HUN Options History — October 2018

In October 2018, HUN traded between $20.32 and $27.30. ATM implied volatility averaged 42.9%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 11.4% (HV 20d: 31.5%). Max pain ranged from $27.00 to $31.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 2.87.

Notable Days

2018-10-25: Highest Volume — 27,290 contracts
2018-10-10: Largest IV spike — 14.1% change
2018-10-29: Highest IV Rank — 56.2%
2018-10-29: Largest Expected Move — 17.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.58	$20.32	$27.30	$27.04	$22.08
Max Pain	$28.65	$27.00	$31.00	$28.00	$27.00
ATM IV	42.9%	28.6%	60.3%	28.6%	48.8%
Expected Move	12.4%	8.2%	17.3%	8.2%	14.0%
HV 20d	31.5%	19.7%	48.0%	20.7%	48.0%
HV 60d	29.3%	27.1%	33.5%	27.5%	33.5%
IV Rank	30.5%	10.7%	56.2%	10.7%	38.9%
IV Percentile	86.4%	38.5%	99.6%	38.5%	97.2%
Term Structure	-5.5%	-10.7%	4.1%	3.3%	-4.9%
VWIV	43.4%	27.8%	60.5%	27.8%	44.4%
Skew 25d	5.1%	1.8%	8.3%	3.2%	6.3%
Skew 10d	10.2%	0.1%	21.9%	0.1%	19.8%
Call IV 25d	41.3%	26.9%	55.9%	26.9%	46.9%
Put IV 25d	46.4%	29.7%	64.1%	30.1%	53.3%
Bid-Ask Spread %	24.05	10.00	38.21	17.04	19.80
Gamma HHI	0.30	0.20	0.46	0.34	0.21
Net GEX	-1.1M	-1.7M	-517.3K	-1.2M	-783.5K
Net DEX	64.0M	32.3M	78.0M	35.7M	71.6M
Net VEX	-177.2K	-284.7K	-97.4K	-252.7K	-148.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.87	0.41	9.28	0.57	2.54
Total Volume	13,279.435	6,750	27,290	12,872	22,099
Total OI	89,026.739	82,902	95,618	88,309	95,618

