HUN Options History — February 2018

In February 2018, HUN traded between $30.80 and $33.92. ATM implied volatility averaged 36.7%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 4.8% (HV 20d: 32.0%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.91.

Notable Days

  • 2018-02-02: Highest Volume — 22,183 contracts
  • 2018-02-05: Largest IV spike — 37.4% change
  • 2018-02-09: Highest IV Rank — 37.1%
  • 2018-02-09: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.68$30.80$33.92$33.92$32.31
Max Pain$32.63$32.00$34.00$34.00$33.00
ATM IV36.7%29.1%45.7%29.1%30.8%
Expected Move10.6%8.6%13.1%9.4%8.8%
HV 20d32.0%15.9%37.7%15.9%37.7%
HV 60d27.9%24.8%29.4%24.8%28.1%
IV Rank24.3%13.3%37.1%13.3%15.8%
IV Percentile87.8%56.0%99.6%56.0%72.6%
Term Structure-2.9%-7.2%-0.5%-1.8%-0.5%
VWIV37.6%30.1%46.9%32.3%32.2%
Skew 25d3.1%1.7%5.0%2.4%3.2%
Skew 10d5.4%-6.8%14.4%5.8%-6.8%
Call IV 25d36.1%29.0%45.4%31.8%29.6%
Put IV 25d39.2%31.2%48.6%34.2%32.8%
Bid-Ask Spread %33.2922.0052.3328.3434.65
Gamma HHI0.160.150.180.180.18
Net GEX3.2M-24.4K6.2M6.2M3.0M
Net DEX-45.6M-99.0M5.7M-99.0M-29.0M
Net VEX-427.6K-500.3K-350.1K-472.9K-350.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.192.120.201.76
Total Volume8,304.0533,57422,18314,2053,574
Total OI120,713.42193,476141,890127,34398,130

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$33.92$34.0029.1%9.4%15.9%13.3%32.3%2.4%-1.8%6.2M-99.0M-472.9K0.2028.34N/AN/A11,8502,35585,15242,191
2018-02-02$32.53$34.0031.5%9.7%21.5%16.8%33.4%2.6%-1.8%2.9M-51.5M-441.7K0.1930.98N/AN/A18,6343,54985,10442,329
2018-02-05$31.69$34.0043.3%12.0%22.2%33.7%41.7%3.3%-2.6%1.6M-22.2M-454.8K0.2752.33N/AN/A12,3573,28189,69344,139
2018-02-06$32.70$32.0044.6%12.0%25.5%35.6%42.0%3.7%-4.9%3.1M-50.5M-500.3K0.4838.18N/AN/A5,6172,70187,18545,837
2018-02-07$32.85$33.0039.0%11.2%25.4%27.6%39.7%2.3%-3.9%3.2M-51.3M-477.2K0.5135.70N/AN/A4,4352,25987,18746,262
2018-02-08$30.91$33.0041.1%11.8%32.9%30.6%42.9%4.0%-4.2%-24.4K5.7M-436.7K0.7929.09N/AN/A2,5792,03387,93546,868
2018-02-09$30.80$33.0045.7%13.1%32.2%37.1%46.9%3.3%-7.2%561.3K4.7M-446.1K0.8944.61N/AN/A6,1815,47687,96347,553
2018-02-12$31.76$32.0039.3%11.3%34.7%28.0%41.5%5.0%-1.0%174.8K-14.6M-439.7K0.9535.20N/AN/A4,1023,90487,91949,446
2018-02-13$32.03$32.0039.2%11.2%34.8%27.8%40.0%4.4%-3.5%270.7K-22.0M-436.0K0.9229.30N/AN/A3,6263,32888,72149,395
2018-02-14$32.80$32.0037.0%10.6%36.0%24.7%41.4%3.6%-2.1%2.1M-50.0M-431.6K1.1235.50N/AN/A2,9243,27588,79749,354
2018-02-15$32.80$32.0037.3%10.7%36.0%25.1%38.4%3.0%-2.6%3.4M-48.1M-415.3K0.6425.57N/AN/A6,2643,99788,77148,996
2018-02-16$32.86$32.0035.6%10.2%35.4%22.6%35.9%3.2%-1.0%3.8M-53.9M-425.0K1.7741.39N/AN/A2,1193,74892,90548,985
2018-02-20$33.14$32.0038.0%10.9%35.6%26.1%37.5%2.7%-4.3%4.2M-58.9M-410.7K1.2222.30N/AN/A2,5073,06566,44327,033
2018-02-21$33.70$32.0036.9%10.6%36.2%24.5%37.1%2.7%-3.2%4.8M-72.6M-417.3K0.9628.98N/AN/A1,9221,84767,09527,314
2018-02-22$33.33$32.0039.4%11.3%36.3%28.1%38.3%1.7%-6.3%4.4M-63.5M-412.7K0.5422.00N/AN/A3,9362,14367,27627,409
2018-02-23$33.58$32.0030.6%8.8%36.3%15.5%30.6%2.5%-0.8%5.5M-68.3M-394.5K1.5945.65N/AN/A3,1204,94868,74027,664
2018-02-26$33.82$33.0030.0%8.6%36.4%14.6%30.1%1.8%-1.7%5.6M-66.7M-387.1K0.4426.17N/AN/A4,5211,97569,17630,344
2018-02-27$33.32$33.0029.9%8.6%36.3%14.5%32.8%2.6%-1.1%5.0M-54.9M-374.8K2.1226.59N/AN/A1,1632,46269,19429,050
2018-02-28$32.31$33.0030.8%8.8%37.7%15.8%32.2%3.2%-0.5%3.0M-29.0M-350.1K1.7634.65N/AN/A1,2942,28068,89529,235