HUN Options History — May 2013 In May 2013, HUN traded between $1.82 and $1.98. ATM implied volatility averaged 42.7%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 15.8% (HV 20d: 26.9%). Max pain ranged from $1.60 to $1.90. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.32.
Notable Days 2013-05-22 : Highest Volume — 636,160 contracts2013-05-06 : Largest IV spike — 15.9% change2013-05-17 : Highest IV Rank — 64.9%2013-05-17 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $1.90 $1.82 $1.98 $1.82 $1.95 Max Pain $1.86 $1.60 $1.90 $1.60 $1.90 ATM IV 42.7% 37.7% 49.8% 43.4% 37.7% Expected Move 12.5% 10.8% 14.3% 12.5% 10.8% HV 20d 26.9% 21.9% 31.2% 31.2% 22.0% HV 60d 30.7% 26.3% 35.5% 35.4% 26.3% IV Rank 50.3% 40.0% 64.9% 51.8% 40.0% IV Percentile 62.0% 46.8% 80.2% 64.7% 46.8% Term Structure -0.5% -4.8% 4.3% 2.4% 1.5% VWIV 44.5% 38.0% 51.9% 46.4% 38.0% Skew 25d -0.5% -3.7% 1.7% -3.7% 1.7% Skew 10d -0.6% -5.0% 4.6% -5.0% 1.2% Call IV 25d 45.1% 37.9% 51.7% 48.3% 37.9% Put IV 25d 44.6% 37.0% 50.2% 44.6% 39.6% Bid-Ask Spread % 19.33 14.12 27.64 21.49 27.64 Gamma HHI 0.32 0.19 0.47 0.33 0.28 Net GEX 6.3M 4.9M 8.9M 4.9M 7.1M Net DEX -135.3M -204.5M -106.3M -106.3M -145.4M Net VEX -548.3K -683.7K -438.9K -451.7K -674.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.06 1.08 0.33 0.26 Total Volume 137,334.091 20,780 636,160 147,980 43,900 Total OI 2,339,955 1,964,610 2,917,420 2,146,180 2,478,330
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 2013-05-01 $1.82 $1.60 43.4% 12.5% 31.2% 51.8% 46.4% -3.7% 2.4% 4.9M -106.3M -451.7K 0.33 21.49 N/A N/A 111,670 36,310 1,516,530 629,650 2013-05-02 $1.84 $1.60 42.0% 12.0% 27.5% 48.7% 42.7% 0.6% 4.3% 5.4M -113.9M -474.1K 0.12 16.67 N/A N/A 43,880 5,230 1,577,280 656,110 2013-05-03 $1.86 $1.60 40.0% 11.5% 27.7% 44.7% 41.0% 1.2% 4.2% 5.8M -125.0M -472.6K 0.33 16.98 N/A N/A 35,140 11,610 1,597,890 658,700 2013-05-06 $1.89 $1.90 46.4% 13.2% 27.5% 57.8% 48.5% -2.3% -1.5% 5.8M -133.4M -475.0K 0.59 17.18 N/A N/A 60,610 35,760 1,607,460 662,600 2013-05-07 $1.89 $1.90 43.7% 13.2% 27.2% 52.3% 46.5% -1.5% -1.0% 6.0M -135.3M -487.1K 0.11 20.97 N/A N/A 39,770 4,430 1,637,990 691,350 2013-05-08 $1.91 $1.90 42.5% 13.0% 27.2% 49.9% 45.8% -1.9% -1.6% 6.5M -146.9M -485.1K 0.41 21.65 N/A N/A 14,890 6,130 1,656,100 694,150 2013-05-09 $1.90 $1.90 41.9% 12.8% 27.2% 48.6% 45.1% -1.7% -0.8% 6.7M -142.7M -475.5K 0.18 20.69 N/A N/A 22,170 4,060 1,657,200 694,110 2013-05-10 $1.88 $1.90 40.6% 12.8% 26.8% 45.8% 45.6% -0.6% -1.4% 6.7M -129.9M -464.3K 1.08 15.99 N/A N/A 9,970 10,810 1,660,950 695,890 2013-05-13 $1.84 $1.90 44.9% 13.6% 26.6% 54.9% 47.6% -0.8% -2.8% 6.1M -109.4M -438.9K 0.06 18.33 N/A N/A 104,330 6,230 1,661,040 704,960 2013-05-14 $1.88 $1.90 44.2% 13.1% 27.0% 53.4% 46.3% -1.0% -3.1% 7.0M -130.4M -447.2K 0.44 16.45 N/A N/A 32,740 14,310 1,695,400 707,530 2013-05-15 $1.93 $1.90 43.2% 13.9% 27.5% 51.3% 50.0% -0.9% -4.8% 8.1M -162.7M -452.7K 0.29 22.86 N/A N/A 358,990 105,430 1,697,190 717,100 2013-05-16 $1.90 $1.90 48.6% 13.9% 28.5% 62.4% 49.4% -1.4% -3.7% 8.9M -149.5M -519.2K 0.45 16.96 N/A N/A 280,090 127,230 1,834,910 811,730 2013-05-17 $1.95 $1.90 49.8% 14.3% 29.2% 64.9% 51.9% -1.8% -2.3% 6.3M -204.5M -591.6K 0.09 19.20 N/A N/A 180,540 16,020 1,995,400 922,020 2013-05-20 $1.98 $1.90 45.8% 13.1% 29.3% 56.6% 46.2% -0.1% -3.0% 5.0M -143.6M -601.2K 0.12 15.22 N/A N/A 155,340 17,950 1,505,540 459,070 2013-05-21 $1.97 $1.90 46.4% 13.3% 26.8% 57.8% 46.1% 0.3% -4.5% 5.1M -140.8M -609.3K 0.33 20.43 N/A N/A 79,420 25,820 1,559,550 470,480 2013-05-22 $1.93 $1.90 39.1% 11.2% 28.1% 42.7% 38.7% 0.9% 1.7% 5.6M -122.5M -602.0K 0.11 18.54 N/A N/A 575,040 61,120 1,601,570 489,220 2013-05-23 $1.92 $1.90 41.7% 11.9% 26.8% 48.1% 41.4% 0.7% 1.7% 5.6M -126.4M -668.1K 0.10 23.27 N/A N/A 123,820 12,600 1,750,930 511,230 2013-05-24 $1.91 $1.90 41.4% 11.9% 25.4% 47.6% 41.9% 1.5% 0.9% 5.9M -126.3M -683.7K 0.17 14.12 N/A N/A 32,210 5,550 1,836,130 518,740 2013-05-28 $1.91 $1.90 40.8% 11.7% 25.4% 46.4% 40.8% 1.1% -0.3% 6.2M -123.9M -655.5K 0.63 22.97 N/A N/A 53,670 34,070 1,842,560 522,290 2013-05-29 $1.91 $1.90 38.4% 11.0% 25.2% 41.5% 38.9% 0.3% 1.1% 6.5M -126.0M -658.3K 0.59 19.45 N/A N/A 62,330 36,620 1,870,020 542,450 2013-05-30 $1.92 $1.90 37.8% 10.8% 21.9% 40.1% 39.2% -1.5% 0.7% 6.7M -131.9M -675.1K 0.33 18.24 N/A N/A 17,690 5,850 1,906,410 573,250 2013-05-31 $1.95 $1.90 37.7% 10.8% 22.0% 40.0% 38.0% 1.7% 1.5% 7.1M -145.4M -674.7K 0.26 27.64 N/A N/A 34,980 8,920 1,904,090 574,240
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