HUN Options History — July 2015 In July 2015, HUN traded between $17.98 and $21.80. ATM implied volatility averaged 32.4%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 4.4% (HV 20d: 28.0%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.00.
Notable Days 2015-07-23 : Highest Volume — 24,073 contracts2015-07-15 : Largest IV spike — 40.8% change2015-07-28 : Highest IV Rank — 77.8%2015-07-28 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $20.27 $17.98 $21.80 $21.80 $19.00 Max Pain $21.09 $20.00 $23.00 $23.00 $20.00 ATM IV 32.4% 21.9% 50.9% 24.2% 32.9% Expected Move 9.6% 6.8% 14.6% 6.9% 9.4% HV 20d 28.0% 22.8% 39.4% 23.0% 39.4% HV 60d 22.0% 18.7% 28.1% 18.9% 27.9% IV Rank 32.6% 6.5% 77.8% 13.7% 33.6% IV Percentile 62.5% 16.7% 96.4% 30.2% 73.4% Term Structure -3.2% -11.2% 4.2% 4.2% -1.0% VWIV 32.5% 24.7% 54.0% 25.0% 33.2% Skew 25d 4.9% 2.9% 8.4% 3.2% 3.5% Skew 10d 9.2% 5.2% 19.1% 14.5% 5.7% Call IV 25d 31.9% 24.9% 49.7% 24.9% 32.5% Put IV 25d 36.8% 28.1% 57.5% 28.1% 36.0% Bid-Ask Spread % 20.74 14.93 28.67 26.52 19.25 Gamma HHI 0.33 0.23 0.44 0.42 0.24 Net GEX 2.1M -2.1M 5.0M 4.1M -226.6K Net DEX -26.3M -95.0M 42.9M -74.3M 3.6M Net VEX -584.4K -697.1K -473.2K -608.4K -528.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.23 4.17 0.76 0.81 Total Volume 9,789.682 5,935 24,073 5,972 7,877 Total OI 220,484.409 196,082 252,691 196,082 252,691
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 2015-07-01 $21.80 $23.00 24.2% 6.9% 23.0% 13.7% 25.0% 3.2% 4.2% 4.1M -74.3M -608.4K 0.76 26.52 N/A N/A 3,393 2,579 112,213 83,869 2015-07-02 $21.60 $23.00 23.7% 6.8% 23.1% 12.4% 24.7% 4.7% 3.5% 4.0M -64.7M -614.1K 1.48 21.13 N/A N/A 2,460 3,629 113,636 84,185 2015-07-06 $21.31 $22.00 27.8% 8.8% 23.3% 22.3% 26.3% 5.9% -3.1% 3.2M -50.3M -584.5K 0.88 21.78 N/A N/A 3,434 3,027 113,432 85,558 2015-07-07 $21.17 $22.00 28.0% 8.6% 22.8% 21.5% 28.7% 5.9% -2.7% 3.2M -40.0M -594.8K 0.71 21.97 N/A N/A 3,470 2,465 113,479 86,346 2015-07-08 $20.45 $22.00 35.2% 9.2% 25.3% 39.2% 28.4% 4.2% -2.5% 1.5M -12.9M -544.3K 1.02 25.29 N/A N/A 3,559 3,647 113,546 85,725 2015-07-09 $20.59 $22.00 28.3% 8.9% 24.9% 22.4% 28.2% 3.5% -3.2% 1.6M -17.4M -562.9K 1.04 23.08 N/A N/A 3,612 3,772 113,555 86,663 2015-07-10 $21.15 $21.00 26.4% 8.9% 27.4% 17.5% 30.5% 5.6% -2.6% 3.2M -49.1M -593.4K 0.23 24.61 N/A N/A 13,895 3,132 122,207 88,381 2015-07-13 $21.59 $21.00 21.9% 8.5% 28.5% 6.7% 31.9% 4.9% -2.0% 4.3M -84.6M -694.9K 0.41 14.93 N/A N/A 8,188 3,396 132,615 88,452 2015-07-14 $21.62 $21.00 21.9% 8.7% 27.8% 6.5% 30.5% 4.2% -3.4% 5.0M -95.0M -697.1K 0.34 17.10 N/A N/A 8,586 2,927 137,012 88,664 2015-07-15 $21.30 $21.00 30.8% 8.8% 27.7% 28.4% 25.7% 3.2% -3.0% 4.3M -75.7M -678.6K 0.78 16.59 N/A N/A 3,632 2,829 136,973 88,751 2015-07-16 $21.04 $21.00 30.8% 8.8% 27.7% 28.5% 28.2% 3.6% -3.2% 3.5M -60.0M -663.4K 0.71 21.98 N/A N/A 4,327 3,083 136,981 88,871 2015-07-17 $20.54 $21.00 30.0% 8.6% 27.3% 26.4% 25.8% 5.7% -3.3% 3.0M -34.7M -637.8K 0.78 19.98 N/A N/A 3,607 2,797 137,575 88,650 2015-07-20 $20.22 $21.00 32.3% 9.3% 27.6% 32.1% 28.1% 6.3% -2.3% 2.0M -14.9M -589.1K 0.76 17.81 N/A N/A 3,445 2,631 132,278 86,298 2015-07-21 $20.01 $21.00 32.8% 9.4% 26.1% 33.2% 32.7% 2.9% -3.7% 1.3M -9.6M -581.1K 3.86 16.69 N/A N/A 3,323 12,842 132,682 86,112 2015-07-22 $19.77 $21.00 32.8% 9.4% 25.0% 33.2% 32.2% 4.5% -3.1% 1.2M -4.3M -535.6K 0.30 21.07 N/A N/A 9,578 2,842 132,789 77,484 2015-07-23 $19.61 $21.00 39.2% 11.2% 25.0% 49.0% 39.7% 5.5% -7.0% 1.4M -7.2M -561.3K 0.34 22.19 N/A N/A 17,982 6,091 139,010 77,531 2015-07-24 $18.82 $20.00 43.6% 12.5% 27.3% 59.7% 42.2% 5.5% -7.2% 714.3K 10.7M -556.9K 0.95 18.68 N/A N/A 3,609 3,440 152,709 80,299 2015-07-27 $17.98 $20.00 50.6% 14.5% 29.9% 77.0% 54.0% 8.4% -11.2% -333.6K 42.9M -477.1K 4.17 15.66 N/A N/A 2,103 8,760 153,905 81,305 2015-07-28 $18.77 $20.00 50.9% 14.6% 33.9% 77.8% 50.7% 7.8% -10.0% 805.0K 10.5M -569.0K 0.49 17.22 N/A N/A 7,909 3,860 154,344 87,447 2015-07-29 $18.36 $20.00 36.0% 10.3% 34.2% 41.1% 35.3% 4.3% -1.3% -2.1M 41.0M -473.2K 0.64 28.67 N/A N/A 5,676 3,657 159,126 88,128 2015-07-30 $19.23 $20.00 33.7% 9.7% 39.4% 35.5% 33.4% 3.9% -1.3% -134.1K 7.6M -512.2K 0.61 24.00 N/A N/A 6,397 3,905 161,567 87,613 2015-07-31 $19.00 $20.00 32.9% 9.4% 39.4% 33.6% 33.2% 3.5% -1.0% -226.6K 3.6M -528.2K 0.81 19.25 N/A N/A 4,352 3,525 164,188 88,503
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