HUN Options History — January 2017

In January 2017, HUN traded between $19.23 and $21.47. ATM implied volatility averaged 35.3%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 10.2% (HV 20d: 25.1%). Max pain ranged from $16.00 to $18.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.48.

Notable Days

  • 2017-01-19: Highest Volume — 13,887 contracts
  • 2017-01-11: Largest IV spike — 15.8% change
  • 2017-01-31: Highest IV Rank — 12.1%
  • 2017-01-31: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.11$19.23$21.47$19.24$20.42
Max Pain$17.50$16.00$18.00$17.00$18.00
ATM IV35.3%31.5%41.3%35.3%41.3%
Expected Move10.4%9.1%11.8%10.1%11.8%
HV 20d25.1%22.3%29.9%22.8%29.8%
HV 60d30.3%27.2%31.8%31.1%27.7%
IV Rank4.6%0.0%12.1%4.0%12.1%
IV Percentile13.2%0.0%46.8%9.9%46.8%
Term Structure0.1%-4.6%3.8%3.3%-4.6%
VWIV35.9%31.3%43.4%35.4%43.4%
Skew 25d4.9%2.7%6.7%6.4%3.8%
Skew 10d15.1%-7.4%25.9%-7.4%6.0%
Call IV 25d34.3%29.5%40.0%32.7%40.0%
Put IV 25d39.2%36.2%43.8%39.1%43.8%
Bid-Ask Spread %40.2618.74103.1446.72103.14
Gamma HHI0.330.200.650.250.22
Net GEX1.1M541.1K1.5M1.1M750.2K
Net DEX-46.0M-61.9M-30.7M-41.7M-33.6M
Net VEX-118.2K-130.0K-93.4K-127.7K-130.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.171.870.520.71
Total Volume5,389.752,04213,8878,3792,042
Total OI65,240.145,90085,10272,05450,093

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-01-03$19.24$17.0035.3%10.1%22.8%4.0%35.4%6.4%3.3%1.1M-41.7M-127.7K0.5246.72N/AN/A5,5112,86850,53321,521
2017-01-04$19.76$17.0031.9%9.1%24.4%0.0%34.8%6.7%3.8%1.3M-49.7M-111.3K0.6127.88N/AN/A4,9313,00750,53620,890
2017-01-05$19.51$16.0032.2%10.4%24.0%0.4%37.7%5.9%1.1%1.3M-47.5M-123.8K0.2319.47N/AN/A4,6711,08650,81521,014
2017-01-06$19.23$16.0031.9%10.6%24.3%0.1%36.6%5.4%0.9%1.2M-43.9M-120.4K0.2226.17N/AN/A3,96588350,82621,043
2017-01-09$19.30$16.0032.6%10.7%23.2%1.0%35.6%3.6%0.5%1.1M-42.2M-117.5K0.1826.34N/AN/A4,27676850,85321,081
2017-01-10$19.77$17.0031.5%10.3%25.0%0.0%36.1%5.2%1.1%1.3M-49.9M-116.6K0.1734.48N/AN/A4,49474551,17721,106
2017-01-11$19.95$17.0036.4%10.4%24.0%6.2%36.4%5.9%0.5%1.4M-53.5M-115.8K0.4423.04N/AN/A4,2051,86251,51321,134
2017-01-12$20.02$18.0035.9%10.3%23.8%5.5%36.9%6.3%2.2%1.3M-53.2M-113.5K0.4526.46N/AN/A4,1391,88051,74821,670
2017-01-13$20.23$18.0035.6%10.2%23.8%5.1%35.9%5.4%1.5%1.4M-56.7M-113.4K0.4524.27N/AN/A4,0981,85151,76621,696
2017-01-17$19.75$18.0036.5%10.5%22.5%6.3%31.3%6.0%-0.4%1.3M-49.6M-109.0K0.3329.10N/AN/A4,1741,36251,88221,774
2017-01-18$20.11$18.0036.4%10.4%22.3%6.2%32.4%6.1%-0.5%1.5M-61.9M-106.9K0.3029.50N/AN/A4,7081,40155,36921,866
2017-01-19$19.67$18.0035.4%10.2%23.7%4.9%32.9%2.7%0.6%1.3M-55.9M-93.4K1.8766.51N/AN/A4,8339,05455,14021,884
2017-01-20$19.77$18.0035.0%10.0%23.4%4.3%33.5%3.3%0.5%541.1K-51.4M-129.5K0.2867.70N/AN/A5,1841,45355,49029,612
2017-01-23$20.14$18.0036.9%10.6%24.4%6.7%34.4%4.0%-1.0%611.0K-30.7M-127.2K0.4818.74N/AN/A1,84387927,61218,288
2017-01-24$21.01$18.0035.4%10.2%26.9%4.9%36.0%5.0%-1.0%654.7K-38.0M-125.5K0.4763.65N/AN/A2,03594828,30818,610
2017-01-25$21.47$18.0034.3%9.8%27.7%3.5%34.9%4.6%-0.2%706.8K-41.5M-126.3K0.3126.82N/AN/A3,3431,04929,15418,836
2017-01-26$21.32$18.0036.7%10.5%27.9%6.5%35.9%4.3%-1.3%792.6K-42.8M-118.1K0.5720.30N/AN/A1,7691,01030,66818,940
2017-01-27$21.07$18.0035.3%10.1%28.1%4.7%37.7%2.9%-0.2%785.4K-40.8M-119.7K0.5862.32N/AN/A1,48585931,00519,075
2017-01-30$20.53$18.0039.2%11.2%29.9%9.6%40.3%4.3%-3.9%783.7K-36.0M-118.8K0.3962.50N/AN/A2,24188331,10019,174
2017-01-31$20.42$18.0041.3%11.8%29.8%12.1%43.4%3.8%-4.6%750.2K-33.6M-130.0K0.71103.14N/AN/A1,19384930,86019,233