HUN Options History — April 2015

In April 2015, HUN traded between $21.69 and $23.03. ATM implied volatility averaged 32.1%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 12.0% (HV 20d: 20.1%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.00.

Notable Days

  • 2015-04-29: Highest Volume — 18,209 contracts
  • 2015-04-30: Largest IV drop — 29.5% change
  • 2015-04-22: Highest IV Rank — 47.5%
  • 2015-04-22: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.35$21.69$23.03$21.69$23.03
Max Pain$21.05$21.00$22.00$22.00$21.00
ATM IV32.1%24.7%35.7%27.2%24.7%
Expected Move9.4%7.1%10.2%7.8%7.1%
HV 20d20.1%12.8%24.9%24.9%12.8%
HV 60d29.0%23.7%32.6%32.6%23.7%
IV Rank39.8%23.7%47.5%29.0%23.7%
IV Percentile70.7%35.7%83.3%47.6%35.7%
Term Structure-2.0%-6.1%4.6%4.6%2.2%
VWIV33.0%25.4%37.9%27.4%25.4%
Skew 25d4.4%-0.6%6.6%-0.6%3.0%
Skew 10d9.4%-1.6%14.9%-1.6%7.2%
Call IV 25d31.3%24.7%35.4%27.0%24.7%
Put IV 25d35.7%26.4%39.4%26.4%27.7%
Bid-Ask Spread %22.4916.7127.3225.3525.93
Gamma HHI0.230.210.400.210.40
Net GEX4.7M2.5M9.0M2.6M9.0M
Net DEX-82.0M-112.3M-51.5M-53.1M-112.3M
Net VEX-564.6K-620.8K-496.1K-603.4K-496.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.282.292.291.97
Total Volume7,046.61974918,2097,7369,646
Total OI197,865.381189,626210,740190,285210,740

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$21.69$22.0027.2%7.8%24.9%29.0%27.4%-0.6%4.6%2.6M-53.1M-603.4K2.2925.35N/AN/A2,3535,383126,15064,135
2015-04-02$21.69$21.0026.6%9.2%24.7%27.9%32.2%6.4%-0.3%2.5M-51.5M-620.8K2.0323.62N/AN/A2,5915,247126,38668,269
2015-04-06$21.87$21.0026.9%9.4%22.5%28.6%32.2%4.4%-1.3%3.0M-56.7M-605.6K1.4626.44N/AN/A3,5445,180126,92768,286
2015-04-07$21.86$21.0026.5%9.2%22.4%27.6%31.5%4.4%-0.6%3.1M-59.8M-591.7K0.2824.07N/AN/A3,7071,054126,06868,377
2015-04-08$22.19$21.0032.3%9.3%22.9%40.2%32.2%4.6%-0.1%4.0M-72.4M-598.6K1.3622.32N/AN/A317432126,65868,410
2015-04-09$22.23$21.0031.9%9.1%21.3%39.3%31.5%5.3%-0.5%4.0M-73.8M-582.3K0.4419.14N/AN/A3,1931,418126,83868,644
2015-04-10$22.14$21.0032.0%9.2%21.3%39.5%31.7%4.2%-0.6%3.8M-72.2M-586.3K0.3024.63N/AN/A3,6581,091127,03168,931
2015-04-13$22.30$21.0033.5%9.6%21.1%42.9%32.7%4.2%-2.5%4.5M-80.9M-561.7K0.2827.32N/AN/A4,0031,113128,18668,934
2015-04-14$22.25$21.0032.4%9.3%21.1%40.3%32.4%6.2%-1.5%4.2M-74.0M-559.4K0.3621.09N/AN/A2,9101,050128,33368,976
2015-04-15$22.68$21.0032.2%9.2%21.5%39.9%32.2%6.6%-0.5%6.1M-99.3M-562.9K1.3222.45N/AN/A1,9772,602128,45669,008
2015-04-16$22.30$21.0033.8%9.7%21.7%43.3%34.0%3.9%-2.2%4.2M-76.2M-554.9K1.0418.77N/AN/A1,5251,581128,49270,038
2015-04-17$22.23$21.0035.6%10.2%19.4%47.2%35.5%4.0%-3.5%4.0M-79.2M-549.0K0.6720.18N/AN/A2,6911,790128,06070,422
2015-04-20$22.26$21.0035.4%10.2%19.2%46.9%34.5%4.5%-2.6%4.1M-73.1M-528.7K0.4718.96N/AN/A3,8241,783124,64364,983
2015-04-21$22.24$21.0035.7%10.2%19.1%47.5%35.7%5.2%-4.7%4.1M-71.3M-536.6K0.4120.43N/AN/A8,7293,538126,98765,492
2015-04-22$22.44$21.0035.7%10.2%19.0%47.5%35.2%4.2%-4.3%4.9M-87.4M-570.5K0.5223.33N/AN/A7,4873,874132,00066,030
2015-04-23$22.65$21.0033.6%9.6%19.0%42.9%37.9%5.6%-4.0%5.7M-97.2M-563.1K0.6422.85N/AN/A3,0801,965132,19566,461
2015-04-24$22.85$21.0032.9%9.4%19.1%41.5%34.2%4.0%-3.4%6.2M-107.3M-552.9K1.1521.89N/AN/A2,1442,463132,52566,705
2015-04-27$22.80$21.0035.5%10.2%18.6%47.2%34.8%3.1%-6.1%6.4M-110.7M-532.0K2.1816.71N/AN/A2,7976,107132,56467,727
2015-04-28$22.89$21.0035.3%10.1%15.3%46.7%35.4%4.3%-5.2%6.4M-109.0M-555.1K0.9820.94N/AN/A6,0345,889133,83072,602
2015-04-29$22.80$21.0035.0%10.0%15.2%46.1%35.4%4.1%-6.0%6.4M-104.8M-544.4K0.8725.89N/AN/A9,7128,497135,73673,938
2015-04-30$23.03$21.0024.7%7.1%12.8%23.7%25.4%3.0%2.2%9.0M-112.3M-496.1K1.9725.93N/AN/A3,2466,400135,84174,899