HUN Options History — April 2017

In April 2017, HUN traded between $23.41 and $25.43. ATM implied volatility averaged 31.7%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 0.1% (HV 20d: 31.8%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 2.07.

Notable Days

  • 2017-04-26: Highest Volume — 12,718 contracts
  • 2017-04-12: Largest IV spike — 22.5% change
  • 2017-04-17: Highest IV Rank — 31.4%
  • 2017-04-17: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.41$23.41$25.43$24.37$24.71
Max Pain$23.84$23.00$24.00$23.00$24.00
ATM IV31.7%25.2%37.0%28.9%29.0%
Expected Move9.5%7.6%10.6%8.3%8.3%
HV 20d31.8%26.4%34.3%32.1%26.4%
HV 60d32.8%32.0%33.4%33.1%32.1%
IV Rank17.3%0.0%31.4%9.7%10.1%
IV Percentile18.5%0.0%39.7%6.7%9.5%
Term Structure-0.0%-3.4%7.5%4.7%2.0%
VWIV33.1%27.3%37.3%27.6%29.8%
Skew 25d3.6%0.0%6.0%3.6%1.5%
Skew 10d8.0%-2.1%20.6%2.1%-2.1%
Call IV 25d31.7%26.1%35.0%26.3%29.5%
Put IV 25d35.3%28.8%40.6%29.9%31.0%
Bid-Ask Spread %37.2615.8686.1286.1265.32
Gamma HHI0.230.100.440.130.26
Net GEX1.2M502.6K2.0M743.3K1.9M
Net DEX-41.1M-56.5M-27.6M-40.1M-48.9M
Net VEX-168.2K-180.0K-150.3K-168.7K-174.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.070.474.144.142.56
Total Volume7,266.8954,91712,71811,1745,662
Total OI72,700.68465,22278,41365,22278,413

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$24.37$23.0028.9%8.3%32.1%9.7%27.6%3.6%4.7%743.3K-40.1M-168.7K4.1486.12N/AN/A2,1729,00230,40334,819
2017-04-04$24.76$23.0026.4%7.6%32.2%2.9%28.2%2.7%7.5%690.7K-42.2M-168.4K2.7464.78N/AN/A1,9095,22330,65436,684
2017-04-05$24.44$23.0029.0%8.3%32.5%10.0%27.3%1.8%5.8%670.3K-39.5M-173.2K0.6185.24N/AN/A6,9714,24230,78037,165
2017-04-06$24.62$24.0026.2%9.5%31.6%2.4%33.1%4.6%-0.6%1.6M-45.6M-180.0K2.1022.48N/AN/A2,0214,24335,82037,224
2017-04-07$24.61$24.0025.2%9.5%31.7%0.0%34.6%4.1%0.2%1.7M-46.1M-179.5K2.6918.00N/AN/A1,7284,64635,97537,236
2017-04-10$24.69$24.0026.6%9.5%31.4%3.8%33.7%5.4%-0.3%1.8M-46.8M-173.5K2.3619.30N/AN/A1,8664,40536,06737,324
2017-04-11$24.49$24.0028.5%10.2%31.7%8.7%33.9%5.2%-1.5%1.7M-43.9M-175.6K2.7324.88N/AN/A1,7514,77236,23237,420
2017-04-12$23.68$24.0034.9%10.0%34.1%25.9%35.5%3.2%-1.0%1.1M-32.6M-172.9K2.2820.10N/AN/A1,7724,04036,22837,810
2017-04-13$23.41$24.0036.1%10.4%34.3%29.2%35.9%4.0%-1.4%805.5K-27.9M-171.5K2.2332.77N/AN/A1,5883,53936,31037,976
2017-04-17$23.46$24.0037.0%10.6%34.1%31.4%37.3%4.6%-2.4%584.6K-27.6M-163.0K2.5516.63N/AN/A1,3873,53036,17338,078
2017-04-18$23.61$24.0035.2%10.1%34.0%26.8%35.6%6.0%-1.2%647.3K-28.5M-162.6K1.8220.36N/AN/A1,8993,45236,16838,080
2017-04-19$23.75$24.0036.5%10.5%30.6%30.1%35.4%5.9%-3.4%827.7K-31.0M-163.1K1.7829.42N/AN/A1,9143,40836,56037,963
2017-04-20$24.36$24.0036.4%10.4%31.4%30.0%34.7%3.8%-3.1%1.0M-38.2M-160.3K2.1721.78N/AN/A1,6523,58436,95438,009
2017-04-21$24.06$24.0036.2%10.4%31.4%29.3%35.3%4.7%-2.8%1.3M-35.7M-157.0K1.7154.47N/AN/A2,0983,59437,22837,948
2017-04-24$24.99$24.0034.5%9.9%33.4%24.8%34.1%3.4%-1.7%502.6K-41.7M-150.3K0.4915.86N/AN/A7,4243,63529,31636,421
2017-04-25$25.43$24.0034.0%9.7%33.6%23.5%33.8%1.7%-1.6%1.2M-54.4M-160.4K2.1219.65N/AN/A3,1136,61134,85036,384
2017-04-26$25.27$24.0031.0%8.9%28.7%15.6%30.9%0.0%0.6%1.4M-53.6M-165.1K0.4731.99N/AN/A8,6264,09236,29536,232
2017-04-27$25.14$24.0030.4%8.7%28.8%13.9%32.9%2.6%-0.0%2.0M-56.5M-175.4K1.7058.87N/AN/A2,4084,09241,37736,737
2017-04-28$24.71$24.0029.0%8.3%26.4%10.1%29.8%1.5%2.0%1.9M-48.9M-174.6K2.5665.32N/AN/A1,5904,07241,46136,952