HUN Options History — April 2018 In April 2018, HUN traded between $28.24 and $32.35. ATM implied volatility averaged 36.1%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 0.2% (HV 20d: 36.4%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.73.
Notable Days 2018-04-12 : Highest Volume — 13,173 contracts2018-04-06 : Largest IV spike — 15.5% change2018-04-30 : Highest IV Rank — 31.6%2018-04-30 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $29.87 $28.24 $32.35 $28.24 $29.96 Max Pain $32.00 $32.00 $32.00 $32.00 $32.00 ATM IV 36.1% 32.1% 41.8% 37.4% 41.8% Expected Move 10.5% 9.2% 12.0% 10.7% 12.0% HV 20d 36.4% 31.7% 39.7% 31.8% 36.0% HV 60d 32.8% 29.5% 35.4% 29.5% 35.1% IV Rank 23.5% 17.6% 31.6% 25.2% 31.6% IV Percentile 89.5% 75.8% 98.4% 95.2% 98.4% Term Structure -2.8% -6.0% 4.2% 1.3% -6.0% VWIV 35.8% 31.2% 40.9% 36.4% 40.9% Skew 25d 5.1% 3.0% 7.2% 7.2% 3.0% Skew 10d 10.6% 4.6% 22.4% 11.6% 4.6% Call IV 25d 34.1% 28.9% 38.7% 33.2% 38.7% Put IV 25d 39.2% 34.3% 42.5% 40.4% 41.7% Bid-Ask Spread % 20.46 15.07 40.76 19.68 18.08 Gamma HHI 0.28 0.25 0.32 0.29 0.27 Net GEX -519.7K -1.1M 1.9M -1.0M -980.0K Net DEX 13.5M -42.8M 44.1M 44.0M 11.1M Net VEX -237.2K -276.8K -186.3K -204.0K -236.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.08 3.82 0.79 0.65 Total Volume 4,025.905 2,523 13,173 3,041 3,421 Total OI 71,221.333 66,100 76,723 67,269 73,541
Daily Data (21 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 2018-04-02 $28.24 $32.00 37.4% 10.7% 31.8% 25.2% 36.4% 7.2% 1.3% -1.0M 44.0M -204.0K 0.79 19.68 N/A N/A 1,703 1,338 34,024 33,245 2018-04-03 $28.56 $32.00 33.6% 9.6% 31.7% 19.8% 33.3% 5.9% 2.7% -1.0M 41.2M -207.6K 1.09 22.11 N/A N/A 1,607 1,754 34,092 33,305 2018-04-04 $28.71 $32.00 32.9% 9.4% 31.9% 18.7% 31.7% 6.2% 4.2% -1.0M 40.7M -204.9K 0.37 20.50 N/A N/A 3,591 1,329 34,328 33,117 2018-04-05 $29.42 $32.00 32.1% 10.5% 33.6% 17.6% 35.9% 4.7% -2.7% -989.2K 32.2M -220.9K 0.51 31.45 N/A N/A 2,349 1,201 34,088 32,953 2018-04-06 $28.31 $32.00 37.0% 11.2% 35.6% 24.8% 37.4% 6.1% -3.9% -984.7K 43.1M -196.4K 0.47 16.94 N/A N/A 2,264 1,067 34,491 32,955 2018-04-09 $28.26 $32.00 37.4% 11.1% 33.4% 25.2% 37.7% 4.5% -4.0% -1.1M 44.1M -186.3K 0.58 19.54 N/A N/A 1,951 1,127 34,640 32,944 2018-04-10 $29.40 $32.00 34.6% 10.9% 36.8% 21.3% 36.2% 4.3% -3.8% -886.9K 26.7M -210.6K 0.44 25.10 N/A N/A 2,085 913 34,756 31,452 2018-04-11 $29.10 $32.00 37.9% 10.9% 36.8% 26.0% 36.8% 4.1% -4.2% -960.6K 32.1M -199.9K 0.55 40.76 N/A N/A 1,667 916 34,874 31,480 2018-04-12 $29.90 $32.00 36.3% 10.4% 36.6% 23.6% 35.8% 5.2% -2.2% -746.8K 19.9M -213.2K 0.08 16.83 N/A N/A 12,154 1,019 34,930 31,170 2018-04-13 $29.86 $32.00 36.1% 10.4% 36.6% 23.4% 36.0% 5.1% -3.0% -234.3K 10.2M -269.6K 0.57 16.62 N/A N/A 1,825 1,049 44,016 31,161 2018-04-16 $30.89 $32.00 34.2% 9.8% 38.8% 20.6% 33.1% 5.2% -2.6% 108.6K -7.5M -271.4K 0.56 15.07 N/A N/A 2,044 1,146 44,102 31,146 2018-04-17 $31.50 $32.00 33.5% 9.6% 39.5% 19.6% 32.4% 4.6% -2.2% 326.6K -21.0M -274.8K 0.44 16.02 N/A N/A 2,317 1,012 44,252 31,175 2018-04-18 $32.35 $32.00 32.3% 9.2% 39.4% 17.9% 31.2% 5.3% -3.0% 1.9M -42.8M -276.8K 0.39 19.63 N/A N/A 3,268 1,265 44,587 31,210 2018-04-19 $31.73 $32.00 33.7% 9.7% 39.7% 20.0% 32.6% 5.5% -3.7% 67.2K -26.9M -274.0K 0.57 23.14 N/A N/A 1,787 1,027 45,298 31,425 2018-04-20 $31.09 $32.00 35.6% 10.2% 36.2% 22.7% 35.7% 4.9% -3.9% 306.1K -12.3M -267.0K 3.82 16.10 N/A N/A 1,729 6,603 45,276 31,438 2018-04-23 $31.11 $32.00 36.2% 10.4% 35.2% 23.5% 35.3% 4.5% -3.7% 106.4K -11.2M -276.3K 1.04 17.14 N/A N/A 1,423 1,481 39,419 33,024 2018-04-24 $29.69 $32.00 38.7% 11.1% 38.9% 27.2% 37.1% 6.1% -4.8% -901.3K 15.0M -251.2K 0.78 18.52 N/A N/A 1,417 1,106 39,637 33,200 2018-04-25 $29.59 $32.00 39.1% 11.2% 38.5% 27.6% 39.0% 4.1% -3.3% -917.4K 15.8M -249.1K 0.48 24.45 N/A N/A 2,441 1,171 39,759 33,303 2018-04-26 $29.80 $32.00 40.0% 11.5% 38.5% 29.0% 37.7% 5.6% -5.2% -911.1K 14.5M -247.1K 0.50 15.42 N/A N/A 2,383 1,194 39,527 33,403 2018-04-27 $29.79 $32.00 38.8% 11.1% 38.4% 27.2% 38.6% 4.1% -4.5% -1.0M 13.8M -243.6K 0.68 16.51 N/A N/A 2,021 1,379 39,354 33,551 2018-04-30 $29.96 $32.00 41.8% 12.0% 36.0% 31.6% 40.9% 3.0% -6.0% -980.0K 11.1M -236.3K 0.65 18.08 N/A N/A 2,068 1,353 39,806 33,735
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