HUN Options History — June 2017

In June 2017, HUN traded between $23.34 and $25.99. ATM implied volatility averaged 28.7%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 1.3% (HV 20d: 30.0%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.57.

Notable Days

  • 2017-06-22: Highest Volume — 24,273 contracts
  • 2017-06-12: Largest IV spike — 16.4% change
  • 2017-06-12: Highest IV Rank — 29.9%
  • 2017-06-01: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.54$23.34$25.99$24.59$25.99
Max Pain$23.77$23.00$25.00$25.00$25.00
ATM IV28.7%25.1%36.4%30.0%25.1%
Expected Move8.0%7.2%8.6%8.6%7.2%
HV 20d30.0%20.6%36.8%36.8%21.2%
HV 60d31.2%28.7%32.4%32.2%28.8%
IV Rank9.3%0.0%29.9%12.7%0.0%
IV Percentile12.4%0.0%49.2%17.5%0.0%
Term Structure2.2%0.1%4.9%0.1%3.7%
VWIV27.6%24.1%32.6%32.6%25.1%
Skew 25d3.2%-1.0%4.9%-1.0%4.9%
Skew 10d9.1%3.6%16.8%14.9%8.4%
Call IV 25d26.6%22.7%31.6%31.6%22.9%
Put IV 25d29.7%27.1%32.7%30.6%27.8%
Bid-Ask Spread %35.1823.3250.6834.5237.89
Gamma HHI0.180.140.230.170.14
Net GEX1.6M591.1K2.5M1.5M2.5M
Net DEX-54.3M-104.4M-17.1M-53.2M-104.4M
Net VEX-427.8K-494.5K-384.1K-428.0K-471.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.570.593.622.500.64
Total Volume14,164.1829,06724,27310,30615,987
Total OI153,526.318137,760176,000137,760175,989

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$24.59$25.0030.0%8.6%36.8%12.7%32.6%-1.0%0.1%1.5M-53.2M-428.0K2.5034.52N/AN/A2,9467,36074,84362,917
2017-06-02$24.56$25.0028.8%8.3%36.7%9.7%31.2%4.9%0.7%1.5M-51.6M-416.8K2.1230.27N/AN/A3,6227,67774,99663,376
2017-06-05$24.48$24.0030.7%8.5%35.7%14.6%25.1%2.5%1.6%1.6M-48.9M-411.1K3.6238.92N/AN/A2,7599,99575,74863,738
2017-06-06$23.90$24.0030.9%8.3%36.4%15.4%27.0%2.7%2.6%1.1M-33.7M-423.0K2.5035.66N/AN/A2,9037,26275,85666,488
2017-06-07$23.92$24.0031.1%8.2%35.7%15.8%27.2%3.3%2.1%1.1M-33.0M-421.0K2.0344.48N/AN/A2,9896,07875,97366,686
2017-06-08$23.58$24.0031.0%8.2%33.5%15.4%29.0%2.7%1.4%833.8K-24.3M-414.8K1.3837.08N/AN/A4,3485,98775,96166,915
2017-06-09$23.45$23.0031.3%8.3%33.4%16.2%28.9%2.6%2.4%732.1K-20.5M-416.7K1.4740.25N/AN/A4,3556,39677,27168,283
2017-06-12$23.34$23.0036.4%8.5%33.4%29.9%29.9%2.0%1.1%591.1K-17.1M-410.5K1.3331.43N/AN/A4,6036,11877,32369,255
2017-06-13$23.89$23.0031.9%8.0%33.4%17.9%28.9%4.9%2.1%1.0M-25.8M-400.3K1.4633.06N/AN/A4,1045,98074,60568,784
2017-06-14$24.13$23.0028.5%8.2%33.1%8.9%29.1%2.6%1.3%1.5M-34.1M-410.1K1.5950.68N/AN/A4,0666,48574,72868,725
2017-06-15$23.71$23.0027.8%8.0%30.2%6.8%29.9%3.2%2.5%910.5K-23.0M-395.9K0.9329.34N/AN/A6,5716,11574,80469,244
2017-06-16$23.95$23.0027.4%7.9%30.2%5.9%26.5%3.6%2.6%1.4M-37.0M-422.6K1.1323.32N/AN/A10,62611,98780,55276,730
2017-06-19$24.61$23.0025.5%7.3%29.7%0.7%26.1%4.1%4.9%1.6M-56.6M-402.8K2.4334.82N/AN/A4,75511,54676,58575,355
2017-06-20$24.59$23.0027.2%7.8%29.1%5.4%26.8%0.1%2.6%1.7M-57.5M-404.5K2.7532.34N/AN/A4,16611,44077,43575,538
2017-06-21$24.85$23.0026.7%7.6%26.7%3.9%27.3%4.0%1.6%1.9M-64.5M-392.8K1.2841.75N/AN/A4,0075,13177,64675,604
2017-06-22$25.00$23.0027.1%7.8%24.8%4.9%27.3%2.2%1.4%2.0M-69.8M-384.1K0.8441.71N/AN/A13,22411,04977,72075,785
2017-06-23$25.49$24.0025.6%7.4%25.4%1.1%24.1%4.3%3.7%2.2M-85.5M-463.1K0.9434.88N/AN/A10,87410,24387,62981,579
2017-06-26$25.32$24.0028.4%8.1%25.5%8.6%26.9%4.9%1.5%2.3M-83.8M-494.5K1.2430.11N/AN/A8,36210,39490,52881,963
2017-06-27$25.38$24.0026.5%7.6%24.5%3.5%24.6%4.6%3.7%2.4M-85.7M-475.1K1.1426.57N/AN/A8,4619,64290,87582,204
2017-06-28$25.58$25.0026.3%7.6%23.1%3.0%26.3%1.8%3.0%2.3M-90.2M-487.9K0.6833.62N/AN/A9,5196,43192,22983,114
2017-06-29$25.56$25.0026.8%7.7%20.6%4.1%26.9%4.4%2.6%2.5M-93.3M-464.8K0.5931.37N/AN/A9,4755,57492,33783,663
2017-06-30$25.99$25.0025.1%7.2%21.2%0.0%25.1%4.9%3.7%2.5M-104.4M-471.3K0.6437.89N/AN/A9,7786,20992,36983,620