HUN Options History — January 2018

In January 2018, HUN traded between $34.03 and $35.22. ATM implied volatility averaged 29.9%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 10.4% (HV 20d: 19.6%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.04.

Notable Days

  • 2018-01-12: Highest Volume — 48,193 contracts
  • 2018-01-10: Largest IV spike — 24.8% change
  • 2018-01-24: Highest IV Rank — 21.2%
  • 2018-01-24: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.54$34.03$35.22$34.20$34.54
Max Pain$30.71$28.00$31.00$28.00$31.00
ATM IV29.9%25.0%34.6%27.5%29.5%
Expected Move8.9%7.9%9.9%7.9%8.5%
HV 20d19.6%15.1%27.4%27.3%15.1%
HV 60d26.7%24.5%28.2%28.2%24.5%
IV Rank14.5%7.4%21.2%11.1%13.9%
IV Percentile60.9%15.9%88.1%43.3%60.3%
Term Structure-0.1%-4.0%3.7%3.0%3.3%
VWIV31.1%27.1%34.7%27.1%27.9%
Skew 25d1.3%-0.5%3.2%0.9%0.7%
Skew 10d2.7%-1.5%4.4%2.6%1.7%
Call IV 25d30.9%27.3%34.4%27.3%29.9%
Put IV 25d32.2%28.2%35.2%28.2%30.6%
Bid-Ask Spread %25.7317.3774.6118.0424.54
Gamma HHI0.190.150.290.150.20
Net GEX3.9M2.9M7.2M3.6M7.2M
Net DEX-167.4M-231.7M-94.4M-191.6M-122.1M
Net VEX-346.4K-475.4K-240.2K-270.2K-475.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.092.400.640.19
Total Volume10,423.193,58948,1937,86414,366
Total OI142,933.85790,022193,147152,263126,282

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-01-02$34.20$28.0027.5%7.9%27.3%11.1%27.1%0.9%3.0%3.6M-191.6M-270.2K0.6418.04N/AN/A4,8013,06379,63372,630
2018-01-03$34.58$28.0027.4%7.9%27.4%10.9%28.1%1.1%3.7%3.2M-200.6M-268.4K0.8919.37N/AN/A2,9702,64779,47474,084
2018-01-04$34.37$31.0027.0%9.0%23.9%10.3%31.5%1.2%-0.8%3.2M-196.7M-269.8K1.2124.53N/AN/A2,1322,58479,94674,246
2018-01-05$34.81$31.0026.0%9.0%22.0%8.9%31.7%1.3%-1.0%3.2M-208.2M-255.8K2.4017.37N/AN/A2,0584,93480,25474,401
2018-01-08$34.46$31.0025.3%8.9%22.8%7.9%31.8%1.3%-0.7%2.9M-199.9M-255.9K0.8623.93N/AN/A3,5153,01580,48176,467
2018-01-09$34.09$31.0025.0%8.8%23.4%7.4%30.8%1.1%-0.4%3.3M-191.4M-258.2K0.5923.80N/AN/A2,9271,72382,53876,903
2018-01-10$34.10$31.0031.1%8.9%22.9%16.3%31.9%1.9%-0.7%3.7M-191.5M-257.2K1.5827.70N/AN/A1,6682,62983,34177,076
2018-01-11$34.56$31.0030.4%8.7%22.3%15.3%31.4%2.1%-0.6%3.8M-205.8M-252.2K1.3321.80N/AN/A1,6162,14483,72078,065
2018-01-12$34.51$31.0030.3%8.7%22.4%15.0%31.8%0.4%-0.4%3.9M-207.3M-240.2K0.5324.68N/AN/A31,56716,62683,73778,428
2018-01-16$34.03$31.0032.2%9.2%20.0%17.8%32.0%1.8%-2.0%3.9M-211.1M-416.9K0.2122.15N/AN/A19,1373,98798,50193,063
2018-01-17$34.18$31.0032.3%9.2%18.6%17.9%32.0%1.4%-1.8%4.3M-219.0M-422.1K1.7922.29N/AN/A2,2694,05399,83893,096
2018-01-18$34.27$31.0032.7%9.4%15.3%18.5%31.9%0.7%-2.9%4.4M-221.9M-413.5K1.6120.65N/AN/A2,5614,11599,80293,345
2018-01-19$34.80$31.0031.0%8.9%16.0%16.1%31.6%1.4%-1.3%3.1M-231.7M-400.3K1.5123.58N/AN/A3,8745,86398,91293,320
2018-01-22$34.74$31.0033.2%9.5%15.6%19.2%33.3%1.2%-3.7%3.1M-94.4M-386.6K1.4820.40N/AN/A2,6423,89852,49537,527
2018-01-23$34.90$31.0032.8%9.4%15.3%18.7%33.3%-0.5%-2.6%3.3M-98.7M-386.3K0.7921.20N/AN/A2,3051,82253,20937,827
2018-01-24$34.86$31.0034.6%9.9%15.4%21.2%34.7%0.8%-4.0%3.2M-97.6M-385.8K1.4224.50N/AN/A1,4832,10653,17538,085
2018-01-25$35.18$31.0031.1%8.9%15.5%16.2%32.5%3.2%1.7%3.4M-104.1M-383.2K0.2974.61N/AN/A16,4814,79453,51538,533
2018-01-26$35.22$31.0028.8%8.3%15.5%13.0%28.1%2.1%3.3%5.8M-121.8M-434.1K1.1936.17N/AN/A2,3962,85867,11441,065
2018-01-29$34.62$31.0030.0%8.6%17.0%14.7%29.9%1.2%3.3%5.3M-105.7M-422.1K1.1726.84N/AN/A1,7222,00867,42341,199
2018-01-30$34.30$31.0030.3%8.7%17.4%15.0%30.5%2.0%2.7%4.9M-94.6M-419.5K0.0922.07N/AN/A19,7551,77367,54941,312
2018-01-31$34.54$31.0029.5%8.5%15.1%13.9%27.9%0.7%3.3%7.2M-122.1M-475.4K0.1924.54N/AN/A12,0422,32484,78441,498