HUN Options History — October 2012

In October 2012, HUN traded between $1.46 and $1.60. ATM implied volatility averaged 38.1%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 8.4% (HV 20d: 29.7%). Max pain ranged from $1.30 to $1.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2012-10-16: Highest Volume — 784,770 contracts
  • 2012-10-11: Largest IV spike — 27.2% change
  • 2012-10-25: Highest IV Rank — 48.2%
  • 2012-10-25: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.52$1.46$1.60$1.49$1.50
Max Pain$1.34$1.30$1.50$1.50$1.30
ATM IV38.1%30.2%46.7%32.9%46.4%
Expected Move11.3%8.8%13.4%9.4%13.3%
HV 20d29.7%23.1%33.5%33.5%33.3%
HV 60d31.9%30.2%36.0%36.0%30.8%
IV Rank32.1%17.9%48.2%19.7%47.7%
IV Percentile18.9%0.4%49.2%3.2%47.6%
Term Structure-0.3%-5.6%9.4%7.8%-5.6%
VWIV40.4%32.4%47.6%33.7%45.4%
Skew 25d3.1%-1.5%7.8%-1.5%4.7%
Skew 10d8.5%-2.4%21.2%-1.4%8.5%
Call IV 25d38.8%32.5%45.1%34.4%43.8%
Put IV 25d42.0%32.9%51.4%32.9%48.5%
Bid-Ask Spread %14.629.1922.2422.2411.68
Gamma HHI0.180.140.210.180.14
Net GEX1.9M1.4M2.6M1.7M1.7M
Net DEX-74.9M-103.0M-59.2M-63.2M-74.8M
Net VEX-313.0K-388.8K-265.7K-290.3K-357.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.093.030.141.04
Total Volume66,081.9053,110784,7709,36015,550
Total OI1,615,915.2381,376,5401,981,1401,376,5401,981,140

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-10-01$1.49$1.5032.9%9.4%33.5%19.7%33.7%-1.5%7.8%1.7M-63.2M-290.3K0.1422.24N/AN/A8,2201,140916,630459,910
2012-10-02$1.48$1.5032.4%9.3%32.1%19.0%32.5%-0.7%7.8%1.7M-60.8M-285.4K1.5216.50N/AN/A8,35012,730920,480460,300
2012-10-03$1.49$1.5030.9%8.8%31.8%17.9%32.4%1.7%9.4%1.8M-63.1M-284.9K0.3514.90N/AN/A8,4202,980923,910461,780
2012-10-04$1.50$1.5031.8%9.1%30.5%19.6%33.4%0.4%8.0%1.8M-66.5M-283.8K0.0917.24N/AN/A12,9001,100927,410463,530
2012-10-05$1.55$1.3030.2%10.8%31.3%18.4%37.8%2.6%-0.7%2.0M-78.0M-283.8K0.4314.01N/AN/A31,11013,410937,050463,500
2012-10-08$1.56$1.3034.3%11.1%31.1%24.6%39.3%3.3%-1.3%2.0M-79.5M-280.7K0.2014.35N/AN/A13,2102,650945,740474,560
2012-10-09$1.53$1.3031.9%11.4%29.5%22.1%40.0%4.1%-0.1%2.0M-73.9M-279.8K0.8716.29N/AN/A6,3605,510946,830474,800
2012-10-10$1.52$1.3030.5%11.2%29.3%19.9%39.1%2.8%-0.0%2.1M-69.9M-274.2K0.339.68N/AN/A2,340770950,450467,000
2012-10-11$1.54$1.3038.7%11.1%29.5%33.6%39.5%3.5%-0.6%2.1M-75.2M-274.1K1.1014.88N/AN/A13,61015,020950,450467,530
2012-10-12$1.51$1.3039.6%11.4%25.5%35.0%39.4%4.1%-1.7%2.1M-69.2M-271.1K0.499.67N/AN/A5,6602,800958,130480,530
2012-10-15$1.53$1.3039.9%11.4%23.1%35.4%40.0%0.8%-0.3%2.2M-75.4M-265.9K1.6212.93N/AN/A6,89011,160959,620482,520
2012-10-16$1.58$1.3039.7%11.4%26.0%35.2%47.6%4.7%-2.2%2.2M-86.1M-265.7K0.5213.35N/AN/A516,410268,360963,580488,740
2012-10-17$1.60$1.3040.3%11.6%26.2%36.2%40.3%2.8%-2.6%2.5M-103.0M-350.8K0.3415.27N/AN/A17,5205,9301,118,270753,760
2012-10-18$1.60$1.3039.6%11.4%26.2%35.1%41.2%2.8%-2.0%2.6M-102.9M-344.9K0.2118.86N/AN/A14,4302,9801,116,390755,080
2012-10-19$1.56$1.3039.8%11.4%26.6%35.8%40.8%2.6%-2.4%2.1M-91.1M-345.1K0.3213.15N/AN/A11,5403,7301,116,130756,660
2012-10-22$1.57$1.3039.3%11.3%26.1%35.1%41.7%6.0%-2.5%1.8M-85.8M-341.6K2.0812.24N/AN/A19,79041,2601,019,330725,500
2012-10-23$1.47$1.3044.6%12.8%32.9%44.7%46.9%4.4%-4.7%1.4M-59.2M-352.6K1.179.19N/AN/A83,82098,2101,030,710758,510
2012-10-24$1.47$1.3045.2%13.0%32.8%45.7%45.3%5.3%-5.1%1.5M-62.9M-377.8K0.0913.88N/AN/A15,8601,3601,097,760845,370
2012-10-25$1.46$1.3046.7%13.4%32.1%48.2%47.6%7.8%-3.9%1.4M-59.9M-388.8K3.0318.58N/AN/A7,67023,2401,109,380844,350
2012-10-26$1.50$1.3045.1%12.9%33.3%45.6%45.0%3.3%-3.5%1.5M-71.6M-374.2K0.8618.10N/AN/A28,87024,8501,102,490858,410
2012-10-31$1.50$1.3046.4%13.3%33.3%47.7%45.4%4.7%-5.6%1.7M-74.8M-357.1K1.0411.68N/AN/A7,6107,9401,118,980862,160