HUN Options History — October 2014 In October 2014, HUN traded between $21.54 and $25.82. ATM implied volatility averaged 33.1%, placing in the 64.5% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 5.7% (HV 20d: 38.8%). Max pain ranged from $24.00 to $28.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.78.
Notable Days 2014-10-27 : Highest Volume — 17,912 contracts2014-10-13 : Largest IV spike — 22.0% change2014-10-16 : Highest IV Rank — 100.0%2014-10-15 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.92 $21.54 $25.82 $25.50 $24.41 Max Pain $25.52 $24.00 $28.00 $28.00 $24.00 ATM IV 33.1% 22.7% 43.8% 25.8% 30.9% Expected Move 9.1% 7.8% 10.7% 8.1% 9.2% HV 20d 38.8% 21.5% 52.0% 32.3% 52.0% HV 60d 29.5% 22.8% 35.9% 22.8% 35.9% IV Rank 64.5% 30.0% 100.0% 40.5% 57.1% IV Percentile 80.8% 28.6% 100.0% 59.1% 83.7% Term Structure -2.1% -7.6% 5.2% 2.2% -0.8% VWIV 32.4% 27.2% 36.5% 27.9% 33.9% Skew 25d 4.5% -3.3% 11.1% -3.3% 3.5% Skew 10d 7.4% -11.6% 24.3% -4.6% 5.2% Call IV 25d 32.5% 17.8% 42.9% 24.8% 28.9% Put IV 25d 36.9% 21.6% 50.0% 21.6% 32.3% Bid-Ask Spread % 35.81 27.77 45.65 30.88 30.90 Gamma HHI 0.27 0.25 0.29 0.25 0.27 Net GEX -1.6M -3.1M -484.7K -643.7K -2.1M Net DEX 93.1M 24.7M 174.8M 33.0M 79.2M Net VEX -490.2K -649.3K -299.5K -649.3K -457.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.03 1.57 1.57 1.24 Total Volume 7,500.174 336 17,912 1,318 10,177 Total OI 217,797.217 204,470 239,195 204,470 239,102
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 2014-10-01 $25.50 $28.00 25.8% 8.1% 32.3% 40.5% 27.9% -3.3% 2.2% -643.7K 33.0M -649.3K 1.57 30.88 N/A N/A 512 806 99,469 105,001 2014-10-02 $25.32 $27.00 25.4% 8.1% 32.3% 39.2% 27.8% 5.7% 4.1% -943.0K 50.5M -625.1K 0.69 31.90 N/A N/A 2,285 1,578 99,791 105,583 2014-10-03 $25.59 $27.00 22.7% 7.9% 32.1% 30.0% 28.3% 7.8% 5.2% -805.6K 36.9M -639.0K 0.80 27.77 N/A N/A 194 155 100,161 106,056 2014-10-06 $25.82 $27.00 24.4% 7.8% 32.3% 35.6% 27.2% 4.5% -2.4% -484.7K 24.7M -628.8K 0.03 30.20 N/A N/A 1,400 39 100,259 106,082 2014-10-07 $25.25 $27.00 26.6% 8.1% 32.7% 43.1% 28.1% 2.4% -1.0% -878.4K 48.4M -597.4K 0.28 32.17 N/A N/A 263 73 100,858 106,099 2014-10-08 $24.99 $27.00 25.0% 8.4% 21.5% 37.6% 28.7% 5.8% -1.2% -1.3M 69.8M -579.3K 0.43 36.61 N/A N/A 5,572 2,383 100,984 106,170 2014-10-09 $23.75 $26.00 27.6% 8.6% 26.0% 46.6% 30.2% -0.6% -2.7% -2.1M 112.9M -497.5K 0.27 31.85 N/A N/A 1,661 445 103,847 106,515 2014-10-10 $23.13 $26.00 30.7% 9.4% 26.6% 56.9% 31.6% 2.5% -2.6% -2.2M 133.8M -441.5K 0.43 36.38 N/A N/A 6,904 2,984 104,384 106,711 2014-10-13 $21.54 $26.00 37.5% 10.4% 34.3% 79.5% 34.7% 3.0% -4.2% -1.8M 153.1M -380.0K 1.19 45.65 N/A N/A 675 806 107,281 111,707 2014-10-14 $21.67 $25.00 40.6% 10.3% 32.7% 90.1% 34.5% 3.3% -4.9% -2.0M 167.0M -338.6K 0.96 35.39 N/A N/A 7,943 7,643 107,523 111,872 2014-10-15 $21.70 $25.00 40.8% 10.7% 33.1% 90.7% 34.5% 8.2% -6.8% -1.9M 174.8M -299.5K 0.95 40.78 N/A N/A 8,545 8,136 109,717 111,707 2014-10-16 $22.58 $25.00 43.8% 10.2% 37.9% 100.0% 35.3% 11.1% -7.6% -1.8M 137.7M -419.6K 0.08 35.97 N/A N/A 3,896 324 110,647 110,917 2014-10-17 $23.30 $25.00 40.3% 9.5% 40.9% 88.5% 32.5% 5.9% -6.2% -1.6M 116.5M -481.9K 0.34 32.18 N/A N/A 1,315 453 112,803 110,623 2014-10-20 $23.15 $25.00 39.2% 9.9% 40.2% 84.8% 35.1% 3.9% -2.2% -2.0M 111.2M -442.2K 0.33 39.27 N/A N/A 777 256 107,878 104,029 2014-10-21 $24.44 $25.00 38.5% 9.0% 45.9% 82.3% 32.0% 6.5% -3.5% -1.2M 70.5M -519.1K 0.90 41.43 N/A N/A 6,785 6,089 108,324 104,267 2014-10-22 $24.21 $25.00 38.5% 9.2% 45.6% 82.3% 33.4% 6.5% -3.7% -1.1M 73.5M -496.6K 1.32 40.26 N/A N/A 4,786 6,309 109,173 104,903 2014-10-23 $24.45 $25.00 37.1% 9.3% 45.4% 77.6% 34.1% 7.0% -1.9% -1.1M 63.3M -512.7K 1.29 37.71 N/A N/A 4,071 5,256 109,729 105,146 2014-10-24 $24.48 $25.00 36.3% 9.1% 45.3% 75.2% 33.3% 4.4% -2.6% -1.2M 63.3M -506.8K 0.41 36.54 N/A N/A 12,691 5,150 110,129 105,363 2014-10-27 $23.10 $25.00 34.5% 9.7% 49.0% 69.3% 36.3% 3.2% -1.8% -2.6M 124.5M -377.8K 1.17 36.44 N/A N/A 8,267 9,645 118,443 105,541 2014-10-28 $24.07 $24.00 32.3% 9.3% 51.6% 61.9% 33.4% 2.4% -1.0% -2.4M 88.6M -485.2K 0.32 37.99 N/A N/A 3,517 1,122 123,223 113,594 2014-10-29 $23.72 $24.00 31.4% 8.9% 51.5% 58.9% 35.0% 4.5% -1.8% -3.1M 109.4M -442.2K 1.44 41.38 N/A N/A 4,200 6,055 124,059 114,471 2014-10-30 $23.97 $24.00 30.7% 9.2% 51.7% 56.4% 36.5% 4.3% -1.0% -2.6M 97.6M -456.8K 1.43 34.05 N/A N/A 4,256 6,105 124,230 114,965 2014-10-31 $24.41 $24.00 30.9% 9.2% 52.0% 57.1% 33.9% 3.5% -0.8% -2.1M 79.2M -457.9K 1.24 30.90 N/A N/A 4,543 5,634 124,242 114,860
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