HUN Options History — February 2017

In February 2017, HUN traded between $20.00 and $22.97. ATM implied volatility averaged 33.9%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 0.9% (HV 20d: 33.0%). Max pain ranged from $18.00 to $22.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 2.32.

Notable Days

  • 2017-02-14: Highest Volume — 13,474 contracts
  • 2017-02-08: Largest IV drop — 20.5% change
  • 2017-02-06: Highest IV Rank — 16.4%
  • 2017-02-01: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.34$20.00$22.97$21.01$22.54
Max Pain$20.84$18.00$22.00$18.00$22.00
ATM IV33.9%27.3%44.7%39.9%30.2%
Expected Move9.3%7.8%11.4%11.4%8.7%
HV 20d33.0%29.9%39.1%30.9%36.5%
HV 60d28.7%26.8%31.7%28.2%29.9%
IV Rank6.8%0.0%16.4%10.4%6.5%
IV Percentile15.7%0.0%57.9%40.1%2.8%
Term Structure0.1%-4.0%4.4%-4.0%-1.0%
VWIV32.4%27.5%40.1%40.1%30.0%
Skew 25d4.5%3.3%5.7%4.8%3.7%
Skew 10d10.6%0.2%19.7%19.5%12.2%
Call IV 25d30.0%25.5%37.9%37.9%28.9%
Put IV 25d34.5%30.1%42.7%42.7%32.6%
Bid-Ask Spread %32.9416.4079.1060.4879.10
Gamma HHI0.190.150.270.210.16
Net GEX605.9K85.7K839.2K781.1K592.4K
Net DEX-37.2M-45.3M-30.7M-39.0M-37.8M
Net VEX-122.0K-141.0K-107.5K-117.2K-131.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.320.296.650.870.33
Total Volume6,0921,95613,4742,0913,471
Total OI55,247.78948,12665,17650,18653,620

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-02-01$21.01$18.0039.9%11.4%30.9%10.4%40.1%4.8%-4.0%781.1K-39.0M-117.2K0.8760.48N/AN/A1,11997230,88119,305
2017-02-02$20.64$20.0040.5%10.1%30.7%11.1%35.2%5.6%0.3%815.4K-36.7M-115.8K0.9316.40N/AN/A1,1071,03431,15119,358
2017-02-03$20.60$20.0040.3%10.0%30.2%11.0%33.8%4.2%-0.1%839.2K-36.6M-115.9K1.0624.30N/AN/A9481,00831,33519,596
2017-02-06$20.43$20.0044.7%10.2%29.9%16.4%33.2%4.2%0.2%839.0K-34.9M-113.1K1.0322.42N/AN/A1,0041,03631,38819,726
2017-02-07$20.00$20.0044.4%10.4%31.1%16.0%37.3%4.1%-0.1%768.0K-31.2M-113.4K0.8825.59N/AN/A1,09396331,49719,848
2017-02-08$20.05$20.0035.3%10.1%29.9%4.7%35.4%5.7%-1.0%785.3K-30.7M-111.8K6.6517.12N/AN/A1,3108,71731,58719,975
2017-02-09$20.60$20.0034.6%9.9%31.3%6.1%35.9%5.7%-0.1%778.1K-33.5M-141.0K6.1423.81N/AN/A1,4288,76531,62927,832
2017-02-10$20.88$20.0034.1%9.8%31.5%5.0%34.9%4.6%0.9%770.2K-36.9M-127.0K6.2022.74N/AN/A1,4288,85331,88427,914
2017-02-13$21.35$20.0034.1%9.8%32.2%5.9%31.4%4.4%0.6%824.6K-42.0M-121.2K3.3824.73N/AN/A2,5678,68032,08728,036
2017-02-14$21.51$20.0033.3%9.6%30.7%4.3%33.4%3.7%0.3%793.0K-43.9M-121.1K5.7028.43N/AN/A2,01111,46332,29228,102
2017-02-15$21.16$22.0028.4%8.1%31.1%0.0%27.8%4.3%4.4%408.9K-39.9M-107.5K4.8140.50N/AN/A2,24410,79832,93930,868
2017-02-16$21.60$22.0027.3%7.8%30.2%0.0%27.5%4.7%3.7%366.4K-45.3M-116.9K2.5930.42N/AN/A1,9655,09733,41231,764
2017-02-17$21.36$22.0030.0%8.6%30.8%5.9%28.3%4.6%2.4%85.7K-43.1M-117.2K0.9522.33N/AN/A5,2505,00133,27031,026
2017-02-21$22.97$22.0028.0%8.0%39.1%1.6%29.3%3.9%0.5%347.7K-37.0M-114.0K0.2925.38N/AN/A4,2001,21524,00724,119
2017-02-22$22.52$22.0028.9%8.3%37.7%3.6%31.2%4.6%-0.1%461.9K-36.8M-129.3K0.5677.10N/AN/A2,0121,12827,02524,414
2017-02-23$22.01$22.0028.8%8.3%38.2%3.4%29.9%4.1%-0.8%387.2K-33.6M-130.9K0.5627.83N/AN/A1,48483427,40624,698
2017-02-24$22.05$22.0029.5%8.5%38.1%5.0%28.0%5.5%-0.5%379.2K-32.9M-137.1K0.4534.17N/AN/A2,19398727,60224,771
2017-02-27$22.16$22.0032.5%9.3%37.7%11.5%32.6%3.3%-3.6%488.3K-34.3M-135.3K0.5923.04N/AN/A1,48587828,37424,970
2017-02-28$22.54$22.0030.2%8.7%36.5%6.5%30.0%3.7%-1.0%592.4K-37.8M-131.7K0.3379.10N/AN/A2,60386828,60725,013