HUN Options History — November 2017

In November 2017, HUN traded between $29.31 and $32.27. ATM implied volatility averaged 31.4%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 1.7% (HV 20d: 29.7%). Max pain ranged from $24.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.00.

Notable Days

  • 2017-11-16: Highest Volume — 31,741 contracts
  • 2017-11-15: Largest IV spike — 15.3% change
  • 2017-11-16: Highest IV Rank — 73.4%
  • 2017-11-16: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.07$29.31$32.27$31.85$32.05
Max Pain$29.86$24.00$31.00$24.00$30.00
ATM IV31.4%23.9%38.6%25.2%33.7%
Expected Move9.0%7.2%11.1%7.2%9.7%
HV 20d29.7%25.1%32.4%28.6%29.4%
HV 60d24.3%22.2%26.6%22.4%26.5%
IV Rank45.2%15.3%73.4%20.0%54.2%
IV Percentile61.9%11.5%92.9%16.7%78.2%
Term Structure-1.5%-4.4%1.8%1.8%-2.4%
VWIV32.5%24.1%39.5%32.7%34.0%
Skew 25d2.0%-2.5%4.9%3.1%-0.6%
Skew 10d4.2%-2.9%11.2%3.7%-1.0%
Call IV 25d31.6%24.5%40.7%25.6%36.6%
Put IV 25d33.6%28.1%38.2%28.7%36.0%
Bid-Ask Spread %31.1715.8462.2662.2657.46
Gamma HHI0.150.130.220.180.15
Net GEX5.9M4.2M7.7M6.0M6.2M
Net DEX-191.8M-270.6M-107.3M-269.1M-150.8M
Net VEX-442.4K-525.7K-385.2K-392.8K-435.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.223.100.230.29
Total Volume11,777.0484,48631,74120,75410,463
Total OI203,086.81151,319261,868223,506155,213

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-11-01$31.85$24.0025.2%7.2%28.6%20.0%32.7%3.1%1.8%6.0M-269.1M-392.8K0.2362.26N/AN/A16,8913,863117,988105,518
2017-11-02$31.66$30.0024.7%7.4%28.4%18.2%24.1%4.3%-0.0%7.2M-270.6M-409.4K0.2216.42N/AN/A16,0193,534123,281104,401
2017-11-03$31.86$30.0023.9%7.2%27.6%15.3%27.8%3.4%0.4%6.4M-266.6M-385.2K2.0215.84N/AN/A2,9796,013121,289104,163
2017-11-06$31.01$30.0026.8%7.6%29.4%25.8%27.6%4.9%-0.3%6.5M-230.3M-407.3K1.9117.95N/AN/A2,9945,727121,814102,828
2017-11-07$31.67$31.0029.5%8.0%29.9%35.9%27.5%4.0%-0.6%6.4M-255.9M-406.2K0.7532.52N/AN/A9,1336,871121,849103,754
2017-11-08$31.56$31.0028.9%8.3%30.1%35.7%29.4%4.5%-0.5%6.7M-256.9M-419.0K1.7023.16N/AN/A5,5529,419125,774102,788
2017-11-09$30.91$31.0030.8%8.8%30.5%43.0%31.0%4.0%-1.5%6.2M-224.6M-445.9K1.7519.62N/AN/A4,1857,327125,878105,568
2017-11-10$31.03$31.0029.9%8.6%28.1%39.4%30.7%4.2%-1.0%6.5M-228.2M-431.7K0.6926.13N/AN/A5,3093,662125,555106,678
2017-11-13$30.65$31.0029.8%8.5%28.4%39.0%30.3%3.6%-1.2%6.5M-217.7M-426.6K0.9319.61N/AN/A5,3284,959127,700106,857
2017-11-14$30.03$31.0030.3%8.7%29.6%41.0%30.8%3.8%-0.6%5.9M-187.9M-425.9K1.0220.54N/AN/A5,1045,187127,197108,115
2017-11-15$29.31$31.0034.9%10.0%30.6%59.1%34.8%2.7%-2.7%5.5M-162.2M-437.7K0.6025.06N/AN/A8,5385,103130,116109,497
2017-11-16$30.20$28.0038.6%11.1%32.3%73.4%39.5%-2.5%-4.4%7.7M-209.2M-466.6K0.5926.15N/AN/A19,94711,794135,720111,069
2017-11-17$30.53$29.0035.4%10.1%32.4%60.7%36.5%0.9%-1.8%4.2M-232.6M-525.7K3.1027.57N/AN/A3,57811,099145,234116,634
2017-11-20$30.69$29.0033.4%9.6%32.4%52.9%34.0%-0.7%-2.0%4.5M-107.3M-490.7K1.6029.89N/AN/A3,2725,23690,25061,069
2017-11-21$31.00$30.0033.7%9.7%30.6%54.5%35.0%-1.2%-1.7%4.8M-118.4M-493.7K0.7133.11N/AN/A2,8732,05190,75461,527
2017-11-22$30.85$30.0032.9%9.4%30.7%51.0%33.8%2.1%-1.6%4.5M-107.3M-491.9K1.0938.53N/AN/A2,1472,33990,69061,589
2017-11-24$30.86$30.0034.3%9.8%30.6%56.8%35.2%2.1%-3.0%4.8M-112.1M-481.6K0.6036.91N/AN/A3,7072,22191,16862,140
2017-11-27$30.80$30.0033.0%9.5%25.1%51.4%35.0%-0.7%-0.9%5.0M-113.0M-456.1K0.4239.42N/AN/A5,1742,16991,16962,155
2017-11-28$32.27$30.0034.1%9.8%30.0%55.8%35.3%0.0%-2.9%6.3M-164.2M-427.4K0.3238.81N/AN/A7,5002,39592,53362,429
2017-11-29$31.77$30.0036.6%10.5%29.4%65.7%37.4%0.4%-4.2%5.8M-142.7M-433.9K0.4147.70N/AN/A4,0201,63692,36662,506
2017-11-30$32.05$30.0033.7%9.7%29.4%54.2%34.0%-0.6%-2.4%6.2M-150.8M-435.2K0.2957.46N/AN/A8,1072,35692,59562,618