HUN Options History — January 2015

In January 2015, HUN traded between $21.63 and $23.08. ATM implied volatility averaged 41.0%, placing in the 84.4% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 0.1% (HV 20d: 40.9%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.68.

Notable Days

  • 2015-01-22: Highest Volume — 135,260 contracts
  • 2015-01-14: Largest IV spike — 19.6% change
  • 2015-01-26: Highest IV Rank — 100.0%
  • 2015-01-29: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.29$21.63$23.08$22.97$21.96
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV41.0%33.5%55.8%33.5%54.6%
Expected Move12.2%10.6%16.0%10.7%15.7%
HV 20d40.9%31.7%48.4%43.1%44.3%
HV 60d38.2%35.8%42.0%40.6%37.6%
IV Rank84.4%65.9%100.0%65.9%97.2%
IV Percentile94.1%86.1%100.0%87.3%99.6%
Term Structure-3.4%-11.8%3.3%3.3%-11.1%
VWIV42.6%36.1%57.8%36.1%55.5%
Skew 25d6.1%2.0%12.4%6.5%10.7%
Skew 10d11.3%-1.1%25.1%5.5%24.5%
Call IV 25d39.7%28.8%50.6%28.8%50.6%
Put IV 25d45.9%35.2%62.7%35.2%61.3%
Bid-Ask Spread %31.6919.4242.8733.5230.30
Gamma HHI0.180.120.220.210.13
Net GEX-371.2K-2.1M637.1K619.6K-847.2K
Net DEX58.4M27.8M132.6M47.2M52.6M
Net VEX-635.6K-881.8K-484.5K-605.9K-881.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.013.061.191.10
Total Volume19,028.451,005135,2604,79115,577
Total OI252,215.4191,753360,506234,638315,669

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-01-02$22.97$25.0033.5%10.7%43.1%65.9%36.1%6.5%3.3%619.6K47.2M-605.9K1.1933.52N/AN/A2,1922,599142,41092,228
2015-01-05$21.75$25.0035.8%11.4%46.7%73.5%39.5%2.0%-1.9%-548.5K82.4M-493.2K0.1038.51N/AN/A1,478142143,22992,302
2015-01-06$21.84$25.0037.6%11.8%46.0%79.6%40.6%6.9%-1.3%-681.6K83.6M-484.5K0.0735.85N/AN/A3,615239142,95691,842
2015-01-07$22.47$25.0040.0%12.0%47.7%87.2%40.2%4.8%-3.5%243.2K54.2M-570.1K0.1942.87N/AN/A3,407664146,12091,530
2015-01-08$23.00$25.0036.4%11.4%48.4%75.3%38.6%7.4%-1.1%637.1K39.6M-604.8K0.9729.62N/AN/A2,4402,359147,72991,503
2015-01-09$22.82$25.0033.8%10.9%47.9%66.7%37.5%3.9%0.6%379.4K46.5M-572.5K0.9633.12N/AN/A2,4742,376147,76791,655
2015-01-12$22.75$25.0035.2%11.4%39.8%71.4%39.6%4.2%-1.2%435.4K43.6M-567.5K0.2829.11N/AN/A8,7272,448148,46991,464
2015-01-13$22.67$25.0034.0%11.4%32.6%67.3%39.8%6.1%-1.8%45.6K49.8M-585.0K0.2636.09N/AN/A8,5602,183155,01591,649
2015-01-14$22.33$25.0040.6%11.6%32.8%89.5%41.0%6.9%-2.2%-528.7K64.6M-543.5K0.2436.62N/AN/A10,8062,564155,28091,585
2015-01-15$21.93$25.0040.3%11.6%33.6%88.4%41.3%3.0%-1.5%-626.8K61.4M-555.0K0.3735.54N/AN/A7,4162,742157,62791,090
2015-01-16$22.44$25.0039.6%11.4%31.7%86.2%40.5%6.5%-2.4%-784.5K56.5M-571.2K0.7337.29N/AN/A4,4783,247157,79691,341
2015-01-20$21.80$25.0040.6%11.7%32.6%89.5%40.8%4.5%-1.8%-848.1K68.8M-508.1K0.5832.05N/AN/A637368122,02077,890
2015-01-21$21.97$25.0038.8%11.1%32.6%83.3%38.4%6.0%-0.7%-922.7K68.4M-509.4K0.0119.42N/AN/A13,709114122,39578,020
2015-01-22$23.08$25.0037.1%10.6%37.3%77.7%37.1%6.1%-0.3%-1.9M49.8M-522.1K0.6720.27N/AN/A80,87854,382113,79777,956
2015-01-23$21.63$25.0040.6%11.6%42.5%89.3%40.4%3.4%-2.8%-2.1M132.6M-878.0K0.5331.44N/AN/A23,40012,424209,606150,900
2015-01-26$22.38$25.0045.5%13.0%44.6%100.0%45.3%8.4%-6.8%-164.4K42.3M-765.0K0.1320.30N/AN/A6,139768155,995105,960
2015-01-27$22.32$25.0049.3%14.1%44.3%100.0%50.5%8.9%-8.8%386.8K27.8M-796.6K1.5726.77N/AN/A21,65233,978157,453106,623
2015-01-28$21.83$25.0051.7%14.8%44.8%100.0%51.9%4.0%-10.0%-300.4K51.0M-837.9K0.6231.60N/AN/A7,2684,503168,219128,951
2015-01-29$21.81$25.0055.8%16.0%44.8%100.0%57.8%12.4%-11.8%71.7K45.1M-860.7K3.0633.51N/AN/A6,80720,809170,318129,949
2015-01-30$21.96$25.0054.6%15.7%44.3%97.2%55.5%10.7%-11.1%-847.2K52.6M-881.8K1.1030.30N/AN/A7,4338,144170,892144,777