HUN Options History — January 2013

In January 2013, HUN traded between $1.63 and $1.82. ATM implied volatility averaged 33.9%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 5.3% (HV 20d: 28.6%). 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 12 of 21 days. Put/call ratio averaged 1.01.

Notable Days

  • 2013-01-18: Highest Volume — 247,340 contracts
  • 2013-01-10: Largest IV spike — 38.9% change
  • 2013-01-31: Highest IV Rank — 44.7%
  • 2013-01-31: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.77$1.63$1.82$1.63$1.76
Max Pain$1.48$1.30$1.50$1.40$1.50
ATM IV33.9%24.8%40.0%29.7%40.0%
Expected Move10.1%7.6%11.5%8.5%11.5%
HV 20d28.6%18.1%30.9%18.1%29.0%
HV 60d31.6%28.0%33.3%31.1%28.0%
IV Rank32.1%13.3%44.7%23.5%44.7%
IV Percentile21.1%0.4%44.0%1.6%44.0%
Term Structure-0.4%-5.9%5.6%5.6%-4.6%
VWIV35.5%27.9%39.1%30.3%38.5%
Skew 25d3.4%1.1%6.0%1.1%1.7%
Skew 10d6.1%-3.5%13.8%2.8%12.5%
Call IV 25d34.3%26.8%41.0%30.4%41.0%
Put IV 25d37.6%28.8%43.5%31.5%42.6%
Bid-Ask Spread %15.3810.8627.8212.2114.94
Gamma HHI0.160.130.390.160.16
Net GEX1.8M1.2M3.7M1.9M1.5M
Net DEX-100.2M-128.9M-75.9M-82.4M-78.7M
Net VEX-284.3K-320.5K-235.6K-242.0K-316.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.039.900.590.47
Total Volume53,898.5717,220247,34018,2509,340
Total OI1,537,4601,259,5801,720,4201,474,0101,417,240

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-01-02$1.63$1.4029.7%8.5%18.1%23.5%30.3%1.1%5.6%1.9M-82.4M-242.0K0.5912.21N/AN/A11,4806,770916,320557,690
2013-01-03$1.68$1.4026.6%7.6%21.0%17.0%27.9%2.0%5.4%1.8M-93.3M-240.4K0.2523.92N/AN/A19,6404,930920,910563,250
2013-01-04$1.77$1.3028.2%9.9%28.1%20.3%36.7%2.8%1.4%1.7M-113.5M-235.6K0.8927.82N/AN/A116,380103,400931,780566,080
2013-01-07$1.80$1.5028.3%9.8%28.2%20.5%34.6%2.4%1.6%1.7M-119.4M-258.0K0.0324.85N/AN/A174,1705,780989,310654,520
2013-01-08$1.81$1.5026.7%9.7%28.0%17.3%34.1%2.6%2.0%1.9M-126.3M-286.4K0.6716.58N/AN/A8,2105,5101,041,300657,660
2013-01-09$1.82$1.5024.8%9.4%28.0%13.3%33.4%2.7%2.4%1.9M-128.9M-277.9K1.5611.31N/AN/A7,37011,5101,047,560659,860
2013-01-10$1.80$1.5034.4%9.9%28.6%33.2%34.2%1.8%1.1%1.8M-120.8M-279.3K0.4914.61N/AN/A15,1807,4001,030,810661,650
2013-01-11$1.77$1.5034.8%10.0%28.8%34.0%35.1%4.6%0.5%1.8M-115.4M-285.0K0.4010.86N/AN/A13,8405,5801,038,590663,260
2013-01-14$1.73$1.5036.8%10.6%30.9%38.1%35.9%3.3%0.3%1.8M-105.0M-283.1K0.5514.61N/AN/A18,33010,0601,044,280663,320
2013-01-15$1.75$1.5037.0%10.6%30.7%38.5%36.2%3.0%-0.1%1.9M-109.9M-285.2K0.1714.16N/AN/A18,1903,0101,049,330668,180
2013-01-16$1.75$1.5036.3%10.4%30.7%36.9%37.0%1.6%1.0%1.9M-110.5M-284.3K0.4611.82N/AN/A5,8402,7001,050,930669,490
2013-01-17$1.77$1.5035.0%10.0%30.7%34.4%35.4%3.6%0.3%2.1M-115.0M-276.7K0.2412.95N/AN/A12,1702,9701,042,660667,360
2013-01-18$1.76$1.5034.5%9.9%30.6%33.3%36.8%5.4%0.0%3.7M-112.0M-279.4K9.9013.34N/AN/A22,700224,6401,040,910667,530
2013-01-22$1.78$1.5035.2%10.1%30.8%34.8%36.0%5.4%-2.1%1.2M-75.9M-296.8K0.6413.33N/AN/A13,1508,450739,250520,330
2013-01-23$1.82$1.5034.9%10.0%29.8%34.2%35.7%3.2%-1.7%1.4M-82.9M-286.2K0.4015.84N/AN/A15,8606,390740,400522,310
2013-01-24$1.81$1.5035.8%10.3%29.9%36.0%37.6%5.8%-3.3%1.4M-82.4M-285.7K0.5214.55N/AN/A129,66067,450749,080526,390
2013-01-25$1.81$1.5035.2%10.1%29.4%34.8%36.1%4.6%-2.3%1.6M-87.7M-317.5K0.5616.01N/AN/A4,6202,600811,630585,000
2013-01-28$1.79$1.5038.9%11.2%30.0%42.4%39.1%4.1%-5.2%1.5M-84.2M-316.6K1.7811.19N/AN/A4,7408,430813,010586,040
2013-01-29$1.78$1.5039.1%11.2%29.3%42.9%38.6%6.0%-5.8%1.5M-81.9M-320.5K0.3214.21N/AN/A6,2802,030815,020588,130
2013-01-30$1.76$1.5039.7%11.4%29.6%44.1%36.3%2.9%-5.9%1.5M-79.0M-316.7K0.3713.86N/AN/A11,0504,060819,080589,210
2013-01-31$1.76$1.5040.0%11.5%29.0%44.7%38.5%1.7%-4.6%1.5M-78.7M-316.8K0.4714.94N/AN/A6,3602,980826,090591,150