HUN Options History — October 2017

In October 2017, HUN traded between $27.16 and $32.10. ATM implied volatility averaged 25.5%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 3.7% (HV 20d: 21.8%). Max pain ranged from $24.00 to $28.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.15.

Notable Days

2017-10-17: Highest Volume — 42,264 contracts
2017-10-27: Largest IV drop — 19.0% change
2017-10-26: Highest IV Rank — 43.9%
2017-10-26: Largest Expected Move — 9.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.89	$27.16	$32.10	$27.72	$32.10
Max Pain	$24.55	$24.00	$28.00	$28.00	$24.00
ATM IV	25.5%	21.3%	31.6%	21.5%	26.2%
Expected Move	7.4%	6.2%	9.1%	6.2%	7.5%
HV 20d	21.8%	17.9%	28.2%	22.0%	28.2%
HV 60d	20.6%	19.3%	22.8%	19.3%	22.8%
IV Rank	20.7%	5.3%	43.9%	6.1%	23.6%
IV Percentile	22.2%	2.8%	63.1%	2.8%	23.8%
Term Structure	-0.7%	-3.4%	3.6%	3.6%	0.4%
VWIV	27.1%	22.5%	31.7%	23.3%	26.5%
Skew 25d	3.9%	1.6%	5.9%	4.3%	3.9%
Skew 10d	9.0%	5.5%	15.2%	11.8%	8.1%
Call IV 25d	24.4%	18.6%	29.8%	19.7%	25.4%
Put IV 25d	28.3%	23.1%	35.7%	24.0%	29.3%
Bid-Ask Spread %	21.87	10.33	71.10	15.43	23.45
Gamma HHI	0.18	0.13	0.27	0.13	0.17
Net GEX	3.4M	1.9M	6.2M	1.9M	5.7M
Net DEX	-161.0M	-279.0M	-104.8M	-112.7M	-279.0M
Net VEX	-388.1K	-448.3K	-297.0K	-393.5K	-375.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.15	0.22	2.88	2.60	0.50
Total Volume	14,182.182	5,561	42,264	5,561	16,720
Total OI	178,859.227	156,914	219,032	156,914	219,032

