HUN Options History — August 2014 In August 2014, HUN traded between $26.52 and $27.55. ATM implied volatility averaged 22.0%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 33.1% (HV 20d: 55.1%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.04.
Notable Days 2014-08-13 : Highest Volume — 109,022 contracts2014-08-14 : Largest IV spike — 12.5% change2014-08-05 : Highest IV Rank — 36.8%2014-08-07 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $26.94 $26.52 $27.55 $26.52 $26.89 Max Pain $27.24 $25.00 $28.00 $27.00 $27.00 ATM IV 22.0% 19.6% 26.3% 24.6% 19.6% Expected Move 7.3% 6.9% 7.7% 7.6% 7.0% HV 20d 55.1% 15.0% 810.0% 810.0% 15.0% HV 60d 467.3% 467.2% 467.5% 467.3% 467.5% IV Rank 24.4% 17.2% 36.8% 31.8% 17.2% IV Percentile 14.5% 1.6% 49.6% 32.1% 1.6% Term Structure 1.3% -0.2% 2.5% -0.2% 1.0% VWIV 25.1% 21.9% 27.1% 23.9% 25.8% Skew 25d 3.5% 0.8% 7.3% 3.9% 0.8% Skew 10d 10.3% 4.6% 18.0% 10.0% 10.9% Call IV 25d 20.9% 14.8% 24.6% 24.1% 20.9% Put IV 25d 24.4% 21.3% 28.3% 28.0% 21.7% Bid-Ask Spread % 33.40 26.03 42.95 35.06 33.31 Gamma HHI 0.35 0.18 0.64 0.27 0.22 Net GEX -3.4M -16.5M 1.8M 64.0K 296.6K Net DEX -85.4M -156.5M -25.4M -94.9M -34.9M Net VEX -692.8K -993.9K -414.8K -495.7K -827.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.07 4.91 0.63 0.34 Total Volume 10,111.381 185 109,022 1,824 185 Total OI 240,921.19 188,642 359,258 247,822 202,875
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 2014-08-01 $26.52 $27.00 24.6% 7.6% 810.0% 31.8% 23.9% 3.9% -0.2% 64.0K -94.9M -495.7K 0.63 35.06 N/A N/A 1,119 705 128,146 119,676 2014-08-04 $27.01 $25.00 24.8% 7.5% 17.9% 32.5% 25.9% 5.9% 1.0% -2.1M -116.1M -435.1K 0.24 33.27 N/A N/A 647 155 128,578 120,265 2014-08-05 $26.60 $28.00 26.3% 7.7% 18.2% 36.8% 26.0% 2.4% 2.0% -1.5M -102.4M -435.1K 0.11 31.29 N/A N/A 1,347 149 128,838 119,865 2014-08-06 $26.67 $28.00 25.0% 7.7% 18.2% 33.1% 25.3% 4.9% 1.9% -1.9M -100.6M -435.2K 0.91 29.75 N/A N/A 270 245 130,000 119,821 2014-08-07 $26.67 $28.00 24.8% 7.7% 18.0% 32.3% 0.0% 2.2% 2.3% -3.1M -107.6M -418.1K 4.91 32.48 N/A N/A 784 3,851 130,228 119,854 2014-08-08 $26.99 $28.00 21.8% 7.6% 18.5% 23.7% 0.0% 4.4% 1.7% -7.7M -120.0M -417.4K 1.22 26.03 N/A N/A 734 892 130,566 123,560 2014-08-11 $26.96 $28.00 23.7% 7.6% 18.5% 29.3% 0.0% 4.9% 2.2% -7.6M -117.6M -414.8K 0.54 28.99 N/A N/A 39,654 21,381 130,885 124,198 2014-08-12 $27.07 $28.00 21.7% 7.5% 18.3% 23.4% 27.1% 4.2% 1.9% -10.1M -151.9M -580.6K 2.35 27.62 N/A N/A 408 959 150,772 143,150 2014-08-13 $27.09 $28.00 19.9% 7.4% 18.2% 18.2% 26.0% 2.4% 1.8% -13.1M -155.7M -567.1K 0.50 29.06 N/A N/A 72,872 36,150 150,941 143,089 2014-08-14 $26.96 $27.00 22.4% 7.4% 16.8% 25.5% 26.0% 3.8% 1.6% -16.5M -156.5M -893.8K 0.27 32.05 N/A N/A 1,393 377 183,056 176,202 2014-08-15 $26.73 $27.00 21.8% 7.1% 16.1% 23.6% 26.0% 3.3% 2.5% -13.8M -122.1M -860.3K 1.24 39.93 N/A N/A 3,452 4,295 183,079 175,700 2014-08-18 $26.90 $27.00 21.4% 7.2% 16.3% 22.4% 24.4% 4.7% 1.0% 812.0K -34.7M -855.8K 0.60 29.59 N/A N/A 1,157 690 90,333 98,309 2014-08-19 $27.01 $27.00 20.3% 7.1% 16.1% 19.2% 0.0% 2.0% 0.9% 792.4K -41.7M -865.0K 0.21 28.15 N/A N/A 816 175 90,401 98,996 2014-08-20 $27.44 $27.00 20.8% 7.2% 17.1% 20.9% 21.9% 7.3% 0.2% 1.0M -58.5M -845.0K 0.92 36.64 N/A N/A 1,387 1,275 90,914 99,018 2014-08-21 $27.55 $27.00 20.5% 6.9% 17.0% 19.7% 23.2% 3.4% 1.2% 1.8M -94.2M -993.9K 0.16 42.95 N/A N/A 1,384 220 111,520 120,146 2014-08-22 $27.13 $27.00 21.3% 7.1% 17.9% 22.0% 25.1% 1.2% 1.0% 1.3M -56.0M -837.6K 4.26 39.48 N/A N/A 1,777 7,575 93,058 99,060 2014-08-25 $27.10 $27.00 21.1% 7.0% 17.9% 21.8% 0.0% 3.3% 0.1% 380.6K -45.8M -844.2K 0.25 39.25 N/A N/A 1,102 279 94,672 105,364 2014-08-26 $26.67 $27.00 20.1% 7.0% 17.7% 18.7% 25.8% 1.0% 1.3% 144.8K -25.4M -845.0K 1.91 34.23 N/A N/A 248 473 95,707 105,430 2014-08-27 $26.82 $27.00 20.4% 7.1% 17.6% 19.7% 0.0% 4.9% 0.4% 130.7K -27.1M -845.1K 0.16 35.11 N/A N/A 691 110 95,680 105,682 2014-08-28 $26.92 $27.00 20.5% 7.1% 16.1% 19.8% 0.0% 3.1% 0.8% 168.1K -29.0M -837.3K 0.07 37.22 N/A N/A 896 60 95,942 105,769 2014-08-29 $26.89 $27.00 19.6% 7.0% 15.0% 17.2% 0.0% 0.8% 1.0% 296.6K -34.9M -827.0K 0.34 33.31 N/A N/A 138 47 96,635 106,240
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