HUN Options History — August 2016

In August 2016, HUN traded between $14.89 and $17.79. ATM implied volatility averaged 36.7%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 0.4% (HV 20d: 36.3%). Max pain ranged from $13.00 to $17.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.46.

Notable Days

2016-08-19: Highest Volume — 11,643 contracts
2016-08-31: Largest IV spike — 12.1% change
2016-08-02: Highest IV Rank — 9.7%
2016-08-02: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.60	$14.89	$17.79	$15.40	$17.32
Max Pain	$16.17	$13.00	$17.00	$13.00	$17.00
ATM IV	36.7%	33.6%	41.6%	40.2%	37.9%
Expected Move	10.5%	9.6%	11.9%	11.5%	10.9%
HV 20d	36.3%	32.6%	45.0%	45.0%	34.6%
HV 60d	50.3%	49.6%	51.0%	50.5%	50.8%
IV Rank	3.6%	0.0%	9.7%	9.2%	5.4%
IV Percentile	6.0%	0.0%	19.0%	16.3%	10.3%
Term Structure	2.2%	-0.3%	6.2%	1.3%	1.0%
VWIV	36.5%	31.6%	43.3%	39.2%	33.7%
Skew 25d	5.0%	2.1%	7.7%	4.9%	6.2%
Skew 10d	8.8%	-14.4%	26.1%	2.1%	-9.9%
Call IV 25d	34.1%	30.1%	41.4%	38.9%	32.8%
Put IV 25d	39.1%	34.0%	43.8%	43.8%	39.0%
Bid-Ask Spread %	25.04	14.44	70.81	34.91	27.02
Gamma HHI	0.23	0.14	0.61	0.15	0.21
Net GEX	1.3M	698.0K	2.7M	1.2M	1.0M
Net DEX	-53.7M	-77.9M	-38.4M	-45.3M	-45.2M
Net VEX	-170.8K	-184.9K	-160.2K	-160.2K	-184.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.06	1.62	0.91	0.30
Total Volume	4,961.174	794	11,643	7,174	5,797
Total OI	88,950.696	67,655	103,687	92,285	77,627

