HUN Options History — November 2014

In November 2014, HUN traded between $23.88 and $26.69. ATM implied volatility averaged 27.7%, placing in the 46.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 9.7% (HV 20d: 37.4%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.12.

Notable Days

  • 2014-11-18: Highest Volume — 143,314 contracts
  • 2014-11-06: Largest IV drop — 8.7% change
  • 2014-11-04: Highest IV Rank — 63.8%
  • 2014-11-05: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.45$23.88$26.69$24.05$25.52
Max Pain$24.26$24.00$25.00$24.00$25.00
ATM IV27.7%24.1%32.9%30.8%25.6%
Expected Move8.5%7.8%9.1%8.9%8.2%
HV 20d37.4%20.7%52.2%52.0%23.6%
HV 60d36.8%35.9%37.4%35.9%37.4%
IV Rank46.5%34.4%63.8%56.9%39.4%
IV Percentile66.6%38.9%88.5%82.9%54.8%
Term Structure-0.2%-1.7%1.8%-1.1%0.1%
VWIV31.3%26.4%36.0%34.5%30.4%
Skew 25d3.4%2.2%5.0%2.5%4.8%
Skew 10d9.1%-4.5%22.6%-1.9%0.8%
Call IV 25d27.0%23.3%31.9%30.5%24.9%
Put IV 25d30.4%27.1%34.5%32.9%29.7%
Bid-Ask Spread %34.3928.4646.3934.2431.36
Gamma HHI0.310.260.460.300.26
Net GEX3.5M-3.6M19.8M-3.5M2.8M
Net DEX-2.3M-197.0M103.9M98.0M-43.7M
Net VEX-531.9K-958.4K-275.7K-405.5K-908.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.015.570.960.96
Total Volume22,257.8951,980143,31411,3212,402
Total OI254,674.632225,608360,773238,894228,603

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-11-03$24.05$24.0030.8%8.9%52.0%56.9%34.5%2.5%-1.1%-3.5M98.0M-405.5K0.9634.24N/AN/A5,7635,558124,018114,876
2014-11-04$23.88$24.0032.9%9.1%51.6%63.8%34.6%2.2%-1.6%-3.6M103.9M-401.8K1.2129.67N/AN/A4,3775,300124,050115,127
2014-11-05$24.39$24.0032.8%9.1%52.2%63.3%36.0%5.0%-1.7%-2.6M84.5M-405.8K1.2128.46N/AN/A4,6985,697124,196115,191
2014-11-06$24.94$24.0029.9%8.8%49.3%53.8%35.1%3.8%-0.6%-487.6K63.8M-391.1K0.8735.39N/AN/A7,1556,260124,247115,191
2014-11-07$24.66$24.0028.5%8.6%48.4%49.0%35.2%2.2%-0.8%-1.7M78.9M-376.7K1.3231.92N/AN/A4,4235,860124,419115,379
2014-11-10$24.92$24.0029.0%8.8%39.7%50.7%34.2%2.5%-0.6%-1.1M65.2M-353.0K1.3431.05N/AN/A4,0045,357124,723115,645
2014-11-11$25.16$24.0028.5%8.7%39.7%49.3%33.1%3.4%-1.4%277.8K56.7M-317.7K1.0535.34N/AN/A4,9365,176122,690115,298
2014-11-12$24.90$24.0027.0%8.4%40.2%44.3%29.7%3.2%-0.4%-2.0M67.7M-308.1K0.8037.66N/AN/A6,6625,314125,827115,787
2014-11-13$25.21$24.0028.1%8.5%38.3%47.7%30.5%3.6%0.0%1.1M44.3M-329.5K0.8634.38N/AN/A6,5585,633128,674115,907
2014-11-14$25.74$24.0026.5%8.3%37.5%42.6%28.4%3.8%1.0%5.3M8.2M-304.8K0.0531.13N/AN/A1,879101128,711115,801
2014-11-17$25.72$24.0026.9%8.3%37.4%43.7%32.3%3.5%-0.2%5.5M11.9M-275.7K0.8331.03N/AN/A6,2355,165129,844115,734
2014-11-18$26.32$24.0026.9%8.4%33.4%43.8%29.4%4.6%0.3%10.2M-61.1M-302.3K0.8736.05N/AN/A76,57766,737130,349115,461
2014-11-19$26.04$24.0027.2%8.4%33.4%44.8%28.6%3.5%0.2%13.8M-38.2M-579.2K0.0146.39N/AN/A9,13887192,106168,667
2014-11-20$26.32$24.0026.0%8.5%33.5%40.9%29.9%2.3%1.5%10.0M-74.8M-715.0K1.4340.37N/AN/A49,03169,897175,117139,389
2014-11-21$26.69$25.0025.4%7.8%33.6%39.0%32.1%3.0%0.1%19.8M-197.0M-958.4K5.5735.66N/AN/A3,66120,408201,143156,723
2014-11-24$26.53$25.0024.1%7.8%24.8%34.4%27.0%2.6%1.8%4.2M-110.4M-923.7K0.0832.64N/AN/A2,238170123,134102,474
2014-11-25$26.40$25.0025.9%8.1%21.5%40.4%26.4%3.4%-0.4%4.3M-108.8M-926.4K1.6538.12N/AN/A2,8864,754124,534102,605
2014-11-26$26.24$25.0024.6%7.9%20.7%36.4%26.4%4.5%-0.0%4.0M-93.1M-922.8K0.1232.64N/AN/A2,504299124,565102,613
2014-11-28$25.52$25.0025.6%8.2%23.6%39.4%30.4%4.8%0.1%2.8M-43.7M-908.1K0.9631.36N/AN/A1,2281,174125,746102,857