HUN Options History — October 2016

In October 2016, HUN traded between $15.66 and $17.61. ATM implied volatility averaged 43.3%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 2.9% (HV 20d: 40.4%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.59.

Notable Days

  • 2016-10-07: Highest Volume — 9,464 contracts
  • 2016-10-28: Largest IV drop — 11.6% change
  • 2016-10-17: Highest IV Rank — 20.3%
  • 2016-10-17: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.37$15.66$17.61$16.22$17.00
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV43.3%37.2%48.3%39.0%39.8%
Expected Move12.6%11.1%13.8%11.2%11.4%
HV 20d40.4%29.3%57.4%55.8%40.7%
HV 60d42.6%41.4%44.6%42.5%44.6%
IV Rank14.0%6.3%20.3%8.6%9.7%
IV Percentile28.9%8.7%46.4%15.5%21.4%
Term Structure-1.8%-5.3%5.0%4.7%-0.4%
VWIV44.2%37.3%50.1%42.6%40.8%
Skew 25d6.1%2.9%9.2%5.4%5.3%
Skew 10d13.7%5.8%24.0%12.2%18.9%
Call IV 25d41.5%36.7%45.4%38.2%38.4%
Put IV 25d47.7%43.1%53.2%43.5%43.7%
Bid-Ask Spread %34.7516.5673.0537.3154.91
Gamma HHI0.160.120.230.130.23
Net GEX969.4K741.6K1.3M835.3K1.1M
Net DEX-43.9M-57.8M-35.0M-41.8M-50.1M
Net VEX-196.9K-212.7K-180.8K-211.2K-186.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.251.071.000.44
Total Volume5,152.2862,3239,4645,7224,466
Total OI91,684.14384,46495,22789,39591,131

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-10-03$16.22$15.0039.0%11.2%55.8%8.6%42.6%5.4%4.7%835.3K-41.8M-211.2K1.0037.31N/AN/A2,8662,85665,46023,935
2016-10-04$15.88$15.0040.8%11.7%56.0%10.9%45.9%2.9%4.8%741.6K-38.0M-202.4K0.8725.56N/AN/A3,0232,63165,47223,976
2016-10-05$16.39$15.0039.3%11.3%57.4%9.0%37.3%5.9%5.0%883.2K-43.4M-211.5K0.6673.05N/AN/A3,9792,62165,62623,841
2016-10-06$16.57$15.0037.2%12.1%55.5%6.3%41.4%4.8%-2.5%1.0M-46.8M-206.3K0.5922.33N/AN/A5,0943,01266,78323,832
2016-10-07$16.81$15.0040.3%12.3%49.7%10.2%43.2%6.9%-3.0%1.1M-51.3M-212.7K0.3727.03N/AN/A6,9272,53767,63023,915
2016-10-10$16.75$15.0040.9%12.7%49.7%11.0%44.8%5.9%-2.8%1.3M-53.1M-208.8K0.4426.06N/AN/A5,6312,48070,05823,990
2016-10-11$16.14$15.0044.5%13.5%39.5%15.5%43.2%6.8%-4.1%989.1K-42.1M-210.8K0.5123.85N/AN/A4,5132,32270,26524,223
2016-10-12$16.27$15.0046.6%13.4%38.5%18.2%48.5%7.5%-3.4%1.1M-44.3M-207.1K0.5334.03N/AN/A4,2142,23570,43224,268
2016-10-13$16.04$15.0048.0%13.8%38.3%19.9%50.1%9.2%-4.6%952.3K-39.6M-202.3K0.6327.80N/AN/A3,7132,34770,50724,264
2016-10-14$15.91$15.0047.5%13.6%38.5%19.3%46.6%7.6%-5.3%922.5K-39.1M-199.4K0.5322.18N/AN/A2,9251,55570,55524,311
2016-10-17$15.66$15.0048.3%13.8%39.2%20.3%48.7%7.0%-5.1%775.8K-35.0M-190.3K0.6621.38N/AN/A1,7621,16870,62124,331
2016-10-18$15.79$15.0047.2%13.5%39.0%18.9%47.5%5.2%-4.8%840.5K-36.8M-188.9K0.5716.56N/AN/A2,1321,22370,60424,276
2016-10-19$16.25$15.0045.7%13.1%31.6%17.0%45.8%5.5%-3.6%1.1M-43.1M-193.6K0.6627.91N/AN/A1,8201,19370,95124,276
2016-10-20$16.48$15.0045.5%13.0%31.8%16.7%44.7%5.4%-3.4%1.2M-45.5M-193.0K0.6027.46N/AN/A2,0541,23670,83724,294
2016-10-21$16.51$15.0042.9%12.3%30.0%13.5%42.2%7.0%-2.3%792.6K-46.0M-188.6K0.4047.84N/AN/A2,11384070,76624,292
2016-10-24$16.47$15.0044.4%12.7%29.8%15.4%43.4%5.9%0.4%815.1K-41.9M-180.8K0.5918.99N/AN/A1,7261,02762,85821,606
2016-10-25$16.23$15.0045.8%13.1%30.2%17.2%44.8%5.4%-1.8%770.3K-39.9M-183.3K0.2547.20N/AN/A4,2121,06863,33721,696
2016-10-26$16.56$15.0042.3%12.1%29.3%12.7%42.5%6.8%-1.8%965.1K-44.4M-184.8K0.7543.03N/AN/A1,32799666,10221,812
2016-10-27$16.33$15.0044.0%12.6%29.6%14.9%44.1%3.0%-2.4%902.8K-42.8M-183.7K1.0739.88N/AN/A2,0612,20666,36422,085
2016-10-28$17.61$15.0038.9%11.1%38.4%8.5%40.2%9.2%-0.5%1.2M-57.8M-188.8K0.2765.47N/AN/A4,7921,29566,55123,234
2016-10-31$17.00$15.0039.8%11.4%40.7%9.7%40.8%5.3%-0.4%1.1M-50.1M-186.0K0.4454.91N/AN/A3,1091,35767,63923,492