HUN Options History — July 2016

In July 2016, HUN traded between $12.82 and $16.12. ATM implied volatility averaged 46.8%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 19.4% (HV 20d: 66.2%). Max pain ranged from $13.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2016-07-12: Highest Volume — 9,842 contracts
  • 2016-07-05: Largest IV spike — 24.6% change
  • 2016-07-11: Highest IV Rank — 34.5%
  • 2016-07-07: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.10$12.82$16.12$13.57$15.46
Max Pain$13.10$13.00$15.00$15.00$13.00
ATM IV46.8%39.0%52.9%39.4%41.0%
Expected Move13.5%11.2%15.3%11.3%11.8%
HV 20d66.2%42.0%75.3%66.4%44.8%
HV 60d50.4%47.5%51.3%47.5%50.6%
IV Rank21.9%7.7%34.5%19.5%10.2%
IV Percentile34.7%13.5%54.4%20.2%17.9%
Term Structure-2.5%-5.1%7.0%7.0%1.1%
VWIV45.6%40.6%54.0%41.0%40.6%
Skew 25d6.1%3.4%9.8%3.4%5.5%
Skew 10d14.3%3.8%29.1%11.9%3.8%
Call IV 25d44.2%37.3%49.8%42.0%37.3%
Put IV 25d50.4%42.6%57.1%45.3%42.7%
Bid-Ask Spread %25.8514.7754.6427.2335.97
Gamma HHI0.130.100.160.100.16
Net GEX890.2K285.2K1.2M412.5K1.2M
Net DEX-40.8M-53.2M-10.4M-17.3M-45.9M
Net VEX-175.5K-191.1K-153.3K-166.3K-160.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.130.870.260.87
Total Volume6,064.553,2059,8424,7857,026
Total OI89,122.5583,85895,44583,85890,572

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-07-01$13.57$15.0039.4%11.3%66.4%19.5%41.0%3.4%7.0%412.5K-17.3M-166.3K0.2627.23N/AN/A3,80797859,97723,881
2016-07-05$12.82$13.0049.1%15.0%66.2%30.2%52.9%6.3%-4.8%285.2K-10.4M-153.3K0.2919.80N/AN/A7,6062,20660,09023,898
2016-07-06$12.91$13.0049.0%15.2%66.4%30.1%54.0%6.8%-5.1%384.6K-13.1M-160.1K0.8321.61N/AN/A3,8403,17963,58824,219
2016-07-07$13.39$13.0051.2%15.3%67.8%32.5%50.7%9.8%-5.1%454.0K-17.8M-168.8K0.2118.68N/AN/A5,1401,06663,93425,475
2016-07-08$14.43$13.0048.9%14.5%73.9%30.1%48.0%7.1%-5.0%679.3K-31.2M-179.1K0.1320.43N/AN/A7,7271,00364,64525,613
2016-07-11$14.81$13.0052.9%14.0%74.6%34.5%47.6%5.4%-5.1%821.8K-38.6M-184.3K0.2621.64N/AN/A4,1411,08266,82825,627
2016-07-12$15.36$13.0052.4%14.9%74.6%33.9%49.1%6.5%-4.9%936.5K-46.7M-184.9K0.1522.39N/AN/A8,5671,27567,09425,599
2016-07-13$15.53$13.0047.6%13.7%74.7%28.6%44.3%9.4%-2.8%1.1M-49.3M-189.4K0.2729.25N/AN/A4,6961,26869,60525,470
2016-07-14$15.63$13.0048.1%13.8%74.6%22.1%44.7%8.0%-4.0%1.1M-51.8M-191.1K0.2354.64N/AN/A4,8421,09969,52625,602
2016-07-15$15.63$13.0047.4%13.6%74.6%21.2%46.2%7.0%-2.4%920.7K-51.6M-186.3K0.1938.97N/AN/A5,7021,07869,78325,662
2016-07-18$15.74$13.0046.2%13.2%74.4%19.7%44.6%6.2%-1.6%966.1K-46.9M-181.6K0.2124.14N/AN/A3,86782963,18821,693
2016-07-19$15.50$13.0047.7%13.7%74.5%19.3%44.1%4.9%-1.5%948.5K-45.1M-179.5K0.2621.41N/AN/A3,58291763,61821,826
2016-07-20$15.98$13.0046.5%13.3%75.2%17.3%43.1%6.3%-3.3%1.0M-50.1M-184.6K0.2328.88N/AN/A3,51979963,86022,119
2016-07-21$15.91$13.0046.6%13.4%75.3%17.5%45.2%5.3%-2.7%1.0M-49.8M-177.0K0.1923.41N/AN/A4,71787363,99922,121
2016-07-22$15.80$13.0046.1%13.2%74.2%16.6%43.8%4.8%-2.6%1.1M-48.9M-179.9K0.2626.76N/AN/A3,41089965,48822,144
2016-07-25$15.80$13.0047.2%13.5%61.4%18.1%43.7%7.2%-3.8%1.1M-48.8M-175.2K0.3514.77N/AN/A2,36683965,37222,231
2016-07-26$16.12$13.0046.3%13.3%42.0%16.9%46.0%4.3%-2.6%1.1M-53.2M-174.8K0.4719.83N/AN/A4,1121,93665,48322,261
2016-07-27$15.64$13.0042.4%12.2%44.4%12.0%41.7%3.6%-1.2%1.1M-47.1M-169.2K0.1720.99N/AN/A5,90298566,48823,296
2016-07-28$15.90$13.0039.0%11.2%43.1%7.7%41.5%5.1%0.2%1.2M-51.4M-163.8K0.4926.27N/AN/A2,9541,45767,95722,619
2016-07-29$15.46$13.0041.0%11.8%44.8%10.2%40.6%5.5%1.1%1.2M-45.9M-160.3K0.8735.97N/AN/A3,7553,27167,97722,595