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
2018-10-01	$27.04	$28.00	28.6%	8.2%	20.7%	10.7%	27.8%	3.2%	3.3%	-1.2M	35.7M	-252.7K	0.57	17.04	N/A	N/A	8,194	4,678	49,970	38,339
2018-10-02	$26.82	$28.00	29.5%	8.5%	20.4%	12.0%	28.8%	2.5%	1.9%	-1.4M	39.7M	-265.6K	1.94	10.00	N/A	N/A	2,476	4,798	50,048	39,571
2018-10-03	$27.30	$28.00	29.1%	8.4%	22.0%	11.5%	28.4%	1.8%	4.1%	-1.1M	32.3M	-284.7K	0.41	11.93	N/A	N/A	12,297	5,061	50,328	40,227
2018-10-04	$26.89	$31.00	29.7%	9.9%	19.7%	12.3%	34.5%	3.3%	-4.8%	-1.4M	38.8M	-269.9K	0.41	32.48	N/A	N/A	12,149	5,037	45,207	40,545
2018-10-05	$26.25	$31.00	33.2%	10.0%	20.8%	17.4%	39.3%	5.0%	-4.2%	-1.6M	48.4M	-244.7K	0.95	35.04	N/A	N/A	3,468	3,282	45,404	40,625
2018-10-08	$25.86	$31.00	32.6%	10.3%	21.1%	14.5%	36.3%	4.7%	-4.7%	-1.7M	54.3M	-223.5K	0.86	31.28	N/A	N/A	3,735	3,219	44,743	41,080
2018-10-09	$24.08	$31.00	36.0%	10.7%	31.4%	19.7%	36.5%	4.6%	-4.7%	-1.3M	68.7M	-162.9K	1.99	34.94	N/A	N/A	2,286	4,549	44,951	40,967
2018-10-10	$23.75	$29.00	41.1%	11.8%	31.5%	27.3%	43.0%	5.3%	-6.1%	-1.0M	60.8M	-152.8K	1.98	26.23	N/A	N/A	2,310	4,582	45,268	37,634
2018-10-11	$23.76	$29.00	42.1%	12.1%	31.3%	28.8%	42.9%	4.9%	-6.4%	-1.1M	60.9M	-163.6K	1.49	30.78	N/A	N/A	3,069	4,564	45,571	38,876
2018-10-12	$23.91	$29.00	44.3%	12.7%	30.5%	32.1%	42.0%	5.0%	-9.0%	-1.1M	61.3M	-165.1K	5.53	22.55	N/A	N/A	2,943	16,274	45,993	39,169
2018-10-15	$24.21	$29.00	44.3%	12.7%	31.3%	32.1%	52.8%	7.1%	-7.7%	-1.6M	67.8M	-205.5K	2.88	38.21	N/A	N/A	3,008	8,666	46,024	47,022
2018-10-16	$24.12	$29.00	41.9%	12.0%	31.1%	28.5%	40.1%	6.0%	-6.1%	-1.6M	68.9M	-203.4K	3.43	11.74	N/A	N/A	2,526	8,670	46,174	47,083
2018-10-17	$23.65	$29.00	42.9%	12.3%	30.2%	29.9%	41.5%	5.1%	-8.3%	-1.5M	72.6M	-182.2K	3.25	22.65	N/A	N/A	2,641	8,589	46,244	47,117
2018-10-18	$22.54	$29.00	44.0%	12.6%	31.7%	31.6%	44.6%	3.0%	-8.6%	-1.2M	76.2M	-155.2K	2.40	27.61	N/A	N/A	3,483	8,374	46,851	46,832
2018-10-19	$22.28	$28.00	45.2%	13.0%	31.7%	33.5%	45.4%	6.1%	-7.7%	-1.1M	77.1M	-145.0K	2.69	19.66	N/A	N/A	3,139	8,433	47,608	46,959
2018-10-22	$22.14	$28.00	47.6%	13.6%	31.7%	37.0%	47.3%	6.4%	-7.1%	-963.5K	76.2M	-132.5K	3.64	29.27	N/A	N/A	2,410	8,781	39,048	45,767
2018-10-23	$21.50	$28.00	49.5%	14.2%	32.2%	39.8%	45.8%	4.9%	-6.7%	-819.7K	77.3M	-120.5K	3.02	26.70	N/A	N/A	2,973	8,975	39,600	46,049
2018-10-24	$20.32	$27.00	52.7%	15.1%	35.6%	44.7%	49.7%	5.8%	-5.9%	-517.3K	77.5M	-97.4K	3.11	13.64	N/A	N/A	2,831	8,804	40,108	45,736
2018-10-25	$21.28	$28.00	51.4%	14.7%	41.7%	42.8%	51.2%	4.3%	-5.7%	-701.5K	78.0M	-119.1K	9.28	32.77	N/A	N/A	2,655	24,635	40,497	46,727
2018-10-26	$20.74	$28.00	58.0%	16.6%	41.4%	52.8%	60.5%	6.6%	-10.7%	-685.9K	75.4M	-121.9K	6.78	22.69	N/A	N/A	2,805	19,027	40,961	48,145
2018-10-29	$20.44	$27.00	60.3%	17.3%	41.4%	56.2%	58.9%	8.3%	-8.1%	-654.6K	76.6M	-122.1K	4.03	25.45	N/A	N/A	4,328	17,427	41,520	50,474
2018-10-30	$21.46	$27.00	54.4%	15.6%	47.0%	47.2%	55.7%	6.9%	-7.7%	-744.0K	74.9M	-136.8K	2.93	10.65	N/A	N/A	2,846	8,331	43,359	51,576
2018-10-31	$22.08	$27.00	48.8%	14.0%	48.0%	38.9%	44.4%	6.3%	-4.9%	-783.5K	71.6M	-148.8K	2.54	19.80	N/A	N/A	6,245	15,854	43,812	51,806