HUN Options History — January 2019 In January 2019, HUN traded between $19.44 and $22.81. ATM implied volatility averaged 42.1%, placing in the 51.2% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 0.9% (HV 20d: 43.0%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.83.
Notable Days 2019-01-18 : Highest Volume — 14,186 contracts2019-01-04 : Largest IV drop — 13.9% change2019-01-03 : Highest IV Rank — 67.9%2019-01-28 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.17 $19.44 $22.81 $19.70 $21.99 Max Pain $21.10 $21.00 $23.00 $21.00 $23.00 ATM IV 42.1% 37.3% 48.3% 43.9% 44.2% Expected Move 11.9% 10.7% 13.2% 12.6% 10.8% HV 20d 43.0% 35.0% 49.6% 37.9% 49.6% HV 60d 42.4% 40.9% 43.7% 42.1% 41.5% IV Rank 51.2% 38.3% 67.9% 56.0% 56.9% IV Percentile 77.4% 66.3% 92.5% 81.3% 81.3% Term Structure -3.3% -6.2% -0.8% -1.7% -2.3% VWIV 41.4% 37.2% 45.7% 45.1% 37.2% Skew 25d 6.3% 4.6% 7.6% 5.9% 6.1% Skew 10d 14.9% 5.3% 23.8% 13.1% 13.2% Call IV 25d 38.7% 33.7% 43.4% 42.1% 33.7% Put IV 25d 44.9% 39.8% 48.9% 48.0% 39.8% Bid-Ask Spread % 15.86 10.94 25.02 25.02 22.03 Gamma HHI 0.33 0.12 0.66 0.34 0.13 Net GEX 177.0K -642.1K 720.8K -162.9K 171.5K Net DEX 2.8M -8.4M 17.2M 15.5M -3.6M Net VEX -105.2K -132.0K -86.0K -88.9K -130.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.09 2.53 1.21 0.41 Total Volume 2,028.619 479 14,186 1,395 2,143 Total OI 52,018.19 32,899 65,535 59,383 36,784
Daily Data (21 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 2019-01-02 $19.70 $21.00 43.9% 12.6% 37.9% 56.0% 45.1% 5.9% -1.7% -162.9K 15.5M -88.9K 1.21 25.02 N/A N/A 631 764 36,417 22,966 2019-01-03 $19.44 $21.00 48.3% 12.8% 35.0% 67.9% 41.6% 7.0% -1.5% -218.4K 17.2M -86.0K 1.89 19.66 N/A N/A 675 1,279 36,482 23,197 2019-01-04 $21.11 $21.00 41.6% 11.9% 45.7% 50.0% 41.7% 7.0% -0.8% 76.7K 6.3M -97.6K 0.91 18.05 N/A N/A 1,429 1,301 36,560 23,516 2019-01-07 $20.82 $21.00 42.0% 11.9% 44.9% 50.9% 39.5% 6.0% -1.9% 164.6K 7.1M -97.1K 0.09 19.34 N/A N/A 1,161 108 37,423 23,662 2019-01-08 $20.81 $21.00 41.3% 12.0% 45.0% 49.1% 39.6% 6.5% -1.9% 257.7K 6.7M -98.7K 0.20 15.36 N/A N/A 855 167 38,565 23,740 2019-01-09 $21.15 $21.00 41.3% 11.8% 44.0% 49.2% 41.4% 5.8% -2.1% 339.7K 3.7M -98.9K 0.60 17.21 N/A N/A 682 407 38,661 23,752 2019-01-10 $21.48 $21.00 41.6% 11.9% 43.4% 49.9% 40.9% 7.5% -1.9% 399.1K 1.3M -100.2K 0.78 12.21 N/A N/A 520 406 38,910 23,964 2019-01-11 $21.21 $21.00 42.4% 12.2% 43.8% 52.0% 41.8% 7.6% -3.6% 475.7K 2.7M -98.5K 2.53 16.80 N/A N/A 617 1,563 39,072 24,015 2019-01-14 $21.10 $21.00 41.6% 11.9% 41.8% 49.9% 41.9% 7.5% -3.3% 443.7K 5.5M -94.3K 0.57 15.74 N/A N/A 305 174 39,181 25,263 2019-01-15 $20.76 $21.00 40.5% 11.6% 39.8% 47.1% 40.6% 7.2% -2.5% 501.9K 8.5M -92.1K 0.59 14.23 N/A N/A 576 338 39,287 25,206 2019-01-16 $21.13 $21.00 41.3% 11.9% 39.8% 49.2% 39.5% 6.0% -3.5% 720.8K 3.7M -91.7K 0.42 22.50 N/A N/A 1,121 466 39,480 25,257 2019-01-17 $21.62 $21.00 37.3% 10.7% 39.5% 38.3% 39.4% 4.6% -1.7% 214.9K -1.8M -91.8K 1.01 16.20 N/A N/A 740 745 39,761 25,595 2019-01-18 $22.07 $21.00 37.8% 10.8% 38.6% 39.8% 38.0% 5.2% -3.1% -642.1K -5.9M -93.2K 0.58 12.65 N/A N/A 8,994 5,192 39,854 25,681 2019-01-22 $21.09 $21.00 42.3% 12.1% 43.0% 51.7% 41.3% 4.8% -4.2% 107.6K 843.7K -116.9K 0.58 15.66 N/A N/A 546 316 17,710 15,189 2019-01-23 $20.64 $21.00 42.7% 12.2% 44.1% 52.8% 43.2% 6.5% -5.0% 75.7K 3.1M -114.9K 0.41 11.11 N/A N/A 686 282 17,978 15,377 2019-01-24 $20.63 $21.00 41.7% 12.0% 44.1% 50.3% 42.6% 4.9% -4.3% 61.4K 3.4M -114.3K 0.69 12.33 N/A N/A 373 259 18,036 15,571 2019-01-25 $21.82 $21.00 41.0% 11.8% 44.9% 48.3% 40.1% 7.6% -5.0% 174.8K -2.9M -121.1K 0.59 10.94 N/A N/A 1,565 923 18,064 15,643 2019-01-28 $21.43 $21.00 46.1% 13.2% 45.1% 61.9% 45.7% 5.5% -6.2% 140.4K -969.7K -125.0K 1.96 11.94 N/A N/A 203 397 18,837 16,250 2019-01-29 $21.76 $21.00 42.2% 12.1% 45.2% 51.5% 42.8% 5.9% -5.7% 161.5K -2.6M -126.1K 0.92 11.31 N/A N/A 541 496 18,973 16,596 2019-01-30 $22.81 $21.00 42.3% 12.1% 47.3% 51.8% 44.9% 6.2% -5.9% 252.2K -8.4M -132.0K 0.58 12.70 N/A N/A 1,685 970 19,249 16,658 2019-01-31 $21.99 $23.00 44.2% 10.8% 49.6% 56.9% 37.2% 6.1% -2.3% 171.5K -3.6M -130.4K 0.41 22.03 N/A N/A 1,515 628 19,577 17,207
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