HUN Options History — November 2018

In November 2018, HUN traded between $19.76 and $23.70. ATM implied volatility averaged 45.3%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 2.3% (HV 20d: 47.6%). Max pain ranged from $21.00 to $27.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 2.96.

Notable Days

  • 2018-11-28: Highest Volume — 23,637 contracts
  • 2018-11-12: Largest IV spike — 26.4% change
  • 2018-11-13: Highest IV Rank — 49.6%
  • 2018-11-26: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.51$19.76$23.70$23.24$20.20
Max Pain$22.00$21.00$27.00$27.00$21.00
ATM IV45.3%36.9%56.0%46.5%46.0%
Expected Move12.5%10.2%13.8%13.3%13.2%
HV 20d47.6%35.0%53.0%52.7%35.0%
HV 60d36.7%35.5%37.9%35.5%37.7%
IV Rank33.7%20.9%49.6%35.3%34.7%
IV Percentile92.8%82.1%98.8%96.4%92.5%
Term Structure-3.1%-5.3%-0.7%-4.6%-3.7%
VWIV43.1%34.9%48.1%46.9%46.3%
Skew 25d7.5%5.5%9.5%6.0%7.6%
Skew 10d15.3%11.3%24.7%24.7%17.8%
Call IV 25d39.7%33.4%44.3%43.9%41.4%
Put IV 25d47.2%39.4%52.2%49.9%49.1%
Bid-Ask Spread %20.4611.6929.8411.6914.97
Gamma HHI0.220.120.360.200.35
Net GEX-521.7K-833.7K-409.1K-833.7K-681.3K
Net DEX46.9M28.1M66.9M51.1M33.3M
Net VEX-146.9K-190.4K-119.0K-190.4K-138.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.960.569.354.043.77
Total Volume10,069.4293,43523,63714,65311,832
Total OI86,319.23862,504101,84399,72173,059

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-11-01$23.24$27.0046.5%13.3%52.7%35.3%46.9%6.0%-4.6%-833.7K51.1M-190.4K4.0411.69N/AN/A2,90611,74747,67252,049
2018-11-02$23.48$27.0047.4%13.6%52.7%36.8%47.4%5.5%-5.3%-765.7K50.4M-189.3K4.0417.83N/AN/A2,89911,71048,22752,134
2018-11-05$22.94$21.0047.8%12.1%53.0%37.4%45.0%7.7%-3.1%-549.0K54.9M-173.6K4.7319.82N/AN/A2,48811,76048,56852,203
2018-11-06$23.15$21.0046.4%11.7%47.2%35.3%41.9%6.4%-2.1%-481.2K53.5M-172.7K4.9123.96N/AN/A2,40311,79548,52752,098
2018-11-07$23.70$21.0036.9%10.2%47.8%20.9%35.7%6.0%-0.7%-432.9K49.5M-167.4K2.3423.72N/AN/A2,9376,86348,69452,131
2018-11-08$23.08$22.0038.4%10.6%48.7%23.2%34.9%6.0%-1.9%-409.1K55.6M-160.1K2.7123.97N/AN/A2,5106,79648,73752,196
2018-11-09$22.32$22.0040.6%11.3%49.9%26.5%38.6%7.5%-1.3%-467.6K60.5M-152.1K2.1421.67N/AN/A3,5447,57448,71952,217
2018-11-12$22.10$22.0051.3%12.1%49.6%42.6%39.4%8.0%-2.9%-496.3K61.1M-153.8K2.2219.92N/AN/A3,1917,07649,06952,596
2018-11-13$21.40$22.0056.0%12.6%50.5%49.6%42.5%7.2%-3.7%-544.6K66.0M-142.5K2.4316.10N/AN/A2,9317,12249,09052,608
2018-11-14$21.75$22.0041.9%12.0%50.8%28.4%42.4%8.6%-2.4%-526.3K64.1M-143.7K3.0222.66N/AN/A2,3717,16049,20152,587
2018-11-15$21.74$22.0041.5%11.9%48.1%27.9%39.6%6.5%-2.2%-541.9K64.2M-142.6K2.9829.84N/AN/A2,3697,07149,25652,537
2018-11-16$21.02$22.0041.3%11.8%49.3%27.5%40.3%7.2%-1.9%-451.3K66.9M-133.3K2.8423.50N/AN/A2,4967,09449,30252,541
2018-11-19$20.79$22.0045.2%13.0%49.4%33.5%39.8%7.3%-4.1%-449.1K28.1M-129.6K2.5827.12N/AN/A2,3316,02233,00129,503
2018-11-20$19.95$22.0047.7%13.7%50.4%37.2%47.0%9.3%-3.5%-416.2K32.5M-124.1K0.6319.26N/AN/A2,2471,40533,80730,249
2018-11-21$20.58$21.0043.8%12.5%47.8%31.3%43.2%9.2%-1.3%-424.6K29.2M-134.5K0.6223.86N/AN/A2,3011,42934,21830,469
2018-11-23$20.19$21.0047.6%13.7%45.1%37.1%46.6%9.3%-4.3%-418.9K31.3M-128.2K0.6519.55N/AN/A2,0851,35034,45230,529
2018-11-26$20.38$21.0048.3%13.8%44.4%38.1%46.7%6.5%-5.3%-431.7K30.8M-126.3K0.5620.08N/AN/A2,2461,25234,47930,536
2018-11-27$19.76$21.0046.7%13.4%45.5%35.7%48.1%9.5%-3.4%-435.4K34.0M-119.0K1.3516.23N/AN/A2,1982,97034,73530,830
2018-11-28$20.05$21.0045.4%13.0%41.9%33.7%45.7%7.9%-2.6%-493.4K33.7M-124.4K9.3519.00N/AN/A2,28321,35435,04232,006
2018-11-29$19.94$21.0045.8%13.1%40.2%34.3%47.0%7.5%-4.0%-704.9K34.8M-138.2K4.2915.01N/AN/A2,1429,19835,25737,573
2018-11-30$20.20$21.0046.0%13.2%35.0%34.7%46.3%7.6%-3.7%-681.3K33.3M-138.7K3.7714.97N/AN/A2,4829,35035,42937,630