HUN Options History — February 2016

In February 2016, HUN traded between $8.13 and $10.85. ATM implied volatility averaged 74.8%, placing in the 68.1% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded below realized volatility by 1.7% (HV 20d: 76.5%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.05.

Notable Days

  • 2016-02-18: Highest Volume — 17,026 contracts
  • 2016-02-10: Largest IV drop — 27.5% change
  • 2016-02-05: Highest IV Rank — 100.0%
  • 2016-02-09: Largest Expected Move — 24.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.23$8.13$10.85$8.82$10.85
Max Pain$9.10$8.00$10.00$10.00$9.00
ATM IV74.8%58.4%112.0%75.4%64.9%
Expected Move20.7%16.7%24.6%21.6%18.6%
HV 20d76.5%69.4%81.4%69.4%76.0%
HV 60d64.4%57.9%69.2%57.9%67.4%
IV Rank68.1%42.1%100.0%88.0%49.1%
IV Percentile90.7%75.4%100.0%95.2%83.7%
Term Structure-5.0%-13.5%1.3%-6.5%-1.3%
VWIV74.0%62.3%97.8%77.9%65.9%
Skew 25d11.8%1.9%31.7%9.9%1.9%
Skew 10d33.2%9.7%64.8%46.0%30.8%
Call IV 25d67.3%55.9%78.0%74.5%66.4%
Put IV 25d79.2%67.4%94.1%84.4%68.3%
Bid-Ask Spread %23.9512.3735.7817.9429.75
Gamma HHI0.250.190.360.240.20
Net GEX178.4K57.8K481.5K100.4K322.7K
Net DEX1.4M-12.8M9.5M6.1M-12.8M
Net VEX-89.2K-130.5K-63.8K-71.6K-130.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.403.550.750.71
Total Volume5,860.752,96717,0264,1568,204
Total OI74,894.159,63493,21371,75972,009

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-02-01$8.82$10.0075.4%21.6%69.4%88.0%77.9%9.9%-6.5%100.4K6.1M-71.6K0.7517.94N/AN/A2,3761,78045,27726,482
2016-02-02$8.26$10.0082.4%23.6%71.7%98.9%81.4%8.0%-9.8%69.3K8.6M-63.8K0.8115.01N/AN/A1,8771,51245,79826,799
2016-02-03$8.83$10.0076.7%22.0%76.4%90.0%78.0%12.7%-8.2%117.7K6.2M-70.5K0.5812.37N/AN/A2,8141,62946,20127,030
2016-02-04$9.41$8.0077.3%21.4%79.1%90.9%72.9%13.9%-8.2%150.9K1.9M-84.5K0.6328.07N/AN/A3,8372,42447,14627,172
2016-02-05$8.99$9.0085.4%21.1%76.5%100.0%74.6%9.8%-6.9%141.8K4.1M-82.4K0.6425.61N/AN/A2,5381,61449,02628,133
2016-02-08$8.54$9.0092.9%22.6%78.2%100.0%79.0%14.4%-10.8%116.6K7.6M-74.2K1.0727.71N/AN/A2,7252,90949,10428,139
2016-02-09$8.38$9.00112.0%24.6%76.0%100.0%81.0%16.1%-13.5%98.4K7.5M-72.5K1.4128.34N/AN/A1,9182,70850,23429,015
2016-02-10$8.36$9.0081.2%23.3%76.0%66.7%77.0%10.5%-12.2%96.8K8.2M-72.1K0.8125.94N/AN/A3,0372,45050,41529,013
2016-02-11$8.13$9.0082.8%23.7%76.3%68.4%93.4%9.3%-8.0%57.8K9.5M-70.3K1.4035.78N/AN/A1,8542,59250,08229,991
2016-02-12$8.83$9.0076.1%21.8%81.4%61.2%97.8%31.7%-4.8%199.3K6.7M-78.1K0.9127.71N/AN/A2,5402,30350,29629,730
2016-02-16$9.23$9.0074.0%21.2%80.0%59.0%75.6%18.8%-5.1%404.8K1.1M-81.2K0.9918.75N/AN/A2,0061,98951,26227,841
2016-02-17$9.77$9.0068.7%19.7%77.5%53.2%69.0%10.4%-3.1%377.8K-4.0M-89.4K0.8626.16N/AN/A3,1392,71251,62528,277
2016-02-18$9.89$9.0064.3%18.4%77.5%48.5%63.8%12.6%-1.4%481.5K-5.4M-91.6K0.6329.24N/AN/A10,4366,59052,20928,696
2016-02-19$9.56$9.0061.3%17.6%78.9%45.3%66.1%9.1%-0.5%137.1K-3.8M-102.3K1.3219.53N/AN/A1,7912,36560,19833,015
2016-02-22$9.54$9.0065.3%18.7%78.8%49.6%67.7%11.5%1.3%142.6K-2.6M-98.6K3.5523.01N/AN/A1,9246,82338,70020,934
2016-02-23$9.26$9.0069.1%19.8%75.1%53.7%68.2%5.1%-1.1%57.9K929.9K-103.2K1.1822.18N/AN/A1,7532,07539,44725,783
2016-02-24$9.73$9.0065.2%18.7%76.4%49.5%64.1%11.5%-0.2%97.0K-1.6M-111.5K0.6424.77N/AN/A4,6903,02139,60425,843
2016-02-25$9.66$9.0063.1%18.1%73.0%47.2%64.2%12.1%0.3%162.4K-2.5M-113.1K1.7220.51N/AN/A1,0901,87742,92325,660
2016-02-26$10.51$9.0058.4%16.7%75.9%42.1%62.3%7.0%0.1%235.8K-8.4M-122.0K0.4020.72N/AN/A5,1952,09843,14125,632
2016-02-29$10.85$9.0064.9%18.6%76.0%49.1%65.9%1.9%-1.3%322.7K-12.8M-130.5K0.7129.75N/AN/A4,8073,39746,51925,490