HUN Options History — June 2018

In June 2018, HUN traded between $29.23 and $33.22. ATM implied volatility averaged 27.4%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 4.1% (HV 20d: 23.3%). Max pain ranged from $31.00 to $32.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 4.50.

Notable Days

  • 2018-06-25: Highest Volume — 15,951 contracts
  • 2018-06-19: Largest IV spike — 21.9% change
  • 2018-06-27: Highest IV Rank — 20.5%
  • 2018-06-27: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.60$29.23$33.22$32.20$29.34
Max Pain$31.95$31.00$32.00$31.00$32.00
ATM IV27.4%22.9%34.1%25.7%31.6%
Expected Move7.7%6.6%9.8%7.4%9.1%
HV 20d23.3%18.7%28.5%23.2%27.2%
HV 60d30.6%29.0%31.8%31.8%29.8%
IV Rank10.8%4.5%20.5%8.5%16.9%
IV Percentile38.4%9.1%84.1%22.6%70.2%
Term Structure2.5%-0.7%4.0%-0.7%3.4%
VWIV27.3%22.7%34.3%25.5%31.9%
Skew 25d3.6%2.3%6.1%3.3%3.3%
Skew 10d7.1%4.4%12.3%5.4%6.4%
Call IV 25d25.4%21.1%31.6%23.2%31.2%
Put IV 25d29.1%24.4%37.7%26.5%34.6%
Bid-Ask Spread %22.8713.8639.3716.6631.22
Gamma HHI0.300.270.330.290.33
Net GEX1.1M-557.3K2.4M1.2M-546.2K
Net DEX-10.4M-47.5M39.4M-19.9M36.4M
Net VEX-345.9K-387.8K-288.0K-387.8K-294.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.501.746.675.393.97
Total Volume10,120.8578,23415,9518,3179,405
Total OI86,348.28681,38490,73784,53890,737

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$32.20$31.0025.7%7.4%23.2%8.5%25.5%3.3%-0.7%1.2M-19.9M-387.8K5.3916.66N/AN/A1,3027,01546,25838,280
2018-06-04$31.92$32.0026.2%7.2%23.3%9.1%26.8%3.5%2.6%1.1M-14.1M-374.4K5.5216.50N/AN/A1,2687,00046,37038,335
2018-06-05$32.11$32.0025.8%7.1%22.9%8.6%24.9%3.8%2.2%1.2M-17.1M-370.1K6.4318.41N/AN/A1,3068,40046,41138,402
2018-06-06$32.98$32.0024.5%6.8%24.2%6.7%25.0%3.5%2.5%1.7M-36.8M-371.4K6.5218.14N/AN/A1,3118,54946,60338,857
2018-06-07$32.52$32.0024.5%6.7%20.2%6.7%24.1%2.7%3.5%1.5M-26.1M-370.3K4.0818.86N/AN/A2,1068,58246,69738,922
2018-06-08$32.98$32.0022.9%6.7%19.9%4.5%24.5%3.3%2.9%1.9M-38.4M-371.3K5.9017.02N/AN/A1,3948,22547,59638,920
2018-06-11$32.64$32.0026.4%6.6%20.4%9.4%24.2%4.0%3.5%1.7M-31.2M-361.7K4.3516.77N/AN/A1,6517,17447,67639,047
2018-06-12$32.58$32.0024.5%6.6%19.5%6.8%23.6%4.4%2.7%1.7M-30.3M-354.7K5.0316.02N/AN/A1,4027,04647,89739,089
2018-06-13$32.89$32.0023.2%6.7%19.8%4.9%23.4%3.1%2.8%2.0M-38.5M-356.3K1.7428.93N/AN/A4,1527,23947,80539,112
2018-06-14$33.19$32.0023.9%6.9%19.2%5.9%23.1%2.3%3.7%2.4M-47.5M-361.4K2.5813.86N/AN/A2,8037,22448,08339,176
2018-06-15$33.22$32.0023.6%6.8%18.7%5.5%22.7%3.0%3.8%2.1M-46.3M-362.3K2.2325.63N/AN/A3,1747,08248,22039,333
2018-06-18$32.51$32.0024.1%6.9%20.2%6.2%25.0%2.9%4.0%1.8M-28.2M-350.6K5.6720.90N/AN/A1,2347,00046,47134,913
2018-06-19$31.27$32.0029.4%8.4%23.8%13.8%29.8%4.0%2.6%1.0M-4.0M-341.7K2.5326.21N/AN/A3,6279,16846,55035,001
2018-06-20$31.26$32.0027.8%8.0%23.6%11.5%30.1%3.8%3.9%1.2M-6.0M-348.4K4.2125.17N/AN/A1,8037,59848,50536,235
2018-06-21$30.47$32.0030.1%8.6%25.1%14.8%30.1%2.6%1.6%718.4K8.8M-334.1K4.8822.40N/AN/A1,8108,83648,74036,331
2018-06-22$31.03$32.0028.4%8.1%26.2%12.3%29.3%3.5%2.3%987.3K1.1M-338.0K6.6716.08N/AN/A1,2408,27748,86037,323
2018-06-25$30.00$32.0033.1%9.5%28.5%19.1%34.3%4.5%0.2%321.6K20.5M-312.2K4.1326.20N/AN/A3,11012,84148,91337,363
2018-06-26$29.95$32.0030.5%8.7%28.3%15.4%31.7%4.7%2.5%-198.6K23.1M-322.8K3.1929.95N/AN/A2,8168,98648,38641,220
2018-06-27$29.40$32.0034.1%9.8%28.0%20.5%31.8%3.7%0.9%-453.5K37.0M-288.0K5.6939.37N/AN/A1,4037,97848,64041,481
2018-06-28$29.23$32.0034.1%9.8%27.2%20.5%32.6%6.1%1.3%-557.3K39.4M-293.1K3.7736.01N/AN/A2,0957,90648,79741,759
2018-06-29$29.34$32.0031.6%9.1%27.2%16.9%31.9%3.3%3.4%-546.2K36.4M-294.1K3.9731.22N/AN/A1,8927,51348,83841,899