HUN Options History — February 2015

In February 2015, HUN traded between $22.15 and $24.42. ATM implied volatility averaged 41.2%, placing in the 59.5% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 1.4% (HV 20d: 39.8%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.89.

Notable Days

  • 2015-02-17: Highest Volume — 30,441 contracts
  • 2015-02-11: Largest IV drop — 31.0% change
  • 2015-02-02: Highest IV Rank — 100.0%
  • 2015-02-02: Largest Expected Move — 17.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.07$22.15$24.42$22.15$22.46
Max Pain$22.47$22.00$25.00$25.00$22.00
ATM IV41.2%28.7%60.0%60.0%29.7%
Expected Move11.0%8.2%17.2%17.2%8.5%
HV 20d39.8%32.8%46.1%44.3%32.8%
HV 60d38.9%37.7%40.3%37.7%39.8%
IV Rank59.5%32.4%100.0%100.0%34.5%
IV Percentile83.7%61.5%100.0%100.0%63.9%
Term Structure-3.2%-14.5%5.0%-14.5%-1.6%
VWIV39.5%27.2%58.0%58.0%29.6%
Skew 25d7.7%4.2%13.0%13.0%5.4%
Skew 10d16.8%10.0%28.9%21.3%15.6%
Call IV 25d35.4%26.2%53.0%53.0%26.2%
Put IV 25d43.1%31.6%66.0%66.0%31.6%
Bid-Ask Spread %30.3118.9343.8828.4420.91
Gamma HHI0.190.120.290.130.26
Net GEX1.1M-4.0M4.6M-941.0K4.4M
Net DEX-28.1M-95.0M83.8M53.3M-59.0M
Net VEX-730.0K-901.1K-566.0K-858.3K-566.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.382.890.880.60
Total Volume12,423.5263,40430,4413,4043,960
Total OI281,945.526172,079351,206315,615173,090

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-02-02$22.15$25.0060.0%17.2%44.3%100.0%58.0%13.0%-14.5%-941.0K53.3M-858.3K0.8828.44N/AN/A1,8111,593170,810144,805
2015-02-03$22.94$25.0052.3%15.0%41.4%83.4%56.8%11.2%-10.8%-369.8K5.4M-901.1K0.8427.11N/AN/A4,6203,876171,210144,744
2015-02-04$22.78$25.0054.8%15.7%41.6%88.7%57.0%12.0%-12.4%-688.1K12.3M-863.6K1.5030.26N/AN/A4,4516,678171,547144,578
2015-02-05$23.19$22.0053.4%11.5%40.8%85.8%42.1%6.4%-2.1%-566.8K-5.7M-869.6K0.4739.08N/AN/A12,9886,148172,129146,425
2015-02-06$23.60$22.0049.5%11.3%40.5%77.4%43.2%9.7%-3.2%192.7K-35.8M-884.9K0.3934.87N/AN/A12,6984,922172,738147,753
2015-02-09$23.60$22.0055.8%11.5%40.3%90.9%44.6%7.1%-4.2%-13.8K-31.9M-836.9K0.4836.30N/AN/A9,9114,714173,966148,269
2015-02-10$23.27$22.0056.6%11.2%40.7%92.7%42.5%7.3%-2.3%-789.3K-11.9M-804.7K0.5629.62N/AN/A9,8795,485173,603148,419
2015-02-11$23.52$22.0039.1%11.2%40.8%54.8%43.5%8.0%-3.1%-675.5K-19.3M-793.4K0.4534.46N/AN/A9,7124,365173,595149,184
2015-02-12$24.24$22.0040.8%11.7%41.5%58.7%39.3%9.0%-4.9%749.4K-72.0M-799.1K0.8135.26N/AN/A4,6423,772173,614149,353
2015-02-13$24.42$22.0039.5%11.3%40.6%55.8%41.7%7.4%-3.9%1.7M-95.0M-793.1K2.8933.26N/AN/A4,80113,887178,704150,154
2015-02-17$24.21$22.0041.8%12.0%40.4%60.7%44.4%8.2%-6.3%729.7K-84.6M-739.4K1.4843.88N/AN/A12,25818,183179,362158,117
2015-02-18$22.66$22.0030.2%8.7%46.1%35.7%29.7%7.8%5.0%-4.0M83.8M-616.7K0.8939.46N/AN/A13,44311,961184,297166,909
2015-02-19$22.63$22.0029.7%8.5%46.1%34.5%31.5%4.9%2.7%-1.2M-12.2M-599.3K1.4026.76N/AN/A5,4377,606172,897125,107
2015-02-20$22.43$22.0031.2%8.9%42.6%37.7%32.0%5.9%1.7%3.8M-4.6M-582.8K1.2520.02N/AN/A5,5286,884176,422125,602
2015-02-23$22.69$22.0029.6%8.5%35.5%34.3%29.8%7.2%0.2%4.6M-70.1M-609.0K0.3826.83N/AN/A3,9551,498115,68856,391
2015-02-24$22.47$22.0030.4%8.7%33.7%36.2%29.3%5.4%-1.3%4.3M-62.1M-594.6K0.4826.05N/AN/A3,1781,524115,96356,407
2015-02-25$22.58$22.0028.7%8.2%33.7%32.4%27.2%4.2%0.8%4.6M-66.2M-588.1K0.3918.93N/AN/A3,6891,422116,28056,574
2015-02-26$22.42$22.0030.4%8.7%32.8%36.1%29.3%6.1%-1.1%4.3M-58.6M-568.8K0.7824.31N/AN/A2,5612,007115,58056,679
2015-02-27$22.46$22.0029.7%8.5%32.8%34.5%29.6%5.4%-1.6%4.4M-59.0M-566.0K0.6020.91N/AN/A2,4781,482115,89157,199