HUN Options History — July 2017

In July 2017, HUN traded between $25.99 and $27.67. ATM implied volatility averaged 27.9%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 11.5% (HV 20d: 16.4%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.03.

Notable Days

  • 2017-07-05: Highest Volume — 18,008 contracts
  • 2017-07-27: Largest IV drop — 20.1% change
  • 2017-07-26: Highest IV Rank — 21.6%
  • 2017-07-26: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.79$25.99$27.67$26.26$26.64
Max Pain$23.20$23.00$25.00$25.00$23.00
ATM IV27.9%24.2%32.5%25.3%26.0%
Expected Move8.2%7.2%9.3%7.3%7.4%
HV 20d16.4%13.2%21.2%21.2%17.3%
HV 60d27.4%25.9%28.9%28.8%26.0%
IV Rank9.3%0.0%21.6%0.6%4.6%
IV Percentile15.6%0.0%41.3%1.2%4.4%
Term Structure0.1%-2.9%5.5%4.3%0.8%
VWIV29.5%23.5%42.6%25.1%27.7%
Skew 25d3.8%1.6%5.4%3.3%5.1%
Skew 10d10.3%5.1%16.7%11.0%7.9%
Call IV 25d28.0%25.5%29.6%25.5%26.3%
Put IV 25d31.8%27.4%34.4%28.8%31.5%
Bid-Ask Spread %29.059.60100.6643.0821.51
Gamma HHI0.160.130.200.150.20
Net GEX2.9M2.3M3.7M2.5M3.7M
Net DEX-132.0M-147.8M-105.2M-116.0M-127.1M
Net VEX-371.3K-447.6K-298.6K-437.1K-298.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.452.360.700.87
Total Volume9,420.556,45818,00816,6568,197
Total OI178,158.1170,490181,199177,004175,481

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$26.26$25.0025.3%7.3%21.2%0.6%25.1%3.3%4.3%2.5M-116.0M-437.1K0.7043.08N/AN/A9,7956,86192,43184,573
2017-07-05$25.99$25.0025.2%7.2%19.4%0.4%42.6%1.6%5.5%2.5M-107.3M-427.5K0.85100.66N/AN/A9,7328,27692,47784,604
2017-07-06$26.01$23.0027.3%8.5%19.4%6.0%28.3%2.9%-0.4%2.3M-105.2M-447.6K1.4220.06N/AN/A4,8006,83192,52187,050
2017-07-07$26.31$23.0024.2%8.6%18.2%0.0%27.5%4.2%-1.0%2.4M-118.0M-431.3K1.2922.24N/AN/A4,2335,46492,86587,029
2017-07-10$26.63$23.0024.5%8.4%17.9%0.8%23.5%4.7%-1.5%2.5M-124.6M-416.1K0.8821.87N/AN/A4,2603,73592,99487,127
2017-07-11$26.60$23.0025.1%8.4%17.6%2.4%27.6%4.3%-0.2%2.6M-126.0M-405.5K0.8320.77N/AN/A4,4403,70193,07387,178
2017-07-12$26.60$23.0028.6%8.2%16.6%11.6%24.6%3.9%-0.4%2.7M-128.4M-389.3K0.8915.06N/AN/A4,1733,71293,22887,201
2017-07-13$26.55$23.0029.7%8.5%16.7%14.4%25.9%4.2%-1.0%2.4M-125.9M-402.7K0.8915.54N/AN/A4,1833,70893,21587,213
2017-07-14$26.98$23.0029.2%8.4%14.9%13.1%27.3%4.1%0.5%2.7M-138.8M-379.2K0.8817.02N/AN/A4,3783,87293,23887,257
2017-07-17$27.17$23.0029.1%8.4%14.8%12.9%28.9%5.3%0.3%2.8M-146.1M-361.1K0.8715.18N/AN/A4,5323,93193,33587,326
2017-07-18$26.96$23.0029.8%8.6%13.4%14.7%29.9%3.2%-0.1%2.7M-141.0M-356.8K0.8818.38N/AN/A4,3193,79993,42987,415
2017-07-19$27.07$23.0029.4%8.4%13.3%13.6%26.7%3.1%-0.2%2.9M-145.5M-348.4K0.8617.16N/AN/A4,3493,73893,46187,490
2017-07-20$27.10$23.0029.9%8.6%13.2%14.9%27.4%3.9%-0.3%3.1M-146.6M-342.6K0.9013.31N/AN/A4,1483,72893,52487,609
2017-07-21$26.69$23.0029.6%8.5%14.9%14.1%29.6%3.9%0.4%3.0M-132.4M-355.8K0.949.60N/AN/A4,6464,35793,53587,664
2017-07-24$27.14$23.0030.0%8.6%14.5%15.1%29.6%3.5%-1.4%3.1M-138.3M-328.0K1.1617.98N/AN/A3,2553,78388,25782,233
2017-07-25$27.67$23.0029.9%8.6%15.1%14.9%29.9%4.3%-1.4%3.1M-147.8M-330.8K0.4519.08N/AN/A8,4983,83688,52582,557
2017-07-26$27.35$23.0032.5%9.3%16.1%21.6%41.8%5.4%-2.9%3.7M-143.7M-345.3K1.0148.41N/AN/A3,6843,71092,74882,590
2017-07-27$27.01$23.0026.0%7.4%17.0%4.6%37.0%2.3%1.2%3.7M-142.5M-306.8K2.3662.19N/AN/A2,7626,52792,58182,618
2017-07-28$27.04$23.0026.5%7.6%17.0%6.1%29.8%2.9%0.8%3.7M-138.3M-314.9K1.6561.83N/AN/A2,4414,01792,58082,930
2017-07-31$26.64$23.0026.0%7.4%17.3%4.6%27.7%5.1%0.8%3.7M-127.1M-298.6K0.8721.51N/AN/A4,3923,80592,65082,831