HUN Options History — June 2014 In June 2014, HUN traded between $2.68 and $2.88. ATM implied volatility averaged 22.0%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 0.6% (HV 20d: 22.6%). Max pain ranged from $2.00 to $2.70. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.72.
Notable Days 2014-06-10 : Highest Volume — 429,030 contracts2014-06-30 : Largest IV spike — 9.5% change2014-06-11 : Highest IV Rank — 30.5%2014-06-18 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $2.79 $2.68 $2.88 $2.68 $2.81 Max Pain $2.18 $2.00 $2.70 $2.00 $2.70 ATM IV 22.0% 20.1% 24.1% 21.4% 21.9% Expected Move 8.0% 7.7% 8.2% 7.9% 7.8% HV 20d 22.6% 20.2% 25.3% 22.3% 20.2% HV 60d 23.2% 22.1% 24.0% 23.2% 22.1% IV Rank 24.2% 18.5% 30.5% 22.5% 24.1% IV Percentile 7.6% 1.6% 19.4% 3.6% 8.7% Term Structure 3.5% 0.6% 6.3% 0.6% 4.6% VWIV 27.3% 24.6% 31.1% 31.1% 25.9% Skew 25d 3.2% -0.9% 5.6% 3.1% 2.3% Skew 10d 8.9% -2.4% 17.1% 13.4% 13.7% Call IV 25d 21.0% 18.2% 23.3% 20.3% 20.8% Put IV 25d 24.1% 21.0% 26.4% 23.4% 23.2% Bid-Ask Spread % 28.55 18.49 36.69 25.96 18.49 Gamma HHI 0.19 0.15 0.22 0.20 0.20 Net GEX 3.1M 1.5M 5.5M 4.8M 1.8M Net DEX -162.8M -233.1M -132.9M -161.9M -157.1M Net VEX -631.6K -750.7K -422.3K -507.5K -682.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.72 0.00 18.83 0.24 0.03 Total Volume 67,386.19 5,730 429,030 5,780 52,470 Total OI 2,087,933.81 1,691,280 2,289,490 1,691,280 2,289,490
Daily Data (21 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 2014-06-02 $2.68 $2.00 21.4% 7.9% 22.3% 22.5% 0.0% 3.1% 0.6% 4.8M -161.9M -507.5K 0.24 25.96 N/A N/A 4,670 1,110 1,013,790 677,490 2014-06-03 $2.71 $2.00 21.3% 8.0% 22.5% 22.2% 31.1% 2.9% 0.7% 4.8M -168.6M -515.1K 18.83 27.62 N/A N/A 5,440 102,410 1,017,210 677,620 2014-06-04 $2.72 $2.00 21.1% 8.0% 21.9% 21.7% 0.0% 2.1% 1.3% 4.7M -176.6M -491.9K 0.60 24.34 N/A N/A 9,200 5,490 1,019,120 674,290 2014-06-05 $2.76 $2.00 21.5% 8.1% 21.9% 22.7% 0.0% 5.3% 0.7% 4.9M -184.7M -488.3K 0.02 27.37 N/A N/A 67,720 1,160 1,025,540 679,080 2014-06-06 $2.87 $2.00 20.9% 7.8% 24.8% 21.1% 26.2% 5.1% 4.7% 5.3M -229.2M -445.7K 0.21 29.48 N/A N/A 65,600 13,700 1,086,440 679,380 2014-06-09 $2.87 $2.00 21.6% 7.9% 24.7% 23.0% 28.4% 3.3% 3.7% 5.4M -227.3M -456.8K 0.30 32.76 N/A N/A 10,210 3,070 1,097,280 684,250 2014-06-10 $2.88 $2.00 22.1% 7.8% 23.7% 24.4% 0.0% 5.6% 3.9% 5.5M -233.1M -422.3K 7.44 30.54 N/A N/A 50,820 378,210 1,097,180 686,540 2014-06-11 $2.84 $2.00 24.1% 8.1% 23.9% 30.5% 30.1% 2.2% 3.0% 2.9M -185.0M -665.1K 3.08 30.92 N/A N/A 91,300 281,250 1,115,060 1,063,690 2014-06-12 $2.79 $2.00 22.5% 8.1% 25.3% 25.7% 0.0% 2.6% 3.0% 1.5M -138.4M -750.7K 1.23 32.42 N/A N/A 3,720 4,590 1,086,530 1,198,860 2014-06-13 $2.81 $2.00 22.4% 8.0% 23.8% 25.3% 26.2% 3.9% 4.0% 1.8M -149.3M -716.8K 0.45 34.38 N/A N/A 5,900 2,650 1,086,700 1,184,150 2014-06-16 $2.78 $2.00 23.8% 8.1% 24.4% 29.4% 27.0% 1.0% 3.2% 1.7M -139.0M -727.9K 1.16 32.73 N/A N/A 2,860 3,310 1,090,400 1,186,330 2014-06-17 $2.78 $2.00 23.4% 8.1% 23.3% 28.2% 26.4% 2.7% 3.2% 1.7M -138.6M -720.7K 0.06 34.40 N/A N/A 14,630 940 1,091,550 1,187,570 2014-06-18 $2.81 $2.00 22.2% 8.2% 23.0% 24.9% 24.6% 3.1% 3.8% 2.5M -147.4M -700.6K 0.32 36.69 N/A N/A 5,590 1,800 1,092,200 1,188,410 2014-06-19 $2.81 $2.00 22.5% 8.2% 22.4% 25.7% 0.0% 3.3% 3.9% 2.7M -148.3M -670.4K 0.00 34.27 N/A N/A 66,500 320 1,072,570 1,172,920 2014-06-20 $2.79 $2.00 21.8% 8.2% 22.8% 23.7% 0.0% 3.0% 4.4% 4.3M -143.7M -687.7K 0.26 32.68 N/A N/A 66,170 17,370 1,102,910 1,173,050 2014-06-23 $2.77 $0.00 22.3% 7.8% 21.5% 25.2% 27.6% 1.2% 4.8% 1.7M -136.7M -744.3K 1.08 30.02 N/A N/A 14,630 15,840 1,140,670 1,128,390 2014-06-24 $2.74 $2.70 22.5% 7.9% 20.9% 25.8% 0.0% -0.9% 3.6% 1.6M -132.9M -700.0K 0.38 21.23 N/A N/A 6,340 2,440 1,119,030 1,143,220 2014-06-25 $2.78 $2.70 21.1% 7.8% 21.3% 21.7% 0.0% 4.7% 4.3% 1.6M -134.7M -716.5K 0.11 23.40 N/A N/A 7,960 910 1,122,910 1,142,260 2014-06-26 $2.78 $2.70 21.3% 7.7% 20.6% 22.3% 0.0% 4.7% 5.1% 1.5M -139.1M -732.0K 0.00 18.70 N/A N/A 21,080 0 1,123,640 1,142,400 2014-06-27 $2.80 $2.70 20.1% 7.7% 20.2% 18.5% 25.9% 5.4% 6.3% 1.9M -147.5M -719.8K 0.29 21.09 N/A N/A 4,440 1,290 1,144,090 1,142,400 2014-06-30 $2.81 $2.70 21.9% 7.8% 20.2% 24.1% 0.0% 2.3% 4.6% 1.8M -157.1M -682.5K 0.03 18.49 N/A N/A 50,870 1,600 1,147,090 1,142,400
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