HUN Options History — February 2013

In February 2013, HUN traded between $1.63 and $1.91. ATM implied volatility averaged 35.6%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 2.1% (HV 20d: 33.6%). Max pain ranged from $1.70 to $1.80. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.54.

Notable Days

  • 2013-02-11: Highest Volume — 276,820 contracts
  • 2013-02-07: Largest IV drop — 26.1% change
  • 2013-02-06: Highest IV Rank — 64.0%
  • 2013-02-06: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.75$1.63$1.91$1.81$1.72
Max Pain$1.76$1.70$1.80$1.80$1.70
ATM IV35.6%29.2%49.4%40.2%35.5%
Expected Move9.7%8.4%10.8%9.7%10.2%
HV 20d33.6%20.2%43.7%28.2%43.7%
HV 60d29.8%26.2%32.3%26.4%32.3%
IV Rank35.7%22.4%64.0%45.0%35.5%
IV Percentile28.0%3.2%77.0%45.6%31.0%
Term Structure0.0%-2.5%4.6%0.5%-2.5%
VWIV34.5%29.6%38.6%34.9%35.5%
Skew 25d2.9%-2.3%5.5%4.6%1.6%
Skew 10d5.9%-14.7%22.3%22.3%6.2%
Call IV 25d32.8%28.9%36.7%31.9%34.2%
Put IV 25d35.7%31.5%40.1%36.5%35.8%
Bid-Ask Spread %20.0310.4329.0916.6223.39
Gamma HHI0.170.150.250.160.18
Net GEX1.5M981.3K2.2M1.7M1.3M
Net DEX-72.4M-114.0M-40.0M-87.9M-60.3M
Net VEX-334.7K-378.8K-292.0K-307.1K-378.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.122.020.780.14
Total Volume69,262.6326,670276,8206,67069,830
Total OI1,409,683.1581,132,7101,659,1501,423,6701,304,050

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-02-01$1.81$1.8040.2%9.7%28.2%45.0%34.9%4.6%0.5%1.7M-87.9M-307.1K0.7816.62N/AN/A3,7402,930830,440593,230
2013-02-04$1.79$1.8043.2%9.9%20.9%51.3%34.1%4.8%-0.7%1.7M-85.6M-303.1K0.4815.30N/AN/A9,3604,530831,570594,430
2013-02-05$1.78$1.8043.8%9.9%20.4%52.6%36.0%4.8%-0.8%1.7M-84.2M-292.0K0.5712.81N/AN/A4,6002,630839,580596,880
2013-02-06$1.78$1.8049.4%10.8%20.2%64.0%38.1%3.9%0.5%1.6M-84.1M-303.9K0.1214.22N/AN/A117,48014,290839,520598,140
2013-02-07$1.87$1.7036.5%10.5%26.6%37.5%37.3%3.5%-1.3%2.1M-106.5M-305.4K0.4026.69N/AN/A50,44020,280891,600606,040
2013-02-08$1.89$1.7036.1%10.4%26.3%36.7%37.5%1.9%-0.7%2.1M-110.2M-309.1K0.4218.75N/AN/A31,60013,210899,220618,180
2013-02-11$1.91$1.7037.1%10.6%25.7%38.8%37.0%2.7%-1.3%2.2M-114.0M-308.7K0.2822.05N/AN/A217,09059,730904,870628,190
2013-02-12$1.78$1.7030.1%8.6%34.9%24.4%30.4%2.5%2.7%2.0M-84.4M-330.0K0.5227.10N/AN/A95,41049,260990,840668,310
2013-02-13$1.75$1.8030.0%8.6%35.2%24.2%31.9%5.5%4.6%1.7M-70.5M-306.7K0.2913.74N/AN/A81,93023,360949,600664,980
2013-02-14$1.75$1.8030.4%8.7%35.2%25.0%30.7%5.0%3.4%1.7M-74.3M-334.0K0.6919.51N/AN/A36,37025,020971,820666,180
2013-02-15$1.72$1.8032.3%9.3%35.6%28.8%32.1%2.5%3.4%1.4M-69.5M-339.3K0.3523.04N/AN/A31,30011,110985,260667,860
2013-02-19$1.76$1.8029.2%8.4%37.0%22.4%29.6%2.6%0.9%1.2M-63.9M-346.4K0.7327.09N/AN/A51,59037,460710,830421,880
2013-02-20$1.68$1.8033.3%9.5%40.1%30.8%33.5%-2.3%-0.4%1.1M-51.2M-357.5K0.5818.99N/AN/A30,84017,990748,870454,230
2013-02-21$1.64$1.8033.5%9.6%39.9%31.3%33.4%2.5%-0.9%1.0M-42.7M-363.5K0.5523.96N/AN/A20,89011,520765,700468,170
2013-02-22$1.67$1.8030.9%8.8%40.7%25.9%34.7%3.5%-0.2%1.1M-47.1M-368.2K0.4110.43N/AN/A19,9508,200773,400477,530
2013-02-25$1.63$1.7036.9%10.6%41.3%38.3%38.6%2.7%-2.4%981.3K-40.0M-368.5K2.0216.96N/AN/A28,88058,470785,000482,590
2013-02-26$1.67$1.7035.1%10.1%42.6%34.6%37.2%0.6%-1.9%1.1M-48.7M-365.2K0.5120.80N/AN/A19,6009,990781,900486,260
2013-02-27$1.69$1.7033.5%9.6%42.9%31.2%33.4%1.3%-2.0%1.2M-51.6M-371.8K0.4029.09N/AN/A17,8907,220796,370490,460
2013-02-28$1.72$1.7035.5%10.2%43.7%35.5%35.5%1.6%-2.5%1.3M-60.3M-378.8K0.1423.39N/AN/A61,4908,340807,450496,600