HUN Options History — April 2016

In April 2016, HUN traded between $12.69 and $15.87. ATM implied volatility averaged 52.7%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 15.0% (HV 20d: 37.7%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.99.

Notable Days

  • 2016-04-06: Highest Volume — 21,416 contracts
  • 2016-04-28: Largest IV drop — 14.8% change
  • 2016-04-11: Highest IV Rank — 44.9%
  • 2016-04-07: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.26$12.69$15.87$13.50$15.76
Max Pain$12.95$12.00$13.00$12.00$13.00
ATM IV52.7%44.6%61.0%47.0%44.6%
Expected Move15.2%12.8%17.0%13.5%12.8%
HV 20d37.7%29.3%55.4%53.4%32.1%
HV 60d60.8%52.5%67.3%67.3%52.5%
IV Rank35.9%27.1%44.9%29.8%27.1%
IV Percentile57.5%36.5%76.2%47.6%36.5%
Term Structure-3.1%-6.6%8.3%8.3%-0.4%
VWIV52.3%43.7%59.5%48.1%43.7%
Skew 25d6.7%2.1%10.0%2.1%7.5%
Skew 10d15.1%-1.1%21.8%8.6%-1.1%
Call IV 25d49.8%41.6%56.4%45.7%41.6%
Put IV 25d56.4%46.5%64.8%47.8%49.1%
Bid-Ask Spread %21.8414.2559.7419.6559.74
Gamma HHI0.240.200.440.220.21
Net GEX924.8K-15.4K1.6M855.5K1.4M
Net DEX-49.7M-83.0M-18.1M-36.8M-82.6M
Net VEX-201.3K-214.6K-185.5K-210.1K-214.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.1010.400.800.19
Total Volume7,409.3812,39621,4162,8477,792
Total OI117,987103,621128,385110,656123,452

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-04-01$13.50$12.0047.0%13.5%53.4%29.8%48.1%2.1%8.3%855.5K-36.8M-210.1K0.8019.65N/AN/A1,5781,26971,63939,017
2016-04-04$13.00$13.0051.4%16.2%55.4%34.5%52.7%4.4%-0.8%767.8K-29.8M-202.8K1.0118.56N/AN/A1,2581,27171,88839,095
2016-04-05$13.04$13.0053.7%16.3%49.6%37.0%52.4%6.9%-3.0%770.6K-29.2M-201.6K1.0015.38N/AN/A1,1981,19871,84339,490
2016-04-06$13.04$13.0055.0%16.9%37.8%38.4%59.5%7.5%-4.1%764.8K-28.5M-197.1K10.4021.87N/AN/A1,87819,53871,94339,510
2016-04-07$12.69$13.0058.4%17.0%39.4%42.1%54.6%8.4%-3.9%-15.4K-18.1M-203.8K2.5420.19N/AN/A1,4853,77872,62954,890
2016-04-08$12.99$13.0053.9%16.3%39.9%37.3%53.9%7.6%-3.6%173.4K-24.4M-202.1K0.2714.25N/AN/A3,28989772,68154,878
2016-04-11$13.10$13.0061.0%16.4%38.8%44.9%56.5%5.9%-3.2%345.2K-29.0M-197.5K0.3614.51N/AN/A2,08574872,94154,877
2016-04-12$13.60$13.0059.7%16.1%40.2%43.5%55.5%7.0%-4.7%657.5K-36.6M-197.0K0.2321.04N/AN/A3,98492173,11954,883
2016-04-13$13.99$13.0053.5%15.3%40.8%36.8%52.7%6.0%-3.2%1.2M-45.8M-189.4K0.2216.86N/AN/A6,0421,32572,65654,949
2016-04-14$14.02$13.0052.0%14.9%40.0%35.2%52.8%8.2%-3.5%1.6M-46.7M-185.5K0.4414.99N/AN/A3,2361,41272,79255,046
2016-04-15$14.41$13.0052.6%15.1%34.7%35.8%51.3%9.2%-4.3%805.3K-54.2M-186.8K0.1020.39N/AN/A14,9471,44072,83255,553
2016-04-18$14.44$13.0053.9%15.5%34.6%37.3%50.7%9.9%-4.4%899.4K-47.7M-189.6K0.1615.96N/AN/A11,5301,83168,56635,055
2016-04-19$14.82$13.0050.3%14.4%35.4%33.4%51.5%10.0%-2.6%948.9K-54.3M-196.3K0.1117.86N/AN/A13,3161,51370,61135,365
2016-04-20$15.13$13.0047.7%13.7%35.7%30.6%48.5%7.4%-1.0%1.1M-63.7M-203.9K0.2320.44N/AN/A4,35599975,07935,544
2016-04-21$15.13$13.0053.0%15.2%29.8%36.2%50.9%5.7%-5.8%1.1M-64.9M-209.2K0.1424.17N/AN/A7,02698476,48435,556
2016-04-22$15.22$13.0051.5%14.8%29.3%34.6%49.1%5.5%-4.3%1.2M-66.7M-208.3K0.2521.16N/AN/A3,58289878,52435,675
2016-04-25$14.91$13.0054.4%15.6%30.9%37.8%54.3%4.9%-5.9%1.2M-62.9M-206.8K0.9917.75N/AN/A2,3372,30879,17935,787
2016-04-26$15.35$13.0053.8%15.4%31.3%37.2%55.2%6.5%-6.6%1.2M-68.7M-208.4K0.8319.31N/AN/A2,2501,87279,32637,263
2016-04-27$15.45$13.0053.4%15.3%31.2%36.7%54.8%6.0%-6.0%1.2M-70.7M-211.6K0.2541.25N/AN/A6,9251,72479,54337,453
2016-04-28$15.87$13.0045.5%13.1%31.7%28.2%48.8%3.4%-1.5%1.3M-83.0M-205.3K0.2923.41N/AN/A7,4192,15982,53037,584
2016-04-29$15.76$13.0044.6%12.8%32.1%27.1%43.7%7.5%-0.4%1.4M-82.6M-214.6K0.1959.74N/AN/A6,5231,26985,52937,923