HUN Options History — December 2018

In December 2018, HUN traded between $18.15 and $20.48. ATM implied volatility averaged 49.1%, placing in the 57.5% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 13.0% (HV 20d: 36.1%). Max pain ranged from $21.00 to $26.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 2.22.

Notable Days

  • 2018-12-13: Highest Volume — 13,743 contracts
  • 2018-12-12: Largest IV drop — 18.7% change
  • 2018-12-24: Highest IV Rank — 83.5%
  • 2018-12-24: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.95$18.15$20.48$20.48$19.28
Max Pain$22.35$21.00$26.00$21.00$21.00
ATM IV49.1%41.6%59.2%41.6%44.4%
Expected Move13.7%11.9%15.5%11.9%12.7%
HV 20d36.1%33.4%38.5%35.3%37.4%
HV 60d39.9%37.9%41.9%37.9%41.9%
IV Rank57.5%28.1%83.5%28.1%57.4%
IV Percentile93.1%83.3%99.2%85.7%83.3%
Term Structure-2.7%-6.6%-0.3%-2.9%-1.2%
VWIV46.7%41.2%53.8%41.2%43.9%
Skew 25d7.9%4.4%9.6%8.5%7.1%
Skew 10d17.5%4.8%30.3%5.7%27.6%
Call IV 25d43.6%36.7%49.4%36.7%40.3%
Put IV 25d51.5%45.2%57.9%45.2%47.5%
Bid-Ask Spread %18.0412.1432.1220.2518.33
Gamma HHI0.400.340.490.340.38
Net GEX-500.8K-910.7K-207.2K-675.7K-209.0K
Net DEX28.5M16.8M42.5M31.0M17.7M
Net VEX-105.4K-137.4K-83.5K-137.4K-84.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.220.1512.921.101.25
Total Volume2,188.1553213,7431,4251,554
Total OI67,192.458,14977,85573,68459,008

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$20.48$21.0041.6%11.9%35.3%28.1%41.2%8.5%-2.9%-675.7K31.0M-137.4K1.1020.25N/AN/A68074535,86137,823
2018-12-04$19.61$21.0045.3%13.0%37.2%33.5%46.1%8.5%-4.1%-730.6K36.9M-131.2K0.8829.13N/AN/A76968036,01337,826
2018-12-05$19.59$21.0047.3%13.6%36.8%36.6%48.4%4.4%-6.0%-745.6K37.3M-128.4K0.8932.12N/AN/A77169036,01337,826
2018-12-06$19.11$26.0052.7%13.5%35.2%44.8%48.4%8.8%-1.9%-730.1K40.4M-125.5K7.3514.62N/AN/A4603,37936,17538,101
2018-12-07$19.21$26.0053.2%13.4%35.1%45.4%46.6%7.8%-2.1%-801.5K39.9M-130.5K4.6913.68N/AN/A8123,80936,46440,063
2018-12-10$18.77$26.0059.2%14.1%34.3%54.6%50.3%9.4%-2.1%-815.6K42.5M-123.6K1.3014.17N/AN/A47662136,60040,205
2018-12-11$19.29$25.0054.3%13.4%36.6%47.1%46.3%7.0%-0.6%-822.2K39.1M-127.6K1.4812.14N/AN/A64094536,78540,214
2018-12-12$19.49$25.0044.1%12.6%35.8%31.8%42.2%7.6%-0.3%-844.4K37.8M-128.3K0.7015.66N/AN/A86560637,01740,437
2018-12-13$18.86$25.0044.7%12.8%36.3%58.3%44.9%7.7%-2.1%-910.7K41.2M-121.2K12.9216.08N/AN/A98712,75637,32540,530
2018-12-14$18.21$21.0047.3%13.6%37.5%65.1%42.2%7.2%-2.0%-295.3K24.0M-88.3K1.3213.30N/AN/A50266337,83624,086
2018-12-17$18.15$21.0049.5%14.2%36.3%71.2%46.5%8.6%-3.4%-299.0K22.3M-85.5K0.1515.47N/AN/A5888937,89623,242
2018-12-18$18.68$21.0046.5%13.3%38.5%63.0%46.6%9.0%-2.2%-255.4K20.3M-91.9K0.6313.20N/AN/A32720538,27623,421
2018-12-19$18.36$21.0047.3%13.5%36.4%65.0%43.3%8.7%-2.5%-308.7K22.1M-86.0K0.9623.74N/AN/A33932538,39623,447
2018-12-20$18.26$21.0049.3%14.1%33.9%70.5%45.6%8.4%-3.1%-338.8K22.4M-84.3K0.9713.35N/AN/A35634438,48523,321
2018-12-21$18.20$21.0049.1%14.1%33.6%70.1%46.0%7.8%-2.0%-305.6K22.4M-84.1K0.8017.71N/AN/A52742038,54423,345
2018-12-24$18.28$21.0054.2%15.5%33.4%83.5%53.8%8.5%-3.9%-274.9K20.6M-83.5K2.4717.96N/AN/A7621,88335,88622,263
2018-12-26$19.23$21.0052.6%15.1%37.4%79.5%52.3%6.9%-6.6%-209.3K16.8M-91.8K1.5217.37N/AN/A59290136,03222,332
2018-12-27$18.94$21.0051.8%14.8%37.2%77.1%52.9%9.6%-4.4%-207.2K17.6M-86.6K2.0817.93N/AN/A39281636,25221,898
2018-12-28$18.99$21.0048.1%13.8%37.3%67.4%45.6%6.4%-1.6%-237.5K17.9M-88.0K1.0324.68N/AN/A73175636,28222,322
2018-12-31$19.28$21.0044.4%12.7%37.4%57.4%43.9%7.1%-1.2%-209.0K17.7M-84.3K1.2518.33N/AN/A69286236,50222,506