HUN Options History — April 2014

In April 2014, HUN traded between $2.42 and $2.56. ATM implied volatility averaged 28.5%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 2.2% (HV 20d: 26.3%). 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 4 of 21 days. Put/call ratio averaged 1.11.

Notable Days

  • 2014-04-17: Highest Volume — 64,020 contracts
  • 2014-04-10: Largest IV spike — 37.2% change
  • 2014-04-28: Highest IV Rank — 41.0%
  • 2014-04-23: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.49$2.42$2.56$2.49$2.50
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV28.5%21.6%33.6%23.0%24.3%
Expected Move8.5%8.3%8.6%8.4%8.3%
HV 20d26.3%23.4%29.3%23.4%25.0%
HV 60d23.4%21.9%24.4%23.8%21.9%
IV Rank29.6%13.6%41.0%16.8%25.9%
IV Percentile34.5%1.6%57.5%3.2%11.1%
Term Structure-1.3%-4.5%5.8%5.0%0.7%
VWIV28.9%26.4%29.7%28.4%29.7%
Skew 25d3.8%2.1%5.4%3.1%2.1%
Skew 10d9.8%3.5%19.7%11.3%13.7%
Call IV 25d28.6%18.5%32.7%22.6%25.0%
Put IV 25d32.4%23.9%35.9%25.7%27.0%
Bid-Ask Spread %26.5223.4836.1126.2930.27
Gamma HHI0.220.180.500.200.19
Net GEX4.0M2.7M8.6M4.1M2.7M
Net DEX-166.1M-193.4M-140.3M-164.1M-176.5M
Net VEX-415.1K-470.7K-323.9K-470.7K-323.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.097.900.530.76
Total Volume23,033.812,94064,02038,5004,250
Total OI1,941,377.1431,895,1001,978,1001,895,1001,978,100

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-04-01$2.49$2.0023.0%8.4%23.4%16.8%0.0%3.1%5.0%4.1M-164.1M-470.7K0.5326.29N/AN/A25,24013,2601,088,900806,200
2014-04-02$2.52$2.0022.9%8.4%23.7%16.5%0.0%2.7%5.1%4.1M-174.5M-464.2K0.3926.18N/AN/A12,8504,9601,092,700806,610
2014-04-03$2.55$2.0021.6%8.5%23.8%13.6%28.4%5.4%5.8%4.1M-188.6M-432.5K0.9524.77N/AN/A10,4309,9101,099,580808,430
2014-04-04$2.55$2.0024.1%8.4%23.6%19.3%0.0%3.2%-0.6%4.0M-193.4M-411.1K0.0925.33N/AN/A48,0604,0901,104,100815,140
2014-04-07$2.49$2.0024.8%8.4%25.2%20.8%0.0%3.9%-1.5%4.3M-168.7M-450.9K0.3824.58N/AN/A14,5605,4701,119,400812,300
2014-04-08$2.49$2.0023.8%8.5%24.0%18.5%26.4%3.3%-0.7%4.5M-170.9M-447.9K0.1324.55N/AN/A2,6103301,126,900810,390
2014-04-09$2.56$2.0022.7%8.5%25.4%16.1%29.7%5.1%-1.0%4.3M-190.5M-420.6K4.2827.53N/AN/A7,62032,6301,127,580810,430
2014-04-10$2.48$2.0031.1%8.6%26.7%34.8%0.0%3.8%-2.6%4.3M-165.8M-455.4K1.0727.73N/AN/A4,5904,9001,128,990838,500
2014-04-11$2.42$2.0032.5%8.5%28.6%37.8%29.5%3.4%-2.9%4.0M-141.4M-459.9K1.0923.48N/AN/A3,1703,4601,129,760840,540
2014-04-14$2.42$2.0033.6%8.5%28.6%40.4%0.0%3.2%-3.2%4.0M-140.3M-448.4K0.6224.76N/AN/A2,3901,4701,129,690839,960
2014-04-15$2.43$2.0033.5%8.3%28.1%40.0%29.1%4.7%-4.5%4.2M-140.9M-449.4K0.7425.45N/AN/A4,7803,5501,130,380840,790
2014-04-16$2.49$2.0031.3%8.5%29.3%35.3%29.7%4.7%-2.5%5.2M-167.3M-407.7K0.1025.73N/AN/A15,2501,4601,122,650839,930
2014-04-17$2.49$2.0031.0%8.6%29.0%34.6%0.0%3.5%-2.6%8.6M-172.2M-401.0K0.2326.26N/AN/A51,95012,0701,130,690839,780
2014-04-21$2.48$2.0031.5%8.3%28.1%35.8%0.0%4.8%-2.8%3.2M-161.0M-400.7K0.7636.11N/AN/A4,0203,0701,066,080832,960
2014-04-22$2.50$2.0032.0%8.4%27.4%37.1%28.7%4.4%-3.4%3.2M-169.3M-385.6K0.6726.44N/AN/A4,7103,1401,067,490834,510
2014-04-23$2.47$2.0032.2%8.6%27.9%37.7%29.4%3.0%-3.1%3.2M-161.1M-390.9K7.9028.00N/AN/A5,39042,5801,069,700837,300
2014-04-24$2.48$2.0031.4%8.4%27.1%35.9%0.0%3.6%-3.3%2.9M-158.8M-388.7K0.5526.53N/AN/A5,6403,1001,072,640878,570
2014-04-25$2.45$2.0033.2%8.5%26.4%40.0%0.0%4.2%-3.7%3.0M-149.8M-399.8K0.6727.13N/AN/A2,8701,9301,077,280881,250
2014-04-28$2.46$2.0033.1%8.4%26.3%41.0%0.0%3.3%-4.0%3.0M-158.5M-367.0K0.3924.07N/AN/A42,36016,4501,079,870882,190
2014-04-29$2.51$2.0025.7%8.5%25.8%24.3%29.7%4.1%-1.2%3.0M-175.6M-341.3K0.9525.82N/AN/A22,15020,9901,080,280890,380
2014-04-30$2.50$2.0024.3%8.3%25.0%25.9%0.0%2.1%0.7%2.7M-176.5M-323.9K0.7630.27N/AN/A2,4201,8301,080,050898,050