HUN Options History — August 2017 In August 2017, HUN traded between $25.11 and $26.71. ATM implied volatility averaged 24.5%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 5.0% (HV 20d: 19.5%). Max pain ranged from $23.00 to $27.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 1.61.
Notable Days 2017-08-10 : Highest Volume — 103,149 contracts2017-08-21 : Largest IV drop — 16.2% change2017-08-29 : Highest IV Rank — 9.4%2017-08-02 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $25.91 $25.11 $26.71 $26.44 $26.62 Max Pain $25.96 $23.00 $27.00 $23.00 $26.00 ATM IV 24.5% 20.6% 27.0% 26.9% 20.6% Expected Move 7.0% 5.9% 7.8% 7.7% 5.9% HV 20d 19.5% 17.2% 20.7% 17.2% 17.3% HV 60d 22.3% 18.6% 25.9% 25.7% 18.6% IV Rank 3.6% 0.0% 9.4% 7.0% 0.0% IV Percentile 3.8% 0.0% 11.9% 9.1% 0.0% Term Structure 1.5% -0.7% 3.2% 1.0% 2.8% VWIV 25.2% 22.7% 29.2% 29.2% 23.2% Skew 25d 3.9% 1.7% 6.4% 1.7% 6.4% Skew 10d 9.9% 3.7% 18.6% 3.7% 18.6% Call IV 25d 22.8% 17.8% 27.0% 27.0% 17.8% Put IV 25d 26.8% 22.8% 29.0% 28.7% 24.2% Bid-Ask Spread % 21.19 10.87 60.81 19.24 21.03 Gamma HHI 0.23 0.16 0.39 0.18 0.19 Net GEX 2.0M 796.8K 3.4M 3.4M 1.4M Net DEX -91.4M -123.8M -54.9M -123.8M -76.4M Net VEX -378.9K -489.2K -254.4K -285.7K -425.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.61 0.40 7.75 1.61 0.90 Total Volume 13,241.435 2,987 103,149 6,135 9,429 Total OI 169,202.739 118,376 230,735 174,255 127,958
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2017-08-01 $26.44 $23.00 26.9% 7.7% 17.2% 7.0% 29.2% 1.7% 1.0% 3.4M -123.8M -285.7K 1.61 19.24 N/A N/A 2,354 3,781 91,400 82,855 2017-08-02 $26.01 $23.00 27.0% 7.8% 17.8% 7.4% 27.5% 2.8% -0.7% 3.1M -110.6M -270.7K 1.11 27.42 N/A N/A 4,085 4,552 91,323 82,853 2017-08-03 $25.51 $27.00 25.3% 7.1% 19.1% 2.8% 25.9% 4.5% 3.0% 3.0M -94.7M -277.7K 0.83 19.42 N/A N/A 4,677 3,879 92,136 83,785 2017-08-04 $25.84 $27.00 24.3% 6.9% 19.2% 0.3% 24.2% 5.1% 3.2% 2.9M -102.8M -267.0K 0.95 21.22 N/A N/A 4,274 4,056 91,766 83,979 2017-08-07 $26.07 $27.00 26.3% 7.2% 19.0% 5.4% 25.6% 3.9% 1.6% 2.8M -104.9M -259.7K 4.35 16.47 N/A N/A 3,204 13,931 91,211 83,451 2017-08-08 $25.55 $27.00 25.5% 7.1% 20.1% 3.5% 25.4% 3.9% 1.9% 2.6M -100.2M -254.4K 5.68 20.79 N/A N/A 2,773 15,737 91,339 82,376 