HUN Options History — August 2012 In August 2012, HUN traded between $1.28 and $1.48. ATM implied volatility averaged 40.1%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 4.3% (HV 20d: 35.8%). Max pain ranged from $1.30 to $1.30. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.64.
Notable Days 2012-08-16 : Highest Volume — 908,650 contracts2012-08-15 : Largest IV spike — 200.1% change2012-08-15 : Highest IV Rank — 49.6%2012-08-15 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.40 $1.28 $1.48 $1.33 $1.44 Max Pain $1.30 $1.30 $1.30 $1.30 $1.30 ATM IV 40.1% 18.3% 55.0% 42.2% 38.7% Expected Move 12.0% 10.4% 15.6% 12.1% 11.1% HV 20d 35.8% 26.1% 46.7% 44.9% 26.1% HV 60d 48.0% 43.3% 51.1% 50.6% 43.5% IV Rank 22.1% 0.0% 49.6% 11.6% 27.5% IV Percentile 15.2% 0.0% 61.1% 12.7% 7.1% Term Structure 2.5% -3.0% 6.7% 4.2% 3.0% VWIV 42.5% 35.6% 57.4% 43.2% 38.9% Skew 25d 0.3% -7.9% 8.3% 1.5% -1.8% Skew 10d 1.7% -16.8% 28.4% -1.9% -10.9% Call IV 25d 43.3% 34.6% 60.0% 44.8% 41.2% Put IV 25d 43.6% 39.4% 52.1% 46.3% 39.4% Bid-Ask Spread % 18.69 11.33 44.53 15.04 13.69 Gamma HHI 0.28 0.16 0.46 0.30 0.18 Net GEX 2.5M 1.7M 5.0M 2.1M 2.1M Net DEX -63.6M -111.3M -31.8M -46.2M -63.9M Net VEX -326.7K -407.0K -245.3K -279.4K -387.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.04 2.45 0.26 0.29 Total Volume 91,064.783 15,090 908,650 121,500 18,080 Total OI 1,696,709.565 1,500,690 2,346,110 1,684,060 1,663,070
Daily Data (23 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 2012-08-01 $1.33 $1.30 42.2% 12.1% 44.9% 11.6% 43.2% 1.5% 4.2% 2.1M -46.2M -279.4K 0.26 15.04 N/A N/A 96,680 24,820 1,131,130 552,930 2012-08-02 $1.28 $1.30 42.3% 12.1% 46.1% 11.7% 43.6% 3.2% 1.5% 1.7M -31.8M -272.2K 2.45 11.33 N/A N/A 8,920 21,810 1,127,100 553,660 2012-08-03 $1.31 $1.30 37.6% 10.8% 46.7% 6.4% 37.7% 5.5% 5.3% 2.2M -40.5M -267.6K 0.16 44.53 N/A N/A 22,870 3,570 1,130,190 559,110 2012-08-06 $1.34 $1.30 39.7% 12.1% 44.7% 8.8% 40.5% 5.5% 4.9% 2.7M -51.9M -268.1K 0.28 13.37 N/A N/A 19,570 5,430 1,137,550 556,180 2012-08-07 $1.36 $1.30 35.3% 11.4% 43.2% 3.9% 39.1% 7.9% 5.1% 2.5M -54.3M -270.7K 1.50 16.52 N/A N/A 11,650 17,460 1,141,670 557,050 2012-08-08 $1.36 $1.30 34.6% 11.1% 36.2% 3.4% 37.8% 8.3% 4.4% 2.9M -56.8M -266.0K 0.68 14.11 N/A N/A 21,720 14,770 1,143,320 558,290 2012-08-09 $1.37 $1.30 