HUN Options History — December 2016

In December 2016, HUN traded between $19.01 and $20.32. ATM implied volatility averaged 36.8%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 8.7% (HV 20d: 28.1%). Max pain ranged from $12.00 to $19.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.52.

Notable Days

2016-12-13: Highest Volume — 13,141 contracts
2016-12-14: Largest IV drop — 22.6% change
2016-12-13: Highest IV Rank — 16.6%
2016-12-01: Largest Expected Move — 11.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.66	$19.01	$20.32	$19.36	$19.01
Max Pain	$15.76	$12.00	$19.00	$19.00	$17.00
ATM IV	36.8%	32.3%	45.4%	41.3%	33.6%
Expected Move	10.0%	9.2%	11.8%	11.8%	9.6%
HV 20d	28.1%	22.4%	30.5%	30.1%	22.5%
HV 60d	34.7%	31.1%	43.3%	43.3%	31.1%
IV Rank	5.8%	0.2%	16.6%	11.5%	1.9%
IV Percentile	14.1%	0.4%	44.0%	32.1%	3.6%
Term Structure	2.7%	-4.9%	5.5%	-4.9%	3.8%
VWIV	36.1%	32.5%	46.7%	43.5%	33.4%
Skew 25d	4.7%	2.9%	7.0%	6.1%	2.9%
Skew 10d	11.6%	1.4%	23.0%	15.6%	7.2%
Call IV 25d	32.7%	29.6%	37.6%	37.6%	33.1%
Put IV 25d	37.4%	34.8%	43.7%	43.7%	36.0%
Bid-Ask Spread %	37.68	18.31	91.69	35.00	46.59
Gamma HHI	0.24	0.22	0.32	0.23	0.23
Net GEX	744.3K	-314.6K	1.5M	-143.5K	1.2M
Net DEX	-55.9M	-79.3M	-41.4M	-56.8M	-41.4M
Net VEX	-158.8K	-197.0K	-129.4K	-197.0K	-130.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.08	1.29	0.77	0.09
Total Volume	8,057.143	3,173	13,141	4,317	8,626
Total OI	91,745.952	69,919	111,106	107,392	71,989

Daily Data (21 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
2016-12-01	$19.36	$19.00	41.3%	11.8%	30.1%	11.5%	43.5%	6.1%	-4.9%	-143.5K	-56.8M	-197.0K	0.77	35.00	N/A	N/A	2,439	1,878	61,732	45,660
2016-12-02	$19.25	$19.00	39.1%	11.2%	30.4%	8.7%	46.7%	6.2%	-3.6%	-314.6K	-55.0M	-193.4K	0.78	73.49	N/A	N/A	3,052	2,374	61,908	45,855
2016-12-05	$19.49	$12.00	40.4%	10.5%	30.3%	10.3%	35.9%	2.9%	0.1%	-103.5K	-61.6M	-190.1K	1.09	24.66	N/A	N/A	1,599	1,742	62,796	46,007
2016-12-06	$19.84	$12.00	38.9%	10.0%	30.5%	8.4%	36.6%	5.6%	2.5%	154.1K	-67.7M	-181.9K	1.29	21.02	N/A	N/A	1,844	2,387	62,928	46,466
2016-12-07	$19.94	$12.00	38.5%	9.8%	30.3%	7.9%	36.5%	5.8%	2.6%	264.4K	-71.1M	-181.7K	1.28	20.06	N/A	N/A	1,719	2,205	63,127	46,684
2016-12-08	$20.32	$12.00	40.3%	10.3%	30.3%	10.2%	35.8%	6.3%	1.6%	591.5K	-77.1M	-181.8K	0.87	21.57	N/A	N/A	1,694	1,479	63,468	47,375
2016-12-09	$20.31	$12.00	39.9%	10.0%	27.9%	9.7%	35.1%	7.0%	3.4%	650.9K	-79.3M	-175.5K	0.59	19.17	N/A	N/A	3,102	1,828	63,572	47,465
2016-12-12	$19.87	$12.00	44.7%	10.0%	29.3%	15.7%	43.2%	5.5%	2.0%	142.6K	-72.6M	-168.2K	0.21	21.61	N/A	N/A	9,723	2,023	63,423	47,683
2016-12-13	$19.67	$17.00	45.4%	9.9%	29.7%	16.6%	37.7%	3.2%	3.4%	75.6K	-47.3M	-166.0K	0.39	18.31	N/A	N/A	9,453	3,688	53,056	47,856
2016-12-14	$19.53	$17.00	35.1%	10.1%	26.5%	3.8%	38.6%	3.4%	3.5%	-312.1K	-46.5M	-165.8K	0.48	28.62	N/A	N/A	8,160	3,923	53,135	49,610
2016-12-15	$20.18	$17.00	35.2%	10.1%	27.3%	3.8%	34.7%	5.5%	2.3%	1.5M	-60.4M	-157.9K	0.43	21.39	N/A	N/A	8,197	3,499	53,266	49,930
2016-12-16	$19.79	$17.00	33.9%	9.7%	28.2%	2.3%	33.7%	3.7%	3.8%	1.4M	-56.8M	-137.2K	0.44	21.56	N/A	N/A	8,026	3,538	53,367	49,964
2016-12-19	$19.68	$17.00	33.2%	9.5%	28.3%	1.4%	33.7%	3.2%	3.7%	1.4M	-49.5M	-145.6K	0.44	20.84	N/A	N/A	6,621	2,889	49,374	20,545
2016-12-20	$19.90	$17.00	32.3%	9.2%	28.2%	0.2%	32.5%	3.8%	4.4%	1.4M	-52.0M	-147.3K	0.38	20.33	N/A	N/A	7,121	2,683	49,604	20,797
2016-12-21	$19.89	$17.00	32.8%	9.4%	28.2%	0.9%	34.6%	4.9%	5.4%	1.4M	-52.1M	-147.3K	0.36	78.06	N/A	N/A	7,039	2,566	50,061	20,975
2016-12-22	$19.45	$17.00	34.7%	10.0%	29.4%	3.3%	33.4%	4.4%	4.3%	1.3M	-48.1M	-130.5K	0.37	39.55	N/A	N/A	6,914	2,589	50,084	21,049
2016-12-23	$19.49	$17.00	33.0%	9.4%	29.4%	1.0%	33.2%	5.2%	5.5%	1.3M	-46.6M	-140.4K	0.39	31.35	N/A	N/A	6,553	2,588	50,133	21,125
2016-12-27	$19.47	$17.00	33.6%	9.6%	25.3%	1.9%	32.8%	6.2%	2.9%	1.3M	-45.8M	-133.9K	0.08	74.69	N/A	N/A	6,596	532	50,203	21,169
2016-12-28	$19.30	$17.00	33.2%	9.5%	24.8%	1.4%	34.0%	3.4%	4.9%	1.2M	-44.3M	-133.3K	0.13	91.69	N/A	N/A	6,712	842	50,252	21,195
2016-12-29	$19.17	$17.00	33.3%	9.5%	22.4%	1.5%	33.5%	4.1%	5.0%	1.2M	-42.6M	-129.4K	0.11	61.64	N/A	N/A	7,905	852	50,314	21,463
2016-12-30	$19.01	$17.00	33.6%	9.6%	22.5%	1.9%	33.4%	2.9%	3.8%	1.2M	-41.4M	-130.7K	0.09	46.59	N/A	N/A	7,942	684	50,519	21,470