HUN Options History — September 2017

In September 2017, HUN traded between $26.41 and $28.57. ATM implied volatility averaged 22.8%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 2.8% (HV 20d: 20.0%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 1.59.

Notable Days

  • 2017-09-11: Highest Volume — 12,818 contracts
  • 2017-09-05: Largest IV spike — 22.1% change
  • 2017-09-11: Highest IV Rank — 17.3%
  • 2017-09-06: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.36$26.41$28.57$26.92$27.36
Max Pain$26.95$26.00$28.00$26.00$28.00
ATM IV22.8%19.8%27.2%19.8%22.3%
Expected Move6.5%5.7%7.0%5.7%6.4%
HV 20d20.0%16.1%22.4%17.2%21.9%
HV 60d19.0%18.4%19.7%18.4%19.3%
IV Rank8.7%0.0%17.3%0.0%8.9%
IV Percentile5.1%0.0%22.6%0.0%5.6%
Term Structure3.1%2.3%4.0%2.8%3.6%
VWIV23.5%21.3%27.0%21.7%22.7%
Skew 25d3.8%2.3%4.6%2.3%3.9%
Skew 10d8.2%3.3%14.3%9.2%10.2%
Call IV 25d21.0%19.1%22.9%19.5%20.0%
Put IV 25d24.8%21.8%26.9%21.8%23.9%
Bid-Ask Spread %20.2912.8442.2118.8123.45
Gamma HHI0.150.130.180.180.14
Net GEX1.9M1.4M2.3M1.7M1.8M
Net DEX-101.8M-126.3M-72.5M-87.4M-102.3M
Net VEX-412.0K-430.2K-380.3K-394.8K-420.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.590.833.170.872.11
Total Volume8,492.754,92312,8189,6866,002
Total OI143,260.5128,083156,617128,083156,617

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-09-01$26.92$26.0019.8%5.7%17.2%0.0%21.7%2.3%2.8%1.7M-87.4M-394.8K0.8718.81N/AN/A5,1914,49563,52564,558
2017-09-05$26.67$26.0024.2%6.8%17.5%10.2%27.0%4.1%2.6%1.5M-78.0M-414.5K1.1419.18N/AN/A4,9925,68263,64264,583
2017-09-06$26.41$26.0025.9%7.0%16.1%14.2%26.1%3.4%2.6%1.4M-72.5M-420.6K2.3620.61N/AN/A1,9404,56963,70965,818
2017-09-07$27.16$26.0023.1%6.8%18.5%7.7%24.7%4.0%2.3%1.7M-91.7M-380.3K1.6413.24N/AN/A4,2116,88963,78565,939
2017-09-08$26.87$26.0023.4%6.8%18.1%8.5%24.1%4.4%2.8%1.6M-85.0M-429.7K1.7512.84N/AN/A4,1787,29866,04768,066
2017-09-11$27.50$26.0027.2%6.7%19.4%17.3%23.3%4.3%2.6%1.9M-103.7M-410.7K1.6618.03N/AN/A4,8118,00768,31370,860
2017-09-12$27.73$26.0022.6%6.3%19.3%6.5%24.9%3.6%3.3%2.0M-112.2M-426.5K2.7816.62N/AN/A2,1125,87370,66271,448
2017-09-13$27.47$26.0023.6%6.8%19.7%8.8%23.1%4.2%2.4%2.3M-111.8M-387.2K1.8614.86N/AN/A3,9427,34870,73871,552
2017-09-14$27.67$27.0021.2%6.1%19.7%4.9%22.6%4.1%3.6%2.1M-115.2M-397.2K1.3323.56N/AN/A4,2615,67271,29473,640
2017-09-15$27.76$27.0021.6%6.2%18.2%6.3%23.1%3.9%3.0%2.0M-109.6M-430.2K1.4623.13N/AN/A3,9655,80171,13073,974
2017-09-18$28.57$27.0020.4%5.9%20.1%2.1%23.1%3.8%4.0%2.1M-126.3M-409.1K1.3119.07N/AN/A2,1352,78871,01372,275
2017-09-19$28.26$27.0022.6%6.5%20.7%9.9%23.3%3.6%2.7%2.1M-122.2M-409.2K1.0925.41N/AN/A5,0715,50871,61272,502
2017-09-20$27.80$27.0022.2%6.4%21.4%8.4%22.4%3.8%3.5%2.3M-119.8M-409.0K1.0542.21N/AN/A3,1693,33174,04475,251
2017-09-21$27.62$28.0021.1%6.0%21.6%4.4%21.5%4.5%4.0%2.2M-111.7M-408.0K1.1015.11N/AN/A2,7603,04373,30076,169
2017-09-22$27.34$28.0022.3%6.4%22.0%8.7%21.3%4.1%3.2%2.1M-102.3M-421.2K1.5418.41N/AN/A2,7414,22273,32076,200
2017-09-25$27.00$28.0024.4%7.0%22.3%16.1%24.6%2.6%2.9%2.1M-95.5M-419.8K0.8325.44N/AN/A3,1052,57373,36477,159
2017-09-26$26.89$28.0022.1%6.3%22.4%8.2%23.6%4.4%3.8%2.1M-94.1M-405.6K1.0421.13N/AN/A3,0053,13173,45977,441
2017-09-27$26.98$28.0023.5%6.7%21.7%13.1%22.9%2.7%2.4%2.1M-95.9M-423.1K3.1721.20N/AN/A2,1966,95773,97477,935
2017-09-28$27.28$28.0022.6%6.5%21.9%9.9%23.4%4.6%3.7%1.8M-99.3M-421.4K1.7313.56N/AN/A2,5164,36574,13682,156
2017-09-29$27.36$28.0022.3%6.4%21.9%8.9%22.7%3.9%3.6%1.8M-102.3M-420.9K2.1123.45N/AN/A1,9294,07374,26682,351