HUN Options History — July 2018 In July 2018, HUN traded between $29.17 and $33.52. ATM implied volatility averaged 32.4%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 4.5% (HV 20d: 27.8%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 3.73.
Notable Days 2018-07-18 : Highest Volume — 17,636 contracts2018-07-31 : Largest IV drop — 22.5% change2018-07-30 : Highest IV Rank — 23.4%2018-07-30 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $30.53 $29.17 $33.52 $29.42 $33.52 Max Pain $32.57 $32.00 $33.00 $32.00 $32.00 ATM IV 32.4% 28.0% 36.1% 32.7% 28.0% Expected Move 9.5% 8.0% 10.4% 9.4% 8.0% HV 20d 27.8% 25.2% 32.8% 27.3% 31.5% HV 60d 27.1% 25.9% 28.7% 28.7% 28.0% IV Rank 18.0% 11.8% 23.4% 18.5% 11.8% IV Percentile 71.6% 41.3% 88.9% 75.4% 41.3% Term Structure -2.6% -6.2% 3.6% 3.6% -1.1% VWIV 30.5% 26.4% 35.1% 32.3% 26.4% Skew 25d 4.4% 2.9% 5.7% 3.3% 3.7% Skew 10d 9.6% 5.5% 14.1% 12.1% 10.4% Call IV 25d 31.2% 27.4% 34.2% 31.6% 27.4% Put IV 25d 35.6% 31.1% 38.7% 34.9% 31.1% Bid-Ask Spread % 17.14 11.29 30.57 19.28 22.61 Gamma HHI 0.35 0.26 0.52 0.33 0.52 Net GEX 426.5K -2.2M 4.6M -494.7K 4.6M Net DEX 15.9M -60.7M 52.9M 38.2M -60.7M Net VEX -250.4K -277.1K -219.0K -277.0K -219.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.73 1.18 6.24 4.58 1.73 Total Volume 11,036.19 8,906 17,636 9,157 14,803 Total OI 91,661.238 84,482 98,427 90,931 89,961
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 2018-07-02 $29.42 $32.00 32.7% 9.4% 27.3% 18.5% 32.3% 3.3% 3.6% -494.7K 38.2M -277.0K 4.58 19.28 N/A N/A 1,642 7,515 49,083 41,848 2018-07-03 $29.17 $32.00 32.1% 9.2% 27.0% 17.7% 31.4% 4.3% 3.1% -736.8K 41.2M -269.8K 5.08 18.97 N/A N/A 1,482 7,536 49,153 41,939 2018-07-05 $29.52 $33.00 30.0% 9.4% 25.2% 14.6% 35.1% 5.7% -1.8% -686.5K 37.6M -264.3K 4.93 30.57 N/A N/A 1,503 7,403 49,150 41,971 2018-07-06 $29.97 $33.00 28.8% 9.4% 26.0% 12.9% 27.0% 4.4% -1.5% -407.8K 28.1M -274.4K 6.24 16.22 N/A N/A 1,542 9,615 49,112 41,985 2018-07-09 $30.45 $33.00 29.1% 9.2% 26.2% 13.4% 27.9% 4.9% -2.2% -134.9K 19.7M -271.6K 5.62 16.62 N/A N/A 1,879 10,553 49,209 42,836 2018-07-10 $30.36 $33.00 28.9% 9.2% 26.1% 13.1% 27.0% 4.3% -2.3% -412.4K 21.8M -277.1K 5.45 13.48 N/A N/A 1,764 9,622 49,497 44,318 2018-07-11 $29.49 $33.00 34.9% 10.0% 27.6% 21.6% 30.6% 4.6% -4.3% -1.2M 43.4M -248.0K 3.29 22.93 N/A N/A 2,810 9,250 49,508 44,324 2018-07-12 $29.21 $33.00 33.1% 9.5% 27.1% 19.1% 30.8% 5.3% -2.9% -1.7M 51.4M -234.3K 3.25 14.10 N/A N/A 2,744 8,911 48,784 44,646 2018-07-13 $29.61 $33.00 32.7% 9.4% 27.5% 18.5% 32.2% 4.2% -2.9% -1.6M 41.2M -252.7K 3.31 16.95 N/A N/A 2,681 8,868 48,890 45,522 2018-07-16 $29.22 $33.00 34.7% 9.9% 27.5% 21.4% 32.8% 5.0% -4.5% -2.2M 52.9M -225.3K 4.84 13.57 N/A N/A 1,818 8,807 48,954 45,777 2018-07-17 $30.64 $33.00 32.6% 9.3% 32.8% 18.3% 29.3% 4.7% -3.2% -150.4K 20.5M -243.9K 3.05 12.55 N/A N/A 2,646 8,069 48,999 45,787 2018-07-18 $31.39 $33.00 33.2% 9.5% 31.3% 19.3% 30.1% 2.9% -3.3% 858.6K -3.3M -254.4K 1.18 28.16 N/A N/A 8,092 9,544 49,343 45,842 2018-07-19 $31.27 $33.00 32.5% 9.3% 31.3% 18.2% 33.1% 4.9% -2.7% 1.9M -1.6M -250.5K 2.52 24.78 N/A N/A 2,926 7,387 52,062 45,853 2018-07-20 $30.96 $33.00 32.8% 9.4% 30.1% 18.7% 31.6% 3.6% -3.1% 2.6M 6.6M -247.4K 2.19 12.98 N/A N/A 3,212 7,028 52,181 46,246 2018-07-23 $30.87 $32.00 33.2% 9.5% 29.4% 19.2% 29.1% 3.2% -3.5% 1.1M 5.0M -237.3K 2.89 12.35 N/A N/A 2,617 7,575 46,821 37,661 2018-07-24 $30.80 $32.00 33.9% 9.7% 26.6% 20.2% 29.7% 5.2% -3.9% 972.4K 7.0M -242.6K 3.79 14.15 N/A N/A 1,906 7,232 47,600 38,523 2018-07-25 $30.82 $32.00 33.0% 9.5% 26.6% 19.0% 33.7% 4.5% -3.2% 983.8K 7.0M -239.0K 4.60 11.29 N/A N/A 1,719 7,913 47,833 38,849 2018-07-26 $31.35 $32.00 33.6% 9.6% 26.0% 19.7% 28.8% 3.9% -3.8% 1.7M -4.8M -243.6K 3.25 12.93 N/A N/A 2,467 8,019 48,060 39,052 2018-07-27 $31.41 $32.00 33.8% 9.7% 25.8% 20.1% 29.8% 5.0% -4.6% 1.9M -3.4M -246.8K 3.74 14.08 N/A N/A 2,147 8,037 48,956 39,832 2018-07-30 $31.74 $32.00 36.1% 10.4% 25.9% 23.4% 31.9% 4.5% -6.2% 2.2M -13.9M -240.5K 2.79 11.36 N/A N/A 2,764 7,712 49,031 39,888 2018-07-31 $33.52 $32.00 28.0% 8.0% 31.5% 11.8% 26.4% 3.7% -1.1% 4.6M -60.7M -219.0K 1.73 22.61 N/A N/A 5,421 9,382 49,965 39,996
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