HUN Options History — November 2016

In November 2016, HUN traded between $16.80 and $19.50. ATM implied volatility averaged 40.0%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 2.9% (HV 20d: 37.1%). Max pain ranged from $15.00 to $19.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.65.

Notable Days

  • 2016-11-28: Highest Volume — 30,259 contracts
  • 2016-11-08: Largest IV drop — 12.1% change
  • 2016-11-07: Highest IV Rank — 18.4%
  • 2016-11-01: Largest Expected Move — 12.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.43$16.80$19.50$17.02$19.50
Max Pain$17.43$15.00$19.00$15.00$19.00
ATM IV40.0%35.1%46.8%42.6%40.3%
Expected Move11.2%10.1%12.2%12.2%11.6%
HV 20d37.1%29.3%39.7%39.7%30.6%
HV 60d43.4%42.5%44.2%43.8%43.3%
IV Rank9.9%3.7%18.4%13.2%10.3%
IV Percentile20.5%4.8%44.0%29.8%28.2%
Term Structure-1.6%-4.0%0.8%0.7%-4.0%
VWIV39.0%34.4%42.4%38.6%41.3%
Skew 25d6.6%3.6%9.0%6.2%8.2%
Skew 10d15.4%7.2%25.7%18.5%21.0%
Call IV 25d35.8%30.9%40.2%38.1%34.8%
Put IV 25d42.4%38.7%46.8%44.2%43.0%
Bid-Ask Spread %47.6220.6384.8151.1084.81
Gamma HHI0.220.180.300.230.18
Net GEX1.3M-271.5K1.7M1.1M669.8K
Net DEX-66.6M-89.4M-47.9M-49.8M-66.0M
Net VEX-176.7K-197.0K-167.6K-177.3K-186.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.650.188.690.447.70
Total Volume6,994.0482,46430,2594,72420,768
Total OI90,592.66776,615105,84891,24599,544

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-11-01$17.02$15.0042.6%12.2%39.7%13.2%38.6%6.2%0.7%1.1M-49.8M-177.3K0.4451.10N/AN/A3,2851,43967,59523,650
2016-11-02$16.80$15.0042.1%12.1%38.7%12.5%40.1%5.5%-0.9%1.1M-47.9M-178.8K0.4544.54N/AN/A2,9841,32868,13124,214
2016-11-03$16.81$17.0045.4%12.1%38.5%16.7%42.0%7.5%-1.8%1.1M-48.6M-182.8K0.7222.56N/AN/A2,5611,84068,13224,257
2016-11-04$17.07$17.0045.9%11.9%38.6%17.3%41.8%8.1%-0.6%1.1M-51.4M-186.4K1.0425.17N/AN/A2,4762,58468,30324,828
2016-11-07$17.24$17.0046.8%11.8%38.7%18.4%42.1%7.0%-2.3%1.3M-54.0M-174.7K0.7122.71N/AN/A1,5431,08868,33623,875
2016-11-08$17.53$17.0041.1%11.0%36.2%11.3%39.9%7.4%-1.1%1.4M-57.1M-174.0K0.8422.79N/AN/A1,3381,12668,34523,892
2016-11-09$17.86$17.0038.6%11.1%36.5%8.2%40.5%9.0%-2.4%1.6M-63.3M-170.2K1.1725.92N/AN/A1,8572,17968,40523,955
2016-11-10$18.56$17.0038.8%11.1%37.7%8.4%40.5%4.6%-0.3%1.6M-76.1M-173.0K0.4929.68N/AN/A4,9442,41068,44023,593
2016-11-11$18.48$17.0041.1%11.8%37.5%11.2%40.2%7.0%-3.1%1.7M-73.9M-171.7K0.7727.53N/AN/A2,0551,57369,28723,902
2016-11-14$18.59$17.0040.5%11.6%36.5%10.5%37.4%7.7%-2.7%1.7M-76.7M-172.8K0.1820.63N/AN/A6,0561,10569,37224,003
2016-11-15$19.34$18.0038.8%11.1%38.1%8.4%40.0%5.7%-2.8%1.6M-89.4M-178.2K0.2829.41N/AN/A4,7331,32270,72124,112
2016-11-16$18.90$18.0038.3%11.0%39.2%7.8%38.8%6.0%-0.5%1.7M-82.4M-173.7K0.4133.66N/AN/A3,0081,24771,15824,345
2016-11-17$19.15$18.0038.3%11.0%39.2%7.8%37.9%5.9%-0.7%1.6M-86.2M-173.7K0.2976.92N/AN/A4,0281,17671,14224,383
2016-11-18$19.13$18.0036.1%10.3%39.2%5.0%35.8%6.5%0.2%1.3M-88.1M-175.9K0.3576.83N/AN/A3,9691,37771,85924,366
2016-11-21$19.39$18.0036.2%10.4%39.1%5.1%35.1%6.4%-2.9%1.3M-69.3M-172.7K0.4974.77N/AN/A1,99298559,36217,253
2016-11-22$19.43$18.0036.9%10.6%38.3%6.0%34.4%5.8%-2.2%1.4M-70.2M-173.9K0.4678.76N/AN/A3,1971,47159,90117,375
2016-11-23$19.41$18.0035.1%10.1%38.2%3.7%34.7%8.3%-0.0%1.4M-70.1M-175.9K0.4527.85N/AN/A2,7081,22760,56017,859
2016-11-25$19.32$18.0037.0%10.6%37.6%6.1%35.6%5.9%0.8%1.3M-68.8M-172.8K0.3775.90N/AN/A2,65098260,63118,397
2016-11-28$18.57$18.0040.8%11.7%32.2%10.9%42.4%3.6%-4.0%1.2M-60.0M-167.6K8.3269.11N/AN/A3,24627,01360,66718,448
2016-11-29$18.92$19.0038.7%11.1%29.3%8.2%38.8%6.9%-3.2%-271.5K-48.3M-197.0K8.6979.46N/AN/A1,44612,55961,65944,189
2016-11-30$19.50$19.0040.3%11.6%30.6%10.3%41.3%8.2%-4.0%669.8K-66.0M-186.7K7.7084.81N/AN/A2,38818,38061,71737,827