HUN Options History — August 2018

In August 2018, HUN traded between $30.27 and $32.74. ATM implied volatility averaged 26.4%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 3.3% (HV 20d: 29.7%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 1.85.

Notable Days

2018-08-14: Highest Volume — 57,289 contracts
2018-08-10: Largest IV spike — 17.9% change
2018-08-13: Highest IV Rank — 18.1%
2018-08-01: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.96	$30.27	$32.74	$32.72	$30.27
Max Pain	$32.87	$32.00	$33.00	$32.00	$33.00
ATM IV	26.4%	23.8%	32.4%	28.0%	27.5%
Expected Move	7.4%	6.8%	8.0%	8.0%	7.9%
HV 20d	29.7%	22.0%	33.8%	33.0%	25.4%
HV 60d	27.8%	27.0%	28.7%	28.5%	28.7%
IV Rank	9.4%	5.8%	18.1%	11.7%	11.1%
IV Percentile	28.5%	11.5%	69.0%	40.9%	36.9%
Term Structure	1.0%	-0.8%	2.6%	-0.1%	-0.1%
VWIV	26.0%	23.3%	32.7%	25.4%	26.3%
Skew 25d	3.5%	1.6%	4.4%	2.8%	2.1%
Skew 10d	7.0%	-3.3%	13.8%	6.8%	-3.3%
Call IV 25d	24.6%	22.0%	27.3%	27.2%	26.4%
Put IV 25d	28.0%	25.4%	30.3%	30.1%	28.5%
Bid-Ask Spread %	24.07	14.45	55.38	17.70	17.00
Gamma HHI	0.39	0.21	0.68	0.46	0.28
Net GEX	3.4M	1.1M	7.9M	4.5M	1.1M
Net DEX	-28.5M	-51.3M	-7.5M	-38.8M	-7.6M
Net VEX	-304.5K	-402.5K	-157.7K	-237.0K	-345.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.85	0.30	4.18	3.07	0.30
Total Volume	9,801.217	2,973	57,289	10,538	5,559
Total OI	90,528.783	74,402	119,887	94,003	81,500

