HUN Options History — June 2015 In June 2015, HUN traded between $22.12 and $23.50. ATM implied volatility averaged 22.3%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 3.9% (HV 20d: 18.4%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 14.58.
Notable Days 2015-06-09 : Highest Volume — 49,140 contracts2015-06-29 : Largest IV spike — 24.6% change2015-06-29 : Highest IV Rank — 18.8%2015-06-29 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $22.86 $22.12 $23.50 $22.59 $22.12 Max Pain $22.59 $22.00 $23.00 $23.00 $23.00 ATM IV 22.3% 19.5% 26.3% 21.9% 24.9% Expected Move 6.4% 5.6% 7.5% 6.3% 7.1% HV 20d 18.4% 15.6% 24.6% 15.6% 23.4% HV 60d 17.9% 16.5% 18.7% 18.7% 18.6% IV Rank 9.1% 2.3% 18.8% 8.1% 15.4% IV Percentile 19.4% 0.8% 40.5% 19.4% 33.3% Term Structure 2.9% -1.3% 4.5% 0.6% 3.2% VWIV 22.8% 16.4% 26.4% 24.2% 25.9% Skew 25d 3.9% 1.2% 7.6% 7.6% 3.4% Skew 10d 8.2% -4.0% 20.2% 14.4% 8.1% Call IV 25d 20.7% 17.7% 24.9% 17.7% 24.1% Put IV 25d 24.6% 21.4% 29.8% 25.3% 27.5% Bid-Ask Spread % 22.85 16.49 44.73 17.93 24.45 Gamma HHI 0.43 0.37 0.49 0.48 0.41 Net GEX 4.4M 3.7M 5.3M 3.7M 4.3M Net DEX -126.4M -156.7M -88.4M -110.7M -88.4M Net VEX -645.9K -725.6K -566.4K -725.6K -618.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 14.58 0.51 32.32 32.32 1.17 Total Volume 39,547.909 4,590 49,140 42,256 4,590 Total OI 194,890.364 189,615 198,467 192,758 196,175
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2015-06-01 $22.59 $23.00 21.9% 6.3% 15.6% 8.1% 24.2% 7.6% 0.6% 3.7M -110.7M -725.6K 32.32 17.93 N/A N/A 1,268 40,988 114,291 78,467 2015-06-02 $23.03 $23.00 23.2% 6.7% 17.0% 11.4% 23.5% 4.4% 0.1% 3.9M -132.2M -706.0K 0.51 16.89 N/A N/A 3,529 1,791 114,225 78,472 2015-06-03 $23.37 $23.00 23.9% 6.9% 17.3% 13.0% 24.1% 6.4% -1.3% 4.3M -149.6M -680.0K 8.58 21.93 N/A N/A 4,792 41,106 115,433 77,129 2015-06-04 $23.28 $22.00 23.0% 6.4% 16.7% 10.8% 22.3% 3.7% 3.6% 4.5M -147.3M -672.7K 10.18 17.70 N/A N/A 4,037 41,106 116,663 77,101 2015-06-05 $23.21 $22.00 21.9% 6.3% 15.6% 8.3% 21.3% 3.9% 3.5% 4.5M -144.4M -680.4K 10.46 19.86 N/A N/A 4,108 42,949 116,729 77,101 2015-06-08 $22.80 $22.00 24.0% 6.5% 16.6% 13.3% 26.4% 4.4% 2.8% 4.6M -130.2M -671.5K 17.14 24.11 N/A N/A 2,402 41,176 116,907 76,747 2015-06-09 $22.63 $22.00 22.7% 6.5% 15.9% 10.2% 25.2% 2.8% 3.2% 4.3M -118.6M -684.7K 24.38 23.47 N/A N/A 1,936 47,204 116,853 76,871 2015-06-10 $22.91 $22.00 22.1% 6.4% 16.3% 8.8% 23.7% 3.4% 3.1% 4.4M -129.3M -685.0K 18.44 16.49 N/A N/A 2,231 41,134 116,825 80,479 2015-06-11 $22.85 $22.00 21.2% 6.1% 16.4% 6.4% 24.3% 4.4% 3.9% 4.1M -127.5M -677.8K 17.50 28.98 N/A N/A 2,351 41,149 115,287 82,983 2015-06-12 $22.60 $22.00 21.4% 6.1% 16.9% 7.1% 24.1% 3.0% 4.1% 4.0M -117.8M -677.5K 10.37 19.71 N/A N/A 3,960 41,075 115,492 82,975 2015-06-15 $22.15 $22.00 23.8% 6.8% 18.2% 12.7% 24.9% 3.5% 1.6% 3.7M -95.8M -658.8K 5.89 29.13 N/A N/A 7,016 41,295 113,685 82,966 2015-06-16 $22.43 $22.00 23.2% 6.6% 18.7% 11.2% 22.5% 4.9% 3.4% 4.0M -105.0M -667.0K 5.86 23.28 N/A N/A 7,156 41,960 113,472 83,244 2015-06-17 $22.53 $23.00 21.4% 6.1% 18.6% 6.9% 21.3% 5.5% 3.8% 3.8M -108.4M -645.5K 20.82 44.73 N/A N/A 1,988 41,384 113,338 83,730 2015-06-18 $22.96 $23.00 20.8% 6.0% 19.0% 5.4% 21.2% 3.2% 3.7% 4.3M -131.4M -623.6K 19.18 25.57 N/A N/A 2,162 41,474 112,590 83,739 2015-06-19 $22.78 $23.00 19.5% 5.6% 18.4% 2.4% 20.7% 3.4% 4.5% 5.2M -123.0M -602.9K 19.67 23.90 N/A N/A 2,114 41,585 112,991 83,985 2015-06-22 $23.19 $23.00 19.5% 5.6% 19.4% 2.3% 19.3% 3.0% 4.1% 5.3M -141.8M -593.2K 16.59 29.16 N/A N/A 2,484 41,212 111,268 78,347 2015-06-23 $23.50 $23.00 21.7% 6.2% 19.9% 7.6% 20.8% 2.7% 3.5% 5.2M -156.7M -566.4K 16.72 19.78 N/A N/A 2,596 43,405 111,769 78,550 2015-06-24 $23.35 $23.00 21.9% 6.3% 20.0% 8.2% 21.8% 1.2% 2.5% 4.9M -146.0M -598.2K 21.87 22.07 N/A N/A 1,949 42,625 112,945 81,586 2015-06-25 $23.34 $23.00 21.3% 6.1% 19.8% 6.7% 16.4% 3.6% 3.9% 5.0M -143.6M -577.5K 21.12 16.65 N/A N/A 1,985 41,930 111,806 82,962 2015-06-26 $23.16 $23.00 21.1% 6.0% 19.5% 6.2% 21.4% 2.5% 4.4% 5.0M -138.5M -586.2K 20.98 18.90 N/A N/A 1,997 41,905 111,864 83,782 2015-06-29 $22.22 $23.00 26.3% 7.5% 24.6% 18.8% 26.0% 4.9% 1.9% 4.4M -94.7M -610.5K 1.08 17.94 N/A N/A 2,381 2,569 112,002 83,762 2015-06-30 $22.12 $23.00 24.9% 7.1% 23.4% 15.4% 25.9% 3.4% 3.2% 4.3M -88.4M -618.6K 1.17 24.45 N/A N/A 2,112 2,478 112,284 83,891
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