
2012-07-31$1.26$1.3057.2%16.4%44.9%28.5%59.2%7.2%-6.1%1.0M-24.2M-279.5K0.2224.89N/AN/A90,20019,6901,056,560553,150