Daily Data (23 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
2016-08-01	$15.40	$13.00	40.2%	11.5%	45.0%	9.2%	39.2%	4.9%	1.3%	1.2M	-45.3M	-160.2K	0.91	34.91	N/A	N/A	3,756	3,418	69,096	23,189
2016-08-02	$14.89	$13.00	41.6%	11.9%	41.3%	9.7%	43.3%	2.1%	1.0%	1.0M	-38.4M	-165.3K	0.71	31.72	N/A	N/A	3,514	2,510	69,294	25,711
2016-08-03	$15.37	$13.00	41.6%	11.9%	42.1%	9.7%	38.1%	5.0%	-0.3%	1.1M	-43.9M	-162.4K	0.87	24.87	N/A	N/A	2,748	2,381	69,260	24,822
2016-08-04	$15.62	$15.00	38.3%	11.1%	41.0%	5.4%	40.3%	6.8%	3.4%	1.2M	-47.2M	-163.0K	0.29	24.17	N/A	N/A	2,696	784	69,559	24,836
2016-08-05	$15.85	$15.00	37.9%	11.0%	32.6%	4.9%	39.1%	5.1%	3.2%	1.3M	-51.1M	-164.9K	0.38	17.21	N/A	N/A	2,644	992	69,648	24,859
2016-08-08	$16.52	$16.00	37.0%	10.7%	34.4%	3.8%	39.2%	5.3%	2.6%	1.5M	-60.8M	-162.3K	0.18	26.24	N/A	N/A	5,654	1,041	69,812	24,991
2016-08-09	$16.39	$16.00	39.3%	11.0%	32.6%	6.8%	39.1%	6.2%	0.9%	1.6M	-61.0M	-174.9K	0.24	24.80	N/A	N/A	3,831	908	72,399	25,293
2016-08-10	$16.31	$16.00	39.2%	11.2%	32.6%	6.6%	37.6%	4.0%	2.3%	1.6M	-60.2M	-174.5K	0.47	20.75	N/A	N/A	3,835	1,807	72,648	25,366
2016-08-11	$16.57	$17.00	36.5%	10.5%	32.9%	3.1%	37.1%	7.7%	3.1%	1.7M	-62.8M	-177.0K	0.53	19.15	N/A	N/A	3,287	1,738	73,183	26,319
2016-08-12	$16.40	$17.00	38.0%	10.9%	33.2%	5.1%	37.1%	7.2%	2.2%	1.7M	-60.0M	-169.2K	0.33	19.74	N/A	N/A	3,718	1,243	73,621	26,426
2016-08-15	$17.12	$17.00	37.1%	10.6%	36.2%	3.9%	37.1%	5.6%	2.1%	1.9M	-72.7M	-173.9K	0.13	19.54	N/A	N/A	6,536	820	73,744	26,954
2016-08-16	$16.77	$17.00	36.3%	10.4%	36.6%	2.9%	36.9%	4.4%	4.2%	1.9M	-68.8M	-167.2K	0.24	14.44	N/A	N/A	3,372	804	75,405	27,033
2016-08-17	$16.69	$17.00	34.0%	9.7%	35.4%	0.0%	35.1%	3.8%	6.2%	1.8M	-65.7M	-171.8K	0.17	22.81	N/A	N/A	679	115	75,836	27,155
2016-08-18	$17.02	$17.00	35.7%	10.2%	35.8%	2.3%	35.0%	5.9%	3.0%	2.7M	-73.0M	-165.5K	1.62	16.72	N/A	N/A	756	1,222	76,096	27,148
2016-08-19	$17.06	$17.00	33.7%	9.7%	35.6%	0.0%	32.5%	6.0%	5.5%	698.0K	-77.9M	-170.3K	0.06	22.47	N/A	N/A	10,959	684	76,615	27,072
2016-08-22	$16.98	$17.00	34.3%	9.8%	35.7%	0.7%	34.3%	4.2%	1.5%	779.2K	-39.9M	-169.9K	0.32	20.29	N/A	N/A	2,539	803	51,938	15,717
2016-08-23	$17.43	$17.00	33.7%	9.6%	36.1%	0.0%	31.6%	4.1%	0.7%	907.3K	-44.5M	-174.6K	0.27	18.91	N/A	N/A	4,125	1,126	52,472	15,924
2016-08-24	$16.77	$17.00	34.6%	9.9%	37.3%	1.2%	36.2%	4.0%	0.8%	836.9K	-39.4M	-171.9K	0.55	22.91	N/A	N/A	588	325	54,500	16,394
2016-08-25	$17.11	$17.00	35.0%	10.0%	37.5%	1.8%	35.3%	5.2%	0.5%	904.3K	-41.6M	-176.8K	0.61	20.57	N/A	N/A	2,133	1,300	54,735	16,625
2016-08-26	$17.00	$17.00	33.6%	9.6%	35.8%	0.0%	34.3%	2.6%	2.8%	835.5K	-40.9M	-171.5K	0.49	36.04	N/A	N/A	2,338	1,136	54,552	16,915
2016-08-29	$17.48	$17.00	34.2%	9.8%	36.5%	0.7%	33.1%	4.7%	-0.0%	972.5K	-45.7M	-173.9K	0.73	19.73	N/A	N/A	2,523	1,835	54,721	16,980
2016-08-30	$17.79	$17.00	33.8%	9.7%	33.5%	0.2%	35.6%	4.9%	1.7%	1.0M	-49.9M	-183.6K	0.26	70.81	N/A	N/A	7,213	1,874	55,647	17,729
2016-08-31	$17.32	$17.00	37.9%	10.9%	34.6%	5.4%	33.7%	6.2%	1.0%	1.0M	-45.2M	-184.9K	0.30	27.02	N/A	N/A	4,466	1,331	59,564	18,063