HUN Options History — September 2014

In September 2014, HUN traded between $25.99 and $28.88. ATM implied volatility averaged 21.4%, 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 4.3% (HV 20d: 25.6%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.07.

Notable Days

  • 2014-09-17: Highest Volume — 11,020 contracts
  • 2014-09-08: Largest IV spike — 14.3% change
  • 2014-09-12: Highest IV Rank — 29.7%
  • 2014-09-30: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.57$25.99$28.88$26.73$25.99
Max Pain$27.43$27.00$28.00$27.00$28.00
ATM IV21.4%19.2%23.0%20.6%22.2%
Expected Move7.3%7.0%7.6%7.1%7.6%
HV 20d25.6%13.6%32.8%13.6%32.8%
HV 60d446.3%22.6%467.8%467.5%22.6%
IV Rank24.4%16.2%29.7%20.2%28.5%
IV Percentile13.9%1.6%27.0%5.6%24.6%
Term Structure2.8%-0.7%4.2%-0.3%3.9%
VWIV25.3%23.4%27.8%24.2%26.8%
Skew 25d2.1%0.5%4.3%0.8%3.0%
Skew 10d4.8%-5.4%16.1%-0.2%2.4%
Call IV 25d20.9%18.6%22.4%20.5%21.4%
Put IV 25d23.0%21.2%25.4%21.2%24.5%
Bid-Ask Spread %33.6028.4940.1132.0435.29
Gamma HHI0.190.150.240.220.24
Net GEX1.4M-202.7K3.2M44.8K-202.7K
Net DEX-80.4M-155.0M12.6M-28.0M12.6M
Net VEX-722.5K-802.3K-657.7K-802.3K-657.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.036.680.571.05
Total Volume2,558.33312711,020127886
Total OI208,153.714201,483217,039203,028204,075

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-09-02$26.73$27.0020.6%7.1%13.6%20.2%24.2%0.8%-0.3%44.8K-28.0M-802.3K0.5732.04N/AN/A814696,755106,273
2014-09-03$27.29$27.0021.7%7.0%14.4%23.3%23.4%4.1%-0.4%311.0K-51.0M-796.7K1.9530.06N/AN/A1,2382,41996,257106,302
2014-09-04$27.26$27.0020.7%7.0%14.4%20.5%27.8%3.6%-0.7%637.7K-55.9M-793.4K6.6834.89N/AN/A1,0216,81697,062107,077
2014-09-05$27.65$27.0019.2%7.0%15.1%16.2%23.6%4.3%3.2%747.3K-72.5M-799.4K0.0330.67N/AN/A1,4254097,674109,638
2014-09-08$27.35$27.0022.0%7.2%15.3%24.2%23.5%1.2%2.8%624.8K-63.6M-783.3K0.2532.15N/AN/A1,91247698,791109,631
2014-09-09$26.96$27.0021.1%7.2%16.2%21.6%25.4%1.6%3.3%238.3K-42.3M-783.4K0.3532.25N/AN/A1,717603100,384109,401
2014-09-10$28.71$27.0021.4%7.0%27.6%22.6%25.8%2.4%3.0%2.5M-148.1M-706.0K1.0736.76N/AN/A2,9753,172101,519109,793
2014-09-11$28.88$27.0021.3%7.4%27.6%24.2%25.7%2.4%2.8%2.5M-154.5M-680.7K0.1337.43N/AN/A4,589592102,110111,861
2014-09-12$28.49$27.0023.0%7.6%28.1%29.7%0.0%0.5%1.5%2.4M-137.4M-726.4K0.2031.48N/AN/A1,853363104,061112,164
2014-09-15$28.17$27.0022.2%7.5%28.3%27.2%25.7%1.1%2.5%2.5M-126.4M-700.5K3.6834.97N/AN/A3421,259104,664112,310
2014-09-16$28.77$27.0021.7%7.3%29.0%25.5%26.3%1.5%3.1%3.2M-155.0M-668.0K0.8334.01N/AN/A893742104,656111,634
2014-09-17$28.44$27.0021.2%7.6%29.5%25.0%25.9%1.1%3.5%2.9M-135.4M-698.7K0.0340.11N/AN/A10,704316104,797112,242
2014-09-18$28.43$28.0020.8%7.5%29.1%23.8%0.0%1.5%3.9%2.6M-125.1M-695.5K0.0936.50N/AN/A26625100,329112,437
2014-09-19$28.19$28.0020.2%7.3%29.3%21.7%24.2%0.5%4.1%3.0M-117.4M-692.6K0.2032.54N/AN/A668133100,309112,426
2014-09-22$27.37$28.0021.6%7.2%30.7%26.5%25.3%1.7%3.6%1.4M-75.7M-700.5K2.3233.70N/AN/A22552197,824103,659
2014-09-23$27.03$28.0021.1%7.5%31.1%24.7%25.2%2.1%4.0%1.2M-59.6M-695.6K1.3632.28N/AN/A27237097,899103,777
2014-09-24$27.29$28.0021.2%7.4%30.7%25.0%0.0%3.0%4.2%1.2M-63.2M-690.1K0.1228.49N/AN/A1,57818497,943103,905
2014-09-25$26.66$28.0021.8%7.3%31.8%27.1%27.2%1.3%3.0%657.6K-36.6M-707.9K0.2833.22N/AN/A65018098,870104,047
2014-09-26$26.85$28.0021.7%7.4%31.9%26.6%23.7%2.8%3.5%765.7K-38.6M-703.4K0.7032.37N/AN/A1,03772998,668104,079
2014-09-29$26.41$28.0022.4%7.6%32.4%29.0%25.6%3.0%3.8%379.3K-15.5M-690.6K0.5534.34N/AN/A26214599,266104,659
2014-09-30$25.99$28.0022.2%7.6%32.8%28.5%26.8%3.0%3.9%-202.7K12.6M-657.7K1.0535.29N/AN/A43345399,315104,760