HUN Options History — October 2015

In October 2015, HUN traded between $10.15 and $13.27. ATM implied volatility averaged 59.9%, placing in the 72.4% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded below realized volatility by 61.6% (HV 20d: 121.5%). Max pain ranged from $11.00 to $16.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 3.18.

Notable Days

2015-10-08: Highest Volume — 111,982 contracts
2015-10-12: Largest IV spike — 21.4% change
2015-10-13: Highest IV Rank — 93.5%
2015-10-08: Largest Expected Move — 19.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.96	$10.15	$13.27	$10.15	$13.18
Max Pain	$14.82	$11.00	$16.00	$11.00	$15.00
ATM IV	59.9%	47.2%	71.7%	63.7%	47.6%
Expected Move	17.1%	13.5%	19.5%	18.3%	13.6%
HV 20d	121.5%	63.5%	141.1%	125.6%	68.1%
HV 60d	84.0%	78.1%	86.9%	78.1%	86.9%
IV Rank	72.4%	49.7%	93.5%	79.3%	50.4%
IV Percentile	94.7%	83.7%	99.6%	98.8%	83.7%
Term Structure	-5.6%	-11.9%	5.9%	4.1%	-1.9%
VWIV	53.0%	35.1%	64.4%	55.3%	50.9%
Skew 25d	8.9%	5.2%	18.2%	12.7%	8.0%
Skew 10d	20.1%	8.7%	46.3%	46.3%	12.2%
Call IV 25d	55.3%	44.8%	62.1%	58.4%	45.0%
Put IV 25d	64.2%	52.9%	71.7%	71.2%	52.9%
Bid-Ask Spread %	22.76	14.46	51.73	51.73	20.14
Gamma HHI	0.22	0.14	0.29	0.15	0.25
Net GEX	-70.9K	-617.8K	573.8K	-472.7K	573.8K
Net DEX	43.9M	-1.3M	80.1M	80.1M	331.1K
Net VEX	-370.3K	-509.7K	-201.3K	-201.3K	-403.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.18	0.22	9.75	1.47	0.75
Total Volume	31,188.045	5,845	111,982	26,621	6,237
Total OI	317,210.864	265,686	338,933	265,686	336,158

