HUN Options History — June 2013

In June 2013, HUN traded between $1.64 and $1.91. ATM implied volatility averaged 36.7%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 9.8% (HV 20d: 26.8%). Max pain ranged from $1.90 to $2.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.40.

Notable Days

  • 2013-06-25: Highest Volume — 73,740 contracts
  • 2013-06-20: Largest IV spike — 10.5% change
  • 2013-06-20: Highest IV Rank — 48.2%
  • 2013-06-04: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.77$1.64$1.91$1.91$1.66
Max Pain$1.92$1.90$2.00$1.90$1.90
ATM IV36.7%31.5%41.0%40.3%31.7%
Expected Move10.5%9.0%11.8%11.6%9.1%
HV 20d26.8%22.7%30.5%22.7%29.7%
HV 60d27.8%26.6%29.0%26.6%27.2%
IV Rank39.8%31.3%48.2%45.4%31.6%
IV Percentile42.6%17.5%60.3%57.5%19.0%
Term Structure4.7%-0.8%9.2%-0.8%9.2%
VWIV37.5%32.2%42.3%40.3%32.2%
Skew 25d0.4%-2.3%3.3%0.3%0.2%
Skew 10d-0.9%-16.7%6.7%-1.8%-3.1%
Call IV 25d37.8%32.6%42.3%40.7%33.2%
Put IV 25d38.2%33.3%42.3%41.1%33.3%
Bid-Ask Spread %21.7615.3230.9121.6221.29
Gamma HHI0.270.200.330.280.21
Net GEX4.0M1.1M6.8M6.8M1.4M
Net DEX-50.4M-124.8M2.8M-124.8M-8.3M
Net VEX-486.2K-650.8K-337.2K-650.8K-354.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.041.500.220.04
Total Volume36,6337,99073,74021,30072,550
Total OI2,388,566.51,879,3502,574,6702,501,4501,979,980

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-06-03$1.91$1.9040.3%11.6%22.7%45.4%40.3%0.3%-0.8%6.8M-124.8M-650.8K0.2221.62N/AN/A17,4703,8301,921,660579,790
2013-06-04$1.86$1.9041.0%11.8%24.7%46.8%42.0%1.1%-0.4%5.8M-95.4M-614.9K0.1323.24N/AN/A31,1703,9501,923,160582,940
2013-06-05$1.81$1.9040.1%11.5%26.2%44.9%42.3%-1.8%0.1%5.0M-71.8M-585.3K0.1717.66N/AN/A45,7307,9701,931,990583,620
2013-06-06$1.82$1.9037.9%10.9%25.9%40.3%39.4%0.2%1.2%5.2M-71.6M-569.4K0.4217.34N/AN/A30,14012,5701,948,410588,190
2013-06-07$1.85$2.0036.8%10.9%26.4%38.1%38.4%1.4%3.6%6.0M-86.5M-586.2K0.3119.67N/AN/A13,5204,1301,955,110593,440
2013-06-10$1.86$2.0037.8%10.8%26.1%40.2%38.1%0.9%4.7%6.4M-87.0M-571.5K0.6321.83N/AN/A4,8903,1001,956,900595,400
2013-06-11$1.83$2.0037.6%10.9%26.0%39.8%38.6%1.8%4.9%5.4M-69.3M-546.0K0.4818.20N/AN/A9,5804,5901,957,350596,270
2013-06-12$1.78$2.0037.4%10.9%26.7%39.3%38.2%0.9%4.0%4.5M-50.3M-513.2K0.3016.34N/AN/A30,3609,1501,961,670597,490
2013-06-13$1.84$2.0038.4%11.0%27.6%41.3%38.6%1.0%3.9%6.2M-80.1M-556.2K0.1528.43N/AN/A58,9708,6901,972,500602,170
2013-06-14$1.83$1.9037.6%10.8%27.2%39.8%39.0%-0.1%5.4%5.7M-71.3M-529.1K0.1624.26N/AN/A48,3107,7101,954,390600,320
2013-06-17$1.80$1.9037.1%10.6%25.4%38.6%37.4%0.3%5.3%4.4M-52.1M-482.9K0.2625.86N/AN/A13,3503,5201,924,870600,120
2013-06-18$1.81$1.9035.7%10.2%24.6%35.9%36.6%-1.0%5.9%4.5M-51.3M-476.0K0.8319.75N/AN/A14,01011,6601,928,390601,220
2013-06-19$1.77$1.9035.0%10.0%25.2%38.0%36.4%-2.3%6.2%3.0M-31.4M-446.1K0.4330.91N/AN/A10,0104,3101,929,660609,420
2013-06-20$1.72$1.9038.7%11.1%25.8%48.2%39.1%-1.3%4.8%2.1M-15.3M-420.1K1.5025.45N/AN/A10,94016,4001,916,580609,180
2013-06-21$1.67$1.9036.4%10.4%27.5%42.8%37.7%-2.0%5.9%1.5M2.8M-375.5K0.9625.87N/AN/A25,25024,2101,915,350616,050
2013-06-24$1.64$1.9035.3%10.1%27.8%40.2%36.1%1.8%8.2%1.1M-2.0M-337.2K0.7419.31N/AN/A27,81020,4501,367,760511,590
2013-06-25$1.68$1.9033.7%9.6%30.5%36.4%34.1%3.3%7.9%1.5M-10.7M-351.7K0.0822.29N/AN/A68,1505,5901,381,450523,140
2013-06-26$1.68$1.9033.7%9.7%30.5%36.5%34.2%1.4%7.0%1.9M-15.7M-381.7K0.1220.59N/AN/A32,7004,0001,434,180526,000
2013-06-27$1.69$1.9031.5%9.0%30.3%31.3%32.2%1.2%7.8%1.8M-16.5M-376.4K0.1115.32N/AN/A10,7501,1701,464,700528,920
2013-06-28$1.66$1.9031.7%9.1%29.7%31.6%32.2%0.2%9.2%1.4M-8.3M-354.6K0.0421.29N/AN/A69,6902,8601,450,000529,980