HUN Options History — November 2012 In November 2012, HUN traded between $1.55 and $1.71. ATM implied volatility averaged 35.4%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 4.0% (HV 20d: 39.4%). Max pain ranged from $1.30 to $1.60. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.50.
Notable Days 2012-11-05 : Highest Volume — 136,250 contracts2012-11-05 : Largest IV spike — 21.3% change2012-11-05 : Highest IV Rank — 49.9%2012-11-01 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $1.64 $1.55 $1.71 $1.55 $1.64 Max Pain $1.50 $1.30 $1.60 $1.30 $1.60 ATM IV 35.4% 30.0% 42.9% 42.9% 31.1% Expected Move 10.1% 8.6% 12.3% 12.3% 8.9% HV 20d 39.4% 35.0% 43.9% 35.0% 36.5% HV 60d 33.4% 31.0% 34.5% 31.0% 34.0% IV Rank 34.5% 24.0% 49.9% 41.8% 26.2% IV Percentile 12.5% 0.4% 35.7% 35.7% 3.2% Term Structure 1.6% -3.2% 5.1% -3.2% 3.6% VWIV 34.9% 21.0% 43.4% 43.4% 31.3% Skew 25d 4.0% 1.7% 7.0% 4.3% 3.7% Skew 10d 7.5% -5.4% 22.6% 11.2% -1.5% Call IV 25d 34.3% 28.2% 43.5% 43.5% 30.4% Put IV 25d 38.2% 32.6% 47.8% 47.8% 34.0% Bid-Ask Spread % 17.62 11.57 29.15 24.11 14.30 Gamma HHI 0.16 0.13 0.35 0.14 0.16 Net GEX 2.2M 1.7M 3.6M 1.8M 2.0M Net DEX -105.4M -138.6M -73.9M -89.9M -87.8M Net VEX -310.9K -351.9K -279.7K -351.9K -279.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.06 1.45 0.28 0.16 Total Volume 31,990.952 8,100 136,250 62,800 14,630 Total OI 1,854,673.81 1,463,920 2,163,490 1,990,630 1,551,920
Daily Data (21 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 2012-11-01 $1.55 $1.30 42.9% 12.3% 35.0% 41.8% 43.4% 4.3% -3.2% 1.8M -89.9M -351.9K 0.28 24.11 N/A N/A 49,170 13,630 1,121,920 868,710 2012-11-02 $1.62 $1.30 35.1% 10.1% 37.6% 28.5% 35.5% 3.2% 1.6% 2.1M -112.5M -333.0K 0.27 11.57 N/A N/A 60,600 16,570 1,144,890 876,180 2012-11-05 $1.71 $1.40 42.5% 11.3% 41.3% 49.9% 32.0% 4.9% -0.6% 2.2M -137.8M -316.5K 0.18 17.04 N/A N/A 115,760 20,490 1,158,380 879,760 2012-11-06 $1.71 $1.50 40.2% 11.0% 40.2% 45.0% 38.7% 2.7% -1.0% 2.4M -138.6M -329.9K 0.18 13.55 N/A N/A 47,550 8,440 1,213,020 882,510 2012-11-07 $1.70 $1.50 40.1% 11.1% 40.3% 44.8% 39.7% 3.8% -1.2% 2.5M -137.9M -330.0K 0.67 14.83 N/A N/A 12,390 8,240 1,242,470 886,340 2012-11-08 $1.67 $1.50 37.6% 10.9% 40.4% 39.8% 37.3% 1.7% 1.0% 2.5M -130.6M -322.3K 0.50 18.51 N/A N/A 6,100 3,060 1,243,030 891,490 2012-11-09 $1.67 $1.50 34.5% 11.0% 40.0% 33.3% 39.2% 3.4% 1.8% 2.5M -129.6M -329.9K 0.21 16.76 N/A N/A 15,610 3,270 1,244,970 892,880 2012-11-12 $1.67 $1.50 41.6% 10.8% 40.0% 48.0% 37.3% 3.5% 0.9% 2.5M -130.0M -316.2K 0.82 18.27 N/A N/A 5,110 4,200 1,248,030 895,680 2012-11-13 $1.66 $1.50 33.6% 10.8% 39.6% 31.5% 39.7% 4.9% 1.2% 2.6M -127.6M -316.9K 0.48 15.88 N/A N/A 12,190 5,890 1,250,310 899,240 2012-11-14 $1.61 $1.50 37.1% 11.2% 41.1% 38.7% 38.2% 6.0% 0.2% 2.4M -113.0M -320.4K 0.74 12.85 N/A N/A 11,400 8,430 1,250,680 903,020 2012-11-15 $1.57 $1.50 38.9% 11.2% 40.8% 42.4% 39.6% 4.9% 0.2% 2.2M -98.1M -321.4K 0.99 18.00 N/A N/A 13,120 12,970 1,247,500 906,880 2012-11-16 $1.59 $1.50 37.3% 10.7% 40.9% 39.0% 37.4% 4.9% 1.2% 3.6M -101.5M -314.9K 0.29 20.00 N/A N/A 22,170 6,330 1,249,870 913,620 2012-11-19 $1.66 $1.50 32.7% 9.4% 43.9% 29.6% 32.3% 4.0% 4.6% 1.7M -86.9M -294.2K 0.13 14.15 N/A N/A 45,410 6,040 916,980 546,940 2012-11-20 $1.65 $1.50 33.2% 9.5% 43.1% 30.6% 34.4% 3.8% 2.8% 1.8M -86.4M -300.3K 0.20 13.47 N/A N/A 11,350 2,300 945,390 550,700 2012-11-21 $1.66 $1.50 30.0% 8.6% 43.1% 24.0% 29.7% 3.1% 5.1% 1.8M -87.0M -301.9K 1.29 29.15 N/A N/A 5,720 7,380 948,540 551,340 2012-11-23 $1.67 $1.60 30.5% 8.7% 35.6% 25.1% 31.1% 2.1% 4.2% 1.9M -90.8M -288.6K 0.46 14.04 N/A N/A 5,530 2,570 951,700 558,590 2012-11-26 $1.66 $1.60 30.1% 8.6% 35.7% 24.3% 30.5% 4.4% 4.8% 1.8M -88.0M -289.6K 1.45 27.31 N/A N/A 5,100 7,370 954,520 559,240 2012-11-27 $1.63 $1.60 31.4% 9.0% 36.6% 27.0% 21.0% 7.0% 2.7% 1.9M -82.3M -287.6K 0.06 20.68 N/A N/A 25,640 1,610 958,080 559,940 2012-11-28 $1.59 $1.60 31.8% 9.1% 37.2% 27.9% 33.4% 4.4% 1.6% 1.9M -73.9M -292.1K 0.87 17.10 N/A N/A 10,440 9,080 978,670 560,940 2012-11-29 $1.63 $1.60 31.1% 8.9% 37.9% 26.4% 31.0% 2.5% 2.7% 1.9M -82.5M -291.8K 0.20 18.36 N/A N/A 24,100 4,850 980,360 562,920 2012-11-30 $1.64 $1.60 31.1% 8.9% 36.5% 26.2% 31.3% 3.7% 3.6% 2.0M -87.8M -279.7K 0.16 14.30 N/A N/A 12,570 2,060 985,980 565,940
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