Daily Data (22 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
2017-10-02	$27.72	$28.00	21.5%	6.2%	22.0%	6.1%	23.3%	4.3%	3.6%	1.9M	-112.7M	-393.5K	2.60	15.43	N/A	N/A	1,545	4,016	74,311	82,603
2017-10-03	$27.96	$28.00	21.8%	6.2%	21.7%	6.8%	23.5%	4.4%	2.7%	2.1M	-120.1M	-375.5K	2.88	21.51	N/A	N/A	2,493	7,171	74,414	82,609
2017-10-04	$28.07	$28.00	22.4%	6.4%	21.3%	8.9%	22.5%	5.0%	2.4%	2.1M	-123.2M	-372.2K	2.49	17.05	N/A	N/A	2,286	5,703	74,634	82,703
2017-10-05	$27.80	$24.00	21.3%	7.0%	19.5%	5.3%	30.7%	3.9%	-0.6%	2.1M	-121.0M	-359.6K	2.55	12.30	N/A	N/A	2,273	5,794	74,670	82,698
2017-10-06	$27.48	$24.00	23.4%	7.2%	19.6%	12.7%	29.0%	3.5%	0.0%	2.2M	-111.3M	-371.8K	1.30	10.47	N/A	N/A	5,843	7,613	75,524	82,713
2017-10-09	$27.16	$24.00	24.4%	7.5%	18.3%	16.0%	28.3%	4.5%	-0.6%	2.4M	-104.8M	-387.5K	1.40	14.69	N/A	N/A	5,846	8,184	78,712	86,413
2017-10-10	$27.25	$24.00	23.9%	7.3%	18.0%	14.3%	25.8%	4.0%	-0.1%	2.4M	-109.3M	-381.6K	0.80	12.24	N/A	N/A	6,016	4,812	78,778	86,934
2017-10-11	$27.42	$24.00	25.5%	7.3%	17.9%	20.1%	28.5%	3.9%	-0.7%	2.5M	-113.2M	-386.7K	1.92	12.14	N/A	N/A	2,486	4,761	79,652	87,325
2017-10-12	$28.23	$24.00	24.0%	6.9%	20.6%	14.7%	25.0%	3.9%	-0.0%	2.6M	-144.5M	-336.3K	1.87	16.71	N/A	N/A	2,504	4,681	80,085	87,670
2017-10-13	$29.27	$24.00	26.1%	7.5%	24.1%	22.1%	26.3%	1.6%	-1.3%	2.4M	-174.2M	-297.0K	0.28	16.19	N/A	N/A	21,767	6,151	80,394	87,580
2017-10-16	$29.10	$24.00	26.9%	7.7%	22.1%	24.8%	27.3%	4.7%	-2.0%	3.0M	-168.8M	-353.4K	0.69	10.95	N/A	N/A	4,852	3,334	85,686	88,037
2017-10-17	$29.22	$24.00	26.4%	7.6%	21.7%	23.2%	23.8%	4.3%	-2.2%	3.1M	-175.1M	-339.4K	0.53	14.23	N/A	N/A	27,578	14,686	86,636	87,859
2017-10-18	$28.87	$24.00	26.4%	7.6%	21.3%	24.0%	26.7%	2.2%	-2.6%	3.5M	-156.6M	-407.3K	0.29	20.13	N/A	N/A	11,784	3,426	87,915	95,301
2017-10-19	$28.91	$24.00	26.1%	7.5%	21.1%	23.1%	26.9%	2.5%	-1.7%	3.7M	-162.7M	-445.2K	0.73	19.04	N/A	N/A	5,455	3,969	92,305	98,832
2017-10-20	$28.90	$24.00	26.9%	7.7%	20.6%	26.3%	31.7%	2.6%	-3.0%	3.7M	-159.3M	-448.3K	1.30	10.33	N/A	N/A	3,582	4,646	92,657	98,557
2017-10-23	$28.80	$24.00	27.7%	7.9%	19.9%	29.1%	28.7%	3.9%	-2.5%	3.7M	-153.8M	-427.5K	0.80	15.26	N/A	N/A	3,963	3,160	90,396	96,420
2017-10-24	$29.75	$24.00	26.8%	7.7%	22.2%	25.9%	27.9%	4.1%	-1.2%	4.0M	-184.6M	-409.5K	0.29	16.72	N/A	N/A	15,652	4,565	91,280	96,276
2017-10-25	$29.66	$24.00	29.4%	8.4%	22.4%	35.5%	29.8%	4.4%	-2.9%	4.7M	-191.5M	-422.3K	0.96	36.42	N/A	N/A	3,586	3,433	97,749	96,751
2017-10-26	$29.57	$24.00	31.6%	9.1%	22.4%	43.9%	30.9%	5.9%	-3.4%	4.4M	-184.1M	-438.9K	0.22	71.10	N/A	N/A	24,231	5,350	97,837	97,644
2017-10-27	$31.06	$24.00	25.7%	7.4%	27.6%	21.7%	26.1%	5.1%	0.2%	6.2M	-239.4M	-413.8K	0.41	52.67	N/A	N/A	11,194	4,619	106,318	100,837
2017-10-30	$31.35	$24.00	26.9%	7.7%	27.5%	26.4%	26.1%	4.1%	0.4%	6.0M	-253.1M	-395.6K	0.41	42.22	N/A	N/A	14,361	5,917	108,802	101,354
2017-10-31	$32.10	$24.00	26.2%	7.5%	28.2%	23.6%	26.5%	3.9%	0.4%	5.7M	-279.0M	-375.5K	0.50	23.45	N/A	N/A	11,162	5,558	115,021	104,011