HUN Options History — July 2013 In July 2013, HUN traded between $1.66 and $1.81. ATM implied volatility averaged 36.5%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 9.6% (HV 20d: 26.9%). Max pain ranged from $1.70 to $1.90. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.33.
Notable Days 2013-07-30 : Highest Volume — 190,500 contracts2013-07-11 : Largest IV spike — 36.3% change2013-07-30 : Highest IV Rank — 60.0%2013-07-30 : Largest Expected Move — 12.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.74 $1.66 $1.81 $1.69 $1.80 Max Pain $1.73 $1.70 $1.90 $1.90 $1.70 ATM IV 36.5% 28.5% 43.6% 31.5% 31.4% Expected Move 11.1% 9.0% 12.5% 9.0% 9.0% HV 20d 26.9% 21.0% 31.3% 31.3% 21.0% HV 60d 27.2% 25.9% 28.2% 27.6% 26.1% IV Rank 43.0% 24.2% 60.0% 31.2% 31.0% IV Percentile 46.2% 6.0% 84.1% 16.7% 17.5% Term Structure -1.2% -5.8% 10.6% 9.2% 3.3% VWIV 39.2% 31.8% 44.7% 31.8% 33.1% Skew 25d 2.4% -2.7% 5.2% 1.5% 0.4% Skew 10d 4.5% -10.8% 11.9% -10.8% 3.5% Call IV 25d 38.7% 32.3% 47.6% 32.3% 32.8% Put IV 25d 41.1% 32.2% 44.9% 33.7% 33.1% Bid-Ask Spread % 17.79 11.77 28.82 20.87 25.92 Gamma HHI 0.26 0.21 0.35 0.23 0.35 Net GEX 3.2M 1.6M 5.6M 2.1M 5.6M Net DEX -39.9M -76.3M -12.5M -19.9M -72.2M Net VEX -357.6K -386.1K -331.6K -386.1K -350.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.02 1.57 0.16 0.06 Total Volume 44,438.182 7,090 190,500 17,600 137,790 Total OI 1,995,289.091 1,657,200 2,191,160 2,041,270 1,859,100
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 2013-07-01 $1.69 $1.90 31.5% 9.0% 31.3% 31.2% 31.8% 1.5% 9.2% 2.1M -19.9M -386.1K 0.16 20.87 N/A N/A 15,160 2,440 1,510,360 530,910 2013-07-02 $1.66 $1.90 34.3% 9.8% 30.6% 37.8% 34.3% -2.1% 7.9% 1.6M -12.5M -372.1K 0.08 24.70 N/A N/A 107,160 8,780 1,514,350 530,460 2013-07-03 $1.66 $1.80 32.7% 9.4% 29.8% 34.1% 33.4% 3.1% 10.6% 1.8M -13.2M -370.8K 0.02 23.54 N/A N/A 12,340 300 1,567,040 533,530 2013-07-05 $1.68 $1.70 31.3% 12.1% 30.0% 30.8% 42.0% 2.8% -2.5% 2.0M -17.9M -369.8K 0.13 13.47 N/A N/A 12,740 1,690 1,576,440 533,730 2013-07-08 $1.71 $1.70 30.2% 12.3% 30.5% 28.1% 42.1% 2.3% -3.6% 2.6M -28.3M -379.7K 0.20 17.07 N/A N/A 12,000 2,370 1,583,410 534,160 2013-07-09 $1.71 $1.70 29.1% 12.2% 30.4% 25.6% 41.9% 2.4% -3.9% 2.6M -28.8M -370.5K 0.15 16.35 N/A N/A 20,340 3,020 1,588,390 535,080 2013-07-10 $1.71 $1.70 28.5% 12.1% 30.1% 24.2% 41.8% 2.6% -3.8% 2.6M -28.6M -373.2K 0.11 14.93 N/A N/A 10,060 1,140 1,603,810 535,760 2013-07-11 $1.75 $1.70 38.9% 11.2% 30.1% 48.8% 38.9% 3.0% -1.2% 3.4M -41.6M -373.0K 0.11 13.15 N/A N/A 33,160 3,700 1,609,370 536,340 2013-07-12 $1.75 $1.70 41.3% 11.8% 27.4% 54.4% 40.4% 2.6% -3.2% 3.5M -42.5M -374.2K 0.37 13.62 N/A N/A 17,230 6,390 1,633,730 532,000 2013-07-15 $1.75 $1.70 39.4% 11.3% 27.4% 50.0% 40.4% 3.4% -2.6% 3.8M -43.1M -359.8K 0.65 14.21 N/A N/A 5,690 3,670 1,643,070 533,450 2013-07-16 $1.70 $1.70 41.1% 11.8% 28.9% 54.0% 41.2% 5.2% -3.1% 2.6M -20.4M -331.6K 0.61 17.88 N/A N/A 20,650 12,590 1,645,530 534,420 2013-07-17 $1.72 $1.70 40.8% 11.7% 29.1% 53.3% 40.2% 4.7% -4.0% 2.8M -27.7M -335.0K 0.12 17.53 N/A N/A 9,480 1,120 1,652,560 538,600 2013-07-18 $1.72 $1.70 40.6% 11.6% 28.4% 52.7% 41.5% 3.7% -3.8% 2.8M -32.1M -336.4K 0.69 16.70 N/A N/A 4,200 2,890 1,653,920 531,100 2013-07-19 $1.75 $1.70 39.0% 11.2% 27.4% 48.9% 39.5% 3.9% -2.3% 3.5M -41.6M -339.8K 0.10 12.04 N/A N/A 41,170 4,230 1,655,430 531,830 2013-07-22 $1.75 $1.70 39.8% 11.4% 24.5% 51.0% 40.8% 2.9% -3.2% 3.3M -49.3M -337.8K 0.89 14.82 N/A N/A 14,000 12,520 1,205,950 451,250 2013-07-23 $1.77 $1.70 38.4% 11.0% 23.2% 47.5% 39.3% 1.6% -2.8% 3.7M -56.0M -336.8K 0.11 11.77 N/A N/A 45,690 5,240 1,213,690 453,230 2013-07-24 $1.76 $1.70 37.6% 10.8% 21.5% 45.7% 38.8% 3.2% -2.5% 3.7M -53.0M -341.3K 0.69 12.99 N/A N/A 17,720 12,290 1,251,490 454,360 2013-07-25 $1.79 $1.70 38.8% 11.1% 21.9% 48.6% 39.9% 3.4% -3.3% 4.0M -61.3M -346.4K 0.28 18.06 N/A N/A 78,800 21,990 1,259,480 462,130 2013-07-26 $1.75 $1.70 37.3% 10.7% 23.5% 45.1% 38.8% 3.8% -2.9% 3.8M -53.5M -360.1K 1.57 18.89 N/A N/A 4,630 7,260 1,317,730 477,280 2013-07-29 $1.78 $1.70 36.9% 10.6% 22.5% 44.1% 38.5% 2.0% -1.9% 4.2M -58.5M -349.1K 0.11 23.94 N/A N/A 48,080 5,420 1,313,010 480,810 2013-07-30 $1.81 $1.80 43.6% 12.5% 22.4% 60.0% 44.7% -2.7% -5.8% 4.4M -76.3M -372.3K 0.10 28.82 N/A N/A 173,250 17,250 1,303,180 484,890 2013-07-31 $1.80 $1.70 31.4% 9.0% 21.0% 31.0% 33.1% 0.4% 3.3% 5.6M -72.2M -350.7K 0.06 25.92 N/A N/A 130,110 7,680 1,369,700 489,400
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