HUN Options History — September 2018

In September 2018, HUN traded between $27.16 and $30.44. ATM implied volatility averaged 29.2%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 4.3% (HV 20d: 24.9%). Max pain ranged from $28.00 to $33.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.51.

Notable Days

  • 2018-09-06: Highest Volume — 19,745 contracts
  • 2018-09-06: Largest IV spike — 8.0% change
  • 2018-09-11: Highest IV Rank — 16.1%
  • 2018-09-07: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.65$27.16$30.44$30.39$27.30
Max Pain$29.26$28.00$33.00$33.00$28.00
ATM IV29.2%26.9%31.5%28.4%28.0%
Expected Move8.4%7.7%9.4%8.2%8.0%
HV 20d24.9%21.0%27.0%25.5%21.0%
HV 60d28.1%27.0%29.3%28.6%27.6%
IV Rank12.4%8.5%16.1%12.4%9.7%
IV Percentile45.4%25.4%63.5%43.3%33.3%
Term Structure2.0%-1.1%4.4%-0.5%3.2%
VWIV28.8%26.3%32.4%27.8%26.8%
Skew 25d3.4%2.0%4.6%2.2%3.8%
Skew 10d4.7%-1.4%9.4%1.1%1.9%
Call IV 25d27.9%25.0%31.9%27.0%25.6%
Put IV 25d31.3%29.0%35.0%29.2%29.5%
Bid-Ask Spread %20.3010.5841.0710.6715.03
Gamma HHI0.250.210.320.290.32
Net GEX508.9K-985.1K1.4M1.1M-985.1K
Net DEX7.6M-7.3M32.4M-7.1M32.3M
Net VEX-317.3K-365.4K-268.8K-326.1K-269.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.102.201.080.33
Total Volume6,261.5792,75319,7453,7896,514
Total OI91,530.21179,54098,61779,54087,462

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-09-04$30.39$33.0028.4%8.2%25.5%12.4%27.8%2.2%-0.5%1.1M-7.1M-326.1K1.0810.67N/AN/A1,8191,97047,01432,526
2018-09-05$30.44$33.0028.7%8.2%24.9%12.1%26.3%2.5%-1.1%1.0M-7.3M-327.2K1.0818.78N/AN/A1,5921,71447,17333,146
2018-09-06$29.43$31.0031.0%9.0%27.0%15.4%30.9%4.0%1.3%311.9K6.7M-307.9K0.1038.61N/AN/A17,9801,76547,34033,245
2018-09-07$29.12$29.0030.2%9.4%27.0%14.2%32.4%3.1%0.9%932.0K-1.4M-364.4K0.1816.28N/AN/A6,3311,14758,35033,617
2018-09-10$28.95$29.0030.9%8.9%25.8%15.2%31.2%4.0%1.2%1.1M-2.3M-365.4K0.2114.88N/AN/A4,8431,02162,60033,857
2018-09-11$28.70$29.0031.5%8.8%25.8%16.1%30.6%3.5%1.5%870.6K2.6M-358.7K0.3312.48N/AN/A2,74491363,31633,977
2018-09-12$28.53$29.0030.6%8.8%25.4%14.7%30.1%4.1%0.5%726.2K6.6M-338.4K0.1641.07N/AN/A7,2311,14063,45334,016
2018-09-13$27.91$29.0029.9%8.6%25.0%13.7%29.6%3.0%2.0%245.0K16.3M-312.3K0.4723.42N/AN/A1,93190662,95034,044
2018-09-14$28.35$29.0029.4%8.4%25.1%13.1%29.4%3.8%2.6%525.5K9.7M-320.4K0.4920.22N/AN/A1,85190263,21933,612
2018-09-17$28.34$29.0029.5%8.5%25.1%13.2%28.8%2.4%3.0%579.0K7.7M-319.2K0.5916.43N/AN/A3,3982,00463,57733,676
2018-09-18$28.43$29.0029.4%8.4%24.2%13.1%27.8%4.2%1.9%555.1K7.7M-317.6K0.1219.27N/AN/A7,43490364,41734,200
2018-09-19$28.82$29.0027.9%8.0%25.1%10.0%27.2%3.9%3.5%800.2K3.5M-311.3K0.1718.11N/AN/A5,44890560,81234,351
2018-09-20$29.23$28.0027.2%7.8%25.8%8.9%27.4%4.6%2.8%1.4M-6.0M-316.2K0.3829.01N/AN/A2,8851,08361,01134,387
2018-09-21$28.89$29.0026.9%7.7%25.7%8.5%27.2%3.8%2.7%1.2M1.7M-305.6K0.4118.02N/AN/A2,8121,15461,11534,524
2018-09-24$28.36$29.0029.0%8.3%25.5%11.3%28.9%3.6%3.0%486.0K5.4M-287.7K2.2029.67N/AN/A2,9046,38953,55731,507
2018-09-25$28.13$28.0028.1%8.1%23.1%10.0%27.8%2.9%3.3%79.8K14.2M-315.2K0.8412.70N/AN/A2,2201,86354,71636,878
2018-09-26$27.79$28.0028.5%8.2%23.1%10.5%28.4%2.0%4.4%-398.7K21.6M-297.6K0.3420.54N/AN/A5,2591,81250,99737,621
2018-09-27$27.16$28.0030.0%8.6%23.7%12.7%28.6%2.4%2.0%-893.5K32.4M-268.8K0.3110.58N/AN/A4,7291,45449,17137,640
2018-09-28$27.30$28.0028.0%8.0%21.0%9.7%26.8%3.8%3.2%-985.1K32.3M-269.4K0.3315.03N/AN/A4,9011,61349,40038,062