2017-08-09 $25.48 $27.00 26.3% 7.5% 20.1% 5.4% 26.0% 4.0% 1.1% 2.8M -94.4M -257.2K 7.75 18.06 N/A N/A 2,661 20,620 91,390 83,833 2017-08-10 $25.11 $26.00 26.9% 7.7% 20.6% 7.1% 26.0% 4.3% 1.3% 2.8M -74.9M -287.1K 0.72 20.19 N/A N/A 59,991 43,158 91,375 89,835 2017-08-11 $25.29 $26.00 26.2% 7.5% 19.8% 5.3% 25.9% 4.0% 1.1% 2.7M -98.0M -489.2K 0.51 15.28 N/A N/A 14,043 7,145 111,260 118,610 2017-08-14 $25.57 $26.00 24.0% 6.9% 20.1% 0.0% 26.1% 4.5% 2.4% 2.0M -114.6M -464.1K 1.58 17.55 N/A N/A 2,793 4,418 111,303 119,056 2017-08-15 $25.48 $26.00 26.0% 7.5% 20.0% 5.3% 25.4% 5.3% 1.2% 2.2M -109.5M -462.3K 1.52 10.87 N/A N/A 2,825 4,287 111,319 119,216 2017-08-16 $25.68 $26.00 25.2% 7.2% 20.2% 3.0% 25.8% 5.0% 0.9% 2.1M -117.1M -452.7K 1.33 19.04 N/A N/A 2,823 3,760 111,469 119,141 2017-08-17 $25.26 $26.00 25.8% 7.4% 20.7% 4.7% 25.2% 2.9% 1.2% 1.6M -106.1M -454.5K 1.44 14.39 N/A N/A 2,954 4,253 111,573 119,162 2017-08-18 $25.39 $26.00 26.3% 7.5% 20.5% 6.1% 26.2% 5.1% 1.4% 796.8K -115.3M -443.6K 1.39 18.81 N/A N/A 2,865 3,970 111,612 118,261 2017-08-21 $25.76 $26.00 22.1% 6.3% 20.2% 0.0% 22.9% 5.7% 2.3% 924.6K -54.9M -426.8K 0.47 18.66 N/A N/A 2,131 1,001 58,029 60,347 2017-08-22 $26.20 $26.00 22.2% 6.4% 19.9% 0.3% 22.9% 5.3% 1.3% 1.1M -66.5M -410.6K 0.40 17.76 N/A N/A 3,203 1,294 58,447 60,438 2017-08-23 $26.15 $26.00 24.3% 7.0% 19.6% 5.4% 25.2% 2.4% 0.3% 1.2M -66.6M -422.3K 0.70 18.45 N/A N/A 1,918 1,339 59,940 60,757 2017-08-24 $26.35 $26.00 22.7% 6.5% 19.5% 1.7% 24.1% 2.9% 1.6% 1.3M -71.1M -416.1K 0.60 60.81 N/A N/A 1,974 1,177 60,016 60,813 2017-08-25 $26.62 $26.00 21.1% 6.0% 19.9% 0.0% 22.7% 2.1% 1.8% 1.4M -77.2M -403.4K 0.50 25.24 N/A N/A 1,988 999 60,180 60,901 2017-08-28 $26.71 $26.00 22.1% 6.3% 19.2% 2.4% 25.4% 4.3% 0.2% 1.4M -78.6M -395.9K 0.91 25.62 N/A N/A 4,971 4,522 60,308 60,943 2017-08-29 $26.34 $26.00 25.0% 7.2% 19.7% 9.4% 26.3% 1.9% -0.1% 1.3M -70.3M -443.2K 0.93 20.14 N/A N/A 4,904 4,540 63,307 64,543 2017-08-30 $26.56 $26.00 21.3% 6.1% 18.9% 0.4% 23.4% 2.7% 3.0% 1.3M -73.5M -445.0K 0.91 20.82 N/A N/A 4,870 4,424 63,279 64,568 2017-08-31 $26.62 $26.00 20.6% 5.9% 17.3% 0.0% 23.2% 6.4% 2.8% 1.4M -76.4M -425.5K 0.90 21.03 N/A N/A 4,971 4,458 63,404 64,554
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