HUN Options History — December 2013

In December 2013, HUN traded between $2.30 and $2.46. ATM implied volatility averaged 25.8%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 5.9% (HV 20d: 19.9%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.21.

Notable Days

  • 2013-12-11: Highest Volume — 1,053,190 contracts
  • 2013-12-10: Largest IV drop — 11.3% change
  • 2013-12-09: Highest IV Rank — 22.0%
  • 2013-12-06: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.36$2.30$2.46$2.32$2.46
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV25.8%23.7%28.6%26.1%23.9%
Expected Move9.0%8.7%9.3%9.1%8.7%
HV 20d19.9%17.7%23.1%20.9%17.8%
HV 60d23.4%22.3%25.4%25.4%22.3%
IV Rank15.2%10.1%22.0%15.9%10.5%
IV Percentile10.2%3.2%23.0%10.3%4.0%
Term Structure3.0%-0.5%5.8%0.7%5.0%
VWIV32.4%29.0%34.1%34.0%33.2%
Skew 25d2.7%-0.3%4.8%1.5%4.6%
Skew 10d11.2%4.1%20.7%14.5%20.7%
Call IV 25d25.1%21.0%28.6%25.2%23.4%
Put IV 25d27.8%24.7%29.7%26.8%28.0%
Bid-Ask Spread %17.869.1424.169.1416.22
Gamma HHI0.190.150.210.200.17
Net GEX4.3M3.6M5.7M3.8M4.4M
Net DEX-155.4M-211.2M-91.9M-178.5M-165.8M
Net VEX-463.5K-528.2K-401.9K-476.2K-401.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.016.970.280.21
Total Volume87,487.6193,0901,053,19021,01019,620
Total OI2,343,788.0951,999,6502,480,2102,387,6502,266,830

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-12-02$2.32$2.0026.1%9.1%20.9%15.9%34.0%1.5%0.7%3.8M-178.5M-476.2K0.289.14N/AN/A16,3604,6501,363,3201,024,330
2013-12-03$2.30$2.0026.2%9.2%21.1%16.2%0.0%1.1%0.3%3.8M-171.3M-473.2K0.6115.10N/AN/A14,7608,9401,368,8101,023,540
2013-12-04$2.31$2.0026.9%8.9%20.0%17.9%33.8%3.4%-0.5%3.9M-171.7M-471.8K0.7621.88N/AN/A5,1003,8801,338,3901,021,160
2013-12-05$2.30$2.0025.9%9.1%20.1%15.4%32.8%4.8%-0.0%3.9M-161.4M-467.9K0.8117.74N/AN/A1,7101,3801,319,3601,022,520
2013-12-06$2.33$2.0026.4%9.3%18.9%16.6%32.4%-0.3%3.1%3.9M-175.5M-454.5K0.0620.93N/AN/A41,3502,2901,319,1901,023,400
2013-12-09$2.36$2.0028.6%8.9%18.4%22.0%29.0%1.3%2.2%4.4M-192.4M-434.3K0.1114.96N/AN/A7,3307801,347,8801,023,340
2013-12-10$2.40$2.0025.4%8.9%18.8%14.0%0.0%3.9%1.4%4.4M-211.2M-422.9K0.0420.16N/AN/A22,1407901,349,1501,023,380
2013-12-11$2.31$2.0027.9%9.1%23.1%20.2%0.0%0.8%2.6%4.5M-170.5M-448.6K0.0124.16N/AN/A1,043,4209,7701,345,9601,023,860
2013-12-12$2.32$2.0026.8%9.0%22.4%17.5%34.1%1.1%3.6%4.1M-91.9M-428.5K0.9718.19N/AN/A200,080194,450974,7001,024,950
2013-12-13$2.32$2.0026.6%9.0%22.3%17.0%0.0%2.3%3.4%5.1M-120.1M-520.4K6.4018.87N/AN/A9,04057,8201,168,5401,216,970
2013-12-16$2.34$2.0027.2%9.3%22.0%18.7%0.0%3.0%2.6%5.2M-126.2M-528.2K1.0914.31N/AN/A10,87011,8701,173,7301,270,220
2013-12-17$2.35$2.0026.4%8.9%22.0%16.6%0.0%3.2%3.1%5.7M-140.6M-492.6K0.1016.65N/AN/A36,8003,7001,179,1701,274,560
2013-12-18$2.38$2.0026.9%9.1%21.8%17.7%0.0%2.8%2.8%5.2M-155.6M-513.6K1.7922.22N/AN/A4,6208,2601,202,8601,277,350
2013-12-19$2.38$2.0025.4%9.1%19.3%14.2%0.0%3.3%3.4%4.6M-157.5M-481.0K1.6123.25N/AN/A2,2303,6001,189,9701,277,500
2013-12-20$2.38$2.0024.9%9.1%19.2%12.8%0.0%1.7%4.5%4.4M-154.5M-497.2K2.1017.41N/AN/A2,9806,2701,190,0301,280,130
2013-12-23$2.39$2.0024.4%9.0%18.9%11.8%0.0%3.3%4.2%3.6M-135.8M-468.5K0.4617.01N/AN/A10,8204,9401,056,8101,200,840
2013-12-24$2.41$2.0023.7%8.9%18.7%10.1%0.0%3.7%5.1%3.7M-143.5M-459.2K0.3014.52N/AN/A3,5901,0801,060,6301,205,590
2013-12-26$2.40$2.0023.9%9.0%17.7%10.4%29.7%3.4%5.8%3.8M-139.2M-453.1K6.9717.37N/AN/A4,65032,4201,062,5401,206,490
2013-12-27$2.42$2.0024.0%8.9%17.9%10.8%0.0%3.4%5.5%3.9M-147.0M-425.9K0.4317.52N/AN/A10,3404,4401,062,7701,195,760
2013-12-30$2.43$2.0024.7%8.8%17.8%12.4%32.2%3.7%5.0%4.0M-153.5M-413.9K0.2317.35N/AN/A6,5701,5301,064,2701,198,750
2013-12-31$2.46$2.0023.9%8.7%17.8%10.5%33.2%4.6%5.0%4.4M-165.8M-401.9K0.2116.22N/AN/A16,2103,4101,067,5901,199,240