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
2015-10-01	$10.15	$11.00	63.7%	18.3%	125.6%	79.3%	55.3%	12.7%	4.1%	-472.7K	80.1M	-201.3K	1.47	51.73	N/A	N/A	10,794	15,827	148,227	117,459
2015-10-02	$10.66	$11.00	59.1%	16.9%	127.9%	70.9%	52.6%	18.2%	5.9%	-533.5K	77.6M	-216.7K	1.24	15.83	N/A	N/A	6,542	8,144	148,781	117,686
2015-10-05	$11.37	$16.00	65.1%	18.4%	131.1%	81.7%	62.8%	6.9%	-8.9%	-617.8K	71.4M	-247.9K	0.26	21.29	N/A	N/A	11,760	3,010	149,576	117,983
2015-10-06	$11.66	$16.00	60.0%	17.1%	131.1%	72.6%	51.1%	11.0%	-8.2%	-580.6K	68.7M	-275.0K	0.22	16.13	N/A	N/A	43,262	9,655	155,782	120,070
2015-10-07	$11.70	$16.00	56.1%	17.1%	131.3%	65.6%	42.0%	8.9%	-9.3%	-293.7K	62.9M	-306.4K	0.34	20.19	N/A	N/A	26,202	8,811	174,378	120,336
2015-10-08	$13.27	$16.00	67.6%	19.5%	140.3%	86.2%	64.4%	9.6%	-11.9%	120.8K	13.0M	-477.4K	0.73	26.16	N/A	N/A	64,716	47,266	179,455	120,936
2015-10-09	$12.77	$15.00	58.0%	18.1%	140.6%	69.0%	58.2%	10.1%	-10.2%	159.3K	13.4M	-509.7K	2.41	35.06	N/A	N/A	10,523	25,380	194,383	136,104
2015-10-12	$12.49	$15.00	70.4%	18.3%	140.7%	91.3%	64.2%	7.3%	-9.7%	194.0K	23.1M	-482.8K	2.73	22.90	N/A	N/A	9,318	25,410	201,380	136,275
2015-10-13	$12.23	$15.00	71.7%	18.3%	140.7%	93.5%	55.8%	6.7%	-9.2%	121.0K	29.7M	-464.1K	4.32	22.06	N/A	N/A	6,085	26,300	201,618	136,271
2015-10-14	$12.43	$15.00	61.9%	17.7%	140.4%	75.9%	56.7%	8.8%	-8.4%	148.2K	24.9M	-463.4K	4.38	23.39	N/A	N/A	5,863	25,655	202,350	136,425
2015-10-15	$12.10	$15.00	62.9%	18.0%	140.5%	77.8%	58.2%	10.1%	-10.0%	9.9K	37.6M	-428.4K	4.88	24.76	N/A	N/A	5,189	25,328	202,470	136,233
2015-10-16	$11.95	$15.00	60.8%	17.4%	140.5%	74.1%	35.1%	6.5%	-8.6%	-142.3K	45.6M	-409.8K	5.94	21.54	N/A	N/A	4,232	25,157	202,545	136,388
2015-10-19	$11.46	$15.00	62.6%	17.9%	140.6%	77.2%	47.0%	8.2%	-4.1%	-197.8K	60.7M	-363.8K	5.22	24.09	N/A	N/A	4,758	24,836	193,626	130,979
2015-10-20	$11.44	$15.00	62.5%	17.9%	140.6%	77.0%	53.1%	6.9%	-4.5%	-167.2K	59.3M	-364.4K	3.70	19.81	N/A	N/A	6,680	24,737	193,916	131,209
2015-10-21	$11.25	$15.00	62.4%	17.9%	140.4%	76.9%	43.9%	8.4%	-4.4%	-211.8K	65.1M	-340.5K	4.26	17.15	N/A	N/A	5,767	24,588	195,256	131,283
2015-10-22	$11.36	$15.00	61.7%	17.7%	140.6%	75.6%	57.7%	8.0%	-6.6%	-218.8K	64.5M	-336.2K	9.66	20.82	N/A	N/A	2,549	24,634	195,246	131,355
2015-10-23	$11.63	$15.00	58.1%	16.7%	141.1%	69.2%	55.1%	10.0%	-6.6%	-166.0K	59.9M	-352.5K	9.75	19.19	N/A	N/A	2,881	28,078	195,814	131,391
2015-10-26	$11.67	$15.00	57.6%	16.5%	68.4%	68.2%	55.8%	7.0%	-3.3%	-150.0K	57.3M	-345.3K	4.20	14.46	N/A	N/A	5,816	24,420	195,661	130,154
2015-10-27	$11.94	$15.00	51.0%	14.6%	63.5%	56.4%	55.2%	5.2%	-1.5%	-111.3K	49.5M	-347.7K	2.57	23.61	N/A	N/A	8,887	22,872	197,200	129,704
2015-10-28	$13.18	$15.00	47.2%	13.5%	70.1%	49.7%	46.2%	8.3%	-0.9%	412.8K	2.5M	-401.4K	0.28	21.91	N/A	N/A	9,499	2,624	202,635	128,155
2015-10-29	$13.22	$15.00	50.0%	14.3%	69.2%	54.8%	45.9%	8.8%	-4.1%	563.2K	-1.3M	-409.1K	0.66	18.49	N/A	N/A	3,526	2,319	207,598	128,188
2015-10-30	$13.18	$15.00	47.6%	13.6%	68.1%	50.4%	50.9%	8.0%	-1.9%	573.8K	331.1K	-403.2K	0.75	20.14	N/A	N/A	3,565	2,672	207,937	128,221