HUN Options History — August 2013 In August 2013, HUN traded between $1.75 and $1.86. ATM implied volatility averaged 27.3%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 4.8% (HV 20d: 22.5%). Max pain ranged from $1.80 to $1.80. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.42.
Notable Days 2013-08-15 : Highest Volume — 571,840 contracts2013-08-15 : Largest IV spike — 49.6% change2013-08-30 : Highest IV Rank — 28.2%2013-08-05 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $1.81 $1.75 $1.86 $1.83 $1.75 Max Pain $1.80 $1.80 $1.80 $1.80 $1.80 ATM IV 27.3% 19.6% 31.1% 29.9% 31.1% Expected Move 8.4% 7.4% 9.2% 8.6% 8.9% HV 20d 22.5% 19.0% 25.3% 21.5% 25.0% HV 60d 25.9% 24.8% 26.8% 26.4% 26.0% IV Rank 20.2% 3.0% 28.2% 27.6% 28.2% IV Percentile 6.9% 0.4% 24.6% 8.7% 24.6% Term Structure 3.4% 0.2% 6.5% 3.2% 0.2% VWIV 29.0% 25.6% 33.1% 33.1% 28.7% Skew 25d 3.7% 2.5% 5.8% 5.8% 4.0% Skew 10d 9.9% 1.0% 20.1% 9.9% 3.4% Call IV 25d 28.0% 24.6% 30.2% 28.3% 28.9% Put IV 25d 31.7% 28.8% 34.1% 34.1% 32.9% Bid-Ask Spread % 20.99 13.36 26.57 21.09 20.69 Gamma HHI 0.39 0.24 0.69 0.34 0.24 Net GEX 5.3M 2.3M 9.1M 6.8M 2.9M Net DEX -75.2M -109.3M -50.3M -88.4M -56.2M Net VEX -424.8K -550.4K -331.8K -362.9K -543.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.01 1.60 0.65 0.17 Total Volume 79,908.182 5,480 571,840 180,870 5,480 Total OI 1,863,771.818 1,403,620 2,388,810 1,903,960 1,833,850
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 2013-08-01 $1.83 $1.80 29.9% 8.6% 21.5% 27.6% 33.1% 5.8% 3.2% 6.8M -88.4M -362.9K 0.65 21.09 N/A N/A 109,850 71,020 1,412,830 491,130 2013-08-02 $1.84 $1.80 27.6% 7.9% 21.4% 22.0% 27.1% 2.8% 5.0% 7.1M -97.9M -390.6K 0.32 23.00 N/A N/A 25,060 7,930 1,481,230 555,340 2013-08-05 $1.84 $1.80 28.3% 9.2% 20.8% 23.7% 31.1% 3.7% 2.9% 7.1M -97.3M -371.6K 0.07 18.88 N/A N/A 36,560 2,660 1,488,310 557,190 2013-08-06 $1.81 $1.80 28.9% 9.1% 22.6% 25.0% 31.0% 4.0% 4.4% 6.8M -79.9M -365.6K 1.60 16.21 N/A N/A 5,450 8,720 1,511,750 558,820 2013-08-07 $1.79 $1.80 27.3% 8.9% 22.7% 21.2% 29.9% 4.8% 4.1% 6.9M -72.5M -357.1K 0.43 13.36 N/A N/A 7,340 3,120 1,511,540 556,870 2013-08-08 $1.80 $1.80 24.4% 8.6% 21.4% 14.3% 29.2% 2.8% 4.9% 7.5M -74.0M -351.1K 0.10 17.12 N/A N/A 21,150 2,020 1,513,660 558,860 2013-08-09 $1.82 $1.80 22.1% 8.6% 21.6% 8.8% 31.3% 2.5% 4.6% 8.2M -86.1M -345.4K 0.14 19.31 N/A N/A 7,700 1,060 1,513,780 559,940 2013-08-12 $1.82 $1.80 23.6% 8.7% 21.7% 12.6% 30.6% 4.1% 5.3% 8.8M -85.3M -331.8K 0.56 16.51 N/A N/A 19,650 10,950 1,516,070 560,410 2013-08-13 $1.86 $1.80 26.0% 8.1% 19.0% 18.2% 27.7% 4.0% 6.5% 7.7M -105.9M -341.7K 0.46 24.09 N/A N/A 123,600 57,300 1,524,190 561,530 2013-08-14 $1.85 $1.80 19.6% 8.2% 19.0% 3.0% 27.8% 3.6% 5.5% 6.1M -109.3M -355.1K 0.05 18.91 N/A N/A 37,560 1,760 1,534,590 611,620 2013-08-15 $1.80 $1.80 29.3% 8.4% 22.0% 26.1% 30.0% 4.2% 4.8% 9.1M -75.5M -356.8K 0.56 22.02 N/A N/A 367,670 204,170 1,532,550 607,740 2013-08-16 $1.78 $1.80 29.0% 8.3% 21.9% 25.4% 28.9% 5.0% 5.7% 5.9M -55.8M -464.2K 0.95 17.12 N/A N/A 23,140 22,000 1,598,030 790,780 2013-08-19 $1.77 $1.80 25.8% 7.4% 22.1% 15.1% 25.6% 3.9% 2.4% 2.3M -50.3M -450.9K 0.27 22.94 N/A N/A 38,950 10,700 946,240 457,380 2013-08-20 $1.81 $1.80 28.6% 8.2% 23.3% 22.1% 28.3% 2.6% 3.0% 2.5M -62.8M -465.4K 0.01 24.01 N/A N/A 115,280 950 967,540 466,500 2013-08-21 $1.78 $1.80 28.2% 8.1% 24.2% 21.0% 28.0% 3.1% 0.7% 3.0M -60.9M -486.8K 0.23 21.38 N/A N/A 14,900 3,360 1,061,590 466,590 2013-08-22 $1.80 $1.80 27.2% 7.8% 23.9% 18.5% 27.7% 2.8% 1.7% 3.1M -64.4M -484.7K 0.12 26.57 N/A N/A 10,780 1,340 1,057,740 468,950 2013-08-23 $1.83 $1.80 28.0% 8.0% 23.2% 20.5% 27.0% 4.2% 1.6% 3.2M -73.3M -481.4K 0.60 26.33 N/A N/A 27,260 16,340 1,052,900 469,740 2013-08-26 $1.84 $1.80 28.1% 8.1% 23.0% 20.9% 27.3% 3.0% 1.8% 3.4M -79.2M -488.0K 0.26 22.92 N/A N/A 25,750 6,610 1,074,080 479,850 2013-08-27 $1.78 $1.80 29.4% 8.4% 24.9% 24.0% 29.4% 2.5% 1.4% 2.9M -61.4M -481.2K 0.83 24.63 N/A N/A 69,550 57,410 1,089,170 485,780 2013-08-28 $1.76 $1.80 29.3% 8.4% 25.3% 23.6% 29.9% 4.0% 3.0% 2.8M -53.5M -518.5K 0.80 20.20 N/A N/A 94,450 75,150 1,146,080 539,950 2013-08-29 $1.77 $1.80 28.5% 8.2% 24.7% 21.9% 27.8% 4.0% 2.3% 3.1M -63.2M -550.4K 0.15 24.50 N/A N/A 5,460 820 1,218,990 611,300 2013-08-30 $1.75 $1.80 31.1% 8.9% 25.0% 28.2% 28.7% 4.0% 0.2% 2.9M -56.2M -543.6K 0.17 20.69 N/A N/A 4,680 800 1,221,990 611,860
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