HUN Options History — August 2015

In August 2015, HUN traded between $15.63 and $18.48. ATM implied volatility averaged 40.3%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 1.0% (HV 20d: 39.3%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.21.

Notable Days

  • 2015-08-14: Highest Volume — 124,336 contracts
  • 2015-08-21: Largest IV spike — 23.5% change
  • 2015-08-24: Highest IV Rank — 78.3%
  • 2015-08-24: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.98$15.63$18.48$18.48$16.53
Max Pain$18.43$18.00$20.00$20.00$18.00
ATM IV40.3%34.5%51.1%36.1%39.9%
Expected Move11.4%9.9%14.7%10.3%11.4%
HV 20d39.3%33.6%42.4%40.1%33.6%
HV 60d30.7%28.2%32.5%28.2%32.5%
IV Rank51.6%37.6%78.3%41.4%50.8%
IV Percentile85.4%72.6%96.4%82.1%85.7%
Term Structure-1.3%-5.7%2.3%-0.4%1.8%
VWIV39.6%31.7%52.6%36.7%42.9%
Skew 25d8.8%1.9%16.9%1.9%8.8%
Skew 10d18.1%3.6%37.1%3.6%9.7%
Call IV 25d36.5%30.8%42.9%36.6%41.3%
Put IV 25d45.3%38.5%59.8%38.5%50.0%
Bid-Ask Spread %52.5220.5685.6522.9780.49
Gamma HHI0.270.170.400.330.22
Net GEX-1.0M-3.4M1.0M-2.5M1.0M
Net DEX48.2M-9.8M99.9M36.0M-9.8M
Net VEX-507.7K-596.5K-383.5K-467.8K-579.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.173.080.291.53
Total Volume16,353.619906124,3361,0905,365
Total OI260,574.19197,801324,781252,938201,477

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-08-03$18.48$20.0036.1%10.3%40.1%41.4%36.7%1.9%-0.4%-2.5M36.0M-467.8K0.2922.97N/AN/A843247164,35088,588
2015-08-04$18.43$20.0036.8%10.5%40.1%43.0%34.7%3.4%-2.7%-2.6M37.3M-459.4K0.7121.00N/AN/A4,1572,936163,88088,492
2015-08-05$18.20$20.0035.9%10.3%38.8%40.9%40.7%4.5%-2.6%-3.0M46.7M-438.4K1.2420.56N/AN/A4,6155,711163,90088,457
2015-08-06$18.00$19.0037.7%10.2%38.6%45.2%34.6%5.3%-2.7%-3.4M56.6M-428.5K1.1221.59N/AN/A4,6815,253164,39589,955
2015-08-07$17.36$19.0038.4%10.7%37.8%47.1%35.1%7.0%-0.7%-2.9M75.8M-445.3K0.1732.96N/AN/A21,2093,693171,87896,693
2015-08-10$18.07$19.0037.9%9.9%40.4%45.9%33.4%8.6%-1.0%-3.4M48.8M-485.0K0.2021.29N/AN/A22,4284,560173,96197,133
2015-08-11$17.43$18.0042.2%10.7%41.3%56.4%37.7%6.2%0.4%-3.4M75.7M-437.4K1.6522.93N/AN/A1,1301,860173,84797,834
2015-08-12$16.95$18.0038.6%11.1%41.8%47.7%37.4%7.9%-1.6%-2.5M92.4M-403.5K0.6739.97N/AN/A10,6897,162174,19697,866
2015-08-13$16.66$18.0036.3%10.4%41.8%42.0%36.7%7.8%0.4%-1.8M99.9M-383.5K1.2040.40N/AN/A8,2679,948178,430100,340
2015-08-14$16.74$18.0036.5%10.5%41.9%42.4%38.4%8.9%2.1%-1.9M98.7M-402.3K1.4430.76N/AN/A50,97373,363178,100102,205
2015-08-17$16.83$18.0035.1%10.1%42.2%38.9%31.7%10.7%0.9%-237.7K67.1M-596.5K1.3778.67N/AN/A11,63215,890201,539121,970
2015-08-18$16.73$18.0034.9%10.0%42.2%38.4%33.7%6.9%1.5%-93.9K65.7M-583.1K0.3920.94N/AN/A11,7734,557201,636120,305
2015-08-19$16.57$18.0034.5%9.9%42.2%37.6%39.6%7.4%2.3%92.3K71.6M-573.9K0.2879.49N/AN/A709197201,918120,402
2015-08-20$16.61$18.0036.8%10.6%42.4%43.2%37.5%8.4%1.3%163.4K68.6M-582.6K1.7782.92N/AN/A2,2543,991203,332120,432
2015-08-21$16.17$18.0045.5%13.0%41.2%64.4%42.9%8.2%-2.3%859.0K72.7M-572.0K0.9579.23N/AN/A3,5933,421204,120120,661
2015-08-24$16.08$18.0051.1%14.7%38.7%78.3%52.6%14.8%-3.2%810.9K5.3M-558.6K3.0885.65N/AN/A2,2136,815126,74971,052
2015-08-25$15.63$18.0047.5%13.6%34.9%69.3%48.1%15.4%-5.0%624.3K8.9M-547.8K2.4885.47N/AN/A2,0965,198127,04172,609
2015-08-26$16.04$18.0049.5%14.2%36.7%74.2%48.7%16.9%-5.5%714.9K6.3M-559.5K2.1273.48N/AN/A2,7245,775127,46272,853
2015-08-27$16.57$18.0046.1%13.2%34.3%65.9%44.4%11.3%-5.7%932.0K-5.6M-588.0K1.2281.03N/AN/A2,5433,101127,42373,237
2015-08-28$16.46$18.0048.1%13.8%34.2%70.8%44.0%15.1%-4.6%977.7K-5.9M-569.1K1.6081.11N/AN/A2,2513,603127,97873,362
2015-08-31$16.53$18.0039.9%11.4%33.6%50.8%42.9%8.8%1.8%1.0M-9.8M-579.0K1.5380.49N/AN/A2,1213,244128,27473,203