HUN Options History — May 2018

In May 2018, HUN traded between $29.04 and $32.80. ATM implied volatility averaged 29.1%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 1.4% (HV 20d: 30.4%). Max pain ranged from $29.00 to $32.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.51.

Notable Days

  • 2018-05-22: Highest Volume — 24,513 contracts
  • 2018-05-29: Largest IV spike — 13.9% change
  • 2018-05-01: Highest IV Rank — 19.7%
  • 2018-05-01: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.37$29.04$32.80$29.04$32.06
Max Pain$30.23$29.00$32.00$32.00$31.00
ATM IV29.1%25.4%33.5%33.5%26.8%
Expected Move8.3%7.3%9.6%9.6%7.7%
HV 20d30.4%20.9%37.8%37.8%23.3%
HV 60d32.4%31.4%34.7%34.7%31.7%
IV Rank13.3%8.1%19.7%19.7%10.1%
IV Percentile49.4%20.2%81.7%81.7%32.9%
Term Structure-0.5%-2.5%1.6%-2.5%-1.2%
VWIV29.4%25.3%36.8%36.8%26.2%
Skew 25d4.0%1.1%6.3%4.5%2.6%
Skew 10d8.5%1.4%17.0%7.2%1.4%
Call IV 25d26.8%22.1%33.8%33.8%25.1%
Put IV 25d30.8%27.5%38.4%38.4%27.8%
Bid-Ask Spread %24.6114.2449.6625.4024.70
Gamma HHI0.340.200.480.330.29
Net GEX-163.3K-2.8M2.7M-2.0M1.1M
Net DEX-13.2M-49.0M33.2M33.2M-17.6M
Net VEX-263.0K-395.9K-174.8K-211.9K-392.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.510.285.150.281.97
Total Volume10,987.0913,12524,51320,48510,548
Total OI72,609.59161,04592,44174,82984,274

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$29.04$32.0033.5%9.6%37.8%19.7%36.8%4.5%-2.5%-2.0M33.2M-211.9K0.2825.40N/AN/A16,0324,45340,18234,647
2018-05-02$29.19$32.0031.4%9.0%37.8%16.7%32.2%4.5%-0.8%-2.2M27.2M-193.5K1.2349.66N/AN/A1,9702,42232,45132,127
2018-05-03$29.16$29.0031.6%8.6%36.8%16.9%29.9%4.3%0.8%-2.3M26.8M-200.8K1.1718.80N/AN/A2,0092,35232,58832,616
2018-05-04$29.65$29.0030.0%8.3%34.3%14.6%30.1%4.4%1.3%-2.6M20.9M-197.4K1.4323.24N/AN/A1,7182,45832,67132,599
2018-05-07$29.42$29.0032.3%9.2%34.5%17.9%30.9%4.9%-0.8%-2.8M25.7M-184.5K1.6723.38N/AN/A1,4642,43932,68532,741
2018-05-08$29.63$29.0032.8%8.7%31.6%18.7%30.3%4.7%0.1%-2.8M20.2M-187.1K1.1921.66N/AN/A2,1062,50532,73032,785
2018-05-09$30.98$29.0030.3%8.7%35.0%15.1%29.9%2.7%-0.2%-1.6M-7.6M-189.7K3.6637.07N/AN/A1,9267,04332,70232,950
2018-05-10$31.54$30.0027.9%8.0%34.3%11.6%29.9%3.5%1.6%-761.5K-19.7M-192.8K0.4923.00N/AN/A2,9081,43933,00835,483
2018-05-11$31.59$30.0028.4%8.1%34.3%12.4%29.9%4.4%0.4%-471.7K-20.4M-192.1K0.9625.03N/AN/A1,5941,53134,29535,533
2018-05-14$32.15$30.0028.9%8.3%32.7%13.0%28.9%4.0%0.1%1.1M-35.8M-174.8K0.3915.86N/AN/A4,2621,67734,40035,644
2018-05-15$32.20$30.0030.6%8.8%32.1%15.6%30.9%4.9%-1.4%1.3M-37.1M-180.6K0.5930.00N/AN/A2,6881,59535,27435,665
2018-05-16$32.71$30.0028.2%8.1%31.2%12.1%28.8%3.5%0.6%2.7M-49.0M-175.1K0.3414.93N/AN/A12,2944,17235,33935,724
2018-05-17$32.35$30.0028.4%8.1%30.6%12.3%28.4%5.3%0.2%1.6M-41.1M-209.3K0.6919.47N/AN/A12,7508,84638,37039,685
2018-05-18$32.11$30.0028.1%8.1%29.7%11.9%30.0%3.4%1.2%-1.4M-41.2M-281.3K1.0617.32N/AN/A7,3997,84645,35347,088
2018-05-21$32.60$30.0027.0%7.7%30.1%10.3%27.2%2.5%-0.7%1.3M-41.1M-323.1K2.7130.17N/AN/A2,9548,00934,73026,315
2018-05-22$32.24$30.0029.4%8.4%24.5%13.7%29.5%1.1%-2.3%1.2M-34.2M-337.7K1.9936.22N/AN/A8,19216,32135,56127,556
2018-05-23$32.13$31.0027.1%7.8%24.5%10.4%27.2%4.3%-1.1%931.9K-16.6M-395.7K2.0016.22N/AN/A7,49914,98542,80836,342
2018-05-24$32.14$31.0025.8%7.4%24.6%8.6%25.3%3.7%-0.8%913.8K-16.3M-395.9K1.0728.09N/AN/A7,8688,41342,97736,508
2018-05-25$32.20$31.0025.4%7.3%24.5%8.1%27.6%6.3%-0.6%984.4K-17.4M-389.5K1.1632.27N/AN/A7,2358,35943,21836,546
2018-05-29$32.35$31.0029.0%8.3%24.5%13.1%29.4%4.2%-2.2%929.8K-19.1M-394.0K5.1514.24N/AN/A1,4237,32843,37637,884
2018-05-30$32.80$31.0026.8%7.7%20.9%10.0%27.4%4.3%-1.7%1.2M-29.2M-386.2K2.0114.76N/AN/A3,5447,14043,84238,139
2018-05-31$32.06$31.0026.8%7.7%23.3%10.1%26.2%2.6%-1.2%1.1M-17.6M-392.8K1.9724.70N/AN/A3,5467,00246,04538,229