HUN Options History — December 2017

In December 2017, HUN traded between $30.17 and $33.40. ATM implied volatility averaged 33.1%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 3.2% (HV 20d: 29.9%). Max pain ranged from $27.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.76.

Notable Days

  • 2017-12-05: Highest Volume — 19,155 contracts
  • 2017-12-12: Largest IV spike — 127.5% change
  • 2017-12-12: Highest IV Rank — 100.0%
  • 2017-12-01: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.05$30.17$33.40$31.79$33.33
Max Pain$27.70$27.00$30.00$30.00$28.00
ATM IV33.1%25.4%89.5%34.7%27.1%
Expected Move8.4%7.3%9.9%9.9%7.8%
HV 20d29.9%26.3%31.5%29.5%26.3%
HV 60d27.4%26.0%28.2%26.1%28.0%
IV Rank32.1%8.0%100.0%58.1%10.5%
IV Percentile56.4%19.8%100.0%82.5%37.3%
Term Structure3.4%-2.4%6.0%-2.4%4.9%
VWIV29.1%24.9%35.6%35.6%26.9%
Skew 25d0.6%-0.4%2.6%0.6%0.6%
Skew 10d1.7%-0.1%3.3%1.5%0.7%
Call IV 25d29.6%25.9%35.6%35.6%27.1%
Put IV 25d30.2%26.4%36.2%36.2%27.7%
Bid-Ask Spread %19.6416.2728.8228.8217.94
Gamma HHI0.140.130.210.150.14
Net GEX4.8M3.7M8.1M5.9M3.7M
Net DEX-138.9M-169.1M-78.7M-141.0M-168.0M
Net VEX-383.9K-473.6K-301.9K-433.0K-301.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.211.571.290.75
Total Volume7,751.653,37919,1554,3733,379
Total OI162,393.85145,348181,589155,919152,063

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-12-01$31.79$30.0034.7%9.9%29.5%58.1%35.6%0.6%-2.4%5.9M-141.0M-433.0K1.2928.82N/AN/A1,9102,46392,38963,530
2017-12-04$31.84$27.0036.9%9.3%29.4%66.9%32.6%0.0%1.0%5.6M-140.9M-410.6K0.4319.54N/AN/A4,7322,02391,70564,233
2017-12-05$30.79$27.0034.9%9.3%30.3%59.1%31.6%0.4%1.5%5.1M-107.6M-410.4K0.5621.84N/AN/A12,3016,85492,83864,429
2017-12-06$30.17$27.0034.9%9.3%30.0%59.0%32.5%0.4%1.9%4.3M-78.7M-467.8K0.6818.51N/AN/A6,9084,695104,03569,771
2017-12-07$30.47$27.0032.4%8.7%30.3%49.2%26.1%2.6%3.2%4.9M-89.5M-473.6K0.8417.58N/AN/A3,0932,598106,74272,778
2017-12-08$30.45$27.0030.8%8.6%29.4%42.9%27.5%2.1%2.7%5.1M-90.9M-459.2K0.8618.20N/AN/A2,8052,402106,71372,699
2017-12-11$31.07$27.0039.3%8.6%30.3%76.3%30.5%0.3%3.2%6.3M-117.1M-447.0K0.6323.12N/AN/A3,7212,352106,93372,766
2017-12-12$31.73$27.0089.5%9.4%30.8%100.0%32.9%1.1%0.1%6.8M-149.1M-444.8K0.4026.65N/AN/A7,3632,931107,81572,801
2017-12-13$31.83$27.0030.2%8.6%29.7%14.9%31.3%0.2%2.5%8.1M-155.0M-417.6K0.2117.98N/AN/A10,5562,188108,83872,751
2017-12-14$30.92$28.0029.3%8.4%30.3%13.6%29.2%-0.4%4.2%6.5M-103.6M-410.4K0.5519.70N/AN/A3,6282,012105,05473,099
2017-12-15$31.67$28.0027.8%8.0%29.7%11.4%28.1%1.3%3.0%4.0M-133.3M-378.4K0.8420.99N/AN/A4,3433,646104,33773,435
2017-12-18$32.71$28.0025.9%7.4%31.4%8.8%26.4%-0.2%6.0%4.0M-154.6M-330.7K0.6418.99N/AN/A5,3903,44776,52168,827
2017-12-19$32.79$28.0025.4%7.3%31.4%8.0%24.9%1.1%5.8%4.0M-154.9M-341.5K0.4718.12N/AN/A3,3301,55577,22570,295
2017-12-20$33.22$28.0027.2%7.8%31.5%10.6%27.4%-0.2%4.9%3.8M-169.1M-330.0K0.2416.87N/AN/A7,2251,73077,94970,440
2017-12-21$33.03$28.0027.2%7.8%31.5%10.7%27.5%0.7%4.9%3.9M-162.4M-340.9K0.3616.47N/AN/A8,7233,14678,19370,558
2017-12-22$33.10$28.0027.3%7.8%31.5%10.7%27.2%0.4%4.5%3.7M-160.0M-337.3K0.9716.27N/AN/A3,1283,01978,95072,236
2017-12-26$33.31$28.0026.9%7.7%31.5%10.2%27.8%1.4%5.5%3.7M-166.1M-320.8K1.3420.36N/AN/A2,2773,05879,05572,308
2017-12-27$33.35$28.0027.5%7.9%27.1%11.0%28.2%0.7%4.5%3.7M-167.1M-314.3K1.5716.67N/AN/A1,9623,08079,27772,421
2017-12-28$33.40$28.0026.8%7.7%26.3%10.0%28.2%-0.1%5.4%3.7M-169.1M-306.9K1.5018.13N/AN/A2,0203,04079,34272,526
2017-12-29$33.33$28.0027.1%7.8%26.3%10.5%26.9%0.6%4.9%3.7M-168.0M-301.9K0.7517.94N/AN/A1,9331,44679,47272,591