HUN Options History — October 2013

In October 2013, HUN traded between $2.10 and $2.32. ATM implied volatility averaged 35.9%, placing in the 39.9% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 13.5% (HV 20d: 22.4%). Max pain ranged from $1.70 to $2.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.54.

Notable Days

2013-10-23: Highest Volume — 432,540 contracts
2013-10-29: Largest IV drop — 35.0% change
2013-10-28: Highest IV Rank — 55.6%
2013-10-08: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.20	$2.10	$2.32	$2.10	$2.32
Max Pain	$1.87	$1.70	$2.00	$1.80	$2.00
ATM IV	35.9%	26.0%	42.3%	34.2%	26.0%
Expected Move	10.1%	8.7%	12.1%	9.8%	9.4%
HV 20d	22.4%	17.6%	28.7%	25.3%	28.4%
HV 60d	24.6%	23.5%	27.1%	24.6%	26.5%
IV Rank	39.9%	15.7%	55.6%	35.7%	15.7%
IV Percentile	52.8%	2.8%	83.3%	45.2%	2.8%
Term Structure	-2.7%	-8.2%	5.1%	3.9%	2.5%
VWIV	37.2%	31.3%	41.4%	35.0%	33.3%
Skew 25d	3.7%	-0.0%	5.8%	2.2%	0.9%
Skew 10d	10.3%	-8.0%	23.0%	10.1%	-5.8%
Call IV 25d	36.2%	26.6%	40.8%	34.8%	26.6%
Put IV 25d	39.8%	27.3%	45.5%	37.1%	27.5%
Bid-Ask Spread %	18.57	10.39	69.43	15.90	13.37
Gamma HHI	0.18	0.15	0.22	0.19	0.15
Net GEX	4.9M	3.6M	6.0M	5.4M	4.5M
Net DEX	-251.1M	-294.2M	-206.2M	-221.8M	-282.5M
Net VEX	-416.3K	-554.6K	-333.3K	-450.1K	-554.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.01	2.18	0.06	0.90
Total Volume	113,803.478	11,590	432,540	108,330	33,410
Total OI	2,370,860.87	2,026,390	2,991,120	2,211,170	2,991,120

