HUN Options History — April 2013 In April 2013, HUN traded between $1.73 and $1.90. ATM implied volatility averaged 50.3%, placing in the 66.0% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 21.2% (HV 20d: 29.2%). Max pain ranged from $1.60 to $1.80. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.37.
Notable Days 2013-04-29 : Highest Volume — 728,870 contracts2013-04-30 : Largest IV drop — 32.0% change2013-04-18 : Highest IV Rank — 86.9%2013-04-18 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $1.80 $1.73 $1.90 $1.81 $1.89 Max Pain $1.64 $1.60 $1.80 $1.80 $1.60 ATM IV 50.3% 31.6% 60.5% 32.5% 39.3% Expected Move 14.8% 9.1% 17.3% 9.3% 11.3% HV 20d 29.2% 25.2% 31.9% 30.9% 29.4% HV 60d 34.1% 32.8% 35.1% 34.8% 34.8% IV Rank 66.0% 27.5% 86.9% 29.2% 43.3% IV Percentile 77.1% 18.3% 98.4% 23.4% 50.4% Term Structure -7.6% -14.3% 6.3% 4.8% 0.7% VWIV 52.9% 32.4% 63.2% 33.5% 40.1% Skew 25d -0.4% -3.0% 3.5% 2.1% 2.7% Skew 10d 2.2% -17.7% 10.4% -4.2% 5.1% Call IV 25d 53.3% 32.4% 63.6% 32.9% 39.0% Put IV 25d 52.9% 32.2% 63.4% 35.1% 41.7% Bid-Ask Spread % 18.03 11.66 28.33 11.66 21.94 Gamma HHI 0.22 0.15 0.38 0.16 0.38 Net GEX 2.9M 1.8M 5.5M 2.2M 5.5M Net DEX -73.1M -121.1M -41.7M -57.1M -121.1M Net VEX -369.6K -410.5K -310.0K -312.9K -410.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.04 2.12 0.21 0.14 Total Volume 112,275.909 10,520 728,870 21,010 247,690 Total OI 1,747,236.364 1,397,650 2,003,020 1,397,650 2,003,020
Daily Data (22 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 2013-04-01 $1.81 $1.80 32.5% 9.3% 30.9% 29.2% 33.5% 2.1% 4.8% 2.2M -57.1M -312.9K 0.21 11.66 N/A N/A 17,380 3,630 856,250 541,400 2013-04-02 $1.77 $1.80 31.6% 9.1% 25.8% 27.5% 32.4% -0.2% 6.3% 1.9M -47.8M -310.0K 0.23 14.15 N/A N/A 34,200 7,970 865,810 542,020 2013-04-03 $1.74 $1.80 34.3% 9.8% 25.2% 33.0% 34.2% 0.9% 5.8% 1.8M -41.7M -313.2K 2.12 28.33 N/A N/A 16,750 35,530 887,510 545,950 2013-04-04 $1.82 $1.80 42.6% 12.2% 29.7% 50.1% 43.4% -3.0% 2.0% 2.1M -62.0M -337.5K 0.28 23.49 N/A N/A 290,880 81,450 891,400 563,690 2013-04-05 $1.82 $1.60 42.3% 14.1% 29.7% 49.5% 50.3% 0.0% -7.0% 2.6M -71.5M -379.2K 0.04 13.71 N/A N/A 126,240 4,680 1,051,640 594,030 2013-04-08 $1.80 $1.60 45.1% 14.6% 28.5% 55.2% 53.2% -1.1% -8.1% 2.7M -69.6M -381.3K 0.21 17.66 N/A N/A 102,680 21,660 1,119,690 596,120 2013-04-09 $1.82 $1.60 44.0% 14.5% 29.1% 52.9% 51.0% -0.7% -8.2% 3.2M -81.5M -397.7K 0.13 19.01 N/A N/A 24,460 3,150 1,196,830 611,560 2013-04-10 $1.81 $1.60 44.8% 14.6% 29.2% 54.6% 52.4% 0.1% -8.9% 3.1M -77.1M -396.2K 0.10 18.60 N/A N/A 79,120 7,680 1,200,370 606,380 2013-04-11 $1.80 $1.60 53.0% 15.2% 28.5% 71.6% 54.3% -2.4% -10.1% 3.0M -73.6M -383.1K 0.48 14.20 N/A N/A 107,820 51,380 1,203,730 607,340 2013-04-12 $1.77 $1.60 51.2% 14.7% 28.4% 67.8% 52.4% -1.1% -8.2% 3.1M -66.1M -378.2K 1.77 17.06 N/A N/A 7,310 12,920 1,265,040 602,210 2013-04-15 $1.74 $1.60 55.3% 15.9% 28.9% 76.3% 58.0% -1.4% -10.7% 2.7M -56.7M -370.3K 0.27 17.82 N/A N/A 49,390 13,260 1,265,710 607,270 2013-04-16 $1.75 $1.60 56.3% 16.1% 28.6% 78.4% 59.8% -1.5% -10.9% 2.7M -59.2M -381.8K 0.09 13.53 N/A N/A 33,920 3,160 1,306,460 611,420 2013-04-17 $1.73 $1.60 60.1% 17.2% 27.8% 86.1% 63.2% 0.3% -13.7% 2.2M -53.6M -378.6K 0.22 14.12 N/A N/A 50,930 11,170 1,320,410 612,730 2013-04-18 $1.73 $1.60 60.5% 17.3% 27.3% 86.9% 63.0% -0.2% -14.1% 2.2M -52.7M -374.2K 0.48 18.58 N/A N/A 23,340 11,320 1,327,200 615,560 2013-04-19 $1.75 $1.60 59.4% 17.0% 28.0% 84.7% 63.1% -0.2% -14.3% 2.7M -61.4M -375.7K 0.22 16.61 N/A N/A 31,990 7,190 1,335,710 621,570 2013-04-22 $1.78 $1.60 60.2% 17.3% 28.6% 86.4% 62.2% -2.2% -11.5% 2.7M -68.0M -370.5K 0.13 17.90 N/A N/A 80,920 10,690 1,106,070 581,560 2013-04-23 $1.85 $1.60 58.3% 16.7% 31.7% 82.5% 59.9% -1.0% -10.4% 3.3M -91.6M -379.5K 0.15 20.62 N/A N/A 33,340 4,940 1,146,520 587,080 2013-04-24 $1.86 $1.60 59.8% 17.2% 31.7% 85.6% 60.8% -0.6% -13.7% 3.4M -95.0M -383.1K 0.05 22.17 N/A N/A 48,340 2,490 1,156,450 589,650 2013-04-25 $1.90 $1.60 59.7% 17.1% 31.6% 85.4% 60.4% 3.5% -13.0% 3.5M -108.0M -385.5K 0.34 13.36 N/A N/A 22,240 7,470 1,169,710 591,150 2013-04-26 $1.86 $1.60 58.5% 16.8% 31.9% 82.9% 58.4% -1.7% -12.0% 3.6M -97.2M -368.9K 0.48 22.70 N/A N/A 7,120 3,400 1,168,650 595,050 2013-04-29 $1.87 $1.60 57.8% 16.6% 30.7% 81.5% 58.2% -0.4% -12.4% 3.9M -96.9M -362.9K 0.05 19.34 N/A N/A 696,770 32,100 1,173,480 597,800 2013-04-30 $1.89 $1.60 39.3% 11.3% 29.4% 43.3% 40.1% 2.7% 0.7% 5.5M -121.1M -410.5K 0.14 21.94 N/A N/A 218,100 29,590 1,385,800 617,220
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