HUN Options History — May 2015

In May 2015, HUN traded between $22.05 and $23.42. ATM implied volatility averaged 24.7%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 8.8% (HV 20d: 15.9%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 10.32.

Notable Days

  • 2015-05-15: Highest Volume — 144,038 contracts
  • 2015-05-11: Largest IV spike — 23.4% change
  • 2015-05-12: Highest IV Rank — 38.3%
  • 2015-05-11: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.65$22.05$23.42$23.42$22.43
Max Pain$22.90$21.00$23.00$21.00$23.00
ATM IV24.7%20.2%31.4%26.0%23.8%
Expected Move7.0%5.8%7.9%7.5%6.8%
HV 20d15.9%13.6%17.5%13.6%16.7%
HV 60d20.8%18.4%23.9%23.9%18.8%
IV Rank19.0%4.0%38.3%26.6%12.7%
IV Percentile33.4%2.8%69.0%40.5%29.8%
Term Structure1.3%-0.8%3.6%0.7%-0.8%
VWIV24.8%21.5%27.8%26.6%22.6%
Skew 25d4.3%2.9%6.4%3.3%3.4%
Skew 10d9.1%-0.9%18.6%5.7%-0.9%
Call IV 25d22.4%18.1%25.7%24.4%21.8%
Put IV 25d26.7%23.1%29.7%27.6%25.3%
Bid-Ask Spread %21.3815.0226.5520.6117.71
Gamma HHI0.420.240.490.470.48
Net GEX5.0M782.7K10.5M10.5M3.6M
Net DEX-99.7M-134.2M-70.5M-134.2M-104.8M
Net VEX-610.1K-790.4K-470.0K-511.8K-730.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.320.2931.351.6128.61
Total Volume26,539.252,404144,0388,97842,426
Total OI210,398.75187,637237,522212,830192,542

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-05-01$23.42$21.0026.0%7.5%13.6%26.6%26.6%3.3%0.7%10.5M-134.2M-511.8K1.6120.61N/AN/A3,4465,532135,56277,268
2015-05-04$23.19$23.0025.9%7.7%14.4%26.4%27.1%2.9%2.5%9.9M-120.3M-485.3K0.6926.55N/AN/A1,5731,092135,60778,134
2015-05-05$22.95$23.0026.3%7.6%15.1%27.2%27.8%3.7%2.6%8.4M-108.1M-488.0K1.0626.22N/AN/A4,3654,642137,07679,607
2015-05-06$23.28$23.0026.6%7.8%15.0%27.9%27.1%4.7%1.3%10.5M-120.8M-490.5K1.9516.37N/AN/A2,1894,278137,29779,365
2015-05-07$22.90$23.0025.7%7.7%16.4%25.8%27.8%3.2%1.5%8.2M-102.7M-470.0K0.4921.92N/AN/A17,6528,734137,46079,562
2015-05-08$22.71$23.0025.4%7.2%16.7%25.3%26.4%4.5%2.4%6.0M-92.6M-508.2K0.7324.05N/AN/A1,6551,216145,48786,662
2015-05-11$22.38$23.0031.4%7.9%17.4%38.2%26.8%4.3%0.1%4.2M-74.9M-483.4K1.3521.24N/AN/A2,6303,550145,54487,276
2015-05-12$22.26$23.0031.4%7.5%17.5%38.3%26.1%4.4%2.6%4.3M-70.6M-493.6K1.5521.57N/AN/A2,9004,491146,60490,027
2015-05-13$22.31$23.0025.4%7.3%16.1%25.4%25.3%5.2%2.9%3.4M-70.5M-488.6K1.2726.55N/AN/A1,9502,472146,27190,242
2015-05-14$22.40$23.0025.1%7.2%15.0%24.5%24.4%4.1%2.9%3.3M-74.8M-482.1K1.2820.21N/AN/A2,3553,014146,25491,013
2015-05-15$22.24$23.0023.1%6.6%15.2%11.1%22.9%3.7%3.6%782.7K-76.1M-475.1K0.5124.95N/AN/A95,63548,403146,62390,899
2015-05-18$22.13$23.0022.5%6.4%15.2%9.6%22.6%4.0%0.7%2.7M-82.4M-780.0K0.2923.43N/AN/A1,865539109,01678,621
2015-05-19$22.05$23.0023.8%6.8%15.3%12.8%23.6%3.8%-0.6%2.8M-81.2M-784.6K1.7721.37N/AN/A1,7063,020110,58778,897
2015-05-20$22.41$23.0023.5%6.7%16.1%12.1%22.9%6.4%-0.6%2.9M-95.7M-790.4K28.6822.48N/AN/A1,44941,554111,93780,342
2015-05-21$22.77$23.0021.6%6.2%16.7%7.5%23.1%6.0%1.1%3.4M-114.3M-762.6K29.5923.10N/AN/A1,41741,934112,27177,769
2015-05-22$22.83$23.0020.2%5.8%16.5%4.0%21.5%4.6%1.4%3.5M-117.8M-754.4K25.4116.60N/AN/A1,63941,640112,55378,136
2015-05-26$22.76$23.0022.1%6.3%16.5%8.6%24.4%4.5%0.0%3.5M-115.9M-739.4K24.6519.25N/AN/A1,67041,162112,98778,303
2015-05-27$22.86$23.0022.4%6.4%16.5%9.4%23.1%4.9%-0.2%3.6M-121.5M-744.0K23.5418.36N/AN/A1,74040,964113,38778,393
2015-05-28$22.71$23.0021.5%6.2%16.6%7.2%23.1%3.4%1.7%3.6M-114.5M-739.9K31.3515.02N/AN/A1,30740,979113,94078,454
2015-05-29$22.43$23.0023.8%6.8%16.7%12.7%22.6%3.4%-0.8%3.6M-104.8M-730.4K28.6117.71N/AN/A1,43340,993114,07878,464