Daily Data (23 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
2013-10-01	$2.10	$1.80	34.2%	9.8%	25.3%	35.7%	35.0%	2.2%	3.9%	5.4M	-221.8M	-450.1K	0.06	15.90	N/A	N/A	102,420	5,910	1,534,610	676,560
2013-10-02	$2.11	$1.80	34.3%	9.8%	25.3%	35.9%	37.9%	3.1%	4.0%	5.4M	-233.6M	-464.7K	0.01	18.21	N/A	N/A	187,650	2,330	1,594,800	681,090
2013-10-03	$2.15	$1.80	35.5%	10.2%	25.3%	39.0%	36.9%	1.9%	5.1%	5.5M	-248.6M	-450.1K	0.06	18.90	N/A	N/A	123,340	7,500	1,622,260	681,880
2013-10-04	$2.19	$1.70	33.0%	10.7%	25.5%	32.7%	38.1%	4.1%	-3.0%	5.3M	-279.5M	-414.9K	0.08	19.36	N/A	N/A	68,220	5,310	1,682,430	682,140
2013-10-07	$2.17	$1.70	35.0%	11.1%	22.3%	37.7%	40.2%	3.8%	-3.5%	5.6M	-264.7M	-436.5K	0.05	15.38	N/A	N/A	23,510	1,200	1,676,110	685,600
2013-10-08	$2.15	$1.70	36.7%	12.1%	22.4%	41.7%	41.4%	3.3%	-5.1%	5.6M	-252.3M	-422.5K	0.35	17.99	N/A	N/A	32,020	11,250	1,635,520	686,590
2013-10-09	$2.12	$1.70	36.2%	12.0%	23.5%	40.5%	41.4%	5.7%	-5.5%	6.0M	-237.7M	-440.9K	0.34	21.28	N/A	N/A	56,730	19,040	1,649,230	692,460
2013-10-10	$2.16	$1.70	39.2%	11.2%	23.7%	47.9%	40.5%	4.6%	-4.2%	5.9M	-260.1M	-401.0K	0.08	19.73	N/A	N/A	53,500	4,290	1,664,030	699,920
2013-10-11	$2.17	$1.70	38.6%	11.1%	22.3%	46.4%	39.1%	5.7%	-3.6%	5.5M	-259.3M	-398.7K	0.12	16.88	N/A	N/A	10,320	1,270	1,630,160	701,640
2013-10-14	$2.15	$0.00	41.0%	9.9%	22.7%	52.3%	0.0%	4.4%	-5.7%	5.9M	-252.6M	-372.1K	1.57	69.43	N/A	N/A	5,690	8,910	1,634,520	702,440
2013-10-15	$2.15	$0.00	38.7%	9.8%	22.2%	46.6%	0.0%	4.5%	-4.4%	5.7M	-254.6M	-381.9K	0.11	15.70	N/A	N/A	14,360	1,540	1,635,050	708,840
2013-10-16	$2.19	$0.00	38.6%	9.7%	22.6%	46.5%	0.0%	5.1%	-4.7%	5.0M	-273.2M	-353.9K	2.18	14.83	N/A	N/A	14,810	32,320	1,633,030	708,510
2013-10-17	$2.22	$0.00	38.4%	9.7%	17.8%	46.1%	34.1%	2.8%	-4.7%	4.1M	-277.9M	-336.2K	0.39	11.67	N/A	N/A	144,090	55,620	1,598,030	729,560
2013-10-18	$2.23	$2.00	38.3%	9.6%	17.8%	45.7%	31.3%	3.9%	-6.1%	4.1M	-294.2M	-333.3K	0.11	11.29	N/A	N/A	38,130	4,340	1,699,030	781,810
2013-10-21	$2.25	$2.00	38.1%	9.6%	17.8%	45.3%	38.1%	2.7%	-4.8%	3.6M	-213.9M	-349.4K	0.64	15.05	N/A	N/A	11,840	7,530	1,310,820	715,570
2013-10-22	$2.25	$2.00	37.8%	9.5%	17.8%	44.5%	35.4%	5.2%	-4.6%	3.6M	-215.8M	-333.4K	0.38	12.23	N/A	N/A	38,610	14,510	1,314,910	721,310
2013-10-23	$2.26	$2.00	36.4%	9.6%	17.8%	41.0%	35.5%	3.7%	-3.8%	4.0M	-223.0M	-345.1K	0.56	10.39	N/A	N/A	277,940	154,600	1,346,530	722,950
2013-10-24	$2.25	$2.00	37.8%	9.5%	18.2%	44.4%	38.3%	4.5%	-5.0%	4.1M	-234.4M	-419.5K	1.07	12.00	N/A	N/A	62,450	67,080	1,467,820	871,090
2013-10-25	$2.23	$2.00	36.3%	9.5%	17.6%	40.7%	35.4%	2.6%	-3.9%	4.2M	-237.9M	-457.8K	0.30	12.98	N/A	N/A	18,390	5,510	1,524,580	933,660
2013-10-28	$2.17	$2.00	42.3%	9.6%	21.2%	55.6%	0.0%	5.8%	-8.2%	4.1M	-206.2M	-503.6K	1.11	12.55	N/A	N/A	113,140	125,900	1,522,450	936,900
2013-10-29	$2.30	$2.00	27.5%	9.9%	28.7%	19.4%	0.0%	3.6%	1.1%	4.3M	-271.9M	-457.6K	1.68	18.95	N/A	N/A	121,850	204,930	1,593,380	1,031,240
2013-10-30	$2.31	$2.00	26.2%	8.7%	28.7%	16.2%	33.3%	-0.0%	2.2%	4.3M	-280.5M	-496.9K	0.35	33.04	N/A	N/A	239,820	84,350	1,683,390	1,134,230
2013-10-31	$2.32	$2.00	26.0%	9.4%	28.4%	15.7%	0.0%	0.9%	2.5%	4.5M	-282.5M	-554.6K	0.90	13.37	N/A	N/A	17,540	15,870	1,791,370	1,199,750