31.4% 10.9% 34.9% 0.0% 35.6% 6.5% 4.9% 2.9M -61.2M -258.5K 0.17 15.03 N/A N/A 24,270 4,080 1,143,460 560,120 2012-08-10 $1.36 $1.30 30.5% 10.4% 34.9% 0.0% 37.5% 6.6% 6.7% 3.2M -60.0M -255.3K 0.44 19.63 N/A N/A 14,560 6,360 1,152,780 561,400 2012-08-13 $1.36 $1.30 35.4% 10.4% 34.2% 8.0% 37.4% 5.4% 6.4% 3.2M -57.4M -245.3K 0.36 19.99 N/A N/A 12,870 4,600 1,163,620 567,410 2012-08-14 $1.36 $1.30 18.3% 10.7% 33.0% 0.0% 38.0% 6.0% 4.9% 3.1M -58.7M -246.2K 1.25 26.31 N/A N/A 6,700 8,390 1,166,820 569,520 2012-08-15 $1.43 $1.30 55.0% 15.6% 36.1% 49.6% 57.4% -7.9% -3.0% 2.6M -83.1M -267.5K 0.10 27.28 N/A N/A 370,500 37,000 1,168,630 573,420 2012-08-16 $1.47 $1.30 52.4% 15.0% 36.3% 46.0% 52.5% -7.4% -1.8% 3.4M -104.6M -310.8K 0.40 16.37 N/A N/A 649,230 259,420 1,362,510 593,910 2012-08-17 $1.48 $1.30 49.1% 14.1% 36.0% 41.6% 52.4% -5.0% 0.3% 5.0M -111.3M -407.0K 0.08 25.02 N/A N/A 53,270 4,300 1,532,600 813,510 2012-08-20 $1.47 $1.30 46.1% 13.2% 34.8% 37.5% 48.4% -4.4% -0.2% 1.8M -70.8M -396.0K 0.18 12.95 N/A N/A 60,990 11,180 1,094,780 405,910 2012-08-21 $1.46 $1.30 44.4% 12.7% 33.0% 35.2% 43.9% -3.4% 1.2% 1.9M -69.7M -393.7K 0.37 20.80 N/A N/A 58,580 21,720 1,105,910 413,000 2012-08-22 $1.47 $1.30 41.6% 11.9% 33.1% 31.4% 41.7% -3.8% 0.8% 2.0M -71.9M -392.7K 0.56 17.50 N/A N/A 10,550 5,930 1,129,420 429,220 2012-08-23 $1.45 $1.30 41.1% 11.8% 34.1% 30.7% 41.7% -2.3% 1.7% 2.0M -67.1M -391.3K 2.39 19.59 N/A N/A 14,640 35,030 1,134,080 430,600 2012-08-24 $1.45 $1.30 42.6% 12.2% 32.3% 32.7% 42.8% -2.8% 0.1% 1.9M -66.3M -399.4K 0.75 16.63 N/A N/A 10,580 7,930 1,142,450 463,450 2012-08-27 $1.42 $1.30 41.3% 11.8% 33.3% 31.0% 42.3% -1.4% 1.9% 1.9M -59.4M -387.0K 0.72 16.77 N/A N/A 14,400 10,400 1,144,960 464,680 2012-08-28 $1.42 $1.30 41.4% 11.9% 33.5% 31.1% 43.8% -4.4% 0.9% 1.9M -60.1M -386.0K 0.13 13.02 N/A N/A 35,830 4,700 1,155,710 471,320 2012-08-29 $1.43 $1.30 40.3% 11.5% 29.5% 29.7% 38.7% -2.9% 2.8% 2.0M -60.7M -387.3K 1.18 17.05 N/A N/A 10,030 11,840 1,172,450 473,710 2012-08-30 $1.41 $1.30 40.8% 11.7% 26.4% 30.4% 42.7% -1.8% 2.4% 1.8M -55.7M -380.2K 0.04 17.21 N/A N/A 26,110 1,150 1,174,310 477,400 2012-08-31 $1.44 $1.30 38.7% 11.1% 26.1% 27.5% 38.9% -1.8% 3.0% 2.1M -63.9M -387.0K 0.29 13.69 N/A N/A 14,000 4,080 1,185,270 477,800
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