Daily Data (23 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
2018-08-01	$32.72	$32.00	28.0%	8.0%	33.0%	11.7%	25.4%	2.8%	-0.1%	4.5M	-38.8M	-237.0K	3.07	17.70	N/A	N/A	2,592	7,946	51,389	42,614
2018-08-02	$32.19	$32.00	27.6%	7.9%	33.8%	11.2%	30.9%	3.0%	-0.1%	3.8M	-24.5M	-235.4K	3.48	21.25	N/A	N/A	2,225	7,737	51,485	42,809
2018-08-03	$32.51	$32.00	26.3%	7.5%	33.6%	9.3%	32.7%	4.0%	-0.4%	4.6M	-30.6M	-231.7K	3.42	20.69	N/A	N/A	2,239	7,647	51,476	42,767
2018-08-06	$32.27	$33.00	27.3%	7.7%	33.5%	10.8%	26.5%	3.7%	1.7%	5.0M	-26.5M	-209.8K	4.18	20.84	N/A	N/A	2,138	8,936	51,574	42,748
2018-08-07	$32.65	$33.00	26.3%	7.5%	33.6%	9.3%	26.4%	4.0%	1.8%	6.5M	-35.6M	-206.7K	3.48	19.36	N/A	N/A	2,450	8,526	52,105	42,808
2018-08-08	$32.72	$33.00	25.0%	7.4%	31.3%	7.4%	25.9%	4.1%	2.6%	7.1M	-40.7M	-197.6K	2.95	20.55	N/A	N/A	2,753	8,133	52,173	42,851
2018-08-09	$32.69	$33.00	24.3%	7.2%	30.9%	6.5%	24.6%	3.7%	2.1%	7.9M	-39.8M	-191.9K	2.13	19.63	N/A	N/A	3,312	7,060	52,415	42,858
2018-08-10	$31.79	$33.00	28.7%	7.6%	33.0%	12.8%	26.3%	4.0%	2.1%	4.5M	-11.9M	-183.0K	2.01	55.38	N/A	N/A	3,776	7,587	53,484	42,958
2018-08-13	$31.68	$33.00	32.4%	7.8%	32.5%	18.1%	26.6%	3.5%	1.3%	3.9M	-7.5M	-167.0K	2.40	26.12	N/A	N/A	2,888	6,938	53,366	43,375
2018-08-14	$31.88	$33.00	31.0%	7.7%	28.2%	16.0%	26.8%	3.6%	1.7%	4.5M	-8.9M	-157.7K	0.71	30.06	N/A	N/A	33,503	23,786	53,439	43,878
2018-08-15	$31.05	$33.00	27.1%	7.8%	28.6%	10.5%	26.3%	3.9%	2.2%	1.7M	-10.4M	-383.7K	2.66	50.83	N/A	N/A	3,259	8,670	70,295	47,358
2018-08-16	$31.51	$33.00	25.7%	7.4%	29.1%	8.4%	25.6%	3.6%	2.6%	1.9M	-21.6M	-402.5K	3.61	15.99	N/A	N/A	2,227	8,033	70,915	48,570
2018-08-17	$31.51	$33.00	25.7%	7.4%	28.8%	8.5%	26.5%	4.4%	2.5%	1.8M	-20.0M	-399.6K	3.60	15.45	N/A	N/A	2,096	7,536	71,312	48,575
2018-08-20	$31.98	$33.00	25.7%	7.4%	29.2%	8.4%	24.8%	3.5%	-0.1%	2.0M	-36.4M	-393.5K	0.57	22.79	N/A	N/A	2,850	1,615	44,182	30,220
2018-08-21	$32.02	$33.00	25.1%	7.2%	29.2%	7.6%	24.7%	3.3%	0.8%	2.1M	-38.5M	-389.1K	0.71	22.05	N/A	N/A	2,165	1,536	45,233	30,535
2018-08-22	$32.12	$33.00	25.8%	7.4%	29.2%	8.6%	24.7%	4.1%	-0.8%	2.2M	-39.2M	-393.2K	0.48	47.68	N/A	N/A	2,065	1,000	45,299	30,677
2018-08-23	$31.66	$33.00	23.8%	6.8%	29.2%	5.8%	23.8%	3.8%	1.2%	2.0M	-30.6M	-385.8K	0.57	17.37	N/A	N/A	1,896	1,077	45,659	30,759
2018-08-24	$31.99	$33.00	23.9%	6.9%	29.4%	5.9%	23.8%	3.2%	0.8%	2.3M	-36.5M	-387.2K	0.65	14.45	N/A	N/A	1,845	1,204	45,932	30,898
2018-08-27	$32.74	$33.00	23.9%	6.9%	30.3%	5.9%	23.9%	4.3%	1.3%	2.7M	-51.3M	-387.4K	0.39	27.88	N/A	N/A	2,796	1,079	45,994	31,019
2018-08-28	$32.43	$33.00	24.3%	7.0%	23.1%	6.4%	23.3%	2.9%	0.4%	2.6M	-45.7M	-384.9K	0.47	14.62	N/A	N/A	2,313	1,090	46,602	31,018
2018-08-29	$31.98	$33.00	24.8%	7.1%	22.0%	7.2%	24.1%	2.7%	0.0%	2.4M	-37.1M	-379.3K	0.44	17.05	N/A	N/A	2,356	1,035	46,965	31,052
2018-08-30	$30.74	$33.00	26.3%	7.6%	25.4%	9.4%	27.2%	1.6%	0.1%	1.5M	-16.3M	-355.3K	0.33	18.84	N/A	N/A	5,993	1,961	47,903	31,118
2018-08-31	$30.27	$33.00	27.5%	7.9%	25.4%	11.1%	26.3%	2.1%	-0.1%	1.1M	-7.6M	-345.1K	0.30	17.00	N/A	N/A	4,287	1,272